Recent items, highlighted in orange, are $4.00 each. All others are $1.00 each.
Click on the deal summary to see the full details.
Citigroup Global Markets Holdings Inc. 20.7%, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/14/2026
Citigroup Global Markets Holdings Inc. 20%, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/14/2026
Citigroup Global Markets Holdings Inc. 10.85%, paid quarterly if the stock closes at or above its 80% coupon barrier on the related valuation date due 4/5/2027
Citigroup Global Markets Holdings Inc. 18.45%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 4/5/2027
Citigroup Global Markets Holdings Inc. 12.25% paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 4/14/2027
Citigroup Global Markets Holdings Inc. 17.75%, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 4/5/2027
Citigroup Global Markets Holdings Inc. 13.15%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 4/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/12/2025
Citigroup Global Markets Holdings Inc. 12%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 4/14/2027
Citigroup Global Markets Holdings Inc. 8.75%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/14/2027
Citigroup Global Markets Holdings Inc. 9.45% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/15/2025
Citigroup Global Markets Holdings Inc. 12.8% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 4/14/2027
Citigroup Global Markets Holdings Inc. 9.35% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/14/2026
Citigroup Global Markets Holdings Inc. 8.05%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/14/2026
Citigroup Global Markets Holdings Inc. 13.7%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 1/14/2026
Citigroup Global Markets Holdings Inc. 8.95% paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 10/15/2025
Citigroup Global Markets Holdings Inc. 14.6% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 4/14/2026
Citigroup Global Markets Holdings Inc. 9.7%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier every day that quarter due 10/14/2027
Citigroup Global Markets Holdings Inc. 12.75%, payable monthly if stock closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $326.46; 80% of initial share price due 4/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/13/2026
Citigroup Global Markets Holdings Inc. 11.15% per year, payable monthly if each stock closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: $134.76 for Apple, $138.384 for Tesla, $21.264 for Pfizer; 80% of initial levels due 4/14/2031
Citigroup Global Markets Holdings Inc. 10.5% if the ETF closes at or above its 90% coupon barrier on monthly valuation date, plus any previously unpaid coupons due 4/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2026
Citigroup Global Markets Holdings Inc. 9.15% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 4/13/2027
Citigroup Global Markets Holdings Inc. 12% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/13/2026
Citigroup Global Markets Holdings Inc. 7.7%, paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 10/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/12/2029
Citigroup Global Markets Holdings Inc. 10.7508% if the stock closes at or above its 80% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2026
Citigroup Global Markets Holdings Inc. 10.65% paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 4/9/2026
Citigroup Global Markets Holdings Inc. 12.7%, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 4/10/2025
Citigroup Global Markets Holdings Inc. 10.3% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the observation period; Coupon barrier levels: 1,437.68 for Russell, 3,603.05 for S&P, 12,515.15 for Nasdaq; 70% of initial levels due 1/7/2028
Citigroup Global Markets Holdings Inc. 8.8%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/6/2029
Citigroup Global Markets Holdings Inc. 11.2%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 10/8/2025
Citigroup Global Markets Holdings Inc. 10.05%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 4/8/2027
Citigroup Global Markets Holdings Inc. 10.65%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 3/6/2026
Citigroup Global Markets Holdings Inc. 11.601%, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 4/9/2025
Citigroup Global Markets Holdings Inc. 11.5% annual rate, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/9/2027
Citigroup Global Markets Holdings Inc. 10.9% paid monthly if the stock closes at or above its 75% coupon barrier on the related valuation date due 5/7/2025
Citigroup Global Markets Holdings Inc. 12.80% due 5/5/2025
Citigroup Global Markets Holdings Inc. 23% annual rate, paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 4/7/2027
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, for first two years; after that, annual coupon rate set at 28 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day the index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 14% ceiling; Accrual barrier: 2,602.905; 50% of initial level due 4/5/2044
Citigroup Global Markets Holdings Inc. 11.7%, payable monthly if stock closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $334.15; 80% of initial share price due 4/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/7/2026
Citigroup Global Markets Holdings Inc. 12.5%, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 4/7/2025
Citigroup Global Markets Holdings Inc. 11.1%, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 4/7/2025
Citigroup Global Markets Holdings Inc. 10.8%, payable monthly if stock closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $337.14; 80% of initial share price due 4/2/2025
Citigroup Global Markets Holdings Inc. 10.35%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 9.8% paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/2/2026
Citigroup Global Markets Holdings Inc. 10.31%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 4/5/2027
Citigroup Global Markets Holdings Inc. 8.35%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 4/3/2029
Citigroup Global Markets Holdings Inc. 8.45%, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 4/1/2026
Citigroup Global Markets Holdings Inc. 9.5%, paid quarterly if the worst performing stock closes at or above its 56.5% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2026
Citigroup Global Markets Holdings Inc. 11.40% due 4/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2027
Citigroup Global Markets Holdings Inc. 10.7%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2025
Citigroup Global Markets Holdings Inc. 11.6%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 4/2/2026
Citigroup Global Markets Holdings Inc. 13.5%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 4/2/2026
Citigroup Global Markets Holdings Inc. 10.8%, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 4/4/2025
Citigroup Global Markets Holdings Inc. 11%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 4/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 19% annual rate, payable monthly if all stocks close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: $89.488 for EOG, $339.906 for Meta, $68.551 for Stanley Black & Decker; 70% of initial levels due 4/1/2027
Citigroup Global Markets Holdings Inc. 10.5% annual rate, payable quarterly if all funds close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: $66.087 for Energy, $103.411 for Health Care, $145.789 for Technology; 70% of initial levels due 3/29/2027
Citigroup Global Markets Holdings Inc. 8.75% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,940.7625 for S&P, 1,593.41025 for Russell, 13,691.0175 for Nasdaq; 75% of initial levels due 3/29/2028
Citigroup Global Markets Holdings Inc. 8% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,678.045 for S&P, 1,487.1829 for Russell, 12,778.283 for Nasdaq; 70% of initial levels due 3/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2029
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2030
Citigroup Global Markets Holdings Inc. 10.84%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/1/2027
Citigroup Global Markets Holdings Inc. 9%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/1/2027
Citigroup Global Markets Holdings Inc. 13.46% due 3/25/2027
Citigroup Global Markets Holdings Inc. 17.7%, payable monthly if stock closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $102.50; 60% of initial share price due 3/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2027
Citigroup Global Markets Holdings Inc. 8.65%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/31/2025
Citigroup Global Markets Holdings Inc. 17.05%, paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 4/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2029
Citigroup Global Markets Holdings Inc. 15.9% if the stock closes at or above its 60% coupon barrier on the related valuation date due 3/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2029
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2029
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2025
Citigroup Global Markets Holdings Inc. 7.2% per year times the proportion of days on which the index closes above the 85% accrual barrier level; payable monthly due 3/29/2029
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2027
Citigroup Global Markets Holdings Inc. 18.2%, paid quarterly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/17/2025
Citigroup Global Markets Holdings Inc. 6.15% per year, or 3.075% for the term, payable monthly due 9/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2025
Citigroup Global Markets Holdings Inc. 8.25% due 3/26/2025
Citigroup Global Markets Holdings Inc. 13.75%, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 3/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2025
Citigroup Global Markets Holdings Inc. 11% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the observation period; Coupon barrier levels: 1,452.416 for Russell, 3,657.23 for S&P, 3,500.22 for Stoxx; 70% of initial levels due 12/24/2026
Citigroup Global Markets Holdings Inc. 15.5% paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 3/21/2030
Citigroup Global Markets Holdings Inc. 9.6% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/23/2027
Citigroup Global Markets Holdings Inc. 19.15% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 3/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2029
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/18/2027
Citigroup Global Markets Holdings Inc. 9%, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 3/19/2029
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2029
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2029
Citigroup Global Markets Holdings Inc. 9.3%, paid quarterly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 9/18/2028
Citigroup Global Markets Holdings Inc. 13.3%, paid quarterly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 3/18/2026
Citigroup Global Markets Holdings Inc. 9.5%, paid monthly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 3/15/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2026
Citigroup Global Markets Holdings Inc. 13.751%, payable monthly if ETF closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $79.03; 80% of initial share price due 3/13/2025
Citigroup Global Markets Holdings Inc. 9.8%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 3/13/2028
Citigroup Global Markets Holdings Inc. 7.15%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/12/2026
Citigroup Global Markets Holdings Inc. 12.1%, paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 4/11/2025
Citigroup Global Markets Holdings Inc. 7.2%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/13/2029
Citigroup Global Markets Holdings Inc. 15.5%, paid quarterly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/11/2027
Citigroup Global Markets Holdings Inc. 9.4%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/11/2025
Citigroup Global Markets Holdings Inc. 12.6%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 3/11/2027
Citigroup Global Markets Holdings Inc. 11.65%, paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 12/11/2025
Citigroup Global Markets Holdings Inc. 8.85%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 3/12/2026
Citigroup Global Markets Holdings Inc. 11.4%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/12/2026
Citigroup Global Markets Holdings Inc. 9.8%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 3/11/2027
Citigroup Global Markets Holdings Inc. 10.75%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 3/11/2027
Citigroup Global Markets Holdings Inc. 13.751%, paid monthly, if the underlying fund closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 3/14/2025
Citigroup Global Markets Holdings Inc. 10.6%, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date due 3/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2027
Citigroup Global Markets Holdings Inc. 9%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 3/11/2027
Citigroup Global Markets Holdings Inc. 9.6%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/10/2027
Citigroup Global Markets Holdings Inc. 11.1%, paid monthly, if the stock closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/12/2025
Citigroup Global Markets Holdings Inc. 14.75%, paid quarterly, if the stock closes at or above its 70% coupon barrier on the related valuation date due 11/12/2024
Citigroup Global Markets Holdings Inc. 10.8%, paid quarterly, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 3/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/9/2025
Citigroup Global Markets Holdings Inc. 1.00% due 3/15/2027
Citigroup Global Markets Holdings Inc. 8.70% due 3/12/2026
Citigroup Global Markets Holdings Inc. 10.65%, payable monthly if stock closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $322.12; 80% of initial share price due 3/11/2025
Citigroup Global Markets Holdings Inc. 10.65%, paid monthly, if the stock closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2025
Citigroup Global Markets Holdings Inc. 13.3%, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 9/11/2024
Citigroup Global Markets Holdings Inc. 12% annual rate, paid quarterly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/10/2027
Citigroup Global Markets Holdings Inc. 12.1% annual rate, paid monthly if the stock closes at or above its 77% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/10/2027
Citigroup Global Markets Holdings Inc. 9.7% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/10/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2028
Citigroup Global Markets Holdings Inc. 9.8% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 9/11/2026
Citigroup Global Markets Holdings Inc. 11% annually, payable quarterly, for first two years; after that, annual coupon rate set at 40 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day the index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 11% ceiling; Accrual barrier: 3,047.19; 60% of initial level due 3/8/2044
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2025
Citigroup Global Markets Holdings Inc. 10.5% annual rate, if the stock closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/17/2026
Citigroup Global Markets Holdings Inc. 10.85% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/9/2025
Citigroup Global Markets Holdings Inc. 12% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 3/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/9/2025
Citigroup Global Markets Holdings Inc. 16.1% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/4/2027
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/4/2025
Citigroup Global Markets Holdings Inc. 7.35% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 3/4/2027
Citigroup Global Markets Holdings Inc. 8.55% annual rate, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 3/6/2028
Citigroup Global Markets Holdings Inc. 13.75% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2029
Citigroup Global Markets Holdings Inc. 11.5% annual rate, paid monthly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 7.1% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/4/2027
Citigroup Global Markets Holdings Inc. 8.2% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 3/4/2027
Citigroup Global Markets Holdings Inc. 10.02% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/4/2027
Citigroup Global Markets Holdings Inc. 10.65% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/5/2026
Citigroup Global Markets Holdings Inc. 9% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 17% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 3/4/2027
Citigroup Global Markets Holdings Inc. 13.5% annual rate, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 3/4/2027
Citigroup Global Markets Holdings Inc. 10.25% annual rate, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2028
Citigroup Global Markets Holdings Inc. 10.2%, paid quarterly, if the stock closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2025
Citigroup Global Markets Holdings Inc. 8.1% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,822.2025 for S&P, 1,541.13225 for Russell, 13,532.8875 for Nasdaq; 75% of initial levels due 2/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2027
Citigroup Global Markets Holdings Inc. 10.2%, paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 5/30/2025
Citigroup Global Markets Holdings Inc. 7.75% annual rate, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 3/3/2027
Citigroup Global Markets Holdings Inc. 8.35% annual rate, if the worst performing index closes at or above its 70% coupon barrier on the related valuation date; first valuation date is Oct. 28, 2024 and the second valuation date is the maturity date; previously unpaid coupons will also be paid due 7/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2029
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2029
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2031
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2029
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2025
Citigroup Global Markets Holdings Inc. 10.8% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/28/2025
Citigroup Global Markets Holdings Inc. 10.55% annual rate, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 3/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2029
Citigroup Global Markets Holdings Inc. 6.82%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 2/28/2029
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 7.05% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $50.73 for Fortinet, $139.29 for IBM, $179.138 for NXP, $116.183 for Qualcomm; 75% of initial level due 2/28/2029
Citigroup Global Markets Holdings Inc. 9%, paid quarterly if the worst performing asset closes at or above its 65% coupon barrier on the related valuation date due 2/27/2025
Citigroup Global Markets Holdings Inc. 11%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/28/2025
Citigroup Global Markets Holdings Inc. 8.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/26/2027
Citigroup Global Markets Holdings Inc. 6.75%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/28/2029
Citigroup Global Markets Holdings Inc. 12.7%. paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 2/26/2027
Citigroup Global Markets Holdings Inc. 10.52%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 2/26/2027
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 8/28/2025
Citigroup Global Markets Holdings Inc. 11.6%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/28/2025
Citigroup Global Markets Holdings Inc. 10.25%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 2/26/2027
Citigroup Global Markets Holdings Inc. 16%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 2/26/2027
Citigroup Global Markets Holdings Inc. 10.65%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 2/26/2027
Citigroup Global Markets Holdings Inc. 7.25% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/27/2029
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2029
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2025
Citigroup Global Markets Holdings Inc. 9.1% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/26/2026
Citigroup Global Markets Holdings Inc. 6.15% due 8/27/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the observation period; Coupon barrier levels: 1,409.687 for Russell, 3,560.92 for S&P, 12,603.29 for Nasdaq; 70% of initial levels due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2027
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly; extra contingent coupon of 3% if all three stocks have a return better than the return of the S&P 500 index on the related quarterly valuation date; previously unpaid coupons will also be paid due 2/26/2026
Citigroup Global Markets Holdings Inc. 12.2508% annual rate, paid monthly if the stock closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/26/2025
Citigroup Global Markets Holdings Inc. 9.25% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/26/2025
Citigroup Global Markets Holdings Inc. 11.7% annual rate, paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 2/26/2026
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 1/26/2026
Citigroup Global Markets Holdings Inc. 8.55% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 2/25/2027
Citigroup Global Markets Holdings Inc. 12.251%, paid monthly, if the underlying stock closes at or above its 85% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 2/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2027
Citigroup Global Markets Holdings Inc. 12%, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/25/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2029
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2028
Citigroup Global Markets Holdings Inc. 13.2%, paid quarterly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 2/25/2027
Citigroup Global Markets Holdings Inc. 11.3%, paid quarterly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 2/25/2027
Citigroup Global Markets Holdings Inc. 9.35%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier on every trading day during the relevant observation period due 2/19/2027
Citigroup Global Markets Holdings Inc. 14%, payable monthly if ETF closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $72.91; 80% of initial share price due 2/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/19/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/19/2027
Citigroup Global Markets Holdings Inc. 8.25%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/19/2025
Citigroup Global Markets Holdings Inc. 9.1%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/20/2025
Citigroup Global Markets Holdings Inc. 7.25% paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 2/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/19/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/16/2025
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 8/19/2026
Citigroup Global Markets Holdings Inc. 11.5% paid monthly if the worst performing ETF closes at or above its 50% coupon barrier on the related valuation date due 2/17/2028
Citigroup Global Markets Holdings Inc. 7.75% due 8/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/18/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2026
Citigroup Global Markets Holdings Inc. 11.65% paid quarterly if the worst performing stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/19/2026
Citigroup Global Markets Holdings Inc. 12.9% paid monthly if the stock closes at or above its 75% coupon barrier on the related valuation date due 3/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/17/2025
Citigroup Global Markets Holdings Inc. 19% paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 2/19/2027
Citigroup Global Markets Holdings Inc. 7.75% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/19/2026
Citigroup Global Markets Holdings Inc. 9.3% paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 2/19/2026
Citigroup Global Markets Holdings Inc. 13.25% if the ETF closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/18/2025
Citigroup Global Markets Holdings Inc. 9.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/15/2025
Citigroup Global Markets Holdings Inc. 10.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/15/2025
Citigroup Global Markets Holdings Inc. 13.701%, paid monthly, if the underlying fund closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 2/18/2025
Citigroup Global Markets Holdings Inc. 10.12% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the observation period; Coupon barrier levels: 1,431.68 for Russell, 3,515.29 for S&P, 3,322.45 for Stoxx; 70% of initial levels due 8/17/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2027
Citigroup Global Markets Holdings Inc. 14.4%, paid quarterly if the worst performing stock closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/13/2025
Citigroup Global Markets Holdings Inc. 12.67%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 2/12/2027
Citigroup Global Markets Holdings Inc. 9.25% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 2/12/2027
Citigroup Global Markets Holdings Inc. 8.6%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/12/2026
Citigroup Global Markets Holdings Inc. 15%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 8/14/2025
Citigroup Global Markets Holdings Inc. 10.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/14/2025
Citigroup Global Markets Holdings Inc. 12.3%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 2/12/2027
Citigroup Global Markets Holdings Inc. 11%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 11/14/2025
Citigroup Global Markets Holdings Inc. 13%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 11/14/2025
Citigroup Global Markets Holdings Inc. 9.55%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 8/14/2025
Citigroup Global Markets Holdings Inc. 15.4%, paid monthly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 2/12/2027
Citigroup Global Markets Holdings Inc. 13%, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 8/14/2025
Citigroup Global Markets Holdings Inc. 18.15%, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 2/12/2027
Citigroup Global Markets Holdings Inc. 18.15% annual rate, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 2/12/2027
Citigroup Global Markets Holdings Inc. 10.2%, paid quarterly, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date due 2/12/2027
Citigroup Global Markets Holdings Inc. 11%, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date due 2/12/2027
Citigroup Global Markets Holdings Inc. 9%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier every day that quarter due 2/12/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/14/2029
Citigroup Global Markets Holdings Inc. 0.00% due 5/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/11/2027
Citigroup Global Markets Holdings Inc. 9.6%, paid quarterly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 5/14/2027
Citigroup Global Markets Holdings Inc. 9.25%, paid quarterly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 11/16/2026
Citigroup Global Markets Holdings Inc. 12%, paid monthly if the worst performing asset closes at or above its 65% coupon barrier on the related valuation date due 2/11/2027
Citigroup Global Markets Holdings Inc. 9% paid monthly if the index closes at or above its 90% coupon barrier on the related valuation date due 2/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2029
Citigroup Global Markets Holdings Inc. 0.00% due 5/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 17.8% paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 2/11/2027
Citigroup Global Markets Holdings Inc. 10.5% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 2/12/2026
Citigroup Global Markets Holdings Inc. 15.15% paid quarterly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 2/12/2026
Citigroup Global Markets Holdings Inc. 9.3% paid quarterly if the worst performing ETF closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/11/2027
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/11/2027
Citigroup Global Markets Holdings Inc. 10.05% due 2/9/2028
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/10/2026
Citigroup Global Markets Holdings Inc. 9.75%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 2/11/2026
Citigroup Global Markets Holdings Inc. 11% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 8/11/2025
Citigroup Global Markets Holdings Inc. 10.3% annual rate, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 2/10/2027
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 2/10/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2025
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 3,459.967 for S&P, 12,329.128 for Nasdaq; 70% of initial value due 11/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 14.75%, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 2/5/2027
Citigroup Global Markets Holdings Inc. 12.5% annual rate, paid quarterly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date; previously unpaid coupons will also be paid due 2/9/2026
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 2/7/2028
Citigroup Global Markets Holdings Inc. 8.85% due 2/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2029
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2029
Citigroup Global Markets Holdings Inc. 11.5%, paid monthly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 2/5/2026
Citigroup Global Markets Holdings Inc. 15.85% paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 2/5/2026
Citigroup Global Markets Holdings Inc. 10.3% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/7/2025
Citigroup Global Markets Holdings Inc. 11.58% annual rate, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 2/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 10.5%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 2/5/2027
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid quarterly, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date due 2/5/2026
Citigroup Global Markets Holdings Inc. 10.25%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 2/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if the stock closes at or above coupon barrier on the corresponding observation date; Coupon barrier: $222.38; 62.25% of initial value due 2/5/2027
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if the stock closes at or above coupon barrier on the corresponding observation date; Coupon barrier: $115.15; 65.9% of initial value due 2/5/2027
Citigroup Global Markets Holdings Inc. 10%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/12/2025
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if each stock closes above barrier level on observation date; coupon payment events will automatically include any previously unpaid coupons due 2/4/2027
Citigroup Global Markets Holdings Inc. 11.75% paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 1/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 9.65%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier on the related quarterly observation date due 2/5/2029
Citigroup Global Markets Holdings Inc. 9.65%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier on every trading day during the relevant observation period due 2/5/2029
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 8/4/2025
Citigroup Global Markets Holdings Inc. 11% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 8/4/2025
Citigroup Global Markets Holdings Inc. 10.35% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on every day that period due 2/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 12.3% paid quarterly if the worst performing ETF closes at or above its 85.001% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/3/2026
Citigroup Global Markets Holdings Inc. 10.85%, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/3/2027
Citigroup Global Markets Holdings Inc. 1.00% due 2/3/2027
Citigroup Global Markets Holdings Inc. 8.8% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 3,449.55 for S&P, 12,317.39 for Nasdaq; 70% of initial value due 1/20/2034
Citigroup Global Markets Holdings Inc. 7.65%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2029
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2027
Citigroup Global Markets Holdings Inc. 10.2%, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date due 1/29/2027
Citigroup Global Markets Holdings Inc. 8.25%, paid quarterly, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date due 1/30/2025
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if the underlying stock closes at or above its 70% downside threshold on the related quarterly observation date due 1/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 8.5%, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/28/2027
Citigroup Global Markets Holdings Inc. 8.75% paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 1/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2025
Citigroup Global Markets Holdings Inc. 21% paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 10/29/2025
Citigroup Global Markets Holdings Inc. 12.45% paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 10/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2029
Citigroup Global Markets Holdings Inc. 18.2%, payable monthly if ETF closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $75.66; 85% of initial share price due 1/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/28/2026
Citigroup Global Markets Holdings Inc. 7.1%, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 1/28/2025
Citigroup Global Markets Holdings Inc. 9.25%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/28/2025
Citigroup Global Markets Holdings Inc. 10%, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 1/28/2027
Citigroup Global Markets Holdings Inc. 8.15% due 7/25/2025
Citigroup Global Markets Holdings Inc. 15.2016%, paid monthly, if the ETF closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/28/2025
Citigroup Global Markets Holdings Inc. 18.2016%, paid monthly, if the ETF closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2029
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 11.8%, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 7/28/2026
Citigroup Global Markets Holdings Inc. 16.45%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 1/27/2027
Citigroup Global Markets Holdings Inc. 8.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/27/2025
Citigroup Global Markets Holdings Inc. 9.2%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/27/2027
Citigroup Global Markets Holdings Inc. 18.9%, paid monthly, if the ETF closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/27/2025
Citigroup Global Markets Holdings Inc. 15.6%, paid monthly, if the ETF closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2029
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2025
Citigroup Global Markets Holdings Inc. 9.7%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/27/2026
Citigroup Global Markets Holdings Inc. 9.6%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 10/27/2025
Citigroup Global Markets Holdings Inc. 18.9%, paid monthly, if the underlying fund closes at or above its 85% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 1/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2025
Citigroup Global Markets Holdings Inc. one-year U.S. dollar SOFR ICE swap rate plus 82 bps, subject to 0% floor; payable monthly due 2/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2026
Citigroup Global Markets Holdings Inc. 11%, paid quarterly if the worst performing stock closes at or above its 65% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/22/2027
Citigroup Global Markets Holdings Inc. 11.65%, paid quarterly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/22/2027
Citigroup Global Markets Holdings Inc. 23.15% annual rate, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 10/23/2025
Citigroup Global Markets Holdings Inc. 10.76% due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2029
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding monthly review date, the coupon will be equivalent to 7% per year; if any stock closes below its coupon barrier, the coupon will be 0.25% annualized; Coupon barriers: $108.738 for Amazon, $215.467 for Amgen, $91.217 for Datadog, $161.903 for Zscaler; 70% of initial levels due 1/24/2029
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2025
Citigroup Global Markets Holdings Inc. 8%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 9.25%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 8.3%, paid semiannually if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 13.25%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 10/23/2025
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 10.35% annual rate, paid quarterly, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 11.55% annual rate, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 1/24/2025
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 1/24/2025
Citigroup Global Markets Holdings Inc. 8.3% annual rate, paid quarterly, if each underlying index closes at or above its 65% coupon barrier on the related quarterly observation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 18% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the relevant observation date; Coupon barriers: $93.204 for Amazon, $48.006 for Shopify, $82.884 for Target; 60% of initial levels due 1/22/2027
Citigroup Global Markets Holdings Inc. 16%, payable monthly if ETF closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $70.67; 80% of initial share price due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2029
Citigroup Global Markets Holdings Inc. 32.25% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 7/23/2026
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing asset closes at or above its coupon barrier on the related valuation date; Coupon barrier levels: $70.343 for Treasury ETF, 1,442.74 for Russell, $45.795 for utilities fund, 75% of initial levels due 12/23/2025
Citigroup Global Markets Holdings Inc. 16.7% paid quarterly if the best performing index closes below 125% coupon barrier on the related valuation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/19/2025
Citigroup Global Markets Holdings Inc. 13% annual rate, paid monthly if the worst performing asset closes at or above its 80% coupon barrier on the related valuation date due 7/23/2024
Citigroup Global Markets Holdings Inc. 6.86% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 10.1% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/23/2025
Citigroup Global Markets Holdings Inc. 9.3% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 12.55% annual rate, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 1/21/2028
Citigroup Global Markets Holdings Inc. 6.4% per year, or 3.2% for the term, payable monthly due 7/23/2024
Citigroup Global Markets Holdings Inc. 10.9% annual rate, payable quarterly if all three ETFs close above coupon barriers on related observation date; Coupon barrier levels: $47.946 for energy, $67.032 for industrial, $52.236 for biotech; 60% of initial levels due 1/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2029
Citigroup Global Markets Holdings Inc. 10.25% annual rate, paid monthly if the stock closes at or above its coupon barrier on the related valuation date; Coupon barrier: $34.629, 85% of initial level due 2/21/2025
Citigroup Global Markets Holdings Inc. 18.45% annual rate, paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 10.05% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 21.5% annual rate, paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 1/23/2025
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 1/22/2029
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2029
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2025
Citigroup Global Markets Holdings Inc. 11.9%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 11.2%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 10/22/2025
Citigroup Global Markets Holdings Inc. 15.1% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 9.3% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 13% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 10/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2025
Citigroup Global Markets Holdings Inc. 9.4% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 3,302.31 for Stoxx, 12,552.21 for Nasdaq; 75% of initial value due 1/20/2034
Citigroup Global Markets Holdings Inc. 7.36% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 12,552.21 for Nasdaq, 3,302.31 for Stoxx; 75% of initial values due 1/20/2034
Citigroup Global Markets Holdings Inc. 8.15%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/21/2025
Citigroup Global Markets Holdings Inc. 10.7%, paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 1/22/2026
Citigroup Global Markets Holdings Inc. 9%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/21/2025
Citigroup Global Markets Holdings Inc. 9.5%, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/22/2027
Citigroup Global Markets Holdings Inc. 10.35%, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/22/2027
Citigroup Global Markets Holdings Inc. 8.2%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/22/2031
Citigroup Global Markets Holdings Inc. 14% annual rate, paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 4/22/2025
Citigroup Global Markets Holdings Inc. 36% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 9.3% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 12/19/2025
Citigroup Global Markets Holdings Inc. 13.45% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/21/2025
Citigroup Global Markets Holdings Inc. 8.75% annual rate, paid quarterly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 1/22/2026
Citigroup Global Markets Holdings Inc. 14.25% annual rate, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 7/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2026
Citigroup Global Markets Holdings Inc. 8.60% due 7/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2030
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 7%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/22/2026
Citigroup Global Markets Holdings Inc. 8.45%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/21/2025
Citigroup Global Markets Holdings Inc. 9.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 11%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/21/2026
Citigroup Global Markets Holdings Inc. 11.25%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/21/2025
Citigroup Global Markets Holdings Inc. 10.85%, paid monthly if the worst performing asset closes at or above its 65% coupon barrier on the related valuation date due 1/22/2026
Citigroup Global Markets Holdings Inc. 12.85%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 1/22/2026
Citigroup Global Markets Holdings Inc. 8.35%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 7/21/2025
Citigroup Global Markets Holdings Inc. 18.6%, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 12%, paid monthly if the ETF closes at or above its 60% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 22% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 18.25% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 20% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 8.7% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/19/2029
Citigroup Global Markets Holdings Inc. 8.7% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/21/2025
Citigroup Global Markets Holdings Inc. 8.6% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 8.3% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/19/2029
Citigroup Global Markets Holdings Inc. 8.05% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/21/2025
Citigroup Global Markets Holdings Inc. 10.25% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 7/21/2025
Citigroup Global Markets Holdings Inc. 11.2% annually, payable quarterly, for first two years; after that, annual coupon rate set at 50 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor; Accrual barriers: 70.614 for Stoxx Banks, 22,416.672 for Dow, 2,859.588 for S&P; 60% of initial levels due 1/19/2044
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, for first two years; after that, annual coupon rate set at 50 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day the index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 10% ceiling; Accrual barrier: 2,859.588; 60% of initial level due 1/19/2044
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/12/2024
Citigroup Global Markets Holdings Inc. 5.20% due 4/17/2025
Citigroup Global Markets Holdings Inc. 5.15% due 2/19/2025
Citigroup Global Markets Holdings Inc. 15.6% annual rate, payable monthly if ETF closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $74.74; 80% of initial share price due 1/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/12/2029
Citigroup Global Markets Holdings Inc. 14.75% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 1/14/2027
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/14/2027
Citigroup Global Markets Holdings Inc. 12% annual rate, paid quarterly if the stock closes at or above its 80% coupon barrier on the related valuation date due 7/14/2025
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly if the worst performing stock closes at or above its 56.5% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/14/2025
Citigroup Global Markets Holdings Inc. 13% annual rate, paid quarterly if the worst performing stock closes at or above its coupon barrier on the related valuation date; Coupon barriers: $132.447 for AmEx, $183.778 for Visa, 70% of initial levels due 1/14/2027
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly if the worst performing stock closes at or above its 66% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/14/2025
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 12/12/2025
Citigroup Global Markets Holdings Inc. 10.05% annual rate, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 1/14/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/14/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 9.2% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/14/2025
Citigroup Global Markets Holdings Inc. 8.4% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/14/2026
Citigroup Global Markets Holdings Inc. 8.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/12/2025
Citigroup Global Markets Holdings Inc. 8.15% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 1/14/2026
Citigroup Global Markets Holdings Inc. 9.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/15/2025
Citigroup Global Markets Holdings Inc. 13.55% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 10/15/2025
Citigroup Global Markets Holdings Inc. 12% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 1/14/2026
Citigroup Global Markets Holdings Inc. 13.45% annual rate paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 1/14/2026
Citigroup Global Markets Holdings Inc. 12.25% annual rate, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 1/14/2027
Citigroup Global Markets Holdings Inc. 11.4% annual rate, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 1/14/2027
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 1/14/2026
Citigroup Global Markets Holdings Inc. 9% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 1/14/2027
Citigroup Global Markets Holdings Inc. 7.50% due 7/11/2025
Citigroup Global Markets Holdings Inc. 11.6% annual rate, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 1/14/2025
Citigroup Global Markets Holdings Inc. 15.6%, paid monthly, if the underlying fund closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 1/14/2025
Citigroup Global Markets Holdings Inc. 14.5% annual rate, paid quarterly, if the underlying fund closes at or above its 80% downside threshold on the related quarterly observation date; previously unpaid coupons will also be paid due 1/14/2025
Citigroup Global Markets Holdings Inc. 14.2%, paid quarterly, if the underlying fund closes at or above its 80% downside threshold on the related quarterly observation date; previously unpaid coupons will also be paid due 1/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/11/2025
Citigroup Global Markets Holdings Inc. 15.7% annual rate, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 1/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/13/2025
Citigroup Global Markets Holdings Inc. 9.5% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/10/2025
Citigroup Global Markets Holdings Inc. 12.85% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 1/8/2027
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 1/8/2027
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/8/2026
Citigroup Global Markets Holdings Inc. 14.85% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 1/8/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/8/2027
Citigroup Global Markets Holdings Inc. 12.1008% annual rate, paid if the stock closes at or above its 80% coupon barrier on the related monthly valuation date, plus any previously unpaid coupons due 1/9/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2029
Citigroup Global Markets Holdings Inc. 0.00% due 7/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/13/2025
Citigroup Global Markets Holdings Inc. 14.15% annual rate, paid monthly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 1/8/2026
Citigroup Global Markets Holdings Inc. 17.25% annual rate, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 1/8/2026
Citigroup Global Markets Holdings Inc. 13% annual rate, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 1/8/2026
Citigroup Global Markets Holdings Inc. 12.5% annual rate, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 1/8/2026
Citigroup Global Markets Holdings Inc. 8.15% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/8/2026
Citigroup Global Markets Holdings Inc. 15.5%, paid monthly, if the underlying fund closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 1/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2029
Citigroup Global Markets Holdings Inc. 0.00% due 1/8/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2029
Citigroup Global Markets Holdings Inc. 0.00% due 1/7/2028
Citigroup Global Markets Holdings Inc. 8.65% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/9/2025
Citigroup Global Markets Holdings Inc. 11.55% annual rate, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 7/10/2025
Citigroup Global Markets Holdings Inc. 8% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 1/7/2027
Citigroup Global Markets Holdings Inc. 8.20% due 7/9/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2029
Citigroup Global Markets Holdings Inc. 0.00% due 1/16/2026
Citigroup Global Markets Holdings Inc. 10.55% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 1/7/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/9/2025
Citigroup Global Markets Holdings Inc. 14% annual rate, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 1/7/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2027
Citigroup Global Markets Holdings Inc. 19% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 12/30/2025
Citigroup Global Markets Holdings Inc. 16.85%, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 1/4/2027
Citigroup Global Markets Holdings Inc. 10.87% paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 1/6/2027
Citigroup Global Markets Holdings Inc. 10%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 12/30/2025
Citigroup Global Markets Holdings Inc. 17.5% paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 12/30/2025
Citigroup Global Markets Holdings Inc. 9.97%, paid quarterly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 1/2/2026
Citigroup Global Markets Holdings Inc. 9.05% annual rate, paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 11%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 11.24%, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 1/4/2027
Citigroup Global Markets Holdings Inc. 11.33%, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 7/2/2026
Citigroup Global Markets Holdings Inc. 7%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 1/3/2025
Citigroup Global Markets Holdings Inc. 12%, paid quarterly if the worst performing asset closes at or above its 67% coupon barrier on the related valuation date due 1/2/2026
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the worst performing asset closes at or above its 68% coupon barrier on the related valuation date due 12/4/2025
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/2/2026
Citigroup Global Markets Holdings Inc. 11.44% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 12/4/2025
Citigroup Global Markets Holdings Inc. 10.25% due 1/3/2025
Citigroup Global Markets Holdings Inc. 8.50% due 1/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2025
Citigroup Global Markets Holdings Inc. 9.2%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/2/2026
Citigroup Global Markets Holdings Inc. 12.65%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 1/2/2026
Citigroup Global Markets Holdings Inc. 13.05% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 12/31/2026
Citigroup Global Markets Holdings Inc. 21% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 12/31/2026
Citigroup Global Markets Holdings Inc. 10.4%, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/2/2026
Citigroup Global Markets Holdings Inc. 13% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 12/31/2026
Citigroup Global Markets Holdings Inc. 16.38% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 14% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 12/31/2026
Citigroup Global Markets Holdings Inc. 15.15% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 12/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2030
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2025
Citigroup Global Markets Holdings Inc. 10%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 1/2/2026
Citigroup Global Markets Holdings Inc. 12% annual rate, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 10.75% annual rate, paid quarterly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 1/2/2026
Citigroup Global Markets Holdings Inc. 16% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 19.75% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 12/31/2026
Citigroup Global Markets Holdings Inc. 16.15% annual rate, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 8.25% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,587.5125 for S&P, 1,543.75125 for Russell, 12,673.8525 for Nasdaq; 75% of initial levels due 12/30/2027
Citigroup Global Markets Holdings Inc. 11% annual rate, payable quarterly if each ETF closes at or above its coupon barrier level on the relevant observation date; Coupon barriers: $21.819 for Gold Miners, $15.393 for iShares Silver; 70% of initial levels due 12/30/2026
Citigroup Global Markets Holdings Inc. 13.25% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $259.519 for Deere, $63.1085 for Emerson, $39.663 for NextEra; 65% of initial levels due 12/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 19% paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 12/31/2025
Citigroup Global Markets Holdings Inc. 11.76% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/31/2026
Citigroup Global Markets Holdings Inc. 8.35% paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 12/31/2026
Citigroup Global Markets Holdings Inc. 13.25% paid quarterly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 7/2/2026
Citigroup Global Markets Holdings Inc. 10.1% annual rate, paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 4/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 9.85% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 7/2/2025
Citigroup Global Markets Holdings Inc. 8.25% per year, payable monthly if each index closes at or above trigger level on the valuation date for that period due 12/31/2026
Citigroup Global Markets Holdings Inc. 12.15%, paid monthly, if the underlying stock closes at or above its 50% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 1/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 9.5% paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 12/31/2025
Citigroup Global Markets Holdings Inc. 11.5% paid quarterly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 12/31/2026
Citigroup Global Markets Holdings Inc. 9.8%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2028
Citigroup Global Markets Holdings Inc. 9.25%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/24/2026
Citigroup Global Markets Holdings Inc. 9.5%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/26/2025
Citigroup Global Markets Holdings Inc. 8%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/24/2026
Citigroup Global Markets Holdings Inc. 30.75%, paid quarterly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 12/30/2025
Citigroup Global Markets Holdings Inc. 38.75% paid quarterly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 12/30/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above trigger level on the valuation date for that period due 12/24/2026
Citigroup Global Markets Holdings Inc. 11.351%, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 12/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2025
Citigroup Global Markets Holdings Inc. 0.80% due 12/27/2028
Citigroup Global Markets Holdings Inc. 7.75% due 4/25/2025
Citigroup Global Markets Holdings Inc. 16.3%, paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 12/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/19/2025
Citigroup Global Markets Holdings Inc. 5.85% due 6/26/2024
Citigroup Global Markets Holdings Inc. 13.25% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $251.719 for Deere, $61.529 for Emerson, $38.896 for NextEra; 65% of initial levels due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2027
Citigroup Global Markets Holdings Inc. 14.3%, payable monthly if ETF closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $68.58; 80% of initial share price due 12/20/2024
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $89.361 for Amazon, $113.616 for Apple; 58% of initial share prices due 6/24/2025
Citigroup Global Markets Holdings Inc. 11.5008%, paid monthly, if the stock closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2025
Citigroup Global Markets Holdings Inc. 7.55%, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 12/23/2025
Citigroup Global Markets Holdings Inc. 12.5% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $58.926 for ETF, 1,387.692 for Russell, 3,318.392 for S&P; 70% of initial levels due 12/23/2025
Citigroup Global Markets Holdings Inc. 14.1%, payable monthly if ETF closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $63.38; 80% of initial share price due 12/20/2024
Citigroup Global Markets Holdings Inc. 13% paid monthly if the stock closes at or above its 75% coupon barrier on the related valuation date due 1/21/2025
Citigroup Global Markets Holdings Inc. 7%, paid monthly, if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 12/20/2028
Citigroup Global Markets Holdings Inc. 7.20% due 6/20/2025
Citigroup Global Markets Holdings Inc. 12.25% if the stock closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/2/2025
Citigroup Global Markets Holdings Inc. 12.45% if the stock closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/2/2025
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding monthly review date, the coupon will be equivalent to 7.75% per year; if any stock closes below its coupon barrier, the coupon will be 0.25% annualized; Coupon barriers: $104.979 for Amazon, $113.365 for Applied Materials, $52.423 for Trade Desk, 70% of initial levels due 12/20/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2025
Citigroup Global Markets Holdings Inc. 12.75%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 9/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2025
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date due 12/18/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/21/2025
Citigroup Global Markets Holdings Inc. 8% paid quarterly if the worst performing stock closes at or above its 58% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/20/2025
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 12/18/2025
Citigroup Global Markets Holdings Inc. 13.5%, paid monthly, if the underlying fund closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 12/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2028
Citigroup Global Markets Holdings Inc. 7.45% paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 12/18/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/10/2025
Citigroup Global Markets Holdings Inc. 9.16%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 12/17/2026
Citigroup Global Markets Holdings Inc. 14.75%, paid monthly if the stock closes at or above its 73% coupon barrier on the related valuation date due 1/16/2025
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $51.415 for ETF, 1,316.888 for Russell, 3,250.59 for S&P; 70% of initial levels due 12/17/2025
Citigroup Global Markets Holdings Inc. 15.57%, paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 3/14/2025
Citigroup Global Markets Holdings Inc. 10.00% due 12/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/13/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/13/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/11/2026
Citigroup Global Markets Holdings Inc. 13.11% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/12/2025
Citigroup Global Markets Holdings Inc. 11.65% paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 3/13/2025
Citigroup Global Markets Holdings Inc. 11.35% if the stock closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/26/2024
Citigroup Global Markets Holdings Inc. 11.85% if the stock closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/13/2025
Citigroup Global Markets Holdings Inc. 19.5% paid monthly if the worst performing stock closes at or above its 80% coupon barrier on the related valuation date due 6/12/2025
Citigroup Global Markets Holdings Inc. 11%, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 12/11/2026
Citigroup Global Markets Holdings Inc. 15% annually, or 11.25% for the term, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $23.283, 80.90% of initial price due 9/12/2024
Citigroup Global Markets Holdings Inc. 10.3% annual rate, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 12/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2025
Citigroup Global Markets Holdings Inc. 9% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 2/12/2025
Citigroup Global Markets Holdings Inc. 11.6016% if the stock closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/13/2024
Citigroup Global Markets Holdings Inc. 11.601%, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 12/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2025
Citigroup Global Markets Holdings Inc. 11.7%, payable monthly if stock closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $298.02; 80% of initial share price due 12/11/2024
Citigroup Global Markets Holdings Inc. 14.25%, payable monthly if ETF closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $63.04; 80% of initial share price due 12/11/2024
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if each index closes at or above trigger level on the valuation date for that period due 12/10/2026
Citigroup Global Markets Holdings Inc. 9.45% per year, payable quarterly if each underlier closes at or above coupon barrier every day that quarter; Coupon barrier levels: $57.88 for ETF, 1,484.832 for Russell, 3,653.744 for S&P; 80% of initial levels due 11/21/2024
Citigroup Global Markets Holdings Inc. 11.801%, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 12/10/2024
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/31/2024
Citigroup Global Markets Holdings Inc. 13.2516% if the stock closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/9/2024
Citigroup Global Markets Holdings Inc. 12.84%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupon due 12/9/2025
Citigroup Global Markets Holdings Inc. 8%, paid monthly, if the worst performing index closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/4/2025
Citigroup Global Markets Holdings Inc. 11.0508% if the stock closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/5/2024
Citigroup Global Markets Holdings Inc. 17.0016% if the ETF closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/5/2024
Citigroup Global Markets Holdings Inc. 14.94% annually, or approximately 6.218% for the term, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $77.844; 66.75% of initial price due 5/9/2024
Citigroup Global Markets Holdings Inc. 14.94% annually, or approximately 6.218% for the term, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $338.579; 72.4% of initial price due 5/9/2024
Citigroup Global Markets Holdings Inc. 11.051%, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 12/9/2024
Citigroup Global Markets Holdings Inc. 17.001%, paid monthly, if the underlying fund closes at or above its 85% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 12/9/2024
Citigroup Global Markets Holdings Inc. 11.2%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 11.5%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 11/26/2025
Citigroup Global Markets Holdings Inc. 8%, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 12/3/2026
Citigroup Global Markets Holdings Inc. 7.82%, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 12/3/2026
Citigroup Global Markets Holdings Inc. 8.55% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 1/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2029
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2029
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2025
Citigroup Global Markets Holdings Inc. 12%, paid quarterly if the worst performing asset closes at or above its 66.35% coupon barrier on the related valuation date due 12/3/2026
Citigroup Global Markets Holdings Inc. 9% paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 12/3/2026
Citigroup Global Markets Holdings Inc. 12.6%, paid quarterly if the worst performing asset closes at or above its 65% coupon barrier on the related valuation date due 12/3/2026
Citigroup Global Markets Holdings Inc. 16.17%, paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/4/2025
Citigroup Global Markets Holdings Inc. 10.8% per year, payable monthly if each index closes at or above trigger level on the valuation date for that period due 12/4/2025
Citigroup Global Markets Holdings Inc. 10.5%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier on every trading day during the observation period due 12/4/2025
Citigroup Global Markets Holdings Inc. 8.75% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,425.85 for S&P, 1,356.765 for Russell, 11,960.9025 for Nasdaq; 75% of initial level due 5/29/2026
Citigroup Global Markets Holdings Inc. 8.75% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,197.46 for S&P, 1,266.314 for Russell, 11,163.509 for Nasdaq; 70% of initial levels due 11/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 10%, paid quarterly if the worst performing stock closes at or above its 59.25% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/6/2024
Citigroup Global Markets Holdings Inc. 14.25%, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 12/3/2026
Citigroup Global Markets Holdings Inc. 11.25%, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 12/3/2026
Citigroup Global Markets Holdings Inc. 29.3%, paid quarterly, if the stock closes at or above its 65% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2027
Citigroup Global Markets Holdings Inc. 12.8508%, payable monthly if the stock closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/4/2024
Citigroup Global Markets Holdings Inc. 12.851%, paid monthly, if the underlying stock closes at or above its 85% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 12/4/2024
Citigroup Global Markets Holdings Inc. one-year U.S. dollar SOFR ICE swap rate plus 75 bps, subject to 0% floor; payable quarterly due 12/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2025
Citigroup Global Markets Holdings Inc. 7.15% paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date; previously unpaid coupons will also be paid due 11/30/2028
Citigroup Global Markets Holdings Inc. 8.3%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 11/30/2028
Citigroup Global Markets Holdings Inc. 8.75%, paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date due 3/4/2025
Citigroup Global Markets Holdings Inc. 11.48%, paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 5/30/2025
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 12/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2026
Citigroup Global Markets Holdings Inc. 8%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/31/2028
Citigroup Global Markets Holdings Inc. 11.15%, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 12/3/2024
Citigroup Global Markets Holdings Inc. 12.2% annual rate, if the stock closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/11/2024
Citigroup Global Markets Holdings Inc. 11.75% annual rate, paid quarterly, if the underlying stock closes at or above its 55% downside threshold on the related quarterly observation date due 11/28/2025
Citigroup Global Markets Holdings Inc. 17.3%, paid monthly, if the underlying fund closes at or above its 85% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 12/2/2024
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if the underlying stock closes at or above its 55% downside threshold on the related quarterly observation date due 11/30/2026
Citigroup Global Markets Holdings Inc. 8.5%, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 11/27/2026
Citigroup Global Markets Holdings Inc. 13.25%, paid monthly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2026
Citigroup Global Markets Holdings Inc. 11.2% annual rate, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/11/2026
Citigroup Global Markets Holdings Inc. 12%, paid monthly if the stock closes at or above its 55% coupon barrier on the related valuation date due 12/20/2024
Citigroup Global Markets Holdings Inc. 9%, paid quarterly if the worst performing stock closes at or above its 50.75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/20/2026
Citigroup Global Markets Holdings Inc. 12.85%, paid quarterly if the stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/20/2025
Citigroup Global Markets Holdings Inc. 12.2% paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 5/22/2025
Citigroup Global Markets Holdings Inc. 10.25% annual rate, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date, plus any previously unpaid coupons; Coupon barriers: 1,438.213 for Russell, 12,670.392 for Nasdaq, 3,611.216 for S&P, 80% of initial levels due 11/20/2025
Citigroup Global Markets Holdings Inc. 7.90% due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2028
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 9.3% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $104.013 for Applied Materials, $90.629 for Qualcomm, $46.529 for Trade Desk; 70% of initial levels due 11/22/2028
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2025
Citigroup Global Markets Holdings Inc. 10.5%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/20/2026
Citigroup Global Markets Holdings Inc. 17.5% annual rate, payable quarterly if all stocks close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: $101.626 for Amazon, $94.717 for Alphabet, $132.783 for Apple; 70% of initial levels due 11/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2024
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if each underlier closes at or above coupon barrier on the relevant observation date; Coupon barrier levels: $30.205 for ETF, 1,203.139 for Russell, 3,057.939 for S&P; 67.83% of initial levels due 11/21/2024
Citigroup Global Markets Holdings Inc. 7%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 11/20/2028
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the stock closes at or above its 75% coupon barrier on the related valuation date due 12/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/13/2025
Citigroup Global Markets Holdings Inc. 10.2%, paid quarterly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 11/18/2024
Citigroup Global Markets Holdings Inc. 8.15%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/16/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/15/2028
Citigroup Global Markets Holdings Inc. 8.2% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 11/16/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/21/2025
Citigroup Global Markets Holdings Inc. 11.92% per year, or 5.96% for the term, payable monthly if stock closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $308.72; 85% of initial share price due 5/13/2024
Citigroup Global Markets Holdings Inc. 20.2%, paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 12/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2026
Citigroup Global Markets Holdings Inc. 13.84% paid monthly if the stock closes at or above its 73% coupon barrier on the related valuation date due 12/12/2024
Citigroup Global Markets Holdings Inc. 10.4%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/13/2025
Citigroup Global Markets Holdings Inc. 11% paid monthly if the stock closes at or above its 80% coupon barrier on the related valuation date due 12/12/2024
Citigroup Global Markets Holdings Inc. 8.3% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 11/10/2028
Citigroup Global Markets Holdings Inc. 9.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/13/2024
Citigroup Global Markets Holdings Inc. 10.2% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/12/2025
Citigroup Global Markets Holdings Inc. 9.2% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/12/2025
Citigroup Global Markets Holdings Inc. 7.4% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/13/2024
Citigroup Global Markets Holdings Inc. 13% annual rate, paid monthly if the worst performing stock closes at or above its 80% coupon barrier on the related valuation date due 11/10/2028
Citigroup Global Markets Holdings Inc. 14.50% due 11/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/10/2028
Citigroup Global Markets Holdings Inc. 14% annual rate, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 2/12/2025
Citigroup Global Markets Holdings Inc. 13.25% annual rate, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 11/13/2025
Citigroup Global Markets Holdings Inc. 14% annual rate, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 5/12/2025
Citigroup Global Markets Holdings Inc. 8.1% annually, payable monthly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 3,050.838; 70% of initial level due 11/6/2025
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 9.75% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $97.02 for Amazon, $90.37 for Alphabet, $56.567 for Enphase; 70% of initial levels due 11/8/2028
Citigroup Global Markets Holdings Inc. 16.1%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 5/8/2025
Citigroup Global Markets Holdings Inc. 11.1% per year, payable monthly if each index closes at or above trigger level on the valuation date for that period due 8/7/2025
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each index closes at or above trigger level on the valuation date for that period due 5/8/2025
Citigroup Global Markets Holdings Inc. 18% annually, payable monthly if each index’s closing level is less than or equal to coupon barrier on the corresponding valuation date; Coupon barriers: 17,157.471 for Nasdaq, 4,965.447 for S&P; 115% of initial levels due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2025
Citigroup Global Markets Holdings Inc. 9.60% due 2/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2025
Citigroup Global Markets Holdings Inc. 20%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 10/29/2025
Citigroup Global Markets Holdings Inc. 12%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 10/29/2025
Citigroup Global Markets Holdings Inc. 14.85%, paid monthly if the stock closes at or above its 73% coupon barrier on the related valuation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 9.4%, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/5/2025
Citigroup Global Markets Holdings Inc. 14%, paid monthly if the stock closes at or above its 73% coupon barrier on the related valuation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 10.15% due 12/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2028
Citigroup Global Markets Holdings Inc. 9.1%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/5/2026
Citigroup Global Markets Holdings Inc. 9%, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 11/5/2026
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/5/2025
Citigroup Global Markets Holdings Inc. 9.1%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/5/2026
Citigroup Global Markets Holdings Inc. 10.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,484.366 for Dow, 9,366.357 for Nasdaq, 1,080.483 for Russell; 65% of initial levels due 11/4/2027
Citigroup Global Markets Holdings Inc. 10.15% per year, payable monthly if each index closes at or above trigger level on the valuation date for that period due 11/5/2025
Citigroup Global Markets Holdings Inc. 9.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,935.66 for S&P, 10,086.846 for Nasdaq, 1,163.597 for Russell; 70% of initial levels due 11/3/2028
Citigroup Global Markets Holdings Inc. 9.30% due 11/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2025
Citigroup Global Markets Holdings Inc. 8.1% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,935.66 for S&P, 1,163.5974 for Russell, 10,086.846 for Nasdaq; 70% of initial levels due 10/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2025
Citigroup Global Markets Holdings Inc. 10.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,050.272 for Dow, 10,034.857 for Nasdaq, 1,153.103 for Russell; 70% of initial levels due 11/4/2025
Citigroup Global Markets Holdings Inc. 7.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 20% paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/3/2025
Citigroup Global Markets Holdings Inc. 11.65% annually, payable monthly if index’s closing level is less than or equal to coupon barrier on the corresponding valuation date; Coupon barrier: 4,734.976; 115% of initial level due 10/31/2024
Citigroup Global Markets Holdings Inc. 14.25% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 10/30/2026
Citigroup Global Markets Holdings Inc. 14.55%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 10/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/30/2025
Citigroup Global Markets Holdings Inc. 11.5% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/31/2028
Citigroup Global Markets Holdings Inc. 7% annual rate, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/31/2028
Citigroup Global Markets Holdings Inc. 7% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/31/2028
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/29/2026
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date due 1/30/2025
Citigroup Global Markets Holdings Inc. 10.35% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/31/2025
Citigroup Global Markets Holdings Inc. 8.3% annual rate, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2024
Citigroup Global Markets Holdings Inc. 6.5% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 14.85%, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 10/29/2026
Citigroup Global Markets Holdings Inc. 19.75%, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 10/30/2025
Citigroup Global Markets Holdings Inc. 8.30% due 4/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2024
Citigroup Global Markets Holdings Inc. 10.80% due 10/25/2024
Citigroup Global Markets Holdings Inc. 15.1%, paid monthly, if the underlying fund closes at or above its 90% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 10/28/2024
Citigroup Global Markets Holdings Inc. 11%, paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 9/25/2025
Citigroup Global Markets Holdings Inc. 11.85%, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 4/24/2025
Citigroup Global Markets Holdings Inc. 15.5% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $248.322; 60% of initial level due 10/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2028
Citigroup Global Markets Holdings Inc. 9%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/23/2026
Citigroup Global Markets Holdings Inc. 10.25%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/23/2026
Citigroup Global Markets Holdings Inc. 10.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/23/2025
Citigroup Global Markets Holdings Inc. 6.8% per year, payable monthly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $95.907 for Invesco, $116.508 for iShares; 70% of initial levels due 10/24/2024
Citigroup Global Markets Holdings Inc. 7.60% due 4/25/2025
Citigroup Global Markets Holdings Inc. 11.35%, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2026
Citigroup Global Markets Holdings Inc. 10.55%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/22/2026
Citigroup Global Markets Holdings Inc. 10.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/23/2025
Citigroup Global Markets Holdings Inc. 8.7% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/23/2025
Citigroup Global Markets Holdings Inc. 8.4% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 25,248.81 for Dow, 531.135 for Dynamic; 75% of initial levels due 10/23/2028
Citigroup Global Markets Holdings Inc. 22.24% annually, payable monthly if each index’s closing level is less than or equal to coupon barrier on the corresponding valuation date; Coupon barrier: 17,145.649 for Nasdaq, 1,988.130 for Russell, 38,714.842 for Dow; 115% of initial levels due 10/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2024
Citigroup Global Markets Holdings Inc. 20% for the first year; after that, 10 times the spread, subject to a minimum rate of 0% and a maximum rate of 20% per year; spread is 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate; payable quarterly due 10/20/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2024
Citigroup Global Markets Holdings Inc. 7.25% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date; previously unpaid coupons will also be paid due 4/23/2025
Citigroup Global Markets Holdings Inc. 7.25% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date; previously unpaid coupons will also be paid due 10/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2024
Citigroup Global Markets Holdings Inc. 7.15%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/19/2028
Citigroup Global Markets Holdings Inc. 8.4%, paid quarterly if the index closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/21/2026
Citigroup Global Markets Holdings Inc. 13.5%, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 9.467% annual rate, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/21/2026
Citigroup Global Markets Holdings Inc. 5.31% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 10/19/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/19/2028
Citigroup Global Markets Holdings Inc. 10.75% annually, payable monthly if index’s closing level is less than or equal to coupon barrier on the corresponding valuation date; Coupon barrier: 5,029.675; 115% of initial level due 10/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/14/2026
Citigroup Global Markets Holdings Inc. 7.9%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/19/2028
Citigroup Global Markets Holdings Inc. 9.35% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/19/2028
Citigroup Global Markets Holdings Inc. 14.8% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/21/2026
Citigroup Global Markets Holdings Inc. 6.4% annual rate, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 4/21/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2025
Citigroup Global Markets Holdings Inc. 8.6% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/13/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/13/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2025
Citigroup Global Markets Holdings Inc. 10.1% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/15/2025
Citigroup Global Markets Holdings Inc. 10.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/15/2025
Citigroup Global Markets Holdings Inc. 7.25% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/15/2026
Citigroup Global Markets Holdings Inc. 9.7% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/15/2026
Citigroup Global Markets Holdings Inc. 9.85% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/15/2026
Citigroup Global Markets Holdings Inc. 8.95% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/15/2026
Citigroup Global Markets Holdings Inc. 8.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/13/2028
Citigroup Global Markets Holdings Inc. 15.1%, paid quarterly, if each underlying index closes at or above its 80% coupon barrier on every day that quarter due 10/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2024
Citigroup Global Markets Holdings Inc. 30%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 10/5/2026
Citigroup Global Markets Holdings Inc. 11.1%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/9/2026
Citigroup Global Markets Holdings Inc. 10.75%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 10/5/2026
Citigroup Global Markets Holdings Inc. 19.5%, paid quarterly if the stock closes at or above its 80% coupon barrier on the related valuation date due 10/5/2026
Citigroup Global Markets Holdings Inc. 7.3%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/10/2025
Citigroup Global Markets Holdings Inc. 19%, paid quarterly if the stock closes at or above its 80% coupon barrier on the related valuation date due 10/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/9/2027
Citigroup Global Markets Holdings Inc. 8.3%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 9.25%, paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 12.65%, paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 10/9/2026
Citigroup Global Markets Holdings Inc. 11.5%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/9/2026
Citigroup Global Markets Holdings Inc. 9.5%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/9/2025
Citigroup Global Markets Holdings Inc. 12.85%, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 10.75%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 10/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/9/2025
Citigroup Global Markets Holdings Inc. 11.65% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the observation period; Coupon barrier levels: 1,221.891 for Russell, 3,015.95 for S&P, 2,901.1 for Stoxx; 70% of initial levels due 7/9/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/8/2025
Citigroup Global Markets Holdings Inc. 7.25%, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 10/11/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2025
Citigroup Global Markets Holdings Inc. 10.01% due 1/10/2025
Citigroup Global Markets Holdings Inc. 9% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/8/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/7/2026
Citigroup Global Markets Holdings Inc. 10.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/9/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2024
Citigroup Global Markets Holdings Inc. 7.65% due 1/10/2025
Citigroup Global Markets Holdings Inc. 9.65% due 1/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/8/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/8/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/17/2024
Citigroup Global Markets Holdings Inc. one-year U.S. dollar SOFR ICE swap rate plus 87 bps, subject to 0% floor; payable quarterly due 10/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2028
Citigroup Global Markets Holdings Inc. 9.63%, paid monthly if the worst performing ETF closes at or above its 65% coupon barrier on the related valuation date due 11/1/2024
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 9/29/2025
Citigroup Global Markets Holdings Inc. 11.1%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/2/2025
Citigroup Global Markets Holdings Inc. 9.61%, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 4/2/2026
Citigroup Global Markets Holdings Inc. 8.85%, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 10/4/2027
Citigroup Global Markets Holdings Inc. 15.25%, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 10/2/2026
Citigroup Global Markets Holdings Inc. 11.34%, paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 10/2/2026
Citigroup Global Markets Holdings Inc. 7.90% due 11/1/2024
Citigroup Global Markets Holdings Inc. 8%, paid quarterly if the stock closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/2/2025
Citigroup Global Markets Holdings Inc. 13.3%, paid monthly, if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2026
Citigroup Global Markets Holdings Inc. 10.5% annually, payable monthly if index’s closing level is less than or equal to coupon barrier on the corresponding valuation date; Coupon barrier: 4,931.258; 115% of initial level due 10/3/2024
Citigroup Global Markets Holdings Inc. 10.55%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2026
Citigroup Global Markets Holdings Inc. 10.25%, paid monthly, if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/2/2026
Citigroup Global Markets Holdings Inc. 8.5%, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 10/2/2026
Citigroup Global Markets Holdings Inc. 11%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 4/3/2025
Citigroup Global Markets Holdings Inc. 12.7%, paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 12.5%, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 4/3/2025
Citigroup Global Markets Holdings Inc. 11.05%, paid monthly if the worst performing asset closes at or above its 80% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 8.4%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2026
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/3/2025
Citigroup Global Markets Holdings Inc. 9.5%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2026
Citigroup Global Markets Holdings Inc. 11.8%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 10/2/2026
Citigroup Global Markets Holdings Inc. 9.8%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on every trading day during the observation period due 4/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2027
Citigroup Global Markets Holdings Inc. 8.25% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,216.0375 for S&P, 1,338.8265 for Russell, 25,130.625 for Dow; 75% of initial levels due 9/29/2027
Citigroup Global Markets Holdings Inc. 10.5% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $41.657 for Kellogg, $19.194 for Conagra, $44.793 for General Mills; 70% of initial levels due 9/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 10.95%, paid quarterly if the stock closes at or above its 80% coupon barrier on the related valuation date due 4/2/2025
Citigroup Global Markets Holdings Inc. 14.05% paid quarterly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/2/2025
Citigroup Global Markets Holdings Inc. 9.15%, paid semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/2/2025
Citigroup Global Markets Holdings Inc. 10.45%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2025
Citigroup Global Markets Holdings Inc. 13.8%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier on every day that quarter due 10/1/2026
Citigroup Global Markets Holdings Inc. 16.87%, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 9.55% due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 9.3%, paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/1/2024
Citigroup Global Markets Holdings Inc. 7.75%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 9/29/2028
Citigroup Global Markets Holdings Inc. 7%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/29/2028
Citigroup Global Markets Holdings Inc. 7.25%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/1/2025
Citigroup Global Markets Holdings Inc. 9%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2030
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 7.6% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier/buffer level: 1,497.368; 85% of initial level due 9/29/2028
Citigroup Global Markets Holdings Inc. 8%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/29/2028
Citigroup Global Markets Holdings Inc. 6.15%, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2026
Citigroup Global Markets Holdings Inc. 12.15%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2024
Citigroup Global Markets Holdings Inc. 17%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/27/2028
Citigroup Global Markets Holdings Inc. 14.85% paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 10/25/2024
Citigroup Global Markets Holdings Inc. 10%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/25/2026
Citigroup Global Markets Holdings Inc. 12.15%, paid monthly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 9/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2028
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/26/2025
Citigroup Global Markets Holdings Inc. 11.55%, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 3/27/2025
Citigroup Global Markets Holdings Inc. 11.1%, paid semiannually if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 9/25/2026
Citigroup Global Markets Holdings Inc. 9.6%, paid semiannually if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 9/25/2026
Citigroup Global Markets Holdings Inc. 12.9%, paid monthly, if the underlying fund closes at or above its 87% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 9/30/2024
Citigroup Global Markets Holdings Inc. 10.95%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 9/25/2026
Citigroup Global Markets Holdings Inc. 10.65%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 8.25% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $250.50 for QQQ, $100.28 for Equal Weight ETF; 70% of initial values due 9/25/2026
Citigroup Global Markets Holdings Inc. 9.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2025
Citigroup Global Markets Holdings Inc. 10.75% paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/26/2025
Citigroup Global Markets Holdings Inc. 16.7% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $27.387; 51% of initial price due 10/8/2024
Citigroup Global Markets Holdings Inc. 12.05%, paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 14.7%, paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 12.7%, paid quarterly if the worst performing asset closes at or above its 65% coupon barrier on the related valuation date due 6/26/2025
Citigroup Global Markets Holdings Inc. 6.75% per year, or 3.375% for the term, payable monthly due 3/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/24/2026
Citigroup Global Markets Holdings Inc. 16.7%, paid monthly, if the underlying fund closes at or above its 90% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 9/26/2024
Citigroup Global Markets Holdings Inc. 10.41% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the observation period; Coupon barrier levels: 10,478.94 for Nasdaq, 3,081.54 for S&P, 2,993.19 for Stoxx; 70% of initial levels due 6/25/2026
Citigroup Global Markets Holdings Inc. 9.40% due 12/24/2024
Citigroup Global Markets Holdings Inc. 8.00% due 12/24/2024
Citigroup Global Markets Holdings Inc. 15.25%, paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 9/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/22/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/22/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2024
Citigroup Global Markets Holdings Inc. 18% paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 9/23/2025
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/21/2028
Citigroup Global Markets Holdings Inc. 9.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/24/2025
Citigroup Global Markets Holdings Inc. 15.05% annualized, payable quarterly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $67.086; 87% of initial price due 9/23/2024
Citigroup Global Markets Holdings Inc. 9.25%, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/18/2026
Citigroup Global Markets Holdings Inc. 7%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/20/2028
Citigroup Global Markets Holdings Inc. 10.05%, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/18/2026
Citigroup Global Markets Holdings Inc. 7.25%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/20/2028
Citigroup Global Markets Holdings Inc. 10.9%, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/20/2028
Citigroup Global Markets Holdings Inc. 9.4%, paid quarterly if the worst performing asset closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/18/2026
Citigroup Global Markets Holdings Inc. 7.8%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/20/2028
Citigroup Global Markets Holdings Inc. 15.5%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 9/18/2025
Citigroup Global Markets Holdings Inc. 12.5%, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 3/20/2025
Citigroup Global Markets Holdings Inc. 11.9%, paid monthly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 9/20/2027
Citigroup Global Markets Holdings Inc. 10.7%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 9/18/2026
Citigroup Global Markets Holdings Inc. 14.85%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 9/18/2026
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 9/19/2024
Citigroup Global Markets Holdings Inc. two-year U.S. dollar SOFR ICE swap rate plus 78 bps, subject to a floor of 0%; payable quarterly due 3/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/18/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2025
Citigroup Global Markets Holdings Inc. 10.6% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/18/2025
Citigroup Global Markets Holdings Inc. 14.2%, paid quarterly, if the underlying fund closes at or above its 85% downside threshold on the related quarterly observation date due 9/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2024
Citigroup Global Markets Holdings Inc. 10.1%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on every trading day that quarter due 9/17/2025
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding monthly review date, the coupon will be equivalent to 9% per year; if any stock closes below its coupon barrier, the coupon will be 0.25% annualized; Coupon barriers: $78.99 for AMD, $102.69 for Alphabet, $134.52 for Apple, $338.835 for Nvidia; 75% of initial levels due 9/14/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2025
Citigroup Global Markets Holdings Inc. 9.05% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 9/16/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2026
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 12/12/2024
Citigroup Global Markets Holdings Inc. 8.4%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 3/13/2025
Citigroup Global Markets Holdings Inc. 9.85%, paid quarterly, if the stock closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2024
Citigroup Global Markets Holdings Inc. 8.55%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/13/2024
Citigroup Global Markets Holdings Inc. 8.4%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/11/2026
Citigroup Global Markets Holdings Inc. 14%, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 9/11/2026
Citigroup Global Markets Holdings Inc. 8.9%, paid quarterly, if each underlying index closes at or above its 65% coupon barrier on every trading day during the observation period due 9/11/2025
Citigroup Global Markets Holdings Inc. 11.9% paid monthly if the stock closes at or above its 78% coupon barrier on the related valuation date due 10/10/2024
Citigroup Global Markets Holdings Inc. 14.21% paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 10/10/2024
Citigroup Global Markets Holdings Inc. 11.25% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the observation period; Coupon barrier levels: 10,680.96 for Nasdaq, 3,115.8 for S&P, 2,954.71 for Stoxx; 70% of initial levels due 6/10/2027
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/11/2026
Citigroup Global Markets Holdings Inc. 7.3% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/11/2026
Citigroup Global Markets Holdings Inc. 14.1%, paid quarterly, if the underlying fund closes at or above its 85% downside threshold on the related quarterly observation date due 9/12/2024
Citigroup Global Markets Holdings Inc. 15.1%, paid quarterly, if the underlying fund closes at or above its 87% downside threshold on the related quarterly observation date due 9/12/2024
Citigroup Global Markets Holdings Inc. 11.77% annual rate, paid monthly if the stock closes at or above its 75% coupon barrier on the related valuation date due 10/10/2024
Citigroup Global Markets Holdings Inc. 15.1%, paid monthly, if the underlying fund closes at or above its 85% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 9/10/2024
Citigroup Global Markets Holdings Inc. 15.1%, paid monthly, if the underlying fund closes at or above its 85% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 9/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/10/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/7/2027
Citigroup Global Markets Holdings Inc. 17.5%, paid monthly if the stock closes at or above its 66% coupon barrier on the related valuation date due 10/4/2024
Citigroup Global Markets Holdings Inc. 14.55%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 9/4/2026
Citigroup Global Markets Holdings Inc. 12.635%, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 9.85%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/11/2026
Citigroup Global Markets Holdings Inc. 11.45% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/11/2026
Citigroup Global Markets Holdings Inc. 8.25%, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 9/11/2026
Citigroup Global Markets Holdings Inc. 9.65%, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 9/11/2026
Citigroup Global Markets Holdings Inc. 12.25%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 9/4/2026
Citigroup Global Markets Holdings Inc. 9.5%, paid quarterly, if each underlying index closes at or above its 65% coupon barrier on every trading day during the observation period due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2026
Citigroup Global Markets Holdings Inc. 9.35% due 9/6/2028
Citigroup Global Markets Holdings Inc. 23% paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 8/27/2025
Citigroup Global Markets Holdings Inc. 8.00% due 3/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 8.25%, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 9/3/2026
Citigroup Global Markets Holdings Inc. 7.6%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if the underlying stock closes at or above its 74.75% downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 3/4/2027
Citigroup Global Markets Holdings Inc. 11%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on every trading day during the relevant observation period due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2029
Citigroup Global Markets Holdings Inc. 8.3% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,155.362 for S&P, 1,329.7732 for Russell, 10,850.749 for Nasdaq; 70% of initial levels due 8/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2024
Citigroup Global Markets Holdings Inc. 9.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/3/2026
Citigroup Global Markets Holdings Inc. 14%, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/8/2026
Citigroup Global Markets Holdings Inc. 8.90% due 12/4/2024
Citigroup Global Markets Holdings Inc. 7.35% due 12/4/2024
Citigroup Global Markets Holdings Inc. 9%, paid quarterly if the worst performing stock closes at or above its 54% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/3/2026
Citigroup Global Markets Holdings Inc. 10%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 9/4/2025
Citigroup Global Markets Holdings Inc. 7.1% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/31/2028
Citigroup Global Markets Holdings Inc. 12.3% if the ETF closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/4/2024
Citigroup Global Markets Holdings Inc. 10.3% annualized, payable quarterly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $385.201; 87% of initial price due 9/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2028
Citigroup Global Markets Holdings Inc. 19.5%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 9/3/2026
Citigroup Global Markets Holdings Inc. 11%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/4/2024
Citigroup Global Markets Holdings Inc. 14.1%, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2026
Citigroup Global Markets Holdings Inc. 9.4% annual rate, paid quarterly if the worst performing stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/5/2025
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/31/2028
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 8/31/2028
Citigroup Global Markets Holdings Inc. 7% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/31/2028
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 9/2/2026
Citigroup Global Markets Holdings Inc. 6.9% annual rate, paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date due 12/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2030
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding monthly review date, the coupon will be equivalent to 8% per year; if any stock closes below its coupon barrier, the coupon will be 0.25% annualized; Coupon barriers: $21.57 for BofA, $83.76 for Qualcomm, $92.573 for Target, 75% of initial levels due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/12/2024
Citigroup Global Markets Holdings Inc. 6.7% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier/buffer level: 1,495.206; 80% of initial level due 8/31/2028
Citigroup Global Markets Holdings Inc. 9.5% annual rate, paid quarterly if the index closes at or above its 80% coupon barrier on the related valuation date due 9/3/2024
Citigroup Global Markets Holdings Inc. 7.55% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 8% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/2/2028
Citigroup Global Markets Holdings Inc. 9.3% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 12.9% annual rate, paid quarterly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 8/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2026
Citigroup Global Markets Holdings Inc. 9.25% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 8/29/2024
Citigroup Global Markets Holdings Inc. 9.6% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 2/27/2025
Citigroup Global Markets Holdings Inc. 11.42% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the observation period; Coupon barrier levels: 1,292.395 for Russell, 3,063.42 for S&P, 2,962.55 for Stoxx; 70% of initial levels due 5/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2028
Citigroup Global Markets Holdings Inc. 8.55%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 8/28/2024
Citigroup Global Markets Holdings Inc. 13.06%, paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 12.95%, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 2/27/2025
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,496.026 for Russell, 12,118.448 for Nasdaq, 3,548.808 for S&P; 85% of initial levels due 8/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2025
Citigroup Global Markets Holdings Inc. 12.25%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/28/2025
Citigroup Global Markets Holdings Inc. 11%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/28/2025
Citigroup Global Markets Holdings Inc. 7.3%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/27/2025
Citigroup Global Markets Holdings Inc. 11.05%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 8/28/2025
Citigroup Global Markets Holdings Inc. 7.75%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2024
Citigroup Global Markets Holdings Inc. 9.35% due 11/27/2024
Citigroup Global Markets Holdings Inc. 7.35% due 11/27/2024
Citigroup Global Markets Holdings Inc. 11.45% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/26/2024
Citigroup Global Markets Holdings Inc. 12.37% paid monthly if the stock closes at or above its 75% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 7.9% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/24/2028
Citigroup Global Markets Holdings Inc. 9.05% paid quarterly if the worst performing stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/26/2025
Citigroup Global Markets Holdings Inc. 9.55% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2028
Citigroup Global Markets Holdings Inc. 11.05% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/26/2026
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/23/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/21/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/21/2026
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/21/2026
Citigroup Global Markets Holdings Inc. 10%, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 8/25/2026
Citigroup Global Markets Holdings Inc. 10.02% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 10.00% due 8/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/23/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/16/2024
Citigroup Global Markets Holdings Inc. 11.25%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/21/2025
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing index closes at or above its 66% coupon barrier on the related valuation date due 2/21/2025
Citigroup Global Markets Holdings Inc. 9.42%, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/21/2026
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 8/23/2028
Citigroup Global Markets Holdings Inc. 9.55%, paid semiannually if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 8/21/2026
Citigroup Global Markets Holdings Inc. 11%, paid semiannually if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 8/21/2026
Citigroup Global Markets Holdings Inc. 11% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 8/21/2025
Citigroup Global Markets Holdings Inc. 12.05%, paid quarterly, if the underlying stock closes at or above its 70% downside threshold on the related quarterly observation date due 8/21/2026
Citigroup Global Markets Holdings Inc. 16.3%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 8/21/2026
Citigroup Global Markets Holdings Inc. 12% annual rate, paid quarterly, if the underlying fund closes at or above its 90% downside threshold on the related quarterly observation date; previously unpaid coupons will also be paid due 8/26/2024
Citigroup Global Markets Holdings Inc. 12.4% annual rate, paid monthly, if the underlying fund closes at or above its 90% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 8/26/2024
Citigroup Global Markets Holdings Inc. 10.05% annual rate, payable monthly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,277.2825 for S&P, 1,394.56575 for Russell, 11,021.13 for Nasdaq, 25,875.495 for Dow; 75% of initial levels due 8/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2025
Citigroup Global Markets Holdings Inc. 12.35% annualized, payable quarterly with any previously unpaid coupons, if stock closes at or above coupon barrier level on related observation date; Coupon barrier level: $136.196, 85% of initial price due 9/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2024
Citigroup Global Markets Holdings Inc. 11.45%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 8/20/2026
Citigroup Global Markets Holdings Inc. 8.5%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 8/21/2028
Citigroup Global Markets Holdings Inc. 11.03%, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 8/21/2025
Citigroup Global Markets Holdings Inc. 11.25% paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 8.25%, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 8/21/2028
Citigroup Global Markets Holdings Inc. 8.35%, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 8/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/19/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/21/2028
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 9% per year; if any stock closes below its coupon barrier, the coupon will be 0.75%; Coupon barriers: $80.393 for AMD, $96.563 for Target, $169.20 for Tesla; 75% of initial levels due 8/21/2028
Citigroup Global Markets Holdings Inc. 10.85%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/21/2025
Citigroup Global Markets Holdings Inc. 12%, paid monthly, if the underlying fund closes at or above its 90% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 8/22/2024
Citigroup Global Markets Holdings Inc. 7.375% for the three months; after that, one-year U.S. dollar SOFR ICE swap rate plus 42 bps with floor of zero; payable monthly due 9/18/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 9.67% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 3,083.03 for S&P, 1,310.063 for Russell; 70% of initial values due 8/21/2028
Citigroup Global Markets Holdings Inc. 7.42% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 3,083.03 for S&P, 1,310.063 for Russell; 70% of initial values due 8/21/2028
Citigroup Global Markets Holdings Inc. 15.83%, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 8/20/2026
Citigroup Global Markets Holdings Inc. 7% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/18/2028
Citigroup Global Markets Holdings Inc. 7.75%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 8/20/2026
Citigroup Global Markets Holdings Inc. 12.7% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $5.45; 50% of initial price due 8/29/2024
Citigroup Global Markets Holdings Inc. 9.45% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 8/19/2027
Citigroup Global Markets Holdings Inc. 11.8%, paid monthly if the worst performing underlier closes at or above its 70% coupon barrier on the related valuation date due 7/18/2025
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if each ETF closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: $104.475 for Invesco, $131.698 for iShares, $310.023 for SPDR; 70% of initial levels due 8/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/17/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/18/2026
Citigroup Global Markets Holdings Inc. 11.03% paid monthly if the stock closes at or above its 80% coupon barrier on the related valuation date due 9/16/2024
Citigroup Global Markets Holdings Inc. 14.2%, paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 9/16/2024
Citigroup Global Markets Holdings Inc. 10.35% due 8/21/2025
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if the stock closes at or above its 73.45% coupon barrier on the related valuation date, plus any previously unpaid coupons due 8/14/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/18/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/13/2024
Citigroup Global Markets Holdings Inc. 10.1%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/14/2025
Citigroup Global Markets Holdings Inc. 9.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/14/2026
Citigroup Global Markets Holdings Inc. 7.8%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 2/14/2025
Citigroup Global Markets Holdings Inc. 11.55%, paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 5/15/2025
Citigroup Global Markets Holdings Inc. 10.25%, paid quarterly if the worst performing underlier closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 8/14/2026
Citigroup Global Markets Holdings Inc. 11.05% due 8/16/2024
Citigroup Global Markets Holdings Inc. 9.52% due 8/16/2024
Citigroup Global Markets Holdings Inc. 13.7%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 8/14/2026
Citigroup Global Markets Holdings Inc. 12.55%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 8/18/2025
Citigroup Global Markets Holdings Inc. 10.1%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/13/2026
Citigroup Global Markets Holdings Inc. 9.65%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/13/2025
Citigroup Global Markets Holdings Inc. 8.5%, paid monthly if the worst performing underlier closes at or above its 70% coupon barrier on the related valuation date due 2/13/2025
Citigroup Global Markets Holdings Inc. 6.41%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/13/2025
Citigroup Global Markets Holdings Inc. 12.25%, payable monthly if ETF closes above coupon barrier on related observation date; Coupon barrier: $403.88, 90% of initial share price due 8/14/2024
Citigroup Global Markets Holdings Inc. 10.75%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/13/2025
Citigroup Global Markets Holdings Inc. 12.2%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 8/14/2025
Citigroup Global Markets Holdings Inc. 11.5% paid quarterly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 1/13/2025
Citigroup Global Markets Holdings Inc. 11.1%, paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 8/13/2026
Citigroup Global Markets Holdings Inc. 7.5% for the three months; after that, one-year U.S. dollar SOFR ICE swap rate plus 22.5 bps with floor of zero; payable monthly due 9/11/2024
Citigroup Global Markets Holdings Inc. 10.25% annualized, payable quarterly if each stock closes above barrier level on observation date; coupon payment events will automatically include any previously unpaid coupons due 8/13/2026
Citigroup Global Markets Holdings Inc. 10.05%, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/13/2026
Citigroup Global Markets Holdings Inc. 9.25% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/13/2025
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the stock closes at or above its 75% coupon barrier on the related valuation date due 9/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2024
Citigroup Global Markets Holdings Inc. 11.5%, paid monthly, if the underlying fund closes at or above its 90% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 8/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2026
Citigroup Global Markets Holdings Inc. 14.25%, paid monthly if the worst performing underlier closes at or above its 70% coupon barrier on the related valuation date due 2/9/2026
Citigroup Global Markets Holdings Inc. 12%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on every trading day during the related observation period due 8/7/2026
Citigroup Global Markets Holdings Inc. 8.3%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/10/2025
Citigroup Global Markets Holdings Inc. 8.9%, paid monthly if the worst performing underlier closes at or above its 75% coupon barrier on the related valuation date due 8/7/2026
Citigroup Global Markets Holdings Inc. 8.8%, paid quarterly, if each underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barriers: 11,456.19 for Nasdaq-100 index, 1,468.097 for Russell 2000 index, 3,358.523 for S&P 500 index, 75% of initial levels due 8/7/2025
Citigroup Global Markets Holdings Inc. 11.3%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier due 8/7/2025
Citigroup Global Markets Holdings Inc. 11.05%, payable monthly if ETF closes above coupon barrier on related observation date; Coupon barrier: $405.12, 90% of initial share price due 8/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/8/2033
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2033
Citigroup Global Markets Holdings Inc. 11.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2025
Citigroup Global Markets Holdings Inc. 7.65% due 9/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2026
Citigroup Global Markets Holdings Inc. 10.9%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 8/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2028
Citigroup Global Markets Holdings Inc. 18.54%, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 2/5/2025
Citigroup Global Markets Holdings Inc. 23.5%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 7/29/2025
Citigroup Global Markets Holdings Inc. 12%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 7/29/2025
Citigroup Global Markets Holdings Inc. 10.75%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 7/29/2025
Citigroup Global Markets Holdings Inc. 9.1%, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/5/2026
Citigroup Global Markets Holdings Inc. 9.35% paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 8/5/2026
Citigroup Global Markets Holdings Inc. 9.25%, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 8/5/2026
Citigroup Global Markets Holdings Inc. 10.25%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 8/5/2026
Citigroup Global Markets Holdings Inc. 11.4% paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 8/5/2025
Citigroup Global Markets Holdings Inc. 14.8%, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 8/5/2026
Citigroup Global Markets Holdings Inc. 11.5%, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 8/5/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,702.7 for Russell, 13,393.45 for Nasdaq, 3,900.616 for S&P; 85% of initial levels due 8/3/2028
Citigroup Global Markets Holdings Inc. 8.00% due 2/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2028
Citigroup Global Markets Holdings Inc. 8.25%, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 8/5/2026
Citigroup Global Markets Holdings Inc. 10.4% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/5/2025
Citigroup Global Markets Holdings Inc. 8.25%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/5/2024
Citigroup Global Markets Holdings Inc. 10.55%, paid monthly, if the underlying fund closes at or above its 90% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 8/5/2024
Citigroup Global Markets Holdings Inc. 11%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier every day that quarter due 8/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/12/2024
Citigroup Global Markets Holdings Inc. 10.3%, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 1/31/2025
Citigroup Global Markets Holdings Inc. 27%, paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 1/31/2025
Citigroup Global Markets Holdings Inc. 9.15% due 8/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/8/2024
Citigroup Global Markets Holdings Inc. 10.75%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/2/2026
Citigroup Global Markets Holdings Inc. 8.6%, paid quarterly, if each underlying index closes at or above its downside threshold on the related quarterly observation date due 7/31/2025
Citigroup Global Markets Holdings Inc. 11.1%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 8/1/2024
Citigroup Global Markets Holdings Inc. 15.1% per year, payable quarterly if Tesla shares close at or above downside threshold level on determination date for that quarter due 7/31/2026
Citigroup Global Markets Holdings Inc. 12.9%, paid quarterly, if each underlying index closes at or above its 80% coupon barrier on the related quarterly observation date due 7/31/2025
Citigroup Global Markets Holdings Inc. 8.5%, paid quarterly, if each underlying index closes at or above its 65% coupon barrier on the related quarterly observation date due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 11.17%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 1/30/2025
Citigroup Global Markets Holdings Inc. 6.10% due 11/29/2024
Citigroup Global Markets Holdings Inc. 6.05% due 11/1/2024
Citigroup Global Markets Holdings Inc. 12.95%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 5/1/2025
Citigroup Global Markets Holdings Inc. 10.03%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier every day that quarter due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 6.17% due 2/1/2024
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 3,176.19 for S&P, 1,368.427 for Russell, 3,113.21 for Stoxx; 70% of initial values due 8/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2026
Citigroup Global Markets Holdings Inc. 7.1% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 7/31/2028
Citigroup Global Markets Holdings Inc. 19.75% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 7/30/2026
Citigroup Global Markets Holdings Inc. 6.7% annual rate, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/31/2028
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 7/31/2028
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 7/30/2026
Citigroup Global Markets Holdings Inc. 7.75% annual rate, paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date due 10/31/2024
Citigroup Global Markets Holdings Inc. 16.15% annual rate, paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 8/29/2024
Citigroup Global Markets Holdings Inc. 6% annual rate, payable annually if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 30,192.102 for Dow, 13,174.371 for Nasdaq, 1,683.302 for Russell; 85% of initial levels due 7/31/2030
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2028
Citigroup Global Markets Holdings Inc. 10.00% due 1/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2030
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2028
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding monthly review date, the coupon will be equivalent to 10.5% per year; if any stock closes below its coupon barrier, the coupon will be 0.25% annualized; Coupon barriers: $110.09 for AMD, $150.17 for Airbnb, $173.36 for Enphase, $298.57 for Meta, $337.77 for Microsoft; 100% of initial levels due 7/31/2028
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding monthly review date, the coupon will be equivalent to 8.25% per year; if any stock closes below its coupon barrier, the coupon will be 0.25% annualized; Coupon barriers: $25.77 for Intel, $93.015 for Qualcomm, $100.853 for Target, 75% of initial levels due 7/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/12/2024
Citigroup Global Markets Holdings Inc. 6.7% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier level: 1,584.284; 80% of initial level due 7/31/2028
Citigroup Global Markets Holdings Inc. 5.8% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 1/30/2025
Citigroup Global Markets Holdings Inc. 8% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/1/2028
Citigroup Global Markets Holdings Inc. 12.35% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 7/31/2025
Citigroup Global Markets Holdings Inc. 6.25% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 7/31/2025
Citigroup Global Markets Holdings Inc. 6.1% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 7/30/2026
Citigroup Global Markets Holdings Inc. 12.65% annual rate, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 8/1/2024
Citigroup Global Markets Holdings Inc. 14.95% annual rate, paid monthly, if the underlying stock closes at or above its 85% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 8/1/2024
Citigroup Global Markets Holdings Inc. 6.05% due 9/30/2024
Citigroup Global Markets Holdings Inc. 6.15% due 9/30/2024
Citigroup Global Markets Holdings Inc. 7.85% due 8/30/2024
Citigroup Global Markets Holdings Inc. 7.375% per year until Oct. 28; then one-year U.S. dollar SOFR ICE swap rate plus 43 bps, with floor of 0%; payable monthly due 8/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2026
Citigroup Global Markets Holdings Inc. 24.5% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/30/2026
Citigroup Global Markets Holdings Inc. 20.65% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/30/2026
Citigroup Global Markets Holdings Inc. 12% annual rate, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 8/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 8.85% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 1/30/2024
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 1/30/2025
Citigroup Global Markets Holdings Inc. 8.6% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 7/28/2028
Citigroup Global Markets Holdings Inc. Paid quarterly, 21 times SOFR CMS spread, capped at 30% and with 0% floor; SOFR CMS spread is 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate due 7/28/2027
Citigroup Global Markets Holdings Inc. 17.6%, paid quarterly if the worst performing stock closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/29/2024
Citigroup Global Markets Holdings Inc. 11.85%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 7/29/2026
Citigroup Global Markets Holdings Inc. 10.80% due 7/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2028
Citigroup Global Markets Holdings Inc. 7% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/26/2028
Citigroup Global Markets Holdings Inc. 19.5% annual rate, paid monthly if the stock closes at or above its 71% coupon barrier on the related valuation date due 8/26/2024
Citigroup Global Markets Holdings Inc. 14.4% paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 8/26/2024
Citigroup Global Markets Holdings Inc. 10.28% annual rate, paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 1/24/2025
Citigroup Global Markets Holdings Inc. 15% annual rate, paid quarterly if the stock closes at or above its 56.25% coupon barrier on the related valuation date due 7/24/2025
Citigroup Global Markets Holdings Inc. 14.1% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/16/2025
Citigroup Global Markets Holdings Inc. 12.35% annual rate, paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 7/24/2026
Citigroup Global Markets Holdings Inc. 14% annual rate, paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 7/24/2026
Citigroup Global Markets Holdings Inc. 9.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/24/2026
Citigroup Global Markets Holdings Inc. 7.8% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 7/24/2026
Citigroup Global Markets Holdings Inc. 8.1% annual rate, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 7/24/2025
Citigroup Global Markets Holdings Inc. 8.12% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/24/2025
Citigroup Global Markets Holdings Inc. 7.84% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/24/2025
Citigroup Global Markets Holdings Inc. 13.05% annual rate, paid monthly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 7/24/2025
Citigroup Global Markets Holdings Inc. 9.35% annual rate, paid semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/24/2026
Citigroup Global Markets Holdings Inc. 8% annual rate, paid semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2024
Citigroup Global Markets Holdings Inc. 9.35% annual rate, paid quarterly, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date due 7/24/2026
Citigroup Global Markets Holdings Inc. 12.05% annual rate, paid quarterly, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date; previously unpaid coupons will also be paid due 7/29/2024
Citigroup Global Markets Holdings Inc. 15.2% annual rate, paid monthly, if the underlying stock closes at or above its 85% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 7/29/2024
Citigroup Global Markets Holdings Inc. 8% annual rate, paid quarterly, if each underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barriers: 10,797.969 for Nasdaq, 1,372.179 for Russell, 3,175.438 for S&P, 70% of initial levels due 7/24/2025
Citigroup Global Markets Holdings Inc. 10.1% annual rate, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date; previously unpaid coupons will also be paid due 7/24/2026
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid quarterly, if each underlying index closes at or above its 65% coupon barrier on the related quarterly observation date due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 9.4% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $281.72 for QQQ, $35.06 for Stoxx ETF; 75% of initial levels due 7/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 12.75%, paid monthly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 1/24/2025
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 7/25/2028
Citigroup Global Markets Holdings Inc. 10.1%, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 7/23/2026
Citigroup Global Markets Holdings Inc. 9.60% due 4/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2025
Citigroup Global Markets Holdings Inc. 10%, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 7/23/2026
Citigroup Global Markets Holdings Inc. 10.75%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/24/2025
Citigroup Global Markets Holdings Inc. 9%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/24/2025
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 7/25/2024
Citigroup Global Markets Holdings Inc. 8.15% paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 10/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2024
Citigroup Global Markets Holdings Inc. 10.1% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the observation period; Coupon barrier levels: 1,377.012 for Russell, 3,174.41 for S&P, 10,826.26 for Nasdaq; 70% of initial levels due 10/23/2025
Citigroup Global Markets Holdings Inc. 16.5%, paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 7/24/2025
Citigroup Global Markets Holdings Inc. 10.05%, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 1/24/2025
Citigroup Global Markets Holdings Inc. 13.8%, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2024
Citigroup Global Markets Holdings Inc. 7.9%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/24/2025
Citigroup Global Markets Holdings Inc. 5.75% initially, stepping up to 6% on July 21, 2024; payable semiannually due 7/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/22/2024
Citigroup Global Markets Holdings Inc. 27% annual rate, paid monthly if the worst performing stock closes at or above its 50% coupon barrier level on the related valuation date; previously unpaid coupons will also be paid due 7/23/2026
Citigroup Global Markets Holdings Inc. 9.9% annual rate, paid quarterly if the worst performing stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/24/2025
Citigroup Global Markets Holdings Inc. 18.55% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 7/23/2026
Citigroup Global Markets Holdings Inc. 7.35% annual rate, paid monthly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 10/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2024
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 7/23/2025
Citigroup Global Markets Holdings Inc. 10.15% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 7/23/2025
Citigroup Global Markets Holdings Inc. 12.85% annual rate, paid monthly if the worst performing asset closes at or above its 65% coupon barrier on the related valuation date due 7/23/2026
Citigroup Global Markets Holdings Inc. 21.4% annual rate, paid monthly if the worst performing asset closes at or above its 80% coupon barrier on the related valuation date due 7/23/2025
Citigroup Global Markets Holdings Inc. 15.2% annual rate, paid monthly, if the underlying fund closes at or above its 85% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 7/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2026
Citigroup Global Markets Holdings Inc. 17.15% paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/22/2026
Citigroup Global Markets Holdings Inc. 6.65% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 7/20/2028
Citigroup Global Markets Holdings Inc. 7.7% paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 1/23/2025
Citigroup Global Markets Holdings Inc. 7.05% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/22/2024
Citigroup Global Markets Holdings Inc. 14.2% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 1/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2025
Citigroup Global Markets Holdings Inc. 15.15% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $291.261; 85% of initial price due 7/17/2024
Citigroup Global Markets Holdings Inc. 10.2% annualized, payable quarterly if the index closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,348.513; 87% of initial price due 7/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2026
Citigroup Global Markets Holdings Inc. 10.15% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 7/22/2026
Citigroup Global Markets Holdings Inc. 8.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/22/2026
Citigroup Global Markets Holdings Inc. 7.55% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 6/23/2025
Citigroup Global Markets Holdings Inc. 6.9% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 7/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/20/2026
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon threshold level on observation date for that month; Coupon threshold levels: 27,668.28 for Dow, 3,618.232 for S&P, 1,561.0152 for Russell and 12,570.624 for Nasdaq, or 80% of initial levels due 7/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2024
Citigroup Global Markets Holdings Inc. 7.00% due 10/18/2024
Citigroup Global Markets Holdings Inc. 9.00% due 10/18/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/14/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/14/2028
Citigroup Global Markets Holdings Inc. 6%, paid monthly if the index closes at or above its 75% coupon barrier on the related valuation date due 7/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/14/2028
Citigroup Global Markets Holdings Inc. 14.85%, paid monthly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 7/16/2026
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if each underlier closes at or above coupon barrier on every trading day during that period; Coupon barrier levels: $57.392 for ETF, 1,530.689 for Russell, 3,551.408 for S&P; 80% of initial levels due 1/14/2028
Citigroup Global Markets Holdings Inc. 12.02% due 7/17/2024
Citigroup Global Markets Holdings Inc. 7.55%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/16/2025
Citigroup Global Markets Holdings Inc. 11.75% annual rate, paid quarterly if the stock closes at or above its 80% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 11.45% annual rate, paid quarterly if the stock closes at or above its 80% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 11.55% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 15.65% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 22.05% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 17.3% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier level on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/14/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/15/2024
Citigroup Global Markets Holdings Inc. 9% annual rate, if the worst performing index closes at or above its 85% coupon barrier on the related monthly valuation date due 4/15/2024
Citigroup Global Markets Holdings Inc. 8.7% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/15/2026
Citigroup Global Markets Holdings Inc. 11.2% annual rate, paid quarterly if the worst performing asset closes at or above its 55% coupon barrier on the related valuation date due 7/15/2026
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid monthly, if the underlying fund closes at or above its 87% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 7/15/2024
Citigroup Global Markets Holdings Inc. 11.5% annual rate, paid monthly, if the underlying fund closes at or above its 90% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 7/15/2024
Citigroup Global Markets Holdings Inc. 20.15% annual rate, paid monthly, if the underlying stock closes at or above its 65% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 7/15/2024
Citigroup Global Markets Holdings Inc. 18.55% annual rate, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date; previously unpaid coupons will also be paid due 7/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/14/2025
Citigroup Global Markets Holdings Inc. 18.5% paid quarterly if the worst performing stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/14/2025
Citigroup Global Markets Holdings Inc. 20%, paid quarterly if the worst performing stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/14/2025
Citigroup Global Markets Holdings Inc. 9.38% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/10/2025
Citigroup Global Markets Holdings Inc. 7.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/10/2026
Citigroup Global Markets Holdings Inc. 11.4%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 7/10/2026
Citigroup Global Markets Holdings Inc. 10.5% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/10/2025
Citigroup Global Markets Holdings Inc. 14.1% paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/14/2028
Citigroup Global Markets Holdings Inc. 9.6% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/12/2028
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 1/10/2025
Citigroup Global Markets Holdings Inc. 9.5%, paid quarterly, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date due 7/10/2026
Citigroup Global Markets Holdings Inc. 10.75%, paid quarterly, if the underlying stock closes at or above its 55% downside threshold on the related quarterly observation date due 7/10/2026
Citigroup Global Markets Holdings Inc. 8.7%, paid quarterly, if the underlying fund closes at or above its 80% coupon barrier on the related quarterly observation date due 7/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/12/2028
Citigroup Global Markets Holdings Inc. 12.65%, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $270.52; 80% of initial share price due 7/10/2024
Citigroup Global Markets Holdings Inc. 9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 13.8% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $287.428; 85% of initial price due 7/11/2024
Citigroup Global Markets Holdings Inc. 10.2% annualized, payable monthly if the index closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,268.264; 87% of initial price due 7/11/2024
Citigroup Global Markets Holdings Inc. 16.4% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $169.488; 60% of initial price due 7/11/2024
Citigroup Global Markets Holdings Inc. 17.7504% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $169.488; 60% of initial price due 7/11/2024
Citigroup Global Markets Holdings Inc. 7.5%, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 4/11/2028
Citigroup Global Markets Holdings Inc. 14.7%, paid monthly, if the underlying stock closes at or above its 85% downside threshold on the related monthly observation date; coupon payment events will automatically include any previously unpaid coupons due 7/12/2024
Citigroup Global Markets Holdings Inc. 10.25% annual rate, paid monthly, if the underlying fund closes at or above its 90% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 7/12/2024
Citigroup Global Markets Holdings Inc. 20.25%, paid monthly, if the underlying stock closes at or above its 65% downside threshold on the related monthly observation date; coupon payment events will automatically include any previously unpaid coupons due 7/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/10/2025
Citigroup Global Markets Holdings Inc. 16% paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 7/10/2024
Citigroup Global Markets Holdings Inc. 7% paid monthly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 7/10/2028
Citigroup Global Markets Holdings Inc. 6.15% due 1/10/2025
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date due 7/9/2026
Citigroup Global Markets Holdings Inc. 13.05%, paid monthly, if the underlying stock closes at or above its 85% downside threshold on the related monthly observation date; coupon payment events will automatically include any previously unpaid coupons due 7/9/2024
Citigroup Global Markets Holdings Inc. 13.05%, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date; coupon payment events will automatically include any previously unpaid coupons due 7/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2026
Citigroup Global Markets Holdings Inc. 13.75% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 10.3% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 1/7/2025
Citigroup Global Markets Holdings Inc. 12%, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 6/27/2025
Citigroup Global Markets Holdings Inc. 13.25% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 24% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 19% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 14% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/6/2028
Citigroup Global Markets Holdings Inc. 8.6% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 11%, paid monthly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 19.5% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 8.25%, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/8/2026
Citigroup Global Markets Holdings Inc. 16.75% paid quarterly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 14.25% paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 1/3/2025
Citigroup Global Markets Holdings Inc. 12.25% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 7% paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 1/3/2025
Citigroup Global Markets Holdings Inc. 8.6% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 13%, paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 8/2/2024
Citigroup Global Markets Holdings Inc. 12.5% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 22% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 14.05% paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/3/2025
Citigroup Global Markets Holdings Inc. 18.1% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 1/3/2025
Citigroup Global Markets Holdings Inc. 13.6%, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/3/2025
Citigroup Global Markets Holdings Inc. 34.5% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 34%, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 1/3/2025
Citigroup Global Markets Holdings Inc. 7.5% annually, payable monthly if index closes at or above coupon barrier level on valuation date for that period; Coupon barrier level: 3,337.785, 75% of initial level due 8/2/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,510.987 for Russell, 12,143.368 for Nasdaq, 3,560.304 for S&P; 80% of initial levels due 7/6/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2028
Citigroup Global Markets Holdings Inc. 8.50% due 1/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2028
Citigroup Global Markets Holdings Inc. 8.3% paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/3/2025
Citigroup Global Markets Holdings Inc. 13.15% paid quarterly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/5/2024
Citigroup Global Markets Holdings Inc. 9.6% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 8.5% paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 7/6/2026
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/3/2025
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 14.15%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 4/3/2025
Citigroup Global Markets Holdings Inc. 15%, paid monthly if the ETF closes at or above its 65% coupon barrier on the related valuation date due 7/8/2026
Citigroup Global Markets Holdings Inc. 6.20% due 7/6/2026
Citigroup Global Markets Holdings Inc. 10.65%, paid quarterly, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date due 7/5/2024
Citigroup Global Markets Holdings Inc. 21.6%, paid quarterly, if the underlying stock closes at or above its 70% downside threshold on the related quarterly observation date; coupon payment events will automatically include any previously unpaid coupons due 7/9/2024
Citigroup Global Markets Holdings Inc. 12.15%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier every day that quarter due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2024
Citigroup Global Markets Holdings Inc. 13.9% annual rate, payable monthly if all stocks close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: $204.324 for Microsoft, $72.582 for Alphabet, $253.812 for Nvidia; 60% of initial levels due 6/29/2026
Citigroup Global Markets Holdings Inc. 9% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,337.785 for S&P, 1,416.5505 for Russell, 11,384.4075 for Nasdaq; 75% of initial level due 12/30/2025
Citigroup Global Markets Holdings Inc. 9% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,115.266 for S&P, 1,322.1138 for Russell, 10,625.447 for Nasdaq; 70% of initial level due 6/29/2027
Citigroup Global Markets Holdings Inc. 9% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,337.785 for S&P, 1,416.5505 for Russell, 25,130.625 for Dow; 75% of initial levels due 6/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 12.15% paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 10.9%, paid monthly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 10.3%, paid quarterly if the stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2026
Citigroup Global Markets Holdings Inc. 10.5% paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 7/5/2024
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 7/5/2024
Citigroup Global Markets Holdings Inc. 16.7% per year, payable monthly if the stock closes at or above coupon barrier on the corresponding observation date; Coupon barrier: $28.76; 65% of initial value due 7/5/2024
Citigroup Global Markets Holdings Inc. 10.41% paid quarterly if the worst performing stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/7/2025
Citigroup Global Markets Holdings Inc. 12% paid monthly if the worst performing index closes at or above its 81% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 12.2% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2024
Citigroup Global Markets Holdings Inc. 17% paid monthly if the worst performing stock closes at or above its 55.002% coupon barrier on the related valuation date due 7/2/2026
Citigroup Global Markets Holdings Inc. 13.15% paid quarterly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/3/2024
Citigroup Global Markets Holdings Inc. 9% paid quarterly if the index closes at or above its 80% coupon barrier on the related valuation date due 7/2/2024
Citigroup Global Markets Holdings Inc. 8.3% paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 6/30/2028
Citigroup Global Markets Holdings Inc. 7.4% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 7/2/2026
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, for first 2.5 years; after that, annual coupon rate set at 50 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day the index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 10% ceiling due 6/30/2043
Citigroup Global Markets Holdings Inc. 9.35% paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 7/3/2024
Citigroup Global Markets Holdings Inc. 11.8%, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 1/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2027
Citigroup Global Markets Holdings Inc. 11% annualized, payable quarterly if each stock closes above barrier level on observation date; coupon payment events will automatically include any previously unpaid coupons due 7/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2025
Citigroup Global Markets Holdings Inc. 14.75% paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/2/2026
Citigroup Global Markets Holdings Inc. 10.5% paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/7/2026
Citigroup Global Markets Holdings Inc. 14%, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/2/2025
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 6/30/2028
Citigroup Global Markets Holdings Inc. 7.8% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/30/2028
Citigroup Global Markets Holdings Inc. 7.5%, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/30/2028
Citigroup Global Markets Holdings Inc. 7% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 6/30/2028
Citigroup Global Markets Holdings Inc. 8.5%, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 7/2/2026
Citigroup Global Markets Holdings Inc. 7.3% paid monthly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 10/2/2024
Citigroup Global Markets Holdings Inc. 7.75%, paid monthly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 10/2/2024
Citigroup Global Markets Holdings Inc. 8.45%, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 6/30/2028
Citigroup Global Markets Holdings Inc. 7.25% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/1/2024
Citigroup Global Markets Holdings Inc. 6.25%, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 8/1/2024
Citigroup Global Markets Holdings Inc. 11.65% paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/2/2026
Citigroup Global Markets Holdings Inc. 8.65% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/5/2024
Citigroup Global Markets Holdings Inc. 13.5% paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/2/2025
Citigroup Global Markets Holdings Inc. 6% paid annually if the worst performing index closes at or above its 85% coupon barrier on the related annual valuation date due 7/1/2030
Citigroup Global Markets Holdings Inc. 11.15% due 6/30/2026
Citigroup Global Markets Holdings Inc. 8.45% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2030
Citigroup Global Markets Holdings Inc. 11.0004% annualized, payable monthly if the index closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,205.024; 87% of initial price due 7/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2028
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding monthly review date, the coupon will be equivalent to 12% per year; if any stock closes below its coupon barrier, the coupon will be 3% annualized; Coupon barriers: $110.39 for AMD, $127.89 for Airbnb, $161.03 for Enphase, $287.05 for Meta, $334.57 for Microsoft; 100% of initial levels due 6/30/2028
Citigroup Global Markets Holdings Inc. 9% per year, payable if worst performing stock closes at or above coupon barrier price on related valuation date; otherwise, 0.25% per year; payable monthly; Coupon barrier prices: $82.793 for AMD, $43.898 for Las Vegas Sands and $99.383 for Target, or 75% of initial share prices due 6/30/2028
Citigroup Global Markets Holdings Inc. 16.5% annually, payable quarterly if each index’s closing level is less than or equal to coupon barrier on the corresponding valuation date; Coupon barrier: 17,935.092 for Nasdaq, 2,219.916 for Russell, 40,712.088 for Dow; 120% of initial levels due 7/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/13/2024
Citigroup Global Markets Holdings Inc. 7% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier level: 1,479.944; 80% of initial level due 6/30/2028
Citigroup Global Markets Holdings Inc. 6%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 1/2/2025
Citigroup Global Markets Holdings Inc. 8.7% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 6/30/2028
Citigroup Global Markets Holdings Inc. 9.55%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/2/2025
Citigroup Global Markets Holdings Inc. 9.85% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/2/2025
Citigroup Global Markets Holdings Inc. 8% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/30/2028
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2024
Citigroup Global Markets Holdings Inc. 10%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/30/2028
Citigroup Global Markets Holdings Inc. 6.15% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 7/2/2026
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,202.455 for Russell, 2,845.967 for S&P; 65% of initial levels due 7/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,055.98 for S&P, 10,407.22 for Nasdaq, 1,304.111 for Russell; 70% of initial values due 3/27/2026
Citigroup Global Markets Holdings Inc. 17.65% paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/1/2026
Citigroup Global Markets Holdings Inc. 9.06% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/1/2026
Citigroup Global Markets Holdings Inc. 14.1% paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 7/1/2025
Citigroup Global Markets Holdings Inc. 16% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 7/1/2026
Citigroup Global Markets Holdings Inc. 13.6%, paid quarterly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 7/1/2025
Citigroup Global Markets Holdings Inc. 7.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2026
Citigroup Global Markets Holdings Inc. 19.8%, paid monthly if the stock closes at or above its 67% coupon barrier on the related valuation date due 7/26/2024
Citigroup Global Markets Holdings Inc. 12.07%, paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 6/26/2025
Citigroup Global Markets Holdings Inc. 8.75%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/28/2028
Citigroup Global Markets Holdings Inc. 7.25%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/28/2028
Citigroup Global Markets Holdings Inc. 10.15%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 6/26/2026
Citigroup Global Markets Holdings Inc. 8.75%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 6/26/2026
Citigroup Global Markets Holdings Inc. 19.3%, paid monthly if the stock closes at or above its 63% coupon barrier on the related valuation date due 7/26/2024
Citigroup Global Markets Holdings Inc. 11.75%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 6/26/2026
Citigroup Global Markets Holdings Inc. 9.1%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/26/2025
Citigroup Global Markets Holdings Inc. 11.9% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 12/27/2024
Citigroup Global Markets Holdings Inc. 9.75% paid semi-annually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/26/2026
Citigroup Global Markets Holdings Inc. 8%, paid semiannually, if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/26/2026
Citigroup Global Markets Holdings Inc. 11.5%, paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 7/26/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/20/2025
Citigroup Global Markets Holdings Inc. 6.9%, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 12/27/2024
Citigroup Global Markets Holdings Inc. 9.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/26/2026
Citigroup Global Markets Holdings Inc. 10.75% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 5/29/2025
Citigroup Global Markets Holdings Inc. 9.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/27/2024
Citigroup Global Markets Holdings Inc. 10.5%, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/30/2026
Citigroup Global Markets Holdings Inc. 8.4%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on the related quarterly observation date due 6/26/2025
Citigroup Global Markets Holdings Inc. 15.25%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 6/27/2024
Citigroup Global Markets Holdings Inc. 12.35%, paid quarterly, if the underlying stock closes at or above its 55% downside threshold on the related quarterly observation date due 6/27/2024
Citigroup Global Markets Holdings Inc. 9%, paid quarterly, if each underlying index closes at or above its 65% coupon barrier on every trading day during the observation period due 6/26/2025
Citigroup Global Markets Holdings Inc. 11.78%, paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 12/27/2024
Citigroup Global Markets Holdings Inc. 14.05% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 6/25/2026
Citigroup Global Markets Holdings Inc. 6.3%, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 7/25/2024
Citigroup Global Markets Holdings Inc. 7%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/27/2028
Citigroup Global Markets Holdings Inc. 33.72% annual rate, paid monthly if the worst performing stock closes at or above its coupon barrier on the related valuation date; Coupon barriers: $130.99 for Apple, $15.575 for Marathon, $84.336 for Moderna, 70% of initial levels due 12/26/2025
Citigroup Global Markets Holdings Inc. 38.4% annual rate, paid monthly if the worst performing stock closes at or above its coupon barrier on the related valuation date; Coupon barriers: $39.858 for CRISPR, $15.575 for Marathon, $109.025 for Walmart, 70% of initial levels due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2024
Citigroup Global Markets Holdings Inc. 9.3%, paid quarterly if the index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/27/2024
Citigroup Global Markets Holdings Inc. 11.4%, paid monthly, if the underlying fund closes at or above its 90% downside threshold on the related monthly observation date due 7/2/2024
Citigroup Global Markets Holdings Inc. 7% per year until Nov. 7; then one-year U.S. dollar SOFR ICE swap rate plus 35 bps, with floor of 0%; payable monthly due 8/7/2024
Citigroup Global Markets Holdings Inc. 7.25% per year until Oct. 12; then one-year U.S. dollar SOFR ICE swap rate plus 45 bps, with floor of 0%; payable monthly due 8/12/2024
Citigroup Global Markets Holdings Inc. 17.25% paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 6/26/2025
Citigroup Global Markets Holdings Inc. 9.7%, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/27/2024
Citigroup Global Markets Holdings Inc. 7% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 6/26/2028
Citigroup Global Markets Holdings Inc. 12% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 6/25/2026
Citigroup Global Markets Holdings Inc. 11.05% annualized, payable quarterly if the index closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,228.296; 87% of initial price due 6/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2025
Citigroup Global Markets Holdings Inc. 15%, paid quarterly if the worst performing underlier closes at or above its 59.55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/26/2025
Citigroup Global Markets Holdings Inc. 11.45% paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/27/2024
Citigroup Global Markets Holdings Inc. 11.4%, paid monthly, if the underlying fund closes at or above its 90% downside threshold on the related monthly observation date; coupon payment events will automatically include any previously unpaid coupons due 7/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2024
Citigroup Global Markets Holdings Inc. 10.6% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the observation period; Coupon barrier levels: 1,304.111 for Russell, 3,055.98 for S&P, 10,407.22 for Nasdaq; 70% of initial levels due 9/25/2025
Citigroup Global Markets Holdings Inc. 11.7%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/19/2024
Citigroup Global Markets Holdings Inc. 18%, paid monthly, if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/22/2028
Citigroup Global Markets Holdings Inc. 17.3%, paid monthly if the stock closes at or above its 68% coupon barrier on the related valuation date due 7/19/2024
Citigroup Global Markets Holdings Inc. 7.3%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 6/22/2028
Citigroup Global Markets Holdings Inc. 8.3%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 6/20/2025
Citigroup Global Markets Holdings Inc. 13.25% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 6/22/2026
Citigroup Global Markets Holdings Inc. 10.2%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/19/2024
Citigroup Global Markets Holdings Inc. 19.75% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 6/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/20/2025
Citigroup Global Markets Holdings Inc. 6.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/22/2026
Citigroup Global Markets Holdings Inc. 8.65% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 12/19/2024
Citigroup Global Markets Holdings Inc. 9%, paid quarterly, if each underlying index closes at or above its 65% coupon barrier on every trading day during the observation period due 6/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2025
Citigroup Global Markets Holdings Inc. 7.50% due 12/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/21/2024
Citigroup Global Markets Holdings Inc. 10.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/18/2026
Citigroup Global Markets Holdings Inc. 8.25% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/18/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2028
Citigroup Global Markets Holdings Inc. 21%, paid monthly if the stock closes at or above its 68% coupon barrier on the related valuation date due 7/18/2024
Citigroup Global Markets Holdings Inc. 7%, paid monthly, if the index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/19/2024
Citigroup Global Markets Holdings Inc. 11.0508% annualized, payable monthly if the index closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,246.993; 87% of initial price due 6/20/2024
Citigroup Global Markets Holdings Inc. 12.3% annualized, payable monthly if the index closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,324.475; 90% of initial price due 6/20/2024
Citigroup Global Markets Holdings Inc. 7.85%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 12/19/2024
Citigroup Global Markets Holdings Inc. 10.5% annually, payable quarterly, for first 2.5 years; after that, annual coupon rate set at 50 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day the index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 10.5% ceiling; Accrual barrier: 2,623.554; 60% of initial level due 6/16/2043
Citigroup Global Markets Holdings Inc. 14.25% due 7/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2024
Citigroup Global Markets Holdings Inc. 9% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/17/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/13/2025
Citigroup Global Markets Holdings Inc. 22.35% paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/12/2026
Citigroup Global Markets Holdings Inc. 18% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 6/12/2026
Citigroup Global Markets Holdings Inc. 15.5%, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 12/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/14/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/12/2026
Citigroup Global Markets Holdings Inc. 7.3% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/12/2025
Citigroup Global Markets Holdings Inc. 9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/14/2025
Citigroup Global Markets Holdings Inc. 10.65%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/12/2026
Citigroup Global Markets Holdings Inc. 8.4%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/12/2026
Citigroup Global Markets Holdings Inc. 8.3%, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 12/12/2025
Citigroup Global Markets Holdings Inc. 10%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/13/2025
Citigroup Global Markets Holdings Inc. 10.2%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/12/2024
Citigroup Global Markets Holdings Inc. 12.66% due 6/14/2024
Citigroup Global Markets Holdings Inc. 9.5%, paid quarterly, if each underlying index closes at or above its 65% coupon barrier on every trading day during the observation period due 6/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/14/2028
Citigroup Global Markets Holdings Inc. 8.45% due 12/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2024
Citigroup Global Markets Holdings Inc. 15.15%, paid monthly if the ETF closes at or above its 60% coupon barrier on the related valuation date due 6/11/2026
Citigroup Global Markets Holdings Inc. 11.5% paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 9/11/2024
Citigroup Global Markets Holdings Inc. 9.7% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/11/2025
Citigroup Global Markets Holdings Inc. 11.75% annual rate, paid monthly if the worst performing stock closes at or above its coupon barrier on the related valuation date; Coupon barriers: $20.461 for BofA, $233.387 for Berkshire, $104.846 for Walmart, 70% of initial levels due 7/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2030
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/8/2024
Citigroup Global Markets Holdings Inc. 9.25% paid quarterly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 12/11/2024
Citigroup Global Markets Holdings Inc. 10.3% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/11/2026
Citigroup Global Markets Holdings Inc. 10.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/11/2024
Citigroup Global Markets Holdings Inc. 18.75% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 3/9/2028
Citigroup Global Markets Holdings Inc. 12.5%, paid monthly, if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date due 6/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2026
Citigroup Global Markets Holdings Inc. 33.55% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 6/10/2026
Citigroup Global Markets Holdings Inc. 11.15% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/10/2025
Citigroup Global Markets Holdings Inc. 26.75% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 6/10/2026
Citigroup Global Markets Holdings Inc. 10.1% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/10/2024
Citigroup Global Markets Holdings Inc. 7.6% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/10/2024
Citigroup Global Markets Holdings Inc. 16.25% paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/10/2026
Citigroup Global Markets Holdings Inc. 11.4% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 1,355.035 for Russell, 3,205.343 for S&P; 70% of initial levels due 7/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2024
Citigroup Global Markets Holdings Inc. 21.25% paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 6/5/2025
Citigroup Global Markets Holdings Inc. 10.2%, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 6/5/2025
Citigroup Global Markets Holdings Inc. 11%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/5/2026
Citigroup Global Markets Holdings Inc. 7.15%, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 6/7/2028
Citigroup Global Markets Holdings Inc. 8.5%, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 6/7/2028
Citigroup Global Markets Holdings Inc. 7.7% paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/5/2025
Citigroup Global Markets Holdings Inc. 7.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/7/2028
Citigroup Global Markets Holdings Inc. 13.75%, paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 7/8/2024
Citigroup Global Markets Holdings Inc. 26.5% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $14.658; 60% of initial level due 6/5/2026
Citigroup Global Markets Holdings Inc. 10.90% due 6/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/7/2028
Citigroup Global Markets Holdings Inc. 10.3%, paid quarterly, if the worst performing underlier closes at or above its 65% coupon barrier on the related valuation date due 6/5/2025
Citigroup Global Markets Holdings Inc. 8.4%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 10.6%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/5/2026
Citigroup Global Markets Holdings Inc. 9.1%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/5/2026
Citigroup Global Markets Holdings Inc. 7.00% due 12/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2024
Citigroup Global Markets Holdings Inc. 10.75%, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date due 6/5/2026
Citigroup Global Markets Holdings Inc. 14.82%, paid quarterly, if the underlying stock closes at or above its 85% downside threshold on the related quarterly observation date; coupon payment events will automatically include any previously unpaid coupons due 6/10/2024
Citigroup Global Markets Holdings Inc. 10.75%, paid quarterly, if each underlying index closes at or above its 70% downside threshold on the related quarterly observation date due 6/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 28%, paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 6/6/2024
Citigroup Global Markets Holdings Inc. 29.65%, paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 48.65%, paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 12/4/2025
Citigroup Global Markets Holdings Inc. 8.55% due 6/6/2025
Citigroup Global Markets Holdings Inc. 9.20% due 9/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2024
Citigroup Global Markets Holdings Inc. 15% per year, or 11.25% for the term, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 3/6/2024
Citigroup Global Markets Holdings Inc. 16.1%, paid monthly, if the underlying stock closes at or above its 85% downside threshold on the related monthly observation date; coupon payment events will automatically include any previously unpaid coupons due 6/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 16.5% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 5/29/2025
Citigroup Global Markets Holdings Inc. 10.35% annual rate, paid quarterly if the stock closes at or above its 80% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 39.75% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 19.5% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 14% annual rate paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 6/5/2025
Citigroup Global Markets Holdings Inc. 17% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 14.75% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 7.65% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/4/2025
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/27/2027
Citigroup Global Markets Holdings Inc. 10.28% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 12/4/2025
Citigroup Global Markets Holdings Inc. 7% annual rate, paid quarterly if the index closes at or above its 80% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 17.75% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 43.75% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 10.9% annual rate, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 9/6/2024
Citigroup Global Markets Holdings Inc. 16.75% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/5/2028
Citigroup Global Markets Holdings Inc. 6.7% annual rate, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 6/5/2028
Citigroup Global Markets Holdings Inc. 15.75% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 18.25% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 9.1% annual rate, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid monthly if the index closes at or above its 75% coupon barrier on the related valuation date due 7/5/2024
Citigroup Global Markets Holdings Inc. 20.5% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 16.25% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 14.25% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 6.5% per year, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 6/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2025
Citigroup Global Markets Holdings Inc. 8.50% due 12/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2024
Citigroup Global Markets Holdings Inc. 10.8% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/5/2025
Citigroup Global Markets Holdings Inc. 9.2% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/5/2025
Citigroup Global Markets Holdings Inc. 10.1% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/5/2028
Citigroup Global Markets Holdings Inc. 9.7% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 12% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/5/2025
Citigroup Global Markets Holdings Inc. 8.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/6/2024
Citigroup Global Markets Holdings Inc. 9.55% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 8.9% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 11.8% annual rate, paid monthly if the index closes at or above its 85% coupon barrier on the related valuation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 23.5% annual rate, paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 9/6/2024
Citigroup Global Markets Holdings Inc. 5.80% due 6/5/2026
Citigroup Global Markets Holdings Inc. 11.1% annual rate, paid quarterly, if the underlying fund closes at or above its 87% downside threshold on the related quarterly observation date; previously unpaid coupons will also be paid due 6/6/2024
Citigroup Global Markets Holdings Inc. 12% annual rate, paid monthly, if the underlying fund closes at or above its 87% downside threshold on the related monthly observation date; previously unpaid coupons will also be paid due 6/10/2024
Citigroup Global Markets Holdings Inc. 13.4% annual rate, paid monthly, if the underlying fund closes at or above its 90% downside threshold on the related monthly observation date; previously unpaid coupons will also be paid due 6/10/2024
Citigroup Global Markets Holdings Inc. 10.65% annual rate, paid quarterly, if the underlying index closes at or above its 85% coupon barrier on the related quarterly observation date due 6/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 38.5% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 8.4% annual rate, paid monthly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 9/5/2024
Citigroup Global Markets Holdings Inc. 13.3% annual rate, paid monthly if the stock closes at or above its 77% coupon barrier on the related valuation date due 9/5/2024
Citigroup Global Markets Holdings Inc. 10.2% annual rate, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 3/5/2025
Citigroup Global Markets Holdings Inc. 9.45% annual rate, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 11,483.992 for Nasdaq, 3,364.416 for S&P, 80% of initial levels due 6/4/2024
Citigroup Global Markets Holdings Inc. 7.05% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 17.05% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 9/5/2024
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 14% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 13.75% annual rate, paid monthly, if the underlying fund closes at or above its 85% downside threshold on the related monthly observation date; previously unpaid coupons will also be paid due 6/4/2024
Citigroup Global Markets Holdings Inc. 13.65% annual rate, paid monthly, if the underlying fund closes at or above its 90% downside threshold on the related monthly observation date; previously unpaid coupons will also be paid due 6/4/2024
Citigroup Global Markets Holdings Inc. 12.5% annual rate, paid monthly, if the underlying fund closes at or above its 87% downside threshold on the related monthly observation date; previously unpaid coupons will also be paid due 6/4/2024
Citigroup Global Markets Holdings Inc. 7% annual rate, paid monthly, if each underlying index closes at or above its 60% coupon barrier on the related monthly observation date due 4/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 8.4% paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/31/2028
Citigroup Global Markets Holdings Inc. 6.5%, paid quarterly if the index closes at or above its 60% coupon barrier on the related valuation date due 5/29/2026
Citigroup Global Markets Holdings Inc. 9.15%, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 6/1/2027
Citigroup Global Markets Holdings Inc. 8.28% paid monthly if the index closes at or above its 85% coupon barrier on the related valuation date due 5/28/2026
Citigroup Global Markets Holdings Inc. 11.2%, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/29/2026
Citigroup Global Markets Holdings Inc. 11% annual rate, paid quarterly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/29/2026
Citigroup Global Markets Holdings Inc. 18.75% annual rate, paid monthly if the worst performing stock closes at or above its coupon barrier on the related valuation date; Coupon barriers: $60.055 for Amazon, $87.715 for Apple, $96.585 for Tesla, 50% of initial levels due 5/30/2025
Citigroup Global Markets Holdings Inc. 8.4% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 3/3/2025
Citigroup Global Markets Holdings Inc. 14.85% annual rate, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 5/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2028
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 9.35% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $23.20 for Intel, $18.608 for Marathon, $311.568 for Nvidia, $62.656 for Microchip; 80% of initial level due 5/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2025
Citigroup Global Markets Holdings Inc. 10%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/3/2025
Citigroup Global Markets Holdings Inc. 10.45%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/29/2026
Citigroup Global Markets Holdings Inc. 12% annual rate, paid monthly if the worst performing index closes at or above its 78% coupon barrier on the related valuation date due 5/1/2025
Citigroup Global Markets Holdings Inc. 9.1% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 5/29/2026
Citigroup Global Markets Holdings Inc. 8.35% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 6/1/2027
Citigroup Global Markets Holdings Inc. 7.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2024
Citigroup Global Markets Holdings Inc. 9.9% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/31/2024
Citigroup Global Markets Holdings Inc. 10.2%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 5/29/2026
Citigroup Global Markets Holdings Inc. 9.5%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on the related quarterly observation date due 5/30/2025
Citigroup Global Markets Holdings Inc. 10.25%, paid quarterly, if each underlying index closes at or above its 65% coupon barrier every day that quarter due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 8.5% paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 5/29/2026
Citigroup Global Markets Holdings Inc. 7.25%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/31/2028
Citigroup Global Markets Holdings Inc. 10.05%, paid monthly if the stock closes at or above its 75% coupon barrier on the related valuation date due 6/28/2024
Citigroup Global Markets Holdings Inc. 9%, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/31/2030
Citigroup Global Markets Holdings Inc. 8.5%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 11/29/2024
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/31/2024
Citigroup Global Markets Holdings Inc. 6.25%, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 6/28/2024
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 5/31/2028
Citigroup Global Markets Holdings Inc. 7.75% annual rate, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/31/2028
Citigroup Global Markets Holdings Inc. 7% annual rate, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 5/29/2026
Citigroup Global Markets Holdings Inc. 7.75% annual rate, paid monthly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 8/29/2024
Citigroup Global Markets Holdings Inc. 6% paid annually if the worst performing index closes at or above its 82.5% coupon barrier on the related valuation date due 5/31/2030
Citigroup Global Markets Holdings Inc. 10.30% due 8/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2030
Citigroup Global Markets Holdings Inc. 14.4% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $126.009; 90% of initial price due 5/31/2024
Citigroup Global Markets Holdings Inc. 10.0104% annual rate, paid monthly if the ETF closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2028
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding monthly review date, the coupon will be equivalent to 9.5% per year; if any stock closes below its coupon barrier, the coupon will be 0.25% annualized; Coupon barriers: $95.273 for Advanced Micro, $144.878 for Tesla, $196.53 for Meta, 75% of initial levels due 5/31/2028
Citigroup Global Markets Holdings Inc. 6.9% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier level: 1,403.684; 80% of initial level due 5/31/2028
Citigroup Global Markets Holdings Inc. 6%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 11/29/2024
Citigroup Global Markets Holdings Inc. 8%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/1/2028
Citigroup Global Markets Holdings Inc. 8.1% annual rate, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 5/31/2028
Citigroup Global Markets Holdings Inc. 6% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 5/29/2026
Citigroup Global Markets Holdings Inc. 6.25% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 5/30/2025
Citigroup Global Markets Holdings Inc. 13.5%, paid monthly, if the underlying fund closes at or above its 87% downside threshold on the related monthly observation date, plus any previously unpaid coupon due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2028
Citigroup Global Markets Holdings Inc. SOFR plus 160 bps, subject to 0.1% floor; payable quarterly due 6/1/2030
Citigroup Global Markets Holdings Inc. Year-over-year change in index; payable monthly and cannot be less than zero due 5/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2024
Citigroup Global Markets Holdings Inc. 9.8% annual rate, paid quarterly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 5/29/2026
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly, if the ETF closes at or above its 93.9% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2024
Citigroup Global Markets Holdings Inc. 11.3% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/29/2024
Citigroup Global Markets Holdings Inc. 11% for first two years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 11% and a floor of zero; Accrual barrier level: 2,015.305, 50% of initial level due 5/29/2043
Citigroup Global Markets Holdings Inc. 11.3%, paid quarterly, if the underlying fund closes at or above its 87% downside threshold on the related quarterly observation date, plus any unpaid coupon due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2024
Citigroup Global Markets Holdings Inc. 10.20% due 8/29/2024
Citigroup Global Markets Holdings Inc. 8.20% due 8/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 11% paid monthly if the worst performing ETF closes at or above its 55% coupon barrier on the related valuation date due 6/27/2024
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/27/2025
Citigroup Global Markets Holdings Inc. 11.1% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $364.347; 87% of initial price due 5/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2024
Citigroup Global Markets Holdings Inc. 7%, payable quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/24/2023
Citigroup Global Markets Holdings Inc. 22% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 5/29/2026
Citigroup Global Markets Holdings Inc. 7.85% due 11/26/2024
Citigroup Global Markets Holdings Inc. 10% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,109.185 for S&P, 1,340.78625 for Russell, 10,254.405 for Nasdaq; 75% of initial level due 5/27/2027
Citigroup Global Markets Holdings Inc. 8.65% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 5/28/2026
Citigroup Global Markets Holdings Inc. 8.3% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/25/2028
Citigroup Global Markets Holdings Inc. 10.9% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 5/28/2026
Citigroup Global Markets Holdings Inc. 11.14% annual rate, paid quarterly if the stock closes at or above its 80% coupon barrier on the related valuation date due 11/27/2024
Citigroup Global Markets Holdings Inc. 20.65% annual rate, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 5/28/2026
Citigroup Global Markets Holdings Inc. 15.9% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier price: $187.056; 60% of initial level due 5/28/2026
Citigroup Global Markets Holdings Inc. 10.55% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/28/2025
Citigroup Global Markets Holdings Inc. 12.5%, paid monthly, if the underlying fund closes at or above its 85% downside threshold on the related monthly observation date due 5/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2025
Citigroup Global Markets Holdings Inc. 16.50% due 2/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2026
Citigroup Global Markets Holdings Inc. 8.5%, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/24/2028
Citigroup Global Markets Holdings Inc. 7.8%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/22/2025
Citigroup Global Markets Holdings Inc. 13.9%, paid monthly if the stock closes at or above its 75% coupon barrier on the related valuation date due 6/25/2024
Citigroup Global Markets Holdings Inc. 9.45%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 5/22/2026
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/22/2025
Citigroup Global Markets Holdings Inc. 9.7%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/25/2024
Citigroup Global Markets Holdings Inc. 8%, paid semiannually, if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/22/2026
Citigroup Global Markets Holdings Inc. 9.85%, paid semiannually, if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/22/2026
Citigroup Global Markets Holdings Inc. 6.8% annual rate, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/24/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2027
Citigroup Global Markets Holdings Inc. 8.8%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/24/2028
Citigroup Global Markets Holdings Inc. 10.85%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/22/2026
Citigroup Global Markets Holdings Inc. 9%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/22/2026
Citigroup Global Markets Holdings Inc. 8.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/24/2025
Citigroup Global Markets Holdings Inc. 10.9% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/22/2026
Citigroup Global Markets Holdings Inc. 9.75%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/22/2025
Citigroup Global Markets Holdings Inc. 10.25%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/23/2024
Citigroup Global Markets Holdings Inc. 16.3% per year, or 10.867% for the term, payable quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 1/24/2024
Citigroup Global Markets Holdings Inc. 9.5% annual rate, paid quarterly if the index closes at or above its 75% coupon barrier on the related valuation date due 8/22/2024
Citigroup Global Markets Holdings Inc. 7.3% annual rate, paid quarterly if the index closes at or above its 75% coupon barrier on the related valuation date due 8/22/2024
Citigroup Global Markets Holdings Inc. 8.25% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/24/2028
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 5/22/2025
Citigroup Global Markets Holdings Inc. 6.1%, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 2/24/2026
Citigroup Global Markets Holdings Inc. 11%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier on the related quarterly observation date due 5/22/2025
Citigroup Global Markets Holdings Inc. 11.25%, paid quarterly, if the underlying fund closes at or above its 87% downside threshold on the related quarterly observation date due 5/28/2024
Citigroup Global Markets Holdings Inc. 9%, paid quarterly, if each underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barriers: 8,282.094 for Nasdaq, 1,064.23 for Russell, 2,515.188 for S&P, 60% of initial levels due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2028
Citigroup Global Markets Holdings Inc. 18% annually, paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/22/2025
Citigroup Global Markets Holdings Inc. 7.75%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/23/2028
Citigroup Global Markets Holdings Inc. 38% annually, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 5/21/2026
Citigroup Global Markets Holdings Inc. 26.5% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/21/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2028
Citigroup Global Markets Holdings Inc. 8.95%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2026
Citigroup Global Markets Holdings Inc. 7.1%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/22/2028
Citigroup Global Markets Holdings Inc. 11.5%, paid monthly if the ETF closes at or above its 60% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 10.55% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 11/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 13.75%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 11/20/2026
Citigroup Global Markets Holdings Inc. 11%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/22/2025
Citigroup Global Markets Holdings Inc. 9.75%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/23/2025
Citigroup Global Markets Holdings Inc. 10.75%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/23/2025
Citigroup Global Markets Holdings Inc. 10%, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/21/2026
Citigroup Global Markets Holdings Inc. 12% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/22/2025
Citigroup Global Markets Holdings Inc. 7.3% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 7.05% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 5/22/2028
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 14.35% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 5/21/2026
Citigroup Global Markets Holdings Inc. 34% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/21/2025
Citigroup Global Markets Holdings Inc. 13.0008% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $277.772; 85% of initial price due 5/21/2024
Citigroup Global Markets Holdings Inc. 8.55% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 7.45% paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 22.25% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 5/23/2025
Citigroup Global Markets Holdings Inc. 10.55% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/21/2025
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 3/21/2024
Citigroup Global Markets Holdings Inc. 6.65% payable monthly; 3.325% for term of securities due 11/17/2023
Citigroup Global Markets Holdings Inc. 11.25%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/21/2025
Citigroup Global Markets Holdings Inc. 14.2%, paid monthly if the stock closes at or above its 72% coupon barrier on the related valuation date due 6/17/2024
Citigroup Global Markets Holdings Inc. 10.4%, paid monthly if the stock closes at or above its 75% coupon barrier on the related valuation date due 6/17/2024
Citigroup Global Markets Holdings Inc. 10.25%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/15/2024
Citigroup Global Markets Holdings Inc. 11% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/15/2024
Citigroup Global Markets Holdings Inc. 12.9%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/15/2024
Citigroup Global Markets Holdings Inc. 10.05% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/15/2026
Citigroup Global Markets Holdings Inc. 12.25% annual rate, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 5/15/2026
Citigroup Global Markets Holdings Inc. 8.65% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date; previously unpaid coupons will also be paid due 5/15/2025
Citigroup Global Markets Holdings Inc. 11.05% annual rate, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/15/2026
Citigroup Global Markets Holdings Inc. 9.85% annual rate, if the index closes at or above its 80% coupon barrier on the related quarterly valuation date, plus any previously unpaid coupons due 5/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/17/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2027
Citigroup Global Markets Holdings Inc. 7.6% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/15/2026
Citigroup Global Markets Holdings Inc. 11.15% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/18/2025
Citigroup Global Markets Holdings Inc. 11% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/17/2025
Citigroup Global Markets Holdings Inc. 15% annual rate, paid quarterly if the ETF closes at or above its 58.45% coupon barrier on the related valuation date due 5/15/2025
Citigroup Global Markets Holdings Inc. 9.15% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/15/2026
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/15/2026
Citigroup Global Markets Holdings Inc. 11.05% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/15/2024
Citigroup Global Markets Holdings Inc. 15% for the first year, payable quarterly; after that, annualized rate of 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 15%, floor of 0%; Accrual barrier levels: 19,980.372 for Dow, 61.932 for Stoxx Banks, 2,474.448 for S&P; 60% of initial levels due 5/18/2043
Citigroup Global Markets Holdings Inc. 10% for the first two years, payable quarterly; after that, annualized rate of 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day the index closes above accrual barrier levels in quarterly accrual period; cap of 10%, floor of 0%; Accrual barrier level: 2,474.448; 60% of initial level due 5/18/2043
Citigroup Global Markets Holdings Inc. 7.05% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/16/2024
Citigroup Global Markets Holdings Inc. 11.15% annual rate, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 5/15/2026
Citigroup Global Markets Holdings Inc. 10.75% annual rate, paid quarterly, if each underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barriers: 10,005.135 for Nasdaq, 1,305.637 for Russell, 3,093.06 for S&P, 75% of initial levels due 5/15/2025
Citigroup Global Markets Holdings Inc. 8.1% annual rate, paid quarterly, if the underlying index closes at or above its 75% coupon barrier on the related quarterly observation date, plus any previously unpaid coupons due 5/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/18/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/17/2024
Citigroup Global Markets Holdings Inc. 19.2%, paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 6/14/2024
Citigroup Global Markets Holdings Inc. 21.85%, paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 6/14/2024
Citigroup Global Markets Holdings Inc. 10.4% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/15/2025
Citigroup Global Markets Holdings Inc. 21.35% annual rate, paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 6/14/2024
Citigroup Global Markets Holdings Inc. 14% annual rate, paid monthly if the ETF closes at or above its 50% coupon barrier on the related valuation date due 5/16/2024
Citigroup Global Markets Holdings Inc. 13.75% annual rate, paid monthly if the ETF closes at or above its 50% coupon barrier on the related valuation date due 5/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/16/2025
Citigroup Global Markets Holdings Inc. 18.85%, paid quarterly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 5/14/2026
Citigroup Global Markets Holdings Inc. 11.25% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,891.43 for S&P, 23,316.66 for Dow, 1,221.295 for Russell; 70% of initial values due 11/14/2025
Citigroup Global Markets Holdings Inc. 8.15% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/14/2024
Citigroup Global Markets Holdings Inc. 8% annual rate, paid quarterly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date; previously unpaid coupons will also be paid due 5/14/2026
Citigroup Global Markets Holdings Inc. 14.5% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/14/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/13/2024
Citigroup Global Markets Holdings Inc. 9.75% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 2/13/2025
Citigroup Global Markets Holdings Inc. 13.45% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/15/2025
Citigroup Global Markets Holdings Inc. 8.1% annual rate, paid quarterly if the index closes at or above its 60% coupon barrier on the related valuation date due 5/15/2025
Citigroup Global Markets Holdings Inc. 15%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier every day that quarter due 11/14/2025
Citigroup Global Markets Holdings Inc. 6.55% for first six months, then one-year U.S. dollar SOFR ICE swap rate plus 35 bps, subject to a floor of 0%; payable monthly due 6/12/2024
Citigroup Global Markets Holdings Inc. 10.3% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 11/14/2025
Citigroup Global Markets Holdings Inc. 8.7% paid monthly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 8/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2024
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/14/2026
Citigroup Global Markets Holdings Inc. 7.91% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 11/14/2024
Citigroup Global Markets Holdings Inc. SOFR plus 300 basis points per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; floor of zero; Coupon barriers: 1,052.682 for Russell, 2,482.87 for S&P; 60% of initial levels due 11/13/2025
Citigroup Global Markets Holdings Inc. 11.5% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/13/2026
Citigroup Global Markets Holdings Inc. 9.65% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/13/2025
Citigroup Global Markets Holdings Inc. 16.1% paid monthly if the worst performing stock closes at or above its 55% coupon barrier on the related valuation date due 5/13/2024
Citigroup Global Markets Holdings Inc. 22% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 5/13/2026
Citigroup Global Markets Holdings Inc. 8% paid quarterly if the ETF closes at or above its 60% coupon barrier on the related valuation date due 5/15/2025
Citigroup Global Markets Holdings Inc. 9% annually for the first two years, payable quarterly, after that, 20 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day each index closes at or above the 65% accrual barrier, up to maximum rate of 9% per annum and floor of 0% due 5/11/2035
Citigroup Global Markets Holdings Inc. 12%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/8/2025
Citigroup Global Markets Holdings Inc. 14.3%, paid monthly if the stock closes at or above its 71% coupon barrier on the related valuation date due 6/10/2024
Citigroup Global Markets Holdings Inc. 26.5% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/8/2026
Citigroup Global Markets Holdings Inc. 12.00% due 6/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/8/2026
Citigroup Global Markets Holdings Inc. 8.55% annualized, payable quarterly if the index closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 10,607.304; 80% of initial price due 5/22/2024
Citigroup Global Markets Holdings Inc. 9.4% annualized, payable quarterly if the index closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,309.0; 80% of initial price due 5/22/2024
Citigroup Global Markets Holdings Inc. 12.75% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $352.463; 87% of initial price due 5/9/2024
Citigroup Global Markets Holdings Inc. 7.15% annual rate, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 5/8/2025
Citigroup Global Markets Holdings Inc. 10.35%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/8/2026
Citigroup Global Markets Holdings Inc. 10.6%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/8/2026
Citigroup Global Markets Holdings Inc. 8.85%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/8/2026
Citigroup Global Markets Holdings Inc. 9.75%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/10/2025
Citigroup Global Markets Holdings Inc. 10.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/8/2024
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if each underlying index closes at or above its 70% downside threshold on the related quarterly observation date due 5/8/2025
Citigroup Global Markets Holdings Inc. 9%, paid quarterly, if each underlying index closes at or above its 70% downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 5/8/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/9/2028
Citigroup Global Markets Holdings Inc. 8.00% due 6/7/2024
Citigroup Global Markets Holdings Inc. 20.75% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $83.20; 80% of initial price due 5/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/9/2033
Citigroup Global Markets Holdings Inc. 0.00% due 5/9/2033
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2023
Citigroup Global Markets Holdings Inc. 8.75%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/7/2024
Citigroup Global Markets Holdings Inc. 10.75%, paid monthly, if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/8/2025
Citigroup Global Markets Holdings Inc. 9%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/9/2025
Citigroup Global Markets Holdings Inc. 6.55% annual rate, paid monthly if the index closes at or above its 75% coupon barrier on the related valuation date due 8/8/2024
Citigroup Global Markets Holdings Inc. 8.35% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 2/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2024
Citigroup Global Markets Holdings Inc. 14.6% per year, or 6.08% for the term, paid quarterly if the stock closes at or above its 66% coupon barrier on the related valuation date due 10/10/2023
Citigroup Global Markets Holdings Inc. 6.75%, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 8/8/2024
Citigroup Global Markets Holdings Inc. 8.35%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/8/2024
Citigroup Global Markets Holdings Inc. 12%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 5/7/2026
Citigroup Global Markets Holdings Inc. 37% annual rate, paid semiannually if the stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/7/2025
Citigroup Global Markets Holdings Inc. 10.45% paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2026
Citigroup Global Markets Holdings Inc. 10.5% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $353.184; 85% of initial price due 5/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2025
Citigroup Global Markets Holdings Inc. 15.55% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/1/2026
Citigroup Global Markets Holdings Inc. 11.2%, paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 8/1/2024
Citigroup Global Markets Holdings Inc. 10.75% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/1/2025
Citigroup Global Markets Holdings Inc. 7%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/3/2028
Citigroup Global Markets Holdings Inc. 7.8%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/1/2025
Citigroup Global Markets Holdings Inc. 15.5% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/1/2026
Citigroup Global Markets Holdings Inc. 20.1%, paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/31/2024
Citigroup Global Markets Holdings Inc. 12.15% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 5/1/2026
Citigroup Global Markets Holdings Inc. 16.8%, paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/31/2024
Citigroup Global Markets Holdings Inc. 7.8%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/3/2028
Citigroup Global Markets Holdings Inc. 9.7% paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/31/2025
Citigroup Global Markets Holdings Inc. 7%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/3/2028
Citigroup Global Markets Holdings Inc. 7.15%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/31/2025
Citigroup Global Markets Holdings Inc. 10%, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/1/2025
Citigroup Global Markets Holdings Inc. 8.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/1/2025
Citigroup Global Markets Holdings Inc. 12.2% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/1/2026
Citigroup Global Markets Holdings Inc. 9.5% paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 5/1/2026
Citigroup Global Markets Holdings Inc. 9.7%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/31/2024
Citigroup Global Markets Holdings Inc. 7.5%, paid monthly if the index closes at or above its 75% coupon barrier on the related valuation date due 5/31/2024
Citigroup Global Markets Holdings Inc. 10.2%, paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/31/2024
Citigroup Global Markets Holdings Inc. 16.25% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 5/1/2026
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above coupon barrier level on observation day for that month; Coupon barrier levels: 10,569.792 for Nasdaq, 1,415.190 for Russell and 3,335.584 for S&P, or 80% of initial levels due 5/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 8.50% due 11/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2028
Citigroup Global Markets Holdings Inc. 9.6% annualized, payable quarterly if the index closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,335.584; 80% of initial level due 5/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/18/2025
Citigroup Global Markets Holdings Inc. 14.25%, paid quarterly if the stock closes at or above its 55% coupon barrier on the related valuation date due 5/1/2025
Citigroup Global Markets Holdings Inc. 9.3%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/1/2025
Citigroup Global Markets Holdings Inc. 10.75%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/2/2024
Citigroup Global Markets Holdings Inc. 10.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/1/2025
Citigroup Global Markets Holdings Inc. 11.05%, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/1/2026
Citigroup Global Markets Holdings Inc. 10.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/3/2028
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/1/2025
Citigroup Global Markets Holdings Inc. 7.05%, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 10/31/2024
Citigroup Global Markets Holdings Inc. 8.7% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/31/2025
Citigroup Global Markets Holdings Inc. 8.2%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/31/2024
Citigroup Global Markets Holdings Inc. 8.5%, paid quarterly if the worst performing index closes at or above its 55% coupon barrier on the related valuation date due 5/1/2026
Citigroup Global Markets Holdings Inc. 7.5%, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 8/1/2024
Citigroup Global Markets Holdings Inc. 6.20% due 5/1/2026
Citigroup Global Markets Holdings Inc. 9.1%, paid quarterly, if each underlying index closes at or above its 70% downside threshold on the related quarterly observation date due 5/1/2025
Citigroup Global Markets Holdings Inc. 12.7%, paid monthly, if the underlying fund closes at or above its 87% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 5/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2027
Citigroup Global Markets Holdings Inc. 7% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,918.636 for S&P, 9,272.193 for Nasdaq; 70% of initial level due 4/29/2025
Citigroup Global Markets Holdings Inc. 9.5% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,127.11 for S&P, 1,326.74025 for Russell, 25,573.62 for Dow; 75% of initial level due 4/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 11.5% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,894.75 for S&P, 23,678.31 for Dow, 1,225.856 for Russell; 70% of initial values due 10/29/2026
Citigroup Global Markets Holdings Inc. 5.8% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 4/30/2025
Citigroup Global Markets Holdings Inc. 9.5%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2027
Citigroup Global Markets Holdings Inc. 8.36% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/30/2026
Citigroup Global Markets Holdings Inc. 10% for first two years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 10% and a floor of zero; Accrual barrier level: 2,027.995, 50% of initial level due 4/28/2043
Citigroup Global Markets Holdings Inc. Percentage change in CPI based on an initial level 15 calendar months before interest payment date and the final level three months before the interest payment date, subject to a floor of 0%; payable monthly due 4/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2028
Citigroup Global Markets Holdings Inc. 9.75% due 7/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 20.25% annual rate, paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 4/30/2025
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 25,148.123 for Dow, 495.488 for S&P Dynamic, 75% of initial levels due 4/28/2028
Citigroup Global Markets Holdings Inc. 7.35% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 4/28/2028
Citigroup Global Markets Holdings Inc. 9%, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 4/30/2026
Citigroup Global Markets Holdings Inc. 7.75%, paid monthly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 7/30/2024
Citigroup Global Markets Holdings Inc. 8.75% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/30/2024
Citigroup Global Markets Holdings Inc. 7.4% paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 4/30/2026
Citigroup Global Markets Holdings Inc. 6.75%, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 5/31/2024
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly if the stock closes at or above its 59% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/1/2024
Citigroup Global Markets Holdings Inc. 5% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,850.141; 70% of initial level due 4/30/2026
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,571.357 for Russell, 11,452.599 for Nasdaq; 90% of initial levels due 4/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2030
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2028
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 9% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $76.928 for Amazon, $113.70 for AMD, $196.808 for Nvidia, $120.503 for Tesla; 75% of initial level due 4/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/13/2024
Citigroup Global Markets Holdings Inc. 10.65% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/30/2025
Citigroup Global Markets Holdings Inc. 8.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/30/2025
Citigroup Global Markets Holdings Inc. 6.25% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/30/2024
Citigroup Global Markets Holdings Inc. 9%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 4/28/2028
Citigroup Global Markets Holdings Inc. 8.75% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2023
Citigroup Global Markets Holdings Inc. 6% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 4/30/2025
Citigroup Global Markets Holdings Inc. 6.25% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 4/30/2026
Citigroup Global Markets Holdings Inc. 13.55%, paid monthly, if the underlying fund closes at or above its downside threshold on the related monthly observation date, plus any previously unpaid coupons due 4/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2028
Citigroup Global Markets Holdings Inc. SOFR plus 170 bps, subject to floor of 0%; paid quarterly due 7/30/2024
Citigroup Global Markets Holdings Inc. SOFR plus 275 bps, subject to floor of 0%; paid quarterly due 4/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 8.3% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $84.968 for Amazon, $70.056 for AMD, $216.336 for Nvidia; 80% of initial level due 4/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2026
Citigroup Global Markets Holdings Inc. 13.102% paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 4/24/2026
Citigroup Global Markets Holdings Inc. 7.85% annually, payable monthly if index closes at or above coupon barrier on the corresponding valuation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,893.464; 70% of initial level due 10/24/2024
Citigroup Global Markets Holdings Inc. 10.85% due 4/26/2024
Citigroup Global Markets Holdings Inc. 9.75% if the index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2027
Citigroup Global Markets Holdings Inc. 0.00%
Citigroup Global Markets Holdings Inc. 20.25% paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 4/24/2026
Citigroup Global Markets Holdings Inc. 9.25% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/24/2026
Citigroup Global Markets Holdings Inc. 10.75%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/24/2026
Citigroup Global Markets Holdings Inc. 11%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/24/2025
Citigroup Global Markets Holdings Inc. 9.2% paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 4/24/2026
Citigroup Global Markets Holdings Inc. 7.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/26/2028
Citigroup Global Markets Holdings Inc. 11.5% paid semiannually if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 4/24/2026
Citigroup Global Markets Holdings Inc. 13%, paid semiannually if the worst performing underlier closes at or above its 70% coupon barrier on the related valuation date due 4/24/2026
Citigroup Global Markets Holdings Inc. 9.3% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/26/2027
Citigroup Global Markets Holdings Inc. 11.6% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/26/2025
Citigroup Global Markets Holdings Inc. 9.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/24/2025
Citigroup Global Markets Holdings Inc. 11.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/24/2024
Citigroup Global Markets Holdings Inc. 9.75%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on the related quarterly observation date; Coupon barriers: 9,100.539 for Nasdaq, 1,254.054 for Russell, 2,893.464 for S&P, 70% of initial level due 4/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2024
Citigroup Global Markets Holdings Inc. 13.1%, payable monthly if ETF closes at or above coupon barrier on related observation date; Coupon barrier: $270.90; 85% of initial share price due 4/26/2024
Citigroup Global Markets Holdings Inc. 11.1% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $360.302; 87% of initial price due 4/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2025
Citigroup Global Markets Holdings Inc. 7.45% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date; Coupon barriers: 9,090.186 for Nasdaq-100 index, 1,252.788 for Russell 2000 index, 2,890.853 for S&P 500 index, 70% of initial levels due 4/25/2028
Citigroup Global Markets Holdings Inc. 13.15%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 4/24/2025
Citigroup Global Markets Holdings Inc. 0.00%
Citigroup Global Markets Holdings Inc. 13%, payable monthly if ETF closes at or above coupon barrier on related observation date; Coupon barrier: $271.03; 85% of initial share price due 4/26/2024
Citigroup Global Markets Holdings Inc. 9.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/24/2025
Citigroup Global Markets Holdings Inc. 10.3% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 4/23/2026
Citigroup Global Markets Holdings Inc. 7.25% paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 4/27/2026
Citigroup Global Markets Holdings Inc. 13.0008% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $271.031; 85% of initial price due 4/24/2024
Citigroup Global Markets Holdings Inc. 11.2008% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $360.363; 87% of initial price due 4/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2028
Citigroup Global Markets Holdings Inc. 12.25% paid quarterly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 10/24/2024
Citigroup Global Markets Holdings Inc. 11.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/20/2028
Citigroup Global Markets Holdings Inc. 11.9% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,902.35 for S&P, 3,054.27 for Stoxx, 1,257.678 for Russell; 70% of initial values due 7/22/2026
Citigroup Global Markets Holdings Inc. 18%, paid monthly if the stock closes at or above its 66% coupon barrier on the related valuation date due 5/16/2024
Citigroup Global Markets Holdings Inc. 11.75% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 9%, paid quarterly if the worst performing stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/16/2026
Citigroup Global Markets Holdings Inc. 7.85%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/16/2025
Citigroup Global Markets Holdings Inc. 12.45%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/16/2025
Citigroup Global Markets Holdings Inc. 15.85% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 17.10% due 4/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/16/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2025
Citigroup Global Markets Holdings Inc. 8.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/15/2026
Citigroup Global Markets Holdings Inc. 7.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/15/2027
Citigroup Global Markets Holdings Inc. 7.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/16/2025
Citigroup Global Markets Holdings Inc. 7.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/16/2026
Citigroup Global Markets Holdings Inc. 11.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/16/2025
Citigroup Global Markets Holdings Inc. 10%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/17/2024
Citigroup Global Markets Holdings Inc. 12.55% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/16/2025
Citigroup Global Markets Holdings Inc. 8.7%, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 10/17/2024
Citigroup Global Markets Holdings Inc. 9.2%, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 4/16/2026
Citigroup Global Markets Holdings Inc. 10% for the first year; after that, 20 times the spread, subject to a minimum rate of 0% and a maximum rate of 20% per year; spread is 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate; payable monthly due 4/13/2033
Citigroup Global Markets Holdings Inc. 8.55%, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 4/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/17/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/17/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2024
Citigroup Global Markets Holdings Inc. 10.7%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2024
Citigroup Global Markets Holdings Inc. 10.9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/16/2025
Citigroup Global Markets Holdings Inc. 8.9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/13/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/15/2027
Citigroup Global Markets Holdings Inc. 17% paid quarterly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 16% paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 9.6% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 1/9/2025
Citigroup Global Markets Holdings Inc. 8.1%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 4/11/2028
Citigroup Global Markets Holdings Inc. 10.30% due 4/10/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/10/2024
Citigroup Global Markets Holdings Inc. 16.45% paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/10/2025
Citigroup Global Markets Holdings Inc. 15% per year, or 10% for the term, paid quarterly if the stock closes at or above its 61% coupon barrier on the related valuation date due 12/12/2023
Citigroup Global Markets Holdings Inc. 9.55%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/9/2025
Citigroup Global Markets Holdings Inc. 6.6% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/11/2024
Citigroup Global Markets Holdings Inc. 11.5%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/11/2025
Citigroup Global Markets Holdings Inc. 7.8%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/9/2026
Citigroup Global Markets Holdings Inc. 9.3%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/10/2024
Citigroup Global Markets Holdings Inc. 9.25%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/10/2024
Citigroup Global Markets Holdings Inc. 10.1%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/9/2027
Citigroup Global Markets Holdings Inc. 8.95%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/10/2024
Citigroup Global Markets Holdings Inc. 6.65%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 15% per year, or 11.25% for the term, paid quarterly if the stock closes at or above its 62.8% coupon barrier on the related valuation date due 12/12/2023
Citigroup Global Markets Holdings Inc. 9.5%, paid quarterly, if each underlying index closes at or above its 70% downside threshold on the related quarterly observation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 13.1%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 4/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/9/2026
Citigroup Global Markets Holdings Inc. 11.25% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/9/2026
Citigroup Global Markets Holdings Inc. 9.5% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 4/10/2024
Citigroup Global Markets Holdings Inc. 10.5% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/15/2024
Citigroup Global Markets Holdings Inc. 8.1% paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/8/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/8/2027
Citigroup Global Markets Holdings Inc. 11% paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 9.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/10/2024
Citigroup Global Markets Holdings Inc. 8% paid monthly if the index closes at or above its 65% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 17.00% due 4/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/10/2024
Citigroup Global Markets Holdings Inc. 10.20% due 5/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2024
Citigroup Global Markets Holdings Inc. 14% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 4/9/2026
Citigroup Global Markets Holdings Inc. 0.00%
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2025
Citigroup Global Markets Holdings Inc. 9% paid monthly if the stock closes at or above its 69% coupon barrier on the related valuation date due 5/3/2024
Citigroup Global Markets Holdings Inc. 14% paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 3/26/2025
Citigroup Global Markets Holdings Inc. 17.07% paid quarterly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 4/3/2025
Citigroup Global Markets Holdings Inc. 6.55% paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 8.45% paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 10.45%, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 9.6% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 9.5%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 13% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 12.9% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 10.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/6/2025
Citigroup Global Markets Holdings Inc. 9.25% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 10.11% paid quarterly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 9,886.013 for Nasdaq, 1,351.863 for Russell, 3,081.983 for S&P, 75% of initial levels due 4/6/2026
Citigroup Global Markets Holdings Inc. 17.35%, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 12.35% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 11.15% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/4/2024
Citigroup Global Markets Holdings Inc. 8.4% if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 4/4/2024
Citigroup Global Markets Holdings Inc. 7.5%, paid monthly if the index closes at or above its 75% coupon barrier on the related valuation date due 5/3/2024
Citigroup Global Markets Holdings Inc. 12.15% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 14.2% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 6.75%, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 4/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 8.50% due 10/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2028
Citigroup Global Markets Holdings Inc. 11% if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 9.65% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 8.35%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 10%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/6/2025
Citigroup Global Markets Holdings Inc. 12%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/3/2024
Citigroup Global Markets Holdings Inc. 11.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 9.45%, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 10.25% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 10.1%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 9.4% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 11.75% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 7/5/2024
Citigroup Global Markets Holdings Inc. 7.5%, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 7/5/2024
Citigroup Global Markets Holdings Inc. 17% per year, paid quarterly, if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 4/8/2026
Citigroup Global Markets Holdings Inc. 8.3% paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 9.00% due 4/5/2024
Citigroup Global Markets Holdings Inc. 11.25% due 4/5/2024
Citigroup Global Markets Holdings Inc. 6.20% due 4/2/2026
Citigroup Global Markets Holdings Inc. 18.65%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 12.1%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 10.4%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on the related quarterly observation date due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 8% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 3,081.9825 for S&P, 1,351.863 for Russell, 24,955.6125 for Dow; 75% of initial level due 3/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2024
Citigroup Global Markets Holdings Inc. 10.15% due 3/28/2024
Citigroup Global Markets Holdings Inc. 10.80% due 3/28/2024
Citigroup Global Markets Holdings Inc. 10.45% due 3/28/2024
Citigroup Global Markets Holdings Inc. 10.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/3/2025
Citigroup Global Markets Holdings Inc. 9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/3/2025
Citigroup Global Markets Holdings Inc. 8.2% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/19/2024
Citigroup Global Markets Holdings Inc. 9.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2028
Citigroup Global Markets Holdings Inc. 20%, paid quarterly if the worst performing stock closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/4/2024
Citigroup Global Markets Holdings Inc. 8% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/8/2024
Citigroup Global Markets Holdings Inc. 10%, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/2/2026
Citigroup Global Markets Holdings Inc. 20%, paid quarterly if the stock closes at or above its 64% coupon barrier on the related valuation date due 5/2/2024
Citigroup Global Markets Holdings Inc. 7.75%, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/2/2026
Citigroup Global Markets Holdings Inc. 16.25% paid monthly if the stock closes at or above its 55% coupon barrier on the related valuation date due 4/2/2025
Citigroup Global Markets Holdings Inc. 10.3%, paid quarterly if the stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/2/2026
Citigroup Global Markets Holdings Inc. 10.3% paid monthly if the stock closes at or above its 73% coupon barrier on the related valuation date due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2025
Citigroup Global Markets Holdings Inc. 12% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/31/2028
Citigroup Global Markets Holdings Inc. 7.2%, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 10.6% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/2/2026
Citigroup Global Markets Holdings Inc. 14% for the first two years, payable quarterly; after that, annualized rate of 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 14%, floor of 0%; Accrual barrier levels: 19,630.560 for Dow, 60.216 for Stoxx Banks, 2,416.686 for S&P; 60% of initial levels due 3/31/2043
Citigroup Global Markets Holdings Inc. 10% for first year, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 10% and a floor of zero; Accrual barrier level: 2,416.686, 60% of initial level due 3/31/2043
Citigroup Global Markets Holdings Inc. 9.15%, paid quarterly if the underlying stock closes at or above its 60% downside threshold on every trading day during the observation period due 4/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2026
Citigroup Global Markets Holdings Inc. 12%, paid quarterly if the stock closes at or above its 64% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/3/2024
Citigroup Global Markets Holdings Inc. 10% per year, paid quarterly if the worst performing stock closes at or above its 54% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/2/2026
Citigroup Global Markets Holdings Inc. 8% per year, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/31/2028
Citigroup Global Markets Holdings Inc. 8.25%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/31/2028
Citigroup Global Markets Holdings Inc. 8.75%, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 4/2/2026
Citigroup Global Markets Holdings Inc. 7.75%, paid monthly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 7/3/2024
Citigroup Global Markets Holdings Inc. 8.5%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 3/31/2028
Citigroup Global Markets Holdings Inc. 6.75%, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 5/2/2024
Citigroup Global Markets Holdings Inc. 5.75%, paid monthly if the worst performing index closes at or above its 90% coupon barrier on the related valuation date due 3/31/2028
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,402.106 for Russell, 10,088.456 for Nasdaq, 25,915.4 for Dow; 80% of initial levels due 4/1/2030
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2030
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2028
Citigroup Global Markets Holdings Inc. 7.4% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier level: 1,402.106; 80% of initial level due 3/31/2028
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/31/2028
Citigroup Global Markets Holdings Inc. 10.3%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/5/2025
Citigroup Global Markets Holdings Inc. 9%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/2/2026
Citigroup Global Markets Holdings Inc. 8.5%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/31/2027
Citigroup Global Markets Holdings Inc. 9.45%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 6%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 4/2/2025
Citigroup Global Markets Holdings Inc. 10.5%, paid quarterly, if each underlying index closes at or above its 70% downside threshold on the related quarterly observation date due 4/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2024
Citigroup Global Markets Holdings Inc. 4.75% on each annual coupon payment date if the index closes above its initial level, otherwise 1.5% due 3/31/2026
Citigroup Global Markets Holdings Inc. 8.3% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/30/2028
Citigroup Global Markets Holdings Inc. 10.07% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/2/2025
Citigroup Global Markets Holdings Inc. 11% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2028
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding monthly review date, the coupon will be equivalent to 8.4% per year; if any stock closes below its coupon barrier, the coupon will be 3% annualized; Coupon barriers: $96.61 for AMD, $281.27 for Home Depot, $57.17 for DocuSign, $265.31 for Nvidia; 100% of initial levels due 3/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/9/2024
Citigroup Global Markets Holdings Inc. 10.5% paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 4/1/2025
Citigroup Global Markets Holdings Inc. 13.5% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/2/2024
Citigroup Global Markets Holdings Inc. 13% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/1/2025
Citigroup Global Markets Holdings Inc. 11% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2024
Citigroup Global Markets Holdings Inc. 13.55% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2024
Citigroup Global Markets Holdings Inc. 6.5% per year, or 3.25% for the term, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2023
Citigroup Global Markets Holdings Inc. 10% per year, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 4/1/2026
Citigroup Global Markets Holdings Inc. 8.7% per year, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 4/1/2026
Citigroup Global Markets Holdings Inc. 10.75% per year, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2026
Citigroup Global Markets Holdings Inc. 16% per year, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 11% paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/31/2026
Citigroup Global Markets Holdings Inc. 11.58% paid quarterly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 3/27/2025
Citigroup Global Markets Holdings Inc. 9% per year, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 3/31/2026
Citigroup Global Markets Holdings Inc. 9% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 9/27/2024
Citigroup Global Markets Holdings Inc. 9.5% per year, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 3/30/2027
Citigroup Global Markets Holdings Inc. 6.75% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 3/29/2028
Citigroup Global Markets Holdings Inc. 10.60% due 3/31/2026
Citigroup Global Markets Holdings Inc. 9.50% due 3/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2029
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2028
Citigroup Global Markets Holdings Inc. 14.7% if the stock closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2024
Citigroup Global Markets Holdings Inc. 8.95% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 9% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 10.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 12.75% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/27/2025
Citigroup Global Markets Holdings Inc. 11.85% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/30/2024
Citigroup Global Markets Holdings Inc. 10.75% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 9.7% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 10.5% paid semiannually if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 12.25% per year, paid semiannually if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 8.5% paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 9.2% paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 9/27/2024
Citigroup Global Markets Holdings Inc. 9.25% per year, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 9/27/2024
Citigroup Global Markets Holdings Inc. 10.6% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/30/2024
Citigroup Global Markets Holdings Inc. 16% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 6/27/2024
Citigroup Global Markets Holdings Inc. 9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/30/2024
Citigroup Global Markets Holdings Inc. 10.15% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/30/2024
Citigroup Global Markets Holdings Inc. 13.25% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/27/2024
Citigroup Global Markets Holdings Inc. 11.5% per year, paid semiannually if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 10.25% per year, paid semiannually if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 8% per year, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 3/28/2024
Citigroup Global Markets Holdings Inc. 14.892% per year or approximately 9.928% for the term, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 11/29/2023
Citigroup Global Markets Holdings Inc. 13.32% due 4/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2024
Citigroup Global Markets Holdings Inc. 7.85% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/27/2025
Citigroup Global Markets Holdings Inc. 11%, paid quarterly, if each underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barriers: 8,936.935 for Nasdaq-100 index, 1,214.446 for Russell 2000 index, 2,779.693 for S&P 500 index, 70% of initial levels due 3/27/2025
Citigroup Global Markets Holdings Inc. 14.1%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 3/27/2026
Citigroup Global Markets Holdings Inc. 11.25%, paid quarterly, if each underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barriers: 8,298.583 for Nasdaq-100 index, 1,127.7 for Russell 2000 index, 2,581.444 for S&P 500 index, 65% of initial levels due 3/27/2025
Citigroup Global Markets Holdings Inc. 10.6%, paid quarterly, if the underlying index closes at or above its 80% coupon barrier on the related quarterly observation date due 3/27/2025
Citigroup Global Markets Holdings Inc. 8.2%, paid quarterly, if the underlying index closes at or above its 70% coupon barrier on the related quarterly observation date due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2024
Citigroup Global Markets Holdings Inc. 8.50% due 3/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/17/2024
Citigroup Global Markets Holdings Inc. 20.25% paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 3/27/2025
Citigroup Global Markets Holdings Inc. 15.9% per year, paid quarterly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 3/28/2024
Citigroup Global Markets Holdings Inc. 7.75% per year, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/28/2028
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/30/2026
Citigroup Global Markets Holdings Inc. 7.5% per year, paid quarterly if the ETF closes at or above its 80% coupon barrier on the related valuation date due 3/26/2026
Citigroup Global Markets Holdings Inc. 11% paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 3/26/2026
Citigroup Global Markets Holdings Inc. 8.1% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/28/2028
Citigroup Global Markets Holdings Inc. 30% paid monthly if the stock closes at or above its 52% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 14% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 18.6%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 9/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2028
Citigroup Global Markets Holdings Inc. 10.55% per year, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 11.4% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/27/2024
Citigroup Global Markets Holdings Inc. 7.75% paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 12/27/2024
Citigroup Global Markets Holdings Inc. 9.25% per year, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 10.59% per year, paid quarterly if the stock closes at or above its 55% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/21/2024
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/26/2026
Citigroup Global Markets Holdings Inc. 10.15% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/27/2024
Citigroup Global Markets Holdings Inc. 18.15% per year, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 3/26/2026
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 12/27/2024
Citigroup Global Markets Holdings Inc. 12% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/26/2026
Citigroup Global Markets Holdings Inc. 11% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 8.4% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 16.55% due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2025
Citigroup Global Markets Holdings Inc. 9.35% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 2,755.88 for S&P, 1,209.151 for Russell; 70% of initial value due 3/25/2033
Citigroup Global Markets Holdings Inc. 7.35% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 2,755.88 for S&P, 1,209.151 for Russell; 70% of initial value due 3/25/2033
Citigroup Global Markets Holdings Inc. 8.5% paid quarterly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/26/2024
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 3/26/2026
Citigroup Global Markets Holdings Inc. 12.15% paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 3/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2026
Citigroup Global Markets Holdings Inc. 11.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/25/2025
Citigroup Global Markets Holdings Inc. 12% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/26/2025
Citigroup Global Markets Holdings Inc. 8.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/24/2028
Citigroup Global Markets Holdings Inc. 22% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $62.378 for Amazon, $304.327 for Costco, $100.880 for Target, $87.060 for Walmart; 62% of initial levels due 3/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2024
Citigroup Global Markets Holdings Inc. 11.5% annual rate, payable quarterly if all indexes finish above interest barrier levels on every day that period; Interest barrier levels: 2,802.009 for S&P, 1,244.418 for Russell, 8,919.008 for Nasdaq; 70% of initial levels due 6/26/2026
Citigroup Global Markets Holdings Inc. 10.5% per year, paid quarterly if the worst performing stock closes at or above its 55.001% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/25/2024
Citigroup Global Markets Holdings Inc. 12.5% paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 9/25/2024
Citigroup Global Markets Holdings Inc. 11.35% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/25/2025
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 27,407.893 for Dow, 544.995 for S&P 500 Dynamic; 85% of initial levels due 3/23/2028
Citigroup Global Markets Holdings Inc. 8.35% paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 9/25/2024
Citigroup Global Markets Holdings Inc. 13.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/25/2024
Citigroup Global Markets Holdings Inc. 9.1% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/25/2024
Citigroup Global Markets Holdings Inc. 11.50% due 3/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 11% per year, paid quarterly if the worst performing stock closes at or above its 52% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/20/2026
Citigroup Global Markets Holdings Inc. 8.85% per year, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 3/22/2028
Citigroup Global Markets Holdings Inc. 12.30% due 3/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 24.05% per year, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 3/20/2025
Citigroup Global Markets Holdings Inc. 8.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/20/2026
Citigroup Global Markets Holdings Inc. 10.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/20/2026
Citigroup Global Markets Holdings Inc. 12.46% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/21/2025
Citigroup Global Markets Holdings Inc. 9.4% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/21/2025
Citigroup Global Markets Holdings Inc. 7.85% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/20/2024
Citigroup Global Markets Holdings Inc. 8.45% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 3/22/2028
Citigroup Global Markets Holdings Inc. 8.05% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/21/2025
Citigroup Global Markets Holdings Inc. 11.3% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/20/2024
Citigroup Global Markets Holdings Inc. 14% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/20/2025
Citigroup Global Markets Holdings Inc. 7.45% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, paid semiannually if the index closes at or above its 80% coupon barrier on the related valuation date due 3/20/2026
Citigroup Global Markets Holdings Inc. 12.5%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 3/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2024
Citigroup Global Markets Holdings Inc. 7.15% per year, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/21/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/15/2024
Citigroup Global Markets Holdings Inc. 9.3% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/19/2026
Citigroup Global Markets Holdings Inc. 9.65% paid quarterly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 3/23/2026
Citigroup Global Markets Holdings Inc. 12.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/19/2024
Citigroup Global Markets Holdings Inc. 7%, paid quarterly, if the underlying index closes at or above its 60% downside threshold on the related quarterly observation date due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2028
Citigroup Global Markets Holdings Inc. 17% annual rate, payable quarterly if the stock closes at or above coupon barrier level on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $92.065; 50% of initial level due 3/19/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2024
Citigroup Global Markets Holdings Inc. 9% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/20/2024
Citigroup Global Markets Holdings Inc. 15.9% paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 3/20/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/20/2028
Citigroup Global Markets Holdings Inc. 7.55% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/19/2024
Citigroup Global Markets Holdings Inc. 7.35% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 4/18/2024
Citigroup Global Markets Holdings Inc. 6.5% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/20/2028
Citigroup Global Markets Holdings Inc. 7.00% due 9/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2028
Citigroup Global Markets Holdings Inc. 12.8004% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $332.971; 85% of initial price due 3/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2025
Citigroup Global Markets Holdings Inc. 8.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/21/2024
Citigroup Global Markets Holdings Inc. 7.5% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 3/19/2026
Citigroup Global Markets Holdings Inc. 6.50% due 9/20/2024
Citigroup Global Markets Holdings Inc. 14.9%, paid quarterly, if the underlying fund closes at or above its downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 3/20/2024
Citigroup Global Markets Holdings Inc. 0.00%
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 16% paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 3/19/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/17/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/17/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/17/2028
Citigroup Global Markets Holdings Inc. 10.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/19/2024
Citigroup Global Markets Holdings Inc. 12.85% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 3/19/2026
Citigroup Global Markets Holdings Inc. 14% for the first two years, payable quarterly; after that, annualized rate of 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 14%, floor of 0%; Accrual barrier levels: 19,293.24 for Dow, 64.56 for Stoxx Banks, 2,352.336 for S&P; 60% of initial levels due 3/16/2043
Citigroup Global Markets Holdings Inc. 10% for first three years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 10% and a floor of zero; Accrual barrier level: 1,960.28, 50% of initial level due 3/16/2043
Citigroup Global Markets Holdings Inc. 25% per year, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/20/2024
Citigroup Global Markets Holdings Inc. 13.7508% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $328.024; 85% of initial price due 3/18/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2026
Citigroup Global Markets Holdings Inc. 9.9% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/13/2024
Citigroup Global Markets Holdings Inc. 9.25% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/13/2026
Citigroup Global Markets Holdings Inc. 6.55% per year, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 3/15/2028
Citigroup Global Markets Holdings Inc. 8.1% annual rate, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 3/15/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2025
Citigroup Global Markets Holdings Inc. 11.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/13/2024
Citigroup Global Markets Holdings Inc. 9.3% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/13/2024
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/13/2026
Citigroup Global Markets Holdings Inc. 9.3% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/13/2024
Citigroup Global Markets Holdings Inc. 11.65% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/14/2024
Citigroup Global Markets Holdings Inc. 9.35% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/13/2025
Citigroup Global Markets Holdings Inc. 10.55% annual rate, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date due 3/13/2026
Citigroup Global Markets Holdings Inc. 10.25% annual rate, paid quarterly, if each underlying index closes at or above its coupon barrier on every day during the related quarterly observation period; Coupon barriers: 7,689.682 for Nasdaq, 1,152.256 for Russell, 2,510.034 for S&P; 65% of initial levels due 3/13/2025
Citigroup Global Markets Holdings Inc. 10.45% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/14/2024
Citigroup Global Markets Holdings Inc. 21.27% paid quarterly if the stock closes at or above its 55% coupon barrier on the related valuation date due 9/12/2024
Citigroup Global Markets Holdings Inc. 13.2504% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $253.147; 85% of initial price due 3/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2024
Citigroup Global Markets Holdings Inc. 13.1% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/12/2024
Citigroup Global Markets Holdings Inc. 8.2% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/13/2025
Citigroup Global Markets Holdings Inc. 10.05% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/12/2024
Citigroup Global Markets Holdings Inc. 7.75% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/13/2028
Citigroup Global Markets Holdings Inc. 6.35% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,597.556 for Russell, 10,383.031 for Nasdaq, 3,393.209 for S&P; 85% of initial levels due 3/13/2030
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2027
Citigroup Global Markets Holdings Inc. 9.5% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 3/12/2026
Citigroup Global Markets Holdings Inc. 7.65% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/13/2024
Citigroup Global Markets Holdings Inc. 8.4% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/13/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/10/2028
Citigroup Global Markets Holdings Inc. 9.5% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/12/2024
Citigroup Global Markets Holdings Inc. 8.1% paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 3/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/19/2024
Citigroup Global Markets Holdings Inc. 15% paid quarterly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 3/9/2028
Citigroup Global Markets Holdings Inc. 7.65% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 3/12/2026
Citigroup Global Markets Holdings Inc. 9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/11/2026
Citigroup Global Markets Holdings Inc. 6.8% per year, paid monthly if the index closes at or above its 65% coupon barrier on the related valuation date due 3/12/2029
Citigroup Global Markets Holdings Inc. 12.7% paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 3/11/2026
Citigroup Global Markets Holdings Inc. 11.05% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/11/2025
Citigroup Global Markets Holdings Inc. 9.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/11/2025
Citigroup Global Markets Holdings Inc. 9.55% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/8/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/8/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 3/6/2026
Citigroup Global Markets Holdings Inc. 9.35% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 3/6/2025
Citigroup Global Markets Holdings Inc. 9% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/8/2025
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/6/2025
Citigroup Global Markets Holdings Inc. 8.3% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/6/2026
Citigroup Global Markets Holdings Inc. 10.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/6/2024
Citigroup Global Markets Holdings Inc. 9.65% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/6/2026
Citigroup Global Markets Holdings Inc. 10.4%, paid quarterly, if the underlying stock closes at or above its 70% downside threshold on the related quarterly observation date due 3/6/2026
Citigroup Global Markets Holdings Inc. 13.3%, paid quarterly, if the underlying fund closes at or above its downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 3/14/2024
Citigroup Global Markets Holdings Inc. 8%, paid quarterly, if the underlying index closes at or above its 70% coupon barrier on the related quarterly observation date due 3/6/2025
Citigroup Global Markets Holdings Inc. 9.2%, paid quarterly, if the underlying index closes at or above its 75% coupon barrier on the related quarterly observation date due 3/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 9.9% per year, payable each quarter that the fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $13.69; 70% of initial value due 3/6/2025
Citigroup Global Markets Holdings Inc. 14.90% due 4/5/2024
Citigroup Global Markets Holdings Inc. 12.8% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/6/2024
Citigroup Global Markets Holdings Inc. 8.25% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 4/5/2024
Citigroup Global Markets Holdings Inc. 7.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/7/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 9.15% per year, paid quarterly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/8/2024
Citigroup Global Markets Holdings Inc. 10.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/6/2024
Citigroup Global Markets Holdings Inc. 11.1% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/6/2024
Citigroup Global Markets Holdings Inc. 9.5% per year, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 9/6/2024
Citigroup Global Markets Holdings Inc. 7.85% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 13.65% per year, paid quarterly if the worst performing asset closes at or above its 65% coupon barrier on the related valuation date due 3/10/2025
Citigroup Global Markets Holdings Inc. 8.6% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 8.9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 11.5% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/6/2024
Citigroup Global Markets Holdings Inc. 10.3% per year, paid semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 8.9% paid semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 5.75% for first six months, then one-year U.S. dollar SOFR ICE swap rate plus 20 bps, subject to a floor of 3%; payable monthly due 4/3/2024
Citigroup Global Markets Holdings Inc. 6% for first six months, then one-year U.S. dollar SOFR ICE swap rate plus 10 bps, subject to a floor of 0%; payable monthly due 4/3/2024
Citigroup Global Markets Holdings Inc. 8.96% due 6/6/2024
Citigroup Global Markets Holdings Inc. 14.8%, payable monthly if ETF closes at or above coupon barrier on related observation date; Coupon barrier: $249.85; 85% of initial share price due 3/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2025
Citigroup Global Markets Holdings Inc. 12% paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 2/26/2025
Citigroup Global Markets Holdings Inc. 11% per year, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 10.85% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/31/2024
Citigroup Global Markets Holdings Inc. 10.2% paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 3/5/2025
Citigroup Global Markets Holdings Inc. 18.75% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 6.75% per year, paid monthly if the index closes at or above its 75% coupon barrier on the related valuation date due 4/3/2024
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,612.442 for Russell, 10,235.802 for Nasdaq, 3,374.628 for S&P; 85% of initial levels due 3/3/2028
Citigroup Global Markets Holdings Inc. 15.00% due 6/3/2024
Citigroup Global Markets Holdings Inc. 8.00% due 9/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 9.5% paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 3/4/2024
Citigroup Global Markets Holdings Inc. 8.75% per year, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 8.1% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/31/2025
Citigroup Global Markets Holdings Inc. 11% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/5/2025
Citigroup Global Markets Holdings Inc. 9.3% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 10.15% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/4/2024
Citigroup Global Markets Holdings Inc. 10.05% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/4/2027
Citigroup Global Markets Holdings Inc. 9.05% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/31/2025
Citigroup Global Markets Holdings Inc. 9.6% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/31/2025
Citigroup Global Markets Holdings Inc. 7% per year, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 5/31/2024
Citigroup Global Markets Holdings Inc. 8.55% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 11.00% due 3/1/2024
Citigroup Global Markets Holdings Inc. 9.00% due 3/1/2024
Citigroup Global Markets Holdings Inc. 6.00% due 3/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 7.9% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,580.5975 for S&P, 1,233.04415 for Russell, 21,226.855 for Dow; 65% of initial level due 3/1/2027
Citigroup Global Markets Holdings Inc. 10.4% annual rate, payable monthly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,977.6125 for S&P, 1,422.74325 for Russell, 9,031.59 for Nasdaq; 75% of initial level due 8/29/2024
Citigroup Global Markets Holdings Inc. 8.2% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 2,977.6125 for S&P, 1,422.74325 for Russell, 24,492.525 for Dow; 75% of initial level due 3/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2029
Citigroup Global Markets Holdings Inc. 8.25% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 3/4/2026
Citigroup Global Markets Holdings Inc. 11.8008% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $336.923; 85% of initial price due 3/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/16/2025
Citigroup Global Markets Holdings Inc. 10.6% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/30/2024
Citigroup Global Markets Holdings Inc. 8.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/4/2025
Citigroup Global Markets Holdings Inc. 8.8% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 8/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2028
Citigroup Global Markets Holdings Inc. 11.9% annual rate, payable monthly if all funds close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: $59.437 for Energy, $89.684 for Health Care, $95.774 for Technology; 70% of initial levels due 2/27/2026
Citigroup Global Markets Holdings Inc. 10.1% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,986.68 for S&P, 1,422.20175 for Russell, 9,043.3425 for Nasdaq; 75% of initial level due 3/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2027
Citigroup Global Markets Holdings Inc. 15.55% paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 2/27/2026
Citigroup Global Markets Holdings Inc. 7.05% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 2/27/2025
Citigroup Global Markets Holdings Inc. 7.75% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 2/29/2028
Citigroup Global Markets Holdings Inc. 8.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/29/2024
Citigroup Global Markets Holdings Inc. 9.9% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/30/2024
Citigroup Global Markets Holdings Inc. 8.9% paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 3/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2030
Citigroup Global Markets Holdings Inc. 11.85% per year, paid quarterly if the index closes at or above its 85% coupon barrier on the related quarterly valuation date, plus any previously unpaid coupons due 3/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2028
Citigroup Global Markets Holdings Inc. 25.5% paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 2/27/2026
Citigroup Global Markets Holdings Inc. 9.55% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 2/27/2026
Citigroup Global Markets Holdings Inc. 10% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 8/29/2024
Citigroup Global Markets Holdings Inc. 10.8% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/29/2024
Citigroup Global Markets Holdings Inc. 8.85% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 2/27/2026
Citigroup Global Markets Holdings Inc. 7.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/29/2024
Citigroup Global Markets Holdings Inc. 9.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/29/2024
Citigroup Global Markets Holdings Inc. 10.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/29/2025
Citigroup Global Markets Holdings Inc. 10.95% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/29/2024
Citigroup Global Markets Holdings Inc. 11.25% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/29/2025
Citigroup Global Markets Holdings Inc. 12.15% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/29/2024
Citigroup Global Markets Holdings Inc. 12.74% due 3/4/2024
Citigroup Global Markets Holdings Inc. 11.75% annually, payable quarterly, for first two years; after that, annual coupon rate set at 50 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day the index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 11.75% ceiling; Accrual barrier: 1,985.02; 50% of initial level due 2/27/2043
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date due 2/27/2026
Citigroup Global Markets Holdings Inc. 11.2% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 2/29/2024
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if each underlying index closes at or above its 65% coupon barrier on each day of that quarterly period due 2/27/2025
Citigroup Global Markets Holdings Inc. 8%, paid quarterly, if the underlying index closes at or above its 70% coupon barrier on the related quarterly observation date due 2/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2026
Citigroup Global Markets Holdings Inc. 7% for the first two years; after that, 15 times the spread, subject to a minimum rate of 1.5% and a cap of 30%; spread is 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate; payable quarterly due 2/27/2030
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 11.5% paid quarterly if the worst performing stock closes at or above its 56% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/26/2026
Citigroup Global Markets Holdings Inc. 15.2% paid quarterly if the stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/27/2025
Citigroup Global Markets Holdings Inc. 11.2% paid quarterly if the stock closes at or above its 80% coupon barrier on the related valuation date due 8/27/2024
Citigroup Global Markets Holdings Inc. 10.7% paid quarterly if the index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/8/2024
Citigroup Global Markets Holdings Inc. 9.25% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 8/27/2024
Citigroup Global Markets Holdings Inc. 8.3% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/26/2026
Citigroup Global Markets Holdings Inc. 7.85% paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 8/27/2024
Citigroup Global Markets Holdings Inc. 14.9%, paid monthly, if the underlying fund closes at or above its 85% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 2/27/2024
Citigroup Global Markets Holdings Inc. 12%, paid monthly, if the underlying fund closes at or above its 85% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 2/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2026
Citigroup Global Markets Holdings Inc. 6% for the first year; after that, two-year U.S. dollar SOFR ICE swap rate plus 80 basis points with floor of zero; payable quarterly due 2/24/2026
Citigroup Global Markets Holdings Inc. 10.05% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,793.74 for S&P, 1,448.35 for EAFE, 1,326.273 for Russell; 70% of initial values due 2/25/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2028
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/24/2024
Citigroup Global Markets Holdings Inc. 9.5% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid contingent coupons; Coupon barrier price: $178.875; 53% of initial level due 8/26/2024
Citigroup Global Markets Holdings Inc. 6.95% paid monthly if the worst performing index closes at or above its 95% coupon barrier on the related valuation date due 2/24/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2028
Citigroup Global Markets Holdings Inc. 11.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/26/2024
Citigroup Global Markets Holdings Inc. 12% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/26/2025
Citigroup Global Markets Holdings Inc. 9.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/26/2026
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/26/2026
Citigroup Global Markets Holdings Inc. 7.3% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/26/2024
Citigroup Global Markets Holdings Inc. 8.4% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/26/2026
Citigroup Global Markets Holdings Inc. 11.55% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/26/2024
Citigroup Global Markets Holdings Inc. 8.5% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 8/26/2024
Citigroup Global Markets Holdings Inc. 6.6% paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 2/25/2028
Citigroup Global Markets Holdings Inc. 14.75%, paid monthly, if the underlying fund closes at or above its 85% downside threshold on the related monthly observation date, plus any previously unpaid coupons due 2/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2026
Citigroup Global Markets Holdings Inc. 17.6% annual rate, payable quarterly if all stocks close at or above their coupon barrier levels on the relevant observation date; coupon payments will automatically include any previously unpaid coupons; Coupon barriers: $118.784 for Apple, $165.24 for Nvidia; 80% of initial levels due 2/25/2027
Citigroup Global Markets Holdings Inc. 9.00% due 2/23/2024
Citigroup Global Markets Holdings Inc. 8.7% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/23/2028
Citigroup Global Markets Holdings Inc. 15.6% per year, paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 3/21/2024
Citigroup Global Markets Holdings Inc. 7.35% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/23/2028
Citigroup Global Markets Holdings Inc. 7.5% paid semi-annually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/20/2026
Citigroup Global Markets Holdings Inc. 8.15% paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 8/22/2024
Citigroup Global Markets Holdings Inc. 7.62% annualized rate, payable if each underlier closes at or above coupon barrier level on related monthly coupon observation date; Coupon barrier levels: $29.76 for EM, 1,459.767 for Russell, 9,268.635 for Nasdaq; 75% of initial levels due 2/23/2028
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable semiannually if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 2,855.363 for S&P, 1,362.449 for Russell; 70% of initial levels due 2/20/2026
Citigroup Global Markets Holdings Inc. 10.28% due 2/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2029
Citigroup Global Markets Holdings Inc. 0.00% due 2/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2028
Citigroup Global Markets Holdings Inc. 7.25% per year, paid semiannually if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 2/24/2026
Citigroup Global Markets Holdings Inc. 11.45% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/22/2024
Citigroup Global Markets Holdings Inc. 9.25% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/20/2026
Citigroup Global Markets Holdings Inc. 7.4% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/23/2028
Citigroup Global Markets Holdings Inc. 7.35% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/20/2026
Citigroup Global Markets Holdings Inc. 9.15% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 9% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 7.8% per year, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 2/20/2026
Citigroup Global Markets Holdings Inc. 8.9% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/20/2026
Citigroup Global Markets Holdings Inc. 10.25% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/20/2026
Citigroup Global Markets Holdings Inc. 10.3% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 11.35% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 7.75% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/23/2028
Citigroup Global Markets Holdings Inc. 8% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/23/2025
Citigroup Global Markets Holdings Inc. 9.2% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/20/2026
Citigroup Global Markets Holdings Inc. 10.5% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/22/2024
Citigroup Global Markets Holdings Inc. 11.25% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/21/2025
Citigroup Global Markets Holdings Inc. 11.75% per year, payable semiannually if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 2/20/2026
Citigroup Global Markets Holdings Inc. 10.25% annual rate, if the worst performing asset closes at or above its 60% coupon barrier on the related semiannual valuation date due 2/20/2026
Citigroup Global Markets Holdings Inc. 10.85% annual rate, paid monthly if the worst performing asset closes at or above its 80% coupon barrier on the related valuation date due 8/22/2024
Citigroup Global Markets Holdings Inc. 11.4%, paid quarterly, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date due 2/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2025
Citigroup Global Markets Holdings Inc. 17.5% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date; previously unpaid coupons will also be paid due 2/20/2026
Citigroup Global Markets Holdings Inc. 6.8% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/21/2024
Citigroup Global Markets Holdings Inc. 7.1% per year, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 8/21/2024
Citigroup Global Markets Holdings Inc. 10.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/21/2024
Citigroup Global Markets Holdings Inc. 6.65% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2026
Citigroup Global Markets Holdings Inc. 5.5% for first six months, then two-year U.S. dollar SOFR ICE swap rate plus 100 bps, subject to a floor of 0%; payable quarterly due 2/21/2025
Citigroup Global Markets Holdings Inc. 10% per year, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 8/20/2024
Citigroup Global Markets Holdings Inc. 10.2% paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 2/27/2026
Citigroup Global Markets Holdings Inc. 8.8% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 2/25/2026
Citigroup Global Markets Holdings Inc. 11.35% per year, paid quarterly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 10,150.312 for Nasdaq, 27,302.440 for Dow, 1,568.775 for Russell; 80% of initial levels due 2/20/2026
Citigroup Global Markets Holdings Inc. 10.45% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/7/2024
Citigroup Global Markets Holdings Inc. 9% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/20/2024
Citigroup Global Markets Holdings Inc. 9.5% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/20/2024
Citigroup Global Markets Holdings Inc. 9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2026
Citigroup Global Markets Holdings Inc. 11.8% annualized, plus any previously unpaid coupons, if index closes at or above 70% barrier level on quarterly observation date due 2/20/2026
Citigroup Global Markets Holdings Inc. 11.25%, payable monthly if ETF closes above coupon barrier on related observation date; Coupon barrier: $350.91, 85% of initial share price due 2/20/2024
Citigroup Global Markets Holdings Inc. 11.03% per year, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/20/2026
Citigroup Global Markets Holdings Inc. 7.9% annual rate, paid quarterly if the index closes at or above its 75% coupon barrier on the related valuation date due 2/17/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2024
Citigroup Global Markets Holdings Inc. 9.45% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/19/2024
Citigroup Global Markets Holdings Inc. 11.3% per year for first three years; after that, contingent rate multiplied by proportion of days during quarter on which each index closes at or above barrier level; contingent rate is annualized rate equal to 50 times spread of 30-year swap rate over two-year swap rate, subject to minimum contingent rate of 0% and maximum contingent rate of 11.3% per year; payable quarterly due 2/17/2043
Citigroup Global Markets Holdings Inc. 11.15% annually, payable quarterly, for first two years; after that, annual coupon rate set at 50 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day the index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 11.15% ceiling; Accrual barrier: 2,481.678; 60% of initial level due 2/17/2043
Citigroup Global Markets Holdings Inc. 11.5%, paid quarterly, if the underlying fund closes at or above its downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 2/20/2024
Citigroup Global Markets Holdings Inc. 11.35%, paid monthly, if the underlying index closes at or above its downside threshold on the related monthly observation date, plus any previously unpaid coupons due 2/20/2024
Citigroup Global Markets Holdings Inc. 11.25%, paid monthly, if the underlying fund closes at or above its downside threshold on the related monthly observation date, plus any previously unpaid coupons due 2/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 7.6% per year paid monthly if the worst performing index closes at or above its coupon barrier level on the related valuation date; Coupon barrier levels: 9,376.733 for Nasdaq, 1,455.857 for Russell, 3,102.968 for S&P, 75% of initial levels due 11/18/2024
Citigroup Global Markets Holdings Inc. 9.15% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 2/19/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/17/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/17/2028
Citigroup Global Markets Holdings Inc. 7.25% if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date due 11/16/2023
Citigroup Global Markets Holdings Inc. 11.8%, payable monthly if index closes above downside threshold on observation date, plus any previously unpaid coupon due 2/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2026
Citigroup Global Markets Holdings Inc. 11.7% paid quarterly if the stock closes at or above its 50% coupon barrier level on the related valuation date due 2/13/2026
Citigroup Global Markets Holdings Inc. 6.1% paid monthly if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date due 11/14/2024
Citigroup Global Markets Holdings Inc. 7.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/13/2025
Citigroup Global Markets Holdings Inc. 7.8% per year, paid semiannually if the index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/18/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/15/2024
Citigroup Global Markets Holdings Inc. 9% paid monthly if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date due 2/13/2026
Citigroup Global Markets Holdings Inc. 9.6% paid monthly if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date due 8/15/2024
Citigroup Global Markets Holdings Inc. 7.7% per year, paid semiannually if the index closes at or above its 50% coupon barrier on the related valuation date due 2/18/2026
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date due 2/13/2026
Citigroup Global Markets Holdings Inc. 9.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date, plus any previously unpaid coupons due 2/13/2026
Citigroup Global Markets Holdings Inc. 9.95% paid monthly if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date due 11/14/2024
Citigroup Global Markets Holdings Inc. 8.75% paid monthly if the worst performing index closes at or above its 75% coupon barrier level on the related valuation date due 11/14/2024
Citigroup Global Markets Holdings Inc. 9.8% paid monthly if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date due 8/15/2024
Citigroup Global Markets Holdings Inc. 9.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date due 2/13/2026
Citigroup Global Markets Holdings Inc. 12% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/15/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 8/15/2024
Citigroup Global Markets Holdings Inc. 6.75% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/15/2024
Citigroup Global Markets Holdings Inc. 9% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/15/2025
Citigroup Global Markets Holdings Inc. 6.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date due 2/15/2028
Citigroup Global Markets Holdings Inc. 7.55% due 8/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2025
Citigroup Global Markets Holdings Inc. 10.15% per year, paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 8/14/2024
Citigroup Global Markets Holdings Inc. 16% per year, paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/14/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/14/2024
Citigroup Global Markets Holdings Inc. 10.25% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 8/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2025
Citigroup Global Markets Holdings Inc. Variable, payable quarterly; if each stock closes at or above its coupon barrier level on the corresponding review date, the coupon will be equivalent to 5.8% per year; if any stock closes below its coupon barrier level, the coupon will be 1% per year; Coupon barrier levels: $29.20 for BofA, $170.80 for Boeing, $282.872 for Domino’s, 80% of initial levels due 8/13/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2025
Citigroup Global Markets Holdings Inc. 7% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/12/2026
Citigroup Global Markets Holdings Inc. 7.15% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/15/2028
Citigroup Global Markets Holdings Inc. 10.3% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/14/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/14/2024
Citigroup Global Markets Holdings Inc. 10.8% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 2/15/2024
Citigroup Global Markets Holdings Inc. 11.5% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 2/13/2024
Citigroup Global Markets Holdings Inc. 9.00% due 5/13/2024
Citigroup Global Markets Holdings Inc. 6.35% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 3/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/10/2028
Citigroup Global Markets Holdings Inc. 10.55% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/10/2028
Citigroup Global Markets Holdings Inc. 10.3% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 8/12/2024
Citigroup Global Markets Holdings Inc. 13.25% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/10/2024
Citigroup Global Markets Holdings Inc. 10.45%, payable monthly if ETF closes above coupon barrier on related observation date, plus any previously unpaid coupon; Coupon barrier: $130.10, 85% of initial share price due 2/9/2024
Citigroup Global Markets Holdings Inc. 17.75% paid monthly if the worst performing stock closes at or above its 50% coupon barrier level on the related valuation date due 2/11/2026
Citigroup Global Markets Holdings Inc. 16.05% paid monthly if the worst performing stock closes at or above its 50% coupon barrier level on the related valuation date, plus any previously unpaid coupons due 2/11/2026
Citigroup Global Markets Holdings Inc. 15.9% paid monthly if the stock closes at or above its 73% coupon barrier on the related valuation date due 3/11/2024
Citigroup Global Markets Holdings Inc. 9% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 2/11/2026
Citigroup Global Markets Holdings Inc. 8.4% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 9,348.383 for Nasdaq, 1,468.287 for Russell; 75% of initial levels due 3/11/2024
Citigroup Global Markets Holdings Inc. 13.00% due 5/9/2024
Citigroup Global Markets Holdings Inc. 10.9% per year, paid quarterly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/13/2026
Citigroup Global Markets Holdings Inc. 9.5% if the worst performing index closes at or above its 80% coupon barrier level on the related valuation date due 11/10/2023
Citigroup Global Markets Holdings Inc. 9.5% if the worst performing index closes at or above its 80% coupon barrier level on the related valuation date due 11/10/2023
Citigroup Global Markets Holdings Inc. 7.2% paid monthly if the worst performing index closes at or above its 60% coupon barrier level on the related valuation date due 8/9/2024
Citigroup Global Markets Holdings Inc. 9.9% paid monthly if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date due 8/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2025
Citigroup Global Markets Holdings Inc. 8% per year, paid quarterly if the worst performing stock closes at or above its 53% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/6/2026
Citigroup Global Markets Holdings Inc. 10.87% per year, paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/6/2025
Citigroup Global Markets Holdings Inc. 7.05% per year, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 8/8/2024
Citigroup Global Markets Holdings Inc. 7.35% paid quarterly if the index closes at or above its 80% coupon barrier on the related valuation date due 2/6/2025
Citigroup Global Markets Holdings Inc. 7% per year, paid quarterly if the ETF closes at or above its 80% coupon barrier on the related valuation date due 2/6/2025
Citigroup Global Markets Holdings Inc. 8.3% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 8,801.352 for Nasdaq and 2,895.536 for S&P, 70% of initial levels due 8/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2028
Citigroup Global Markets Holdings Inc. 8.75% paid monthly if the worst performing index closes at or above its coupon barrier level on the related valuation date; Coupon barrier levels: 2,895.536 for S&P, 8,801.352 for Nasdaq, 1,389.874 for Russell; 70% of initial levels due 2/6/2026
Citigroup Global Markets Holdings Inc. 10.45% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/7/2024
Citigroup Global Markets Holdings Inc. 8.25% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/8/2024
Citigroup Global Markets Holdings Inc. 15% per year, paid semiannually if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 2/10/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2025
Citigroup Global Markets Holdings Inc. 10.7%, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date due 2/6/2026
Citigroup Global Markets Holdings Inc. 8.35%, paid quarterly, if the underlying index closes at or above its 75% coupon barrier on the related quarterly observation date due 2/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2025
Citigroup Global Markets Holdings Inc. 8.00% due 10/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/10/2026
Citigroup Global Markets Holdings Inc. 8.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2025
Citigroup Global Markets Holdings Inc. 10.55%, payable monthly if ETF closes above coupon barrier on related observation date, plus any previously unpaid coupon; Coupon barrier: $128.97, 85% of initial share price due 2/6/2024
Citigroup Global Markets Holdings Inc. 10.05% due 2/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2024
Citigroup Global Markets Holdings Inc. 13% if the worst performing asset closes at or above its 80% coupon barrier on the related valuation date due 8/5/2027
Citigroup Global Markets Holdings Inc. 11.3%, payable monthly if ETF closes above downside threshold on observation date due 2/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 11.5% paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 2/5/2026
Citigroup Global Markets Holdings Inc. 12% paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 2/5/2026
Citigroup Global Markets Holdings Inc. 9.45%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/5/2024
Citigroup Global Markets Holdings Inc. 11% paid monthly if the worst performing index closes at or above its 85% coupon barrier level on the related valuation date due 2/5/2026
Citigroup Global Markets Holdings Inc. 7%, paid monthly if the index closes at or above its 65% coupon barrier on the related valuation date due 3/5/2024
Citigroup Global Markets Holdings Inc. 8.25%, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 2/5/2026
Citigroup Global Markets Holdings Inc. 12.1% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 2/5/2026
Citigroup Global Markets Holdings Inc. 17.13%, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 8/5/2024
Citigroup Global Markets Holdings Inc. 12.4%, paid quarterly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 5/3/2024
Citigroup Global Markets Holdings Inc. 12.5% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 2/5/2026
Citigroup Global Markets Holdings Inc. 7% per year, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 2/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 9.00% due 8/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 12.85% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/3/2028
Citigroup Global Markets Holdings Inc. 11.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/5/2026
Citigroup Global Markets Holdings Inc. 11.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date due 2/5/2025
Citigroup Global Markets Holdings Inc. 10.95%, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/5/2026
Citigroup Global Markets Holdings Inc. 12%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/5/2026
Citigroup Global Markets Holdings Inc. 8%, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/3/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 2/3/2028
Citigroup Global Markets Holdings Inc. 13.50% due 2/2/2024
Citigroup Global Markets Holdings Inc. 10.50% due 2/2/2024
Citigroup Global Markets Holdings Inc. 7.00% due 2/3/2026
Citigroup Global Markets Holdings Inc. 9.4% per year, paid monthly, if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/5/2024
Citigroup Global Markets Holdings Inc. 7% paid quarterly if the index closes at or above its 75% coupon barrier level on the related valuation date due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2029
Citigroup Global Markets Holdings Inc. 12.5% annual rate, payable quarterly if the stock closes at or above coupon barrier level on the relevant observation date; Coupon barrier: $97.685; 50% of initial level due 1/29/2026
Citigroup Global Markets Holdings Inc. 7.75% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,445.96 for S&P, 1,159.167 for Russell, 20,451.624 for Dow; 60% of initial level due 1/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 20% annual rate, payable quarterly if the stock closes at or above coupon barrier level on the relevant observation date; Coupon barrier: $86.61; 50% of initial level due 1/29/2026
Citigroup Global Markets Holdings Inc. 9.5% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 3,057.45 for S&P, 1,448.95875 for Russell, 25,564.53 for Dow; 75% of initial levels due 1/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2029
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2024
Citigroup Global Markets Holdings Inc. 5.5% on each annual coupon payment date if the index closes above its initial level, otherwise 2.5% due 2/3/2026
Citigroup Global Markets Holdings Inc. 10% per year, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 8/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2025
Citigroup Global Markets Holdings Inc. 11.2% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 2/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2028
Citigroup Global Markets Holdings Inc. 11.75% per year, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 1/29/2025
Citigroup Global Markets Holdings Inc. 10.7% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/1/2024
Citigroup Global Markets Holdings Inc. 9.15% per year, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 2/1/2027
Citigroup Global Markets Holdings Inc. 7.1% per year, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 2/1/2028
Citigroup Global Markets Holdings Inc. 8% per year, paid quarterly if the worst performing stock closes at or above its 68% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/30/2026
Citigroup Global Markets Holdings Inc. 11% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $279.423; 79% of initial price due 1/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2026
Citigroup Global Markets Holdings Inc. 10% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/30/2026
Citigroup Global Markets Holdings Inc. 9.65% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/1/2027
Citigroup Global Markets Holdings Inc. 12.25% per yar, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/30/2026
Citigroup Global Markets Holdings Inc. 9.35% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/31/2024
Citigroup Global Markets Holdings Inc. 11.75% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/1/2024
Citigroup Global Markets Holdings Inc. 10.85% per year, paid semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/30/2026
Citigroup Global Markets Holdings Inc. 9.45% per year, paid semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/30/2026
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, for first two years; after that, annual coupon rate set at 50 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day the index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 12% ceiling; Accrual barrier: 2,035.28; 50% of initial level due 1/30/2043
Citigroup Global Markets Holdings Inc. 11.6% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 2/1/2024
Citigroup Global Markets Holdings Inc. 23.75%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 1/30/2026
Citigroup Global Markets Holdings Inc. 14.5%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 1/30/2026
Citigroup Global Markets Holdings Inc. 9.1%, paid quarterly, if the underlying index closes at or above its 75% coupon barrier on the related quarterly observation date due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2028
Citigroup Global Markets Holdings Inc. 12.5% annual rate, payable monthly if all funds close at or above their coupon barrier prices on the relevant observation date; Coupon barriers: $63.861 for Energy, $93.002 for Health Care, $95.69 for Technology; 70% of initial level due 1/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2026
Citigroup Global Markets Holdings Inc. 9.8% annualized rate, payable monthly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $50.12 for EAFA, $29.61 for EM; 70% of initial levels due 1/30/2026
Citigroup Global Markets Holdings Inc. 7.8% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $50.12 for MSCI EAFE, $29.16 for MSCI Emerging Markets; 70% of initial value due 1/30/2026
Citigroup Global Markets Holdings Inc. 9.35% due 4/30/2024
Citigroup Global Markets Holdings Inc. 7.32% due 4/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2026
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/29/2026
Citigroup Global Markets Holdings Inc. 9% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/31/2028
Citigroup Global Markets Holdings Inc. 10.25% per year, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 1/29/2026
Citigroup Global Markets Holdings Inc. 7.25% per year, paid monthly if the worst performing ETF closes at or above its 65% coupon barrier on the related valuation date due 5/1/2024
Citigroup Global Markets Holdings Inc. 9.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/31/2024
Citigroup Global Markets Holdings Inc. 8.9% paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 1/29/2026
Citigroup Global Markets Holdings Inc. 7.1% paid quarterly if the index closes at or above its 65% coupon barrier on the related valuation date due 1/31/2028
Citigroup Global Markets Holdings Inc. 7% paid monthly if the index closes at or above its 75% coupon barrier on the related valuation date due 2/29/2024
Citigroup Global Markets Holdings Inc. 6.05% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 1/31/2030
Citigroup Global Markets Holdings Inc. 6.5% per year, paid monthly if the worst performing index closes at or above its 90% coupon barrier on the related valuation date due 1/31/2028
Citigroup Global Markets Holdings Inc. 10.05% due 1/30/2026
Citigroup Global Markets Holdings Inc. 10.25% due 1/31/2028
Citigroup Global Markets Holdings Inc. 14.00% due 2/29/2024
Citigroup Global Markets Holdings Inc. 8.00% due 7/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2030
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2024
Citigroup Global Markets Holdings Inc. 6.20% due 1/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 8.2% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly due 1/31/2028
Citigroup Global Markets Holdings Inc. 8.65% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/29/2026
Citigroup Global Markets Holdings Inc. 9% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/29/2027
Citigroup Global Markets Holdings Inc. 12.2%, payable monthly if ETF closes above downside threshold on observation date due 1/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2026
Citigroup Global Markets Holdings Inc. 5% on each annual coupon payment date if the index closes above its initial level, otherwise 1.5% due 1/30/2026
Citigroup Global Markets Holdings Inc. 10.81% paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 7/30/2024
Citigroup Global Markets Holdings Inc. 11.75% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 7/30/2024
Citigroup Global Markets Holdings Inc. 8.4% per year, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 1/30/2025
Citigroup Global Markets Holdings Inc. 6.8% per year, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 1/31/2028
Citigroup Global Markets Holdings Inc. 13% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/30/2024
Citigroup Global Markets Holdings Inc. 10.45% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/29/2026
Citigroup Global Markets Holdings Inc. 11.6% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2024
Citigroup Global Markets Holdings Inc. 7.42% due 7/30/2024
Citigroup Global Markets Holdings Inc. 11% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/29/2024
Citigroup Global Markets Holdings Inc. 10.25% due 1/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/13/2024
Citigroup Global Markets Holdings Inc. 11.69% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 8% paid quarterly if the stock closes at or above its 68% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/26/2024
Citigroup Global Markets Holdings Inc. 8.45% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 1/28/2026
Citigroup Global Markets Holdings Inc. 5.9% paid monthly if the index closes at or above its 65% coupon barrier on the related valuation date due 7/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2024
Citigroup Global Markets Holdings Inc. 14% paid quarterly if the stock closes at or above its 66.7% coupon barrier on the related valuation date due 1/26/2024
Citigroup Global Markets Holdings Inc. 8.55% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 1/28/2026
Citigroup Global Markets Holdings Inc. 10.05% paid monthly if the worst performing index closes at or above its 80% coupon barrier level on the related valuation date due 1/28/2026
Citigroup Global Markets Holdings Inc. 11.65% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date due 1/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 11% per year, paid quarterly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/25/2024
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 70% coupon barrier level on the related valuation date, plus any previously unpaid coupons due 7/25/2024
Citigroup Global Markets Holdings Inc. 6.1% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/25/2024
Citigroup Global Markets Holdings Inc. 9.25% annual rate, paid biannually, plus any previously unpaid coupons, if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 10.75% per year, paid semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/23/2026
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 6% per year, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 1/25/2030
Citigroup Global Markets Holdings Inc. 8%, payable monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 1/25/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 9.05% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/25/2028
Citigroup Global Markets Holdings Inc. 7.5% paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 10/24/2024
Citigroup Global Markets Holdings Inc. 11.25% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 11.75% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/23/2024
Citigroup Global Markets Holdings Inc. 11.75% per year, paid semiannually if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 13.25% per year, paid semiannually if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 8% paid monthly if the index closes at or above its 65% coupon barrier level on the related valuation date due 1/25/2028
Citigroup Global Markets Holdings Inc. 8% paid monthly if the index closes at or above its 70% coupon barrier level on the related valuation date due 2/23/2024
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 11.3%, payable monthly if ETF closes above downside threshold on observation date due 1/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/16/2024
Citigroup Global Markets Holdings Inc. 7.50% due 7/24/2024
Citigroup Global Markets Holdings Inc. 11.35%, payable monthly if ETF closes above downside threshold on observation date due 1/24/2024
Citigroup Global Markets Holdings Inc. 5.2% for first six months, then one-year U.S. dollar SOFR ICE swap rate plus 15 bps, subject to a floor of 3%; payable quarterly due 1/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 12.2% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,729.20 for S&P, 2,866.0 for Stoxx, 1,285.442 for Russell; 70% of initial values due 7/24/2025
Citigroup Global Markets Holdings Inc. 8% paid quarterly if the worst performing ETF closes at or above its 73% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/23/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,483.492 for Russell, 9,128.232 for Nasdaq, 3,143.088 for S&P; 80% of initial levels due 1/24/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/21/2028
Citigroup Global Markets Holdings Inc. 5.80% due 1/17/2025
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/23/2024
Citigroup Global Markets Holdings Inc. 12% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/23/2024
Citigroup Global Markets Holdings Inc. 10.8% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 11.05%, payable monthly if ETF closes above downside threshold on observation date on observation date due 1/23/2024
Citigroup Global Markets Holdings Inc. 14.65% annual rate, payable quarterly if the stock closes at or above coupon barrier level on the relevant observation date; Coupon barrier: $66.822; 70% of initial level due 1/23/2026
Citigroup Global Markets Holdings Inc. 9.7% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,750.202 for S&P, 23,307.872 for Dow, 7,987.203 for Nasdaq; 70% of initial level due 1/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 12.65% paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 7/22/2025
Citigroup Global Markets Holdings Inc. 21% per year, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 1/23/2025
Citigroup Global Markets Holdings Inc. 17% per year, paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/23/2026
Citigroup Global Markets Holdings Inc. 8.25% per year, paid quarterly if the worst performing stock closes at or above its 57% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/23/2026
Citigroup Global Markets Holdings Inc. 7.3% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/21/2028
Citigroup Global Markets Holdings Inc. 10.4% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/22/2024
Citigroup Global Markets Holdings Inc. 11.75% per year, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 1/23/2026
Citigroup Global Markets Holdings Inc. 8% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/21/2028
Citigroup Global Markets Holdings Inc. 6.75% per year, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 7/22/2024
Citigroup Global Markets Holdings Inc. 8.2% paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 1/22/2024
Citigroup Global Markets Holdings Inc. 9.9% per year, paid quarterly if the worst performing asset closes at or above its 75% coupon barrier on the related valuation date due 4/22/2024
Citigroup Global Markets Holdings Inc. 8% paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 7/22/2024
Citigroup Global Markets Holdings Inc. 6.9% paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 1/20/2028
Citigroup Global Markets Holdings Inc. 11.15% due 1/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/21/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/21/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2025
Citigroup Global Markets Holdings Inc. 12% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/27/2026
Citigroup Global Markets Holdings Inc. 9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/20/2028
Citigroup Global Markets Holdings Inc. 11% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/22/2024
Citigroup Global Markets Holdings Inc. 9.6% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/21/2028
Citigroup Global Markets Holdings Inc. 10.6% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/22/2024
Citigroup Global Markets Holdings Inc. 9.15% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/22/2024
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, for first two years; after that, annual coupon rate set at 10 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day the index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 10% ceiling; Accrual barrier: 2,195.034; 55% of initial level due 1/23/2043
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, for first four years; after that, annual coupon rate set at 50 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day the index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 10% ceiling; Accrual barrier:
Citigroup Global Markets Holdings Inc. 10.3%, payable quarterly if ETF closes above downside threshold on observation date due 1/18/2024
Citigroup Global Markets Holdings Inc. 10%, payable monthly if ETF closes above downside threshold on observation date due 1/18/2024
Citigroup Global Markets Holdings Inc. 5.3% for first three months, then two-year U.S. dollar SOFR ICE swap rate plus 80 bps, subject to a floor of 0%; payable quarterly due 2/18/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2025
Citigroup Global Markets Holdings Inc. 11.8008% annualized, payable each month that ETF closes at or above coupon barrier on determination date for that month, plus any previously unpaid coupon; Coupon barrier: $336.192, 85% of initial price due 1/22/2024
Citigroup Global Markets Holdings Inc. 8% per year, paid monthly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/15/2026
Citigroup Global Markets Holdings Inc. 7.55% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/15/2025
Citigroup Global Markets Holdings Inc. 8.25% paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 1/15/2025
Citigroup Global Markets Holdings Inc. 6.75% paid monthly if the index closes at or above its 61.5% coupon barrier on the related valuation date due 7/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/13/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/15/2024
Citigroup Global Markets Holdings Inc. 10.3% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/15/2026
Citigroup Global Markets Holdings Inc. 12.1% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/15/2024
Citigroup Global Markets Holdings Inc. 12.25% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/15/2026
Citigroup Global Markets Holdings Inc. 9.65% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/15/2026
Citigroup Global Markets Holdings Inc. 12.1% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/14/2027
Citigroup Global Markets Holdings Inc. 9.8% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 10/16/2024
Citigroup Global Markets Holdings Inc. 9% per year, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 1/14/2027
Citigroup Global Markets Holdings Inc. 12.6%, payable monthly if ETF closes above downside threshold on observation date due 1/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/15/2024
Citigroup Global Markets Holdings Inc. 8.70% due 6/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/13/2028
Citigroup Global Markets Holdings Inc. 10.8% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,939.4375 for S&P, 1,366.98975 for Russell, 25,278.075 for Dow; 75% of initial level due 1/14/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/13/2028
Citigroup Global Markets Holdings Inc. 8.5% per year, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/13/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/11/2024
Citigroup Global Markets Holdings Inc. 10% per year, paid quarterly if the worst performing index closes at or above its 59.95% coupon barrier on the related valuation date due 1/14/2025
Citigroup Global Markets Holdings Inc. 11.55% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/13/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/14/2025
Citigroup Global Markets Holdings Inc. 10.25% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/9/2026
Citigroup Global Markets Holdings Inc. 9.05% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/10/2024
Citigroup Global Markets Holdings Inc. 14% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $49.872 for Amazon, $133.386 for Microsoft; 60% of initial share prices due 1/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2026
Citigroup Global Markets Holdings Inc. 7.9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/11/2028
Citigroup Global Markets Holdings Inc. 12.75% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/10/2024
Citigroup Global Markets Holdings Inc. 9.35% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/9/2026
Citigroup Global Markets Holdings Inc. 10% per year, paid quarterly if the worst performing ETF closes at or above its 50% coupon barrier on the related valuation date due 1/9/2025
Citigroup Global Markets Holdings Inc. 8.4% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/11/2024
Citigroup Global Markets Holdings Inc. 13.15% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 1/11/2024
Citigroup Global Markets Holdings Inc. 9%, paid quarterly, if the underlying index closes at or above its 70% coupon barrier on the related quarterly observation date due 1/9/2025
Citigroup Global Markets Holdings Inc. 0.25% due 1/13/2028
Citigroup Global Markets Holdings Inc. 8.52% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $317.89 for S&P MidCap, $271.66 for S&P 500; 70% of initial value due 1/11/2028
Citigroup Global Markets Holdings Inc. 10.51% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $317.89 for S&P MidCap, $271.66 for S&P 500; 70% of initial value due 1/11/2028
Citigroup Global Markets Holdings Inc. 15% paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/8/2026
Citigroup Global Markets Holdings Inc. 14% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/10/2024
Citigroup Global Markets Holdings Inc. 12.35% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/9/2024
Citigroup Global Markets Holdings Inc. 8.75% per year, paid quarterly if the worst performing index closes at or above its 60% barrier level on the related valuation date due 1/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/7/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/8/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2024
Citigroup Global Markets Holdings Inc. 16.1% per year, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/4/2028
Citigroup Global Markets Holdings Inc. 12% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/6/2028
Citigroup Global Markets Holdings Inc. 10.4% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 1/5/2026
Citigroup Global Markets Holdings Inc. 12% paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 1/3/2025
Citigroup Global Markets Holdings Inc. 30% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 1/5/2026
Citigroup Global Markets Holdings Inc. 12.65% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 11.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/5/2026
Citigroup Global Markets Holdings Inc. 12% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/5/2024
Citigroup Global Markets Holdings Inc. 13.25% if the stock closes at or above its 65% coupon barrier on the related valuation date due 9/6/2023
Citigroup Global Markets Holdings Inc. 13.50% due 1/5/2024
Citigroup Global Markets Holdings Inc. 10.50% due 1/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2028
Citigroup Global Markets Holdings Inc. 10.25% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding monthly review date, the coupon will be equivalent to 9% per year; if any stock closes below its coupon barrier, the coupon will be 0.25% annualized; Coupon barriers: $66.338 for Alphabet, $63.135 for Amazon, $257.573 for Goldman, $63.930 for Morgan Stanley, 75% of initial levels due 1/4/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2024
Citigroup Global Markets Holdings Inc. 12.1% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 7.5% paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 1/4/2024
Citigroup Global Markets Holdings Inc. 9%, paid quarterly, if the underlying index closes at or above its 70% coupon barrier on the related quarterly observation date due 1/3/2025
Citigroup Global Markets Holdings Inc. 7.9%, paid quarterly, if the underlying index closes at or above its 65% coupon barrier on the related quarterly observation date due 1/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2029
Citigroup Global Markets Holdings Inc. 10.8% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,886.96 for S&P, 1,324.6875 for Russell, 24,915.6 for Dow; 75% of initial level due 12/30/2026
Citigroup Global Markets Holdings Inc. 11.5% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,886.96 for S&P, 1,324.6875 for Russell, 8,213.2875 for Nasdaq; 75% of initial level due 6/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2027
Citigroup Global Markets Holdings Inc. 13% per year, paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 12/31/2027
Citigroup Global Markets Holdings Inc. 14% per year, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 12/29/2025
Citigroup Global Markets Holdings Inc. 11.5% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/3/2025
Citigroup Global Markets Holdings Inc. 9.15% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/2/2025
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,549.819 for Russell, 9,611.406 for Nasdaq; 90% of initial levels due 12/30/2027
Citigroup Global Markets Holdings Inc. 8.75% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,377.617 for Russell, 8,543.472 for Nasdaq, 3,026.576 for S&P; 80% of initial levels due 1/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2025
Citigroup Global Markets Holdings Inc. 8.65% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/2/2026
Citigroup Global Markets Holdings Inc. 8.7% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 1/3/2024
Citigroup Global Markets Holdings Inc. 8.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/30/2027
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, for first three years; after that, annual coupon rate set at 50 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day the index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 10% ceiling; Accrual barrier: 2,080.771; 55% of initial level due 12/30/2042
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2026
Citigroup Global Markets Holdings Inc. 12.7% paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 1/2/2026
Citigroup Global Markets Holdings Inc. 7.2% paid quarterly if the index closes at or above its 65% coupon barrier on the related valuation date due 12/30/2027
Citigroup Global Markets Holdings Inc. 17.25% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier price: $31.62, 50% of initial level due 1/2/2026
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 7.4% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $62.28 for Amazon, $65.543 for Alphabet, $256.478 for Goldman Sachs, $63.795 for Morgan Stanley; 75% of initial level due 12/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2024
Citigroup Global Markets Holdings Inc. 7.95% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 7/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2025
Citigroup Global Markets Holdings Inc. 0.13% due 6/17/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/17/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 13% paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2026
Citigroup Global Markets Holdings Inc. 11.5%, paid quarterly, if each underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barriers: 8,239.088 for Nasdaq, 1,320.699 for Russell, 2,883.615 for S&P, 75% of initial levels due 12/27/2024
Citigroup Global Markets Holdings Inc. 9%, paid quarterly, if the underlying index closes at or above its 70% coupon barrier on the related quarterly observation date due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2026
Citigroup Global Markets Holdings Inc. 22.1% paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 12/26/2025
Citigroup Global Markets Holdings Inc. 10.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/27/2024
Citigroup Global Markets Holdings Inc. 7.15% per year, paid monthly if the worst performing index closes at or above its 70% final barrier on the related valuation date due 12/28/2027
Citigroup Global Markets Holdings Inc. 11.45% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 12/26/2025
Citigroup Global Markets Holdings Inc. 9.9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 8.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 12% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/27/2024
Citigroup Global Markets Holdings Inc. 7% per year, paid monthly if the index closes at or above its 65% coupon barrier on the related valuation date due 1/25/2024
Citigroup Global Markets Holdings Inc. 7% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 12/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 9.00% due 6/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2025
Citigroup Global Markets Holdings Inc. 12.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 12.5% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/26/2025
Citigroup Global Markets Holdings Inc. 10.2% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/26/2025
Citigroup Global Markets Holdings Inc. 10.2% paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 6/27/2024
Citigroup Global Markets Holdings Inc. 12% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/26/2025
Citigroup Global Markets Holdings Inc. 8% per year, paid monthly if the worst performing index closes at or above its 50% final barrier on the related valuation date due 12/28/2027
Citigroup Global Markets Holdings Inc. 10.75% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/26/2025
Citigroup Global Markets Holdings Inc. 9% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/27/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 3/27/2024
Citigroup Global Markets Holdings Inc. 7.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2027
Citigroup Global Markets Holdings Inc. 5.5% on each annual coupon payment date if the index closes above its initial level, otherwise 2.5% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 8.5% paid quarterly if the stock closes at or above its 64% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/27/2023
Citigroup Global Markets Holdings Inc. 9% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/27/2027
Citigroup Global Markets Holdings Inc. 11.25% per year, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 12/26/2025
Citigroup Global Markets Holdings Inc. 8% per year, paid quarterly if the worst performing index closes at or above its 70% final barrier on the related valuation date due 12/27/2027
Citigroup Global Markets Holdings Inc. 14.5% per year, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 12/26/2025
Citigroup Global Markets Holdings Inc. 7.15% paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 12/26/2025
Citigroup Global Markets Holdings Inc. 8.5% per year, paid monthly if the worst performing ETF closes at or above its 60% downside threshold on the related valuation date due 3/26/2024
Citigroup Global Markets Holdings Inc. 11.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 9% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/27/2027
Citigroup Global Markets Holdings Inc. 9.5% per year, paid monthly if the worst performing index closes at or above its 70% final barrier on the related valuation date due 6/26/2024
Citigroup Global Markets Holdings Inc. 7% per year, paid monthly if the index closes at or above its 75% coupon barrier on the related valuation date due 1/25/2024
Citigroup Global Markets Holdings Inc. 7% paid monthly if the worst performing index closes at or above its 90% coupon barrier on the related valuation date due 12/27/2027
Citigroup Global Markets Holdings Inc. 8.25% due 6/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2029
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2027
Citigroup Global Markets Holdings Inc. Variable, payable quarterly; if each stock closes at or above its initial level on the corresponding review date, the coupon will be equivalent to 7% per year; if any stock closes below its initial level, the coupon will be 3% due 12/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 8.25% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier level: 1,421.553; 80% of initial level due 12/27/2027
Citigroup Global Markets Holdings Inc. 10.9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/27/2027
Citigroup Global Markets Holdings Inc. 10% per year, paid quarterly if the worst performing index closes at or above its 70% final barrier on the related valuation date due 9/24/2027
Citigroup Global Markets Holdings Inc. 7.5%, payable semiannually if the worst performing index closes at or above its 55% coupon barrier on the related valuation date due 12/27/2027
Citigroup Global Markets Holdings Inc. 8.5% per year, paid semiannually if the worst performing index closes at or above its 55% final barrier on the related valuation date due 12/27/2027
Citigroup Global Markets Holdings Inc. 14.25% per year, payable semiannually if the worst performing asset closes at or above its 60% final barrier on the related valuation date due 12/26/2025
Citigroup Global Markets Holdings Inc. 12.75% per year, paid semiannually if the worst performing asset closes at or above its 60% final barrier on the related valuation date due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 5.30% due 6/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 5% on each annual coupon payment date if the index closes above its initial level, otherwise 1.5% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2025
Citigroup Global Markets Holdings Inc. 9% paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/25/2024
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing ETF closes at or above its 75% final barrier on the related valuation date due 3/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2023
Citigroup Global Markets Holdings Inc. 11.9%, paid monthly, if the underlying ETF closes at or above its coupon barrier on the related monthly observation date, including any previously unpaid coupon; Coupon barrier: $323.017, 85% of initial level due 12/26/2023
Citigroup Global Markets Holdings Inc. 12.15%, paid quarterly, if each underlying index closes at or above its 70% downside threshold every day that quarter due 12/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2024
Citigroup Global Markets Holdings Inc. 9.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/19/2025
Citigroup Global Markets Holdings Inc. 9.6% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/19/2024
Citigroup Global Markets Holdings Inc. 9.05% due 12/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 9.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/21/2027
Citigroup Global Markets Holdings Inc. 7.05% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/19/2024
Citigroup Global Markets Holdings Inc. 10.7% per year, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 12/21/2026
Citigroup Global Markets Holdings Inc. 12.65% due 12/21/2023
Citigroup Global Markets Holdings Inc. 15.29% due 12/21/2023
Citigroup Global Markets Holdings Inc. 12.2%, paid monthly, if the underlying ETF closes at or above its coupon barrier on the related monthly observation date, including any previously unpaid coupon; Coupon barrier: $331.186, 85% of initial level due 12/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2024
Citigroup Global Markets Holdings Inc. 10.5% per year, paid quarterly if the worst performing stock closes at or above its 50% final barrier on the related valuation date, plus any previously unpaid coupons due 12/18/2025
Citigroup Global Markets Holdings Inc. 11.95% per year, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 12/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2023
Citigroup Global Markets Holdings Inc. 8% for the first year; after that, 10 times the spread, subject to a minimum rate of 0%; spread is 10-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate; payable quarterly due 12/19/2025
Citigroup Global Markets Holdings Inc. SOFR, subject to 4.2% minimum interest rate and 5% maximum interest rate; payable quarterly due 12/19/2025
Citigroup Global Markets Holdings Inc. 12%, paid monthly, if the underlying ETF closes at or above its coupon barrier on the related monthly observation date, including any previously unpaid coupon; Coupon barrier: $339.49, 85% of initial level due 12/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2027
Citigroup Global Markets Holdings Inc. 12.79% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,727.03 for S&P, 23,241.55 for Dow, 1,242.224 for Russell; 70% of initial values due 9/18/2025
Citigroup Global Markets Holdings Inc. 18% per year, paid monthly if the worst performing stock closes at or above its 60% final barrier on the related valuation date, plus any previously unpaid coupons due 12/18/2025
Citigroup Global Markets Holdings Inc. 7.15% paid monthly if the worst performing index closes at or above its 70% final barrier on the related valuation date due 12/17/2027
Citigroup Global Markets Holdings Inc. 8.75% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/17/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/17/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2024
Citigroup Global Markets Holdings Inc. 9.65% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/20/2024
Citigroup Global Markets Holdings Inc. 8.1% per year, paid quarterly if the worst performing index closes at or above its 55% final barrier on the related valuation date due 12/19/2023
Citigroup Global Markets Holdings Inc. 9.75% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/18/2025
Citigroup Global Markets Holdings Inc. 8.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/15/2027
Citigroup Global Markets Holdings Inc. 12.25% for first two years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 12.25% and a floor of zero; Accrual barrier level: 2,009.825, 50% of initial level due 12/16/2042
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2025
Citigroup Global Markets Holdings Inc. 11% per year, paid quarterly if the worst performing stock closes at or above its 50% final barrier on the related valuation date, plus any previously unpaid coupons due 6/17/2024
Citigroup Global Markets Holdings Inc. 11.5% paid quarterly if the worst performing stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2023
Citigroup Global Markets Holdings Inc. 10.25% paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 12/14/2026
Citigroup Global Markets Holdings Inc. 15.4% annually, payable quarterly if index’s closing level is less than or equal to coupon barrier on the corresponding valuation date; Coupon barrier: 4,524.537; 115% of initial level due 12/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/14/2026
Citigroup Global Markets Holdings Inc. 10.65% per year, or approximately 7.988% for the term, paid monthly if the worst performing index closes at or above its 70% final barrier on the related valuation date due 9/14/2023
Citigroup Global Markets Holdings Inc. 13.5% per year, paid monthly if the worst performing index closes at or above its 70% final barrier on the related valuation date due 9/12/2024
Citigroup Global Markets Holdings Inc. 9.55% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/12/2025
Citigroup Global Markets Holdings Inc. 7.55% per year, or 3.775% for the term, payable monthly if the worst performing index closes at or above its 70% final barrier on the related valuation date due 6/14/2023
Citigroup Global Markets Holdings Inc. 9.5% per year, paid monthly if the worst performing index closes at or above its 60% final barrier on the related valuation date due 12/12/2025
Citigroup Global Markets Holdings Inc. 11.55% per year, paid monthly if the worst performing index closes at or above its 60% final barrier on the related valuation date due 12/12/2025
Citigroup Global Markets Holdings Inc. 10% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 12/12/2024
Citigroup Global Markets Holdings Inc. 10.35% per year, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 12/12/2024
Citigroup Global Markets Holdings Inc. 13.55% per year, paid monthly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 6/13/2024
Citigroup Global Markets Holdings Inc. 15.75%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 12/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/12/2024
Citigroup Global Markets Holdings Inc. 9.15% per year, paid monthly if the worst performing index closes at or above its 50% final barrier on the related valuation date due 6/13/2024
Citigroup Global Markets Holdings Inc. 11% per year, paid monthly if the worst performing index closes at or above its 60% final barrier on the related valuation date due 6/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/11/2025
Citigroup Global Markets Holdings Inc. 8.5% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 12/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/11/2024
Citigroup Global Markets Holdings Inc. 12.95% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/12/2024
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/11/2025
Citigroup Global Markets Holdings Inc. 9% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/9/2024
Citigroup Global Markets Holdings Inc. 11% per year, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 3/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/10/2025
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 12/12/2024
Citigroup Global Markets Holdings Inc. 13.4% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/10/2024
Citigroup Global Markets Holdings Inc. 9.7% paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 12/8/2023
Citigroup Global Markets Holdings Inc. 7% paid quarterly if the index closes at or above its 80% coupon barrier on the related valuation date due 6/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2024
Citigroup Global Markets Holdings Inc. 11.9% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/5/2025
Citigroup Global Markets Holdings Inc. 7.4% per year, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 12/7/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/7/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2024
Citigroup Global Markets Holdings Inc. 26% paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 12/5/2025
Citigroup Global Markets Holdings Inc. 11.2% per year, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 12/5/2025
Citigroup Global Markets Holdings Inc. 6.2% paid monthly if the worst performing index closes at or above its 55% coupon barrier on the related valuation date due 12/7/2023
Citigroup Global Markets Holdings Inc. 11.25%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on the related quarterly observation date due 12/5/2024
Citigroup Global Markets Holdings Inc. 10.4% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/6/2024
Citigroup Global Markets Holdings Inc. 11.30% due 12/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2024
Citigroup Global Markets Holdings Inc. 8.25% paid quarterly if the index closes at or above its 65% coupon barrier on the related valuation date due 1/5/2024
Citigroup Global Markets Holdings Inc. 28.5% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $25.866; 60% of initial level due 12/4/2025
Citigroup Global Markets Holdings Inc. 7.75% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 12/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 10.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2025
Citigroup Global Markets Holdings Inc. 8.3% per year, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 12/5/2023
Citigroup Global Markets Holdings Inc. 12.5% per year, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 12/4/2025
Citigroup Global Markets Holdings Inc. 8.95% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 12/4/2025
Citigroup Global Markets Holdings Inc. 13% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/4/2025
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 3/5/2024
Citigroup Global Markets Holdings Inc. 15.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 12.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 7.35% due 12/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2024
Citigroup Global Markets Holdings Inc. 8.15% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2028
Citigroup Global Markets Holdings Inc. 7.75% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,448.066 for S&P, 1,131.9462 for Russell, 20,753.862 for Dow; 60% of initial level due 11/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 9.10% due 1/2/2024
Citigroup Global Markets Holdings Inc. 12.00% due 1/2/2024
Citigroup Global Markets Holdings Inc. 11.80% due 1/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2026
Citigroup Global Markets Holdings Inc. 8.1% paid monthly if the index closes at or above its 60% coupon barrier on the related valuation date due 6/3/2024
Citigroup Global Markets Holdings Inc. 7.35% due 12/2/2025
Citigroup Global Markets Holdings Inc. SOFR, subject to 4.2% minimum interest rate and 5% maximum interest rate; payable quarterly due 12/1/2024
Citigroup Global Markets Holdings Inc. SOFR, subject to 4.4% minimum interest rate and 5.3% maximum interest rate; payable quarterly due 12/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 13.7% annual rate, payable monthly if all funds close at or above their coupon barrier prices on the relevant observation date; Coupon barriers: $63.49 for Energy, $52.969 for Consumer, $90.622 for Technology; 70% of initial level due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2027
Citigroup Global Markets Holdings Inc. 10.15% due 2/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 9.35% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/2/2027
Citigroup Global Markets Holdings Inc. 11.35% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 12/2/2027
Citigroup Global Markets Holdings Inc. 11.65% per year, paid quarterly if the worst performing index closes at or above its 70% final barrier on the related valuation date due 5/31/2024
Citigroup Global Markets Holdings Inc. 8.15% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 8,690.813 for Nasdaq, 1,373.223 for Russell; 75% of initial levels due 11/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2025
Citigroup Global Markets Holdings Inc. 11.30% due 11/28/2025
Citigroup Global Markets Holdings Inc. 8.10% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2024
Citigroup Global Markets Holdings Inc. 10.05% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier level: 3,369.349, 85% of initial level due 12/2/2027
Citigroup Global Markets Holdings Inc. 6.55% per year, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2025
Citigroup Global Markets Holdings Inc. 6% for first six months, then two-year U.S. dollar SOFR ICE swap rate plus 65 bps, subject to a floor of 3.5%; payable quarterly due 12/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 10.05%, paid quarterly, if each underlying index closes at or above its 65% downside threshold on the related quarterly observation date due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2027
Citigroup Global Markets Holdings Inc. 11.05% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 10.6% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 12.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/29/2024
Citigroup Global Markets Holdings Inc. 10.3% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/29/2023
Citigroup Global Markets Holdings Inc. 10.2% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/29/2024
Citigroup Global Markets Holdings Inc. 10% for first four years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 11.5% and a floor of zero; Accrual barrier level: 1,981.970, 50% of initial level due 12/1/2042
Citigroup Global Markets Holdings Inc. 13% for first two years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 13% and a floor of zero; Accrual barrier level: 1,981.970, 50% of initial level due 12/1/2042
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 13% per year, paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 11/28/2025
Citigroup Global Markets Holdings Inc. 10.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/26/2027
Citigroup Global Markets Holdings Inc. 12.5% paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 11/28/2025
Citigroup Global Markets Holdings Inc. 8% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/26/2027
Citigroup Global Markets Holdings Inc. 8.5% paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 11/28/2025
Citigroup Global Markets Holdings Inc. 10.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/28/2024
Citigroup Global Markets Holdings Inc. 8.05% paid quarterly if the index closes at or above its 65% coupon barrier on the related valuation date due 11/26/2027
Citigroup Global Markets Holdings Inc. 9.15% paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 11/27/2024
Citigroup Global Markets Holdings Inc. 7.25% per year, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 12/28/2023
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable monthly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $219.945 for SPDR, $157.273 for QQQ; 55% of initial levels due 2/27/2024
Citigroup Global Markets Holdings Inc. 6.5% per year, paid quarterly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/29/2027
Citigroup Global Markets Holdings Inc. 7.1% per year, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 11/28/2029
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,488.353 for Russell, 9,379.872 for Nasdaq; 80% of initial levels due 11/26/2027
Citigroup Global Markets Holdings Inc. 10.25% due 11/28/2025
Citigroup Global Markets Holdings Inc. 9.00% due 5/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2029
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. Variable, payable quarterly; if each stock closes at or above its initial share price on the corresponding review date, the coupon will be equivalent to 9% per year; if any stock closes below its initial share price, the coupon will be 3.5% annualized due 11/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2024
Citigroup Global Markets Holdings Inc. 7.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 10.35% paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 11/27/2024
Citigroup Global Markets Holdings Inc. 11% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2024
Citigroup Global Markets Holdings Inc. 5.60% due 5/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2023
Citigroup Global Markets Holdings Inc. 22% annualized, payable monthly if each stock closes at or above coupon threshold on observation date for that period; Coupon threshold: $84.955 for Tesla, $143.345 for Netflix; 50% of initial levels due 11/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 7.50% due 11/28/2023
Citigroup Global Markets Holdings Inc. 5.5% on each annual coupon payment date if the index closes above its initial level, otherwise 2% due 11/28/2025
Citigroup Global Markets Holdings Inc. 15.15% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $114.016; 70% of initial price due 11/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. Variable, payable quarterly; if each stock closes at or above its initial level on the corresponding review date, the coupon will be equivalent to 7.5% per year; if any stock closes below its initial level, the coupon will be 4% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 10.8% paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 8,087.415 for Nasdaq, 1,287.399 for Russell, 2,764.958 for S&P, 70% of initial levels due 5/24/2024
Citigroup Global Markets Holdings Inc. 12.35% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/26/2024
Citigroup Global Markets Holdings Inc. 9%, paid quarterly, if the underlying index closes at or above its 65% coupon barrier on the related quarterly observation date due 11/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2023
Citigroup Global Markets Holdings Inc. 8.7% per year, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 9.5% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/23/2027
Citigroup Global Markets Holdings Inc. 11.5% per year, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/21/2025
Citigroup Global Markets Holdings Inc. 8.2% per year, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/23/2027
Citigroup Global Markets Holdings Inc. 9.4% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 8/22/2024
Citigroup Global Markets Holdings Inc. 7.5% annually, payable monthly if index closes at or above coupon barrier level on valuation date for that period; Coupon barrier level: 2,379.204, 60% of initial level due 8/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2024
Citigroup Global Markets Holdings Inc. 10.05% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/21/2025
Citigroup Global Markets Holdings Inc. 9.25% paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 8,173.914 for Nasdaq, 1,294.812 for Russell, 2,775.738 for S&P, 70% of initial levels due 5/23/2024
Citigroup Global Markets Holdings Inc. 14% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 11.2% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/23/2024
Citigroup Global Markets Holdings Inc. 14.35% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/23/2024
Citigroup Global Markets Holdings Inc. 9.75% per year, payable semiannually if the worst performing index closes at or above its 55% coupon barrier on the related valuation date due 11/23/2027
Citigroup Global Markets Holdings Inc. 8.5% per year, payable semiannually if the worst performing index closes at or above its 55% coupon barrier on the related valuation date due 11/23/2027
Citigroup Global Markets Holdings Inc. 15.5% if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 11/21/2025
Citigroup Global Markets Holdings Inc. 14% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,379.204 for index, $48.606 for ETF; 60% of initial levels due 11/21/2025
Citigroup Global Markets Holdings Inc. 13.80% due 2/23/2024
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if the underlying stock closes at or above its 70% downside threshold on the related quarterly observation date due 11/21/2025
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if each underlying index closes at or above its 60% coupon barrier on every trading day during the observation period due 11/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2025
Citigroup Global Markets Holdings Inc. 13.5% per year, paid quarterly if the worst performing stock closes at or above its 55% final barrier on the related valuation date, plus any previously unpaid coupons due 5/22/2024
Citigroup Global Markets Holdings Inc. 6.5% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 11/23/2029
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2023
Citigroup Global Markets Holdings Inc. 17.2% paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 11/19/2025
Citigroup Global Markets Holdings Inc. 9.15% paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 11/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2027
Citigroup Global Markets Holdings Inc. 10.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/21/2024
Citigroup Global Markets Holdings Inc. 9% per year, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 11/21/2024
Citigroup Global Markets Holdings Inc. 9% annually, payable quarterly, if stock closes at or above coupon barrier price on the corresponding quarterly valuation date starting Feb. 16, 2023, plus any previously unpaid coupon; Coupon barrier price: $96.714, 65% of initial level due 5/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2025
Citigroup Global Markets Holdings Inc. 10.05% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/19/2027
Citigroup Global Markets Holdings Inc. SOFR, subject to 5.1% minimum interest rate and 6% maximum interest rate; payable quarterly due 11/18/2027
Citigroup Global Markets Holdings Inc. 9.9%, paid quarterly, if each underlying index closes at or above its 60% downside threshold on any trading day during the observation period due 11/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2023
Citigroup Global Markets Holdings Inc. 10% for first two years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 10% and a floor of zero; Accrual barrier level: 1,979.395, 50% of initial level due 11/18/2042
Citigroup Global Markets Holdings Inc. 0.00% due 11/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2024
Citigroup Global Markets Holdings Inc. 11.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/20/2024
Citigroup Global Markets Holdings Inc. 11% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $57.385; 58% of initial level due 5/20/2024
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/17/2024
Citigroup Global Markets Holdings Inc. 13.65% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 5/20/2025
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 11/19/2025
Citigroup Global Markets Holdings Inc. 9.4% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/20/2024
Citigroup Global Markets Holdings Inc. 20% for first year, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 20% and a floor of zero; Accrual barrier level: 1,995.865, 50% of initial level due 11/17/2042
Citigroup Global Markets Holdings Inc. 15% for first two years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 15% and a floor of zero; Accrual barrier level: 1,995.865, 50% of initial level due 11/17/2042
Citigroup Global Markets Holdings Inc. 11% for first four years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 14.5% and a floor of zero; Accrual barrier level: 1,995.865, 50% of initial level due 11/17/2042
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2025
Citigroup Global Markets Holdings Inc. 10.8% per year, paid monthly if the worst performing ETF closes at or above its 70% final barrier on the related valuation date due 2/20/2024
Citigroup Global Markets Holdings Inc. 9% paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 11/18/2027
Citigroup Global Markets Holdings Inc. 9.6% annually, payable quarterly if index closes at or above coupon barrier level on valuation date for that period; Coupon barrier level: 2,795.051, 70% of initial level due 11/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2024
Citigroup Global Markets Holdings Inc. 12.1% per year, paid monthly if the worst performing index closes at or above its 70% final barrier on the related valuation date due 8/19/2024
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 11/19/2025
Citigroup Global Markets Holdings Inc. 11% annual rate, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 8,124.172 for Nasdaq, 1,307.549 for Russell, 2,769.459 for S&P, 70% of initial levels due 11/19/2025
Citigroup Global Markets Holdings Inc. 8.1% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/19/2025
Citigroup Global Markets Holdings Inc. 9% per year, paid monthly if the worst performing index closes at or above its 50% final barrier on the related valuation date due 11/19/2025
Citigroup Global Markets Holdings Inc. SOFR, subject to 4.5% minimum interest rate and 5.5% maximum interest rate; payable quarterly due 11/16/2024
Citigroup Global Markets Holdings Inc. 12.65% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 11/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2024
Citigroup Global Markets Holdings Inc. two-year U.S. dollar SOFR ICE swap rate plus 122 bps, subject to a floor of zero; payable quarterly due 11/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2023
Citigroup Global Markets Holdings Inc. 14.224% paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2023
Citigroup Global Markets Holdings Inc. 15.16%, paid quarterly, if the underlying fund closes at or above its downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 11/17/2023
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if the underlying stock closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier: $365.456, 70% of initial level due 11/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2024
Citigroup Global Markets Holdings Inc. 8.1% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/16/2027
Citigroup Global Markets Holdings Inc. 9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/16/2027
Citigroup Global Markets Holdings Inc. 13.5% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 11/14/2025
Citigroup Global Markets Holdings Inc. 14.39% paid quarterly if the ETF closes at or above its 55% coupon barrier on the related valuation date due 11/14/2024
Citigroup Global Markets Holdings Inc. 9.5% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 3,165.096 for S&P, 1,494.342 for Russell; 80% of initial levels due 11/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/14/2023
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/16/2027
Citigroup Global Markets Holdings Inc. 12.9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/15/2023
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/18/2027
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/15/2024
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 11/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/17/2025
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $244.985 for Costco, $43.375 for Disney; 50% of initial share prices due 11/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 13.2% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/14/2024
Citigroup Global Markets Holdings Inc. 5.5% for first six months, then two-year U.S. Dollar SOFR ICE swap rate plus 40 bps, subject to a floor of zero; payable quarterly due 12/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/12/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/14/2024
Citigroup Global Markets Holdings Inc. 6.7% per year, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 11/13/2029
Citigroup Global Markets Holdings Inc. 12.65% annual rate, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 8/10/2023
Citigroup Global Markets Holdings Inc. 8.1% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2024
Citigroup Global Markets Holdings Inc. 8.85% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 12/12/2023
Citigroup Global Markets Holdings Inc. 15.75% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 11/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2024
Citigroup Global Markets Holdings Inc. 11.1% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/9/2024
Citigroup Global Markets Holdings Inc. 9.45% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/9/2027
Citigroup Global Markets Holdings Inc. 7.5% if the index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/12/2027
Citigroup Global Markets Holdings Inc. 11.75% annual rate, payable quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/9/2027
Citigroup Global Markets Holdings Inc. 6.1% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 11/9/2027
Citigroup Global Markets Holdings Inc. 12.00% due 11/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/9/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/8/2024
Citigroup Global Markets Holdings Inc. 10.4% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/9/2027
Citigroup Global Markets Holdings Inc. 10.4% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/9/2027
Citigroup Global Markets Holdings Inc. 11.5% paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 11/7/2025
Citigroup Global Markets Holdings Inc. 11% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 8/8/2024
Citigroup Global Markets Holdings Inc. 12% per year, paid monthly if the worst performing index closes at or above its 63% coupon barrier on the related valuation date due 8/8/2024
Citigroup Global Markets Holdings Inc. 11.95% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/8/2024
Citigroup Global Markets Holdings Inc. 15.00% due 11/7/2024
Citigroup Global Markets Holdings Inc. 10.75%, paid quarterly, if the underlying stock closes at or above its downside threshold on the related quarterly observation date due 11/7/2025
Citigroup Global Markets Holdings Inc. 11.2%, paid quarterly, if each underlying index closes at or above its 65% downside threshold on the related quarterly observation date due 11/7/2024
Citigroup Global Markets Holdings Inc. 22.25%, paid quarterly, if the underlying stock closes at or above its downside threshold on the related quarterly observation date due 11/7/2025
Citigroup Global Markets Holdings Inc. 10%, paid quarterly, if the underlying index closes at or above its 70% coupon barrier on the related quarterly observation date due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/7/2023
Citigroup Global Markets Holdings Inc. 8.45% per year, payable quarterly if the index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 2,639.39; 70% of initial value due 11/9/2032
Citigroup Global Markets Holdings Inc. 10.34% per year, payable quarterly if the index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 2,639.39; 70% of initial value due 11/9/2032
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/8/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/8/2025
Citigroup Global Markets Holdings Inc. 17.75% paid quarterly if the worst performing stock closes at or above its 80% coupon barrier level the related valuation date due 11/8/2023
Citigroup Global Markets Holdings Inc. 11% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/8/2025
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,423.784 for Russell, 8,552.480 for Nasdaq, 2,975.912 for S&P; 80% of initial levels due 11/8/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/8/2029
Citigroup Global Markets Holdings Inc. 9.2% paid monthly if the index closes at or above its 60% coupon barrier on the related valuation date due 11/6/2025
Citigroup Global Markets Holdings Inc. 10.35% paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/12/2024
Citigroup Global Markets Holdings Inc. 5.55% for first six months, then two-year U.S. dollar SOFR ICE swap rate plus 40 bps, subject to a floor of zero; payable quarterly due 12/7/2023
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/12/2024
Citigroup Global Markets Holdings Inc. 10.25% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 7.9% per year, payable monthly if the worst performing index closes at or above its 60% final barrier on the related valuation date due 5/4/2023
Citigroup Global Markets Holdings Inc. 8.45% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2025
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/3/2024
Citigroup Global Markets Holdings Inc. 6.5% paid semiannually if the index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/8/2027
Citigroup Global Markets Holdings Inc. 8% per year, paid monthly if the index closes at or above its 65% coupon barrier on the related valuation date due 12/5/2023
Citigroup Global Markets Holdings Inc. 10.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 13.25% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/3/2024
Citigroup Global Markets Holdings Inc. 10.4% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/5/2025
Citigroup Global Markets Holdings Inc. 12% paid quarterly if the worst performing ETF closes at or above its 50% coupon barrier on the related valuation date due 11/5/2024
Citigroup Global Markets Holdings Inc. 13.5% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/5/2025
Citigroup Global Markets Holdings Inc. 11.85% paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/5/2025
Citigroup Global Markets Holdings Inc. 8.8% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/5/2024
Citigroup Global Markets Holdings Inc. 13.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/5/2025
Citigroup Global Markets Holdings Inc. 10% per year, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 2/5/2024
Citigroup Global Markets Holdings Inc. 7.35% due 11/5/2025
Citigroup Global Markets Holdings Inc. SOFR, subject to 5.3% minimum interest rate and 6% maximum interest rate; payable quarterly due 11/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2028
Citigroup Global Markets Holdings Inc. 12.7% per year, payable quarterly if index closes at or above coupon threshold price on determination date for that quarter; Coupon threshold: 9,124.456, or 80% of initial level due 10/29/2024
Citigroup Global Markets Holdings Inc. 10.55% per year, payable quarterly if each index closes at or above coupon threshold price on determination date for that quarter; Coupon thresholds: 2,903.985 for S&P, 1,385.14725 for Russell and 24,549.7125 for Dow, or 75% of initial levels due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 12.35% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 5.75% on annual coupon payment date if the index closes at or above its initial level; otherwise, 2.5% due 11/3/2025
Citigroup Global Markets Holdings Inc. 10.15% per year, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 11/2/2023
Citigroup Global Markets Holdings Inc. 11% per year, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 11/2/2026
Citigroup Global Markets Holdings Inc. 15% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 10/31/2025
Citigroup Global Markets Holdings Inc. 11.4% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/2/2023
Citigroup Global Markets Holdings Inc. 9.5% annual rate, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 14.4% per year, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 5/1/2025
Citigroup Global Markets Holdings Inc. 11.9% per year, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/31/2025
Citigroup Global Markets Holdings Inc. 14% per year, payable semiannually if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 11/4/2027
Citigroup Global Markets Holdings Inc. 12.3% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/31/2025
Citigroup Global Markets Holdings Inc. 15.4% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/2/2024
Citigroup Global Markets Holdings Inc. 10.85% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/31/2025
Citigroup Global Markets Holdings Inc. 14.1% per year, payable semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/31/2025
Citigroup Global Markets Holdings Inc. 14.5% paid monthly if the worst performing asset closes at or above its 50% coupon barrier on the related valuation date due 11/2/2026
Citigroup Global Markets Holdings Inc. 7.65% per year, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 11/2/2027
Citigroup Global Markets Holdings Inc. 8.4% per year, paid monthly if the index closes at or above its 60% coupon barrier on the related valuation date due 10/31/2025
Citigroup Global Markets Holdings Inc. 10.6% annual rate, paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/2/2024
Citigroup Global Markets Holdings Inc. 9.1% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/1/2024
Citigroup Global Markets Holdings Inc. 9% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/31/2025
Citigroup Global Markets Holdings Inc. 7.6% annual rate, paid monthly if the index closes at or above its 60% coupon barrier on the related valuation date due 10/31/2025
Citigroup Global Markets Holdings Inc. 12.1% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 10.65% annual rate, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 11/2/2027
Citigroup Global Markets Holdings Inc. 12.65% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/1/2024
Citigroup Global Markets Holdings Inc. 13.25% annual rate, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 10/31/2025
Citigroup Global Markets Holdings Inc. 8.7% annual rate, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 11/2/2027
Citigroup Global Markets Holdings Inc. 12.4% annual rate, paid semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/31/2025
Citigroup Global Markets Holdings Inc. 17.95% due 5/2/2024
Citigroup Global Markets Holdings Inc. 14.5%, paid quarterly, if each underlying index closes at or above its 75% downside threshold on the related quarterly observation date due 10/31/2024
Citigroup Global Markets Holdings Inc. 9%, paid quarterly, if the underlying index closes at or above its 65% coupon barrier on the related quarterly observation date due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2025
Citigroup Global Markets Holdings Inc. 9.1% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/1/2024
Citigroup Global Markets Holdings Inc. 11.4% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/1/2024
Citigroup Global Markets Holdings Inc. 14% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 10/29/2025
Citigroup Global Markets Holdings Inc. 10.85% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2023
Citigroup Global Markets Holdings Inc. 9.5% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/1/2024
Citigroup Global Markets Holdings Inc. 10.47% per year, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 10/30/2025
Citigroup Global Markets Holdings Inc. 8.1% for the first two years; after that, 10 times the spread, subject to a minimum rate of 0%; spread is 10-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate; payable quarterly due 10/31/2027
Citigroup Global Markets Holdings Inc. SOFR, subject to 4.5% minimum interest rate and 5.5% maximum interest rate; payable quarterly due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2026
Citigroup Global Markets Holdings Inc. 5.25% for first six months, then two-year U.S. dollar SOFR ICE swap rate plus 30 bps, subject to a floor of zero; payable quarterly due 12/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 7.50% due 11/1/2023
Citigroup Global Markets Holdings Inc. 9.4% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 22,423.3 for Dow, 1,264.425 for Russell; 70% of initial value due 11/1/2027
Citigroup Global Markets Holdings Inc. 11.4% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barriers: 22,423.3 for Dow, 1,264.425 for Russell; 70% of initial values due 11/1/2027
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,474.75 for S&P, 20,821.63 for Dow, 1,174.109 for Russell; 65% of initial values due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 13% per year, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/30/2025
Citigroup Global Markets Holdings Inc. 10.5% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/29/2027
Citigroup Global Markets Holdings Inc. 11.5% per year, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/30/2025
Citigroup Global Markets Holdings Inc. 8.55% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/29/2027
Citigroup Global Markets Holdings Inc. 7.25% paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/31/2024
Citigroup Global Markets Holdings Inc. 10% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/1/2024
Citigroup Global Markets Holdings Inc. 7.25% per year, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 11/30/2023
Citigroup Global Markets Holdings Inc. 11% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/29/2027
Citigroup Global Markets Holdings Inc. 9.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/29/2027
Citigroup Global Markets Holdings Inc. 8.3% annual rate, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 10/30/2025
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $210.111 for SPDR, $152.862 for QQQ; 55% of initial levels due 1/31/2024
Citigroup Global Markets Holdings Inc. 6.5%. payable monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/29/2027
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above its coupon barrier on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 1,533.681 for Russell, 9,695.015 for Nasdaq; 85% of initial levels due 11/1/2027
Citigroup Global Markets Holdings Inc. 6.45% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,443.465 for Russell, 3,064.48 for S&P; 80% of initial levels due 10/31/2029
Citigroup Global Markets Holdings Inc. 6.5% per year, payable quarterly if each index closes at or above its coupon barrier on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 3,198.551 for S&P, 3,010.434 for Stoxx; 83.5% of initial levels due 11/1/2027
Citigroup Global Markets Holdings Inc. 7% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/31/2024
Citigroup Global Markets Holdings Inc. 13.10% due 1/31/2024
Citigroup Global Markets Holdings Inc. 8.00% due 10/31/2023
Citigroup Global Markets Holdings Inc. 8.50% due 4/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2029
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. Variable, payable quarterly; if each stock closes at or above its initial level on the corresponding review date, the coupon will be equivalent to 8.5% per year; if any stock closes below its initial level, the coupon will be 3.5% due 11/1/2027
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 13.5% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $80.962 for Amazon, $104.545 for Apple, $157.248 for Tesla; 70% of initial level due 11/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2024
Citigroup Global Markets Holdings Inc. 8.25% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/29/2026
Citigroup Global Markets Holdings Inc. 12.3% per year, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/30/2025
Citigroup Global Markets Holdings Inc. 10% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/29/2027
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 10/30/2025
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 67.5% coupon barrier on the related valuation date due 10/31/2029
Citigroup Global Markets Holdings Inc. 18% for the first two years, payable quarterly; after that, annualized rate of 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 18%, floor of 0%; Accrual barrier levels: 19,103.466 for Dow, 52.23 for Stoxx Banks, 2,298.36 for S&P; 60% of initial levels due 10/31/2042
Citigroup Global Markets Holdings Inc. 13% for first two years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 13% and a floor of zero; Accrual barrier level: 1,929.555, 50% of initial level due 10/31/2042
Citigroup Global Markets Holdings Inc. 17.5% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 10/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 5.60% due 5/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 6% on each annual coupon payment date if the index closes above its initial level, otherwise 2% due 10/29/2027
Citigroup Global Markets Holdings Inc. 5% on each annual coupon payment date if the index closes above its initial level, otherwise 2% due 10/31/2025
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly if the stock closes at or above its 64% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/30/2024
Citigroup Global Markets Holdings Inc. 11.35% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/30/2025
Citigroup Global Markets Holdings Inc. 8.3% annual rate, paid quarterly if the index closes at or above its 65% coupon barrier on the related valuation date due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2027
Citigroup Global Markets Holdings Inc. 9.15% due 10/28/2024
Citigroup Global Markets Holdings Inc. 11.7% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/30/2025
Citigroup Global Markets Holdings Inc. 11.8% per year, paid monthly if the worst performing index closes at or above its 60% final barrier on the related valuation date due 4/30/2024
Citigroup Global Markets Holdings Inc. 11.55% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 4/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2027
Citigroup Global Markets Holdings Inc. 8.35% annual rate, paid quarterly if the index closes at or above its 75% coupon barrier on the related valuation date due 10/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2024
Citigroup Global Markets Holdings Inc. 5% for first six months, then two-year U.S. dollar SOFR ICE swap rate plus 20 bps, subject to a floor of 0%; payable quarterly due 11/27/2023
Citigroup Global Markets Holdings Inc. 4.25% annual rate if both indexes close above initial levels or 2.3% annual rate if at least one index closes below initial level on quarterly valuation date due 10/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2024
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the stock closes at or above its 52% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/29/2024
Citigroup Global Markets Holdings Inc. 9.25% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 10/28/2027
Citigroup Global Markets Holdings Inc. 6% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/27/2025
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 7.5% per year; if any stock closes below its coupon barrier, the coupon will be 1%; Coupon barriers: $63.544 for Morgan Stanley, $119.56 for Apple, $97.904 for JPMorgan; 80% of initial level due 10/27/2027
Citigroup Global Markets Holdings Inc. 14.85%, paid quarterly, if each underlying index closes at or above its downside threshold on every day that quarter due 10/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2024
Citigroup Global Markets Holdings Inc. 11% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/24/2025
Citigroup Global Markets Holdings Inc. 13.35% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/24/2025
Citigroup Global Markets Holdings Inc. 9.5% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/26/2027
Citigroup Global Markets Holdings Inc. 15.4% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/25/2024
Citigroup Global Markets Holdings Inc. 6.5% per year, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 10/26/2029
Citigroup Global Markets Holdings Inc. 0.00% due 10/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2026
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 7.3% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $24.465 for BofA, $103.089 for Apple, $55.454 for Morgan Stanley; 70% of initial level due 10/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2024
Citigroup Global Markets Holdings Inc. 8.3% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/25/2024
Citigroup Global Markets Holdings Inc. 7.8% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/24/2025
Citigroup Global Markets Holdings Inc. 9.9% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/26/2027
Citigroup Global Markets Holdings Inc. 10.5% per year, paid quarterly if the worst performing index closes at or above its 55% coupon barrier on the related valuation date due 10/28/2026
Citigroup Global Markets Holdings Inc. 9% per year, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/26/2023
Citigroup Global Markets Holdings Inc. 9.2% per year, paid semiannually if the worst performing index closes at or above its 55% final barrier on the related valuation date due 10/26/2027
Citigroup Global Markets Holdings Inc. 8% per year, payable semiannually if the worst performing index closes at or above its 55% coupon barrier on the related valuation date due 10/26/2027
Citigroup Global Markets Holdings Inc. 15% per year, paid semiannually if the worst performing asset closes at or above its 60% final barrier on the related valuation date due 10/24/2025
Citigroup Global Markets Holdings Inc. 9.65% annual rate, paid quarterly if the index closes at or above its 60% coupon barrier on the related valuation date due 4/25/2024
Citigroup Global Markets Holdings Inc. 13.5% annual rate, paid semiannually if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 10/24/2025
Citigroup Global Markets Holdings Inc. 9.75% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 10/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2023
Citigroup Global Markets Holdings Inc. 10.1%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 10/24/2025
Citigroup Global Markets Holdings Inc. 10.5%, paid quarterly, if each underlying index closes at or above its 60% downside threshold on the related quarterly observation date due 10/24/2024
Citigroup Global Markets Holdings Inc. 18.25%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier on any trading day during the observation period due 10/24/2024
Citigroup Global Markets Holdings Inc. 9.05%, paid quarterly, if the underlying index closes at or above its 60% coupon barrier on the related quarterly observation date due 10/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/26/2028
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2025
Citigroup Global Markets Holdings Inc. 10.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2027
Citigroup Global Markets Holdings Inc. 16.90% due 10/24/2024
Citigroup Global Markets Holdings Inc. 12.2% per year, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 10/24/2024
Citigroup Global Markets Holdings Inc. 14.7% per year, paid quarterly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 10/23/2025
Citigroup Global Markets Holdings Inc. 13.15% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/23/2025
Citigroup Global Markets Holdings Inc. 10.6% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2025
Citigroup Global Markets Holdings Inc. 8.35% due 10/23/2025
Citigroup Global Markets Holdings Inc. 22.79% paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 10/24/2024
Citigroup Global Markets Holdings Inc. 22.45%, paid monthly if the ETF closes at or above its 60% coupon barrier on the related valuation date due 10/23/2025
Citigroup Global Markets Holdings Inc. 15.58% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/23/2025
Citigroup Global Markets Holdings Inc. 12.15% annual rate, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 10/23/2025
Citigroup Global Markets Holdings Inc. 12.9% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 1/24/2024
Citigroup Global Markets Holdings Inc. 9.50% due 10/23/2025
Citigroup Global Markets Holdings Inc. 14.10% due 10/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2023
Citigroup Global Markets Holdings Inc. 8.75% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/23/2025
Citigroup Global Markets Holdings Inc. 10.6% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/22/2027
Citigroup Global Markets Holdings Inc. 14.9% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/22/2027
Citigroup Global Markets Holdings Inc. 7.50% due 10/23/2025
Citigroup Global Markets Holdings Inc. 11.1%, paid quarterly, if the underlying index closes at or above its 70% coupon barrier on the related quarterly observation date, plus any previously unpaid coupons due 10/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2024
Citigroup Global Markets Holdings Inc. 15.18% per year, paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/23/2024
Citigroup Global Markets Holdings Inc. 13.5% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/23/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices; $149.514 for McDonald’s, $80.484 for Walmart; 60% of initial share prices due 10/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2023
Citigroup Global Markets Holdings Inc. 15% annual rate, paid quarterly if the worst performing asset closes at or above its 60% coupon barrier on the related valuation date due 10/23/2024
Citigroup Global Markets Holdings Inc. SOFR, subject to 4.5% minimum interest rate and 5.5% maximum interest rate; payable quarterly due 10/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2024
Citigroup Global Markets Holdings Inc. 8% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/21/2027
Citigroup Global Markets Holdings Inc. 10.15% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/21/2027
Citigroup Global Markets Holdings Inc. 7.9% paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 10/22/2024
Citigroup Global Markets Holdings Inc. 10.51% per year, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/22/2025
Citigroup Global Markets Holdings Inc. 10.95% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/21/2027
Citigroup Global Markets Holdings Inc. 9.05% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/22/2026
Citigroup Global Markets Holdings Inc. 9.1% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/21/2027
Citigroup Global Markets Holdings Inc. 10.15% paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 10/22/2024
Citigroup Global Markets Holdings Inc. 10.75% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/16/2024
Citigroup Global Markets Holdings Inc. 8.1% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/21/2027
Citigroup Global Markets Holdings Inc. 8.25% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/22/2026
Citigroup Global Markets Holdings Inc. 9.75% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/21/2027
Citigroup Global Markets Holdings Inc. 11.8% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/22/2025
Citigroup Global Markets Holdings Inc. 10.35% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/22/2024
Citigroup Global Markets Holdings Inc. 14.6% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/22/2024
Citigroup Global Markets Holdings Inc. 15.8% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/22/2025
Citigroup Global Markets Holdings Inc. 9.5% per year, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 7/22/2024
Citigroup Global Markets Holdings Inc. 17.04% if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/22/2025
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 7/22/2024
Citigroup Global Markets Holdings Inc. 11.4% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/22/2024
Citigroup Global Markets Holdings Inc. 9% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/21/2025
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/19/2029
Citigroup Global Markets Holdings Inc. 6.5% annual rate, paid monthly if the index closes at or above its 55% coupon barrier on the related valuation date due 10/22/2025
Citigroup Global Markets Holdings Inc. 12% for the first two years, payable quarterly; after that, annualized rate of 30-year U.S. dollar SOFR ICE swap rate plus 500 bps for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 12%, floor of 0%; Accrual barrier levels: 17,809.634 for Dow, 48.876 for Stoxx Banks, 2,169.991 for S&P; 59% of initial levels due 10/20/2042
Citigroup Global Markets Holdings Inc. 23% for the first year; after that, 10 times the spread, subject to a minimum rate of 0.5% and a maximum rate of 20%; spread is 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate; payable quarterly due 10/19/2037
Citigroup Global Markets Holdings Inc. 12.6% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/22/2024
Citigroup Global Markets Holdings Inc. 22.9%, paid monthly, if the underlying fund closes at or above its downside threshold on the related monthly observation date, plus any previously unpaid coupons due 10/19/2023
Citigroup Global Markets Holdings Inc. 7.8%, paid quarterly, if the underlying index closes at or above its downside threshold on the related quarterly observation date due 10/22/2024
Citigroup Global Markets Holdings Inc. 9.1%, paid quarterly, if the underlying index closes at or above its 80% coupon barrier on the related quarterly observation date, plus any previously unpaid coupons due 10/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/22/2024
Citigroup Global Markets Holdings Inc. 13.49% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,329.0 for S&P, 19,262.64 for Dow, 1,093.562 for Russell; 65% of initial values due 4/17/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/14/2027
Citigroup Global Markets Holdings Inc. 20% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 10/14/2027
Citigroup Global Markets Holdings Inc. 29.15% annual rate, paid quarterly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 10/17/2024
Citigroup Global Markets Holdings Inc. 15.15% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/16/2024
Citigroup Global Markets Holdings Inc. 9.75% annual rate, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 1,276.613 for Russell, 2,729.745 for S&P, 75% of initial levels due 10/17/2024
Citigroup Global Markets Holdings Inc. 7.1% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/15/2029
Citigroup Global Markets Holdings Inc. 15.75% due 10/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/14/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/16/2025
Citigroup Global Markets Holdings Inc. 16.1% annual rate, if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/16/2025
Citigroup Global Markets Holdings Inc. 12.65% annual rate, if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/15/2024
Citigroup Global Markets Holdings Inc. 12.8% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/16/2024
Citigroup Global Markets Holdings Inc. 11.6% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/16/2025
Citigroup Global Markets Holdings Inc. 10.4% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/16/2025
Citigroup Global Markets Holdings Inc. 9.55% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/14/2027
Citigroup Global Markets Holdings Inc. 12.35% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/16/2025
Citigroup Global Markets Holdings Inc. 7.71% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/16/2024
Citigroup Global Markets Holdings Inc. 9.6%, paid quarterly, if the underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier: 2,528.673, 70% of initial level due 10/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/14/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/17/2024
Citigroup Global Markets Holdings Inc. 7% annual rate, paid quarterly if all three indexes close above coupon barrier values on related valuation date; Coupon barrier levels: 1,794.42 for S&P, 846.458 for Russell, 5,395.675 for Nasdaq; 50% of initial levels due 10/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/17/2024
Citigroup Global Markets Holdings Inc. 8.25% annual rate, if the index closes at or above its 60% coupon barrier on the related quarterly valuation date, plus any previously unpaid coupons due 10/25/2023
Citigroup Global Markets Holdings Inc. 33.45% annualized, payable each quarter that stock closes at or above coupon barrier on determination date for that quarter, plus any previously unpaid coupon; Coupon barrier: $13.605, 50% of initial price due 10/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/13/2026
Citigroup Global Markets Holdings Inc. 11% paid quarterly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/11/2024
Citigroup Global Markets Holdings Inc. 11.85% annual rate, paid quarterly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 10/10/2025
Citigroup Global Markets Holdings Inc. 14.8% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/11/2024
Citigroup Global Markets Holdings Inc. 7.1% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 14,648.395 for Dow, 1,819.83 for S&P, 851.075 for Russell; 50% of initial levels due 10/10/2024
Citigroup Global Markets Holdings Inc. 6.6% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/13/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/13/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/17/2028
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2024
Citigroup Global Markets Holdings Inc. 12.6% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/11/2024
Citigroup Global Markets Holdings Inc. 13.5% per year, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 10.75% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/10/2025
Citigroup Global Markets Holdings Inc. 12% annual rate, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 4/11/2024
Citigroup Global Markets Holdings Inc. 9.3% annual rate, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 10/10/2025
Citigroup Global Markets Holdings Inc. 10.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/10/2025
Citigroup Global Markets Holdings Inc. 7.1% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 7/11/2024
Citigroup Global Markets Holdings Inc. 12.9% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 1/11/2024
Citigroup Global Markets Holdings Inc. 8.15% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 4/11/2024
Citigroup Global Markets Holdings Inc. 11% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/11/2024
Citigroup Global Markets Holdings Inc. 15.1% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 1/11/2024
Citigroup Global Markets Holdings Inc. 11% annual rate, paid quarterly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 10/10/2024
Citigroup Global Markets Holdings Inc. 15.2% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 20,507.753 for Dow, 7,727.629 for Nasdaq, 1,191.505 for Russell; 70% of initial levels due 4/11/2024
Citigroup Global Markets Holdings Inc. 11.75% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 2,547.762 for S&P, 7,727.629 for Nasdaq, 1,191.505 for Russell; 70% of initial levels due 10/10/2025
Citigroup Global Markets Holdings Inc. 18.25% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,729.745 for S&P, 8,279.603 for Nasdaq, 1,276.613 for Russell; 75% of initial levels due 10/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/9/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/9/2025
Citigroup Global Markets Holdings Inc. 10.1% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/11/2024
Citigroup Global Markets Holdings Inc. 11.55% annualized rate, payable monthly if each underlier closes at or above coupon barrier level on related monthly coupon observation date; Coupon barrier levels: 2,995.616 for S&P, 1,402.01 for Russell, 9,188.4 for Nasdaq; 80% of initial levels due 10/12/2027
Citigroup Global Markets Holdings Inc. 14.4% annualized rate, payable if each underlier closes at or above coupon barrier level on related monthly coupon observation date; Coupon barrier levels: 2,995.616 for S&P, 1,402.01 for Russell, 9,188.4 for Nasdaq; 80% of initial levels due 10/12/2027
Citigroup Global Markets Holdings Inc. 14.50% due 9/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2024
Citigroup Global Markets Holdings Inc. 9% per year, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/9/2025
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 20,948.858 for Dow, 1,226.759 for Russell, 2,621.164 for S&P; 70% of initial levels due 10/9/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2032
Citigroup Global Markets Holdings Inc. 8.65% annual rate, paid monthly if the index closes at or above its 60% coupon barrier on the related valuation date due 10/9/2025
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 21,191.709 for Dow, 8,101.226 for Nasdaq, 1,233.886 for Russell; 70% of initial levels due 10/11/2023
Citigroup Global Markets Holdings Inc. 10.75% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 20,457.927 for Dow, 2,548.329 for S&P, 1,172.452 for Russell; 70% of initial levels due 10/8/2027
Citigroup Global Markets Holdings Inc. 9.9% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/8/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/8/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2024
Citigroup Global Markets Holdings Inc. 10.65% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/9/2025
Citigroup Global Markets Holdings Inc. 8.25% per year, payable semiannually if the index closes at or above its 85% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/12/2027
Citigroup Global Markets Holdings Inc. 6.75% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/11/2029
Citigroup Global Markets Holdings Inc. 10.35% annual rate, if the index closes at or above its 75% coupon barrier on the related quarterly valuation date, plus any previously unpaid coupons due 10/1/2024
Citigroup Global Markets Holdings Inc. 11.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/10/2023
Citigroup Global Markets Holdings Inc. 16% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/9/2024
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 10/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/7/2027
Citigroup Global Markets Holdings Inc. 13.15% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 7,815.346 for Nasdaq, 2,548.329 for S&P, 20,457.927 for Dow; 70% of initial levels due 10/8/2025
Citigroup Global Markets Holdings Inc. 10.35% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period, plus any previously unpaid coupon; Coupon barrier levels: 2,942.744 for S&P, 1,367.096 for Russell; 80% of initial levels due 10/9/2029
Citigroup Global Markets Holdings Inc. 6.5% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 2,942.74 for S&P, 8,983.78 for Nasdaq, 1,367.1 for Russell; 80% of initial levels due 10/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/10/2023
Citigroup Global Markets Holdings Inc. 12.65% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/8/2025
Citigroup Global Markets Holdings Inc. 7.65% annual rate, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 10/7/2027
Citigroup Global Markets Holdings Inc. 8.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,860.811 for Nasdaq, 2,574.901 for S&P, 1,196.209 for Russell; 70% of initial levels due 10/8/2024
Citigroup Global Markets Holdings Inc. 10% annualized, payable if index closes at or above barrier level on quarterly observation date; previously unpaid coupons will also be paid due 10/18/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 17% annual rate, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 10/3/2025
Citigroup Global Markets Holdings Inc. 15% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/3/2024
Citigroup Global Markets Holdings Inc. 7.75% per year, or 5.812% for the term, payable monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 7/6/2023
Citigroup Global Markets Holdings Inc. 12.8% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/4/2024
Citigroup Global Markets Holdings Inc. 11.75% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/4/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 11/2/2023
Citigroup Global Markets Holdings Inc. 10.05% per year, payable quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 10/5/2026
Citigroup Global Markets Holdings Inc. 11.65% annual rate, payable if each asset closes at or above coupon barrier level on quarterly review date; Coupon barrier levels: $31.129 for communication, $19.734 for financial, 2,330.653 for S&P; 65% of initial levels due 10/3/2024
Citigroup Global Markets Holdings Inc. 11.55% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 22,980.408 for Dow, 2,868.496 for S&P, 1,331.773 for Russell; 80% of initial levels due 10/3/2025
Citigroup Global Markets Holdings Inc. 13.5% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/3/2025
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable if each underlier closes at or above coupon barrier level on related quarterly coupon observation date, plus any previously unpaid coupon; Coupon barrier levels: $46.711 for Consumer Staples, 1,165.301 for Russell, 7,679.854 for Nasdaq; 70% of initial levels due 10/3/2025
Citigroup Global Markets Holdings Inc. 11.35% annualized rate, payable if each underlier closes at or above coupon barrier level on related monthly coupon observation date; Coupon barrier levels: 2,509.934 for S&P, 1,165.301 for Russell, 7,679.854 for Nasdaq; 70% of initial levels due 7/6/2027
Citigroup Global Markets Holdings Inc. 14% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 8,228.415 for Nasdaq, 2,689.215 for S&P, 1,248.537 for Russell; 75% of initial levels due 10/3/2025
Citigroup Global Markets Holdings Inc. 10.45% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/3/2025
Citigroup Global Markets Holdings Inc. 9.3% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/5/2026
Citigroup Global Markets Holdings Inc. 10.35% annualized rate, payable quarterly if each fund closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $163.122 for Invesco, $99.678 for Russell, $217.674 for S&P; 60% of initial levels due 10/7/2024
Citigroup Global Markets Holdings Inc. 9.75% due 4/4/2024
Citigroup Global Markets Holdings Inc. 14.50% due 4/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2029
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 10.3% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/3/2025
Citigroup Global Markets Holdings Inc. 8.5% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/3/2025
Citigroup Global Markets Holdings Inc. 9.9% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/5/2026
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/5/2027
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/4/2024
Citigroup Global Markets Holdings Inc. 14.2% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/4/2024
Citigroup Global Markets Holdings Inc. 21.5% per year, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/5/2023
Citigroup Global Markets Holdings Inc. 11.25% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/3/2025
Citigroup Global Markets Holdings Inc. 9.2% annual rate, paid semiannually if the index closes at or above its 70% coupon barrier on the related valuation date due 10/3/2025
Citigroup Global Markets Holdings Inc. 10% per year, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 10/3/2025
Citigroup Global Markets Holdings Inc. 6.2% per year, paid monthly if the index closes at or above its 55% coupon barrier on the related valuation date due 10/3/2025
Citigroup Global Markets Holdings Inc. 11.85% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/3/2025
Citigroup Global Markets Holdings Inc. 9.15% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 998.83 for Russell, 2,151.372 for S&P, 17,235.306 for Dow; 60% of initial levels due 10/5/2027
Citigroup Global Markets Holdings Inc. 13% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,980.408 for Dow, 2,868.496 for S&P, 8,776.976 for Nasdaq; 80% of initial levels due 4/3/2025
Citigroup Global Markets Holdings Inc. 13.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,165.301 for Russell, 2,509.934 for S&P, 7,679.854 for Nasdaq; 70% of initial levels due 4/4/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,330.653 for S&P, 1,082.065 for Russell; 65% of initial levels due 1/5/2024
Citigroup Global Markets Holdings Inc. 9.65% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,151.372 for S&P, 998.83 for Russell, 17,235.306 for Dow; 60% of initial levels due 4/4/2024
Citigroup Global Markets Holdings Inc. 9.3% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,151.372 for S&P, 998.83 for Russell, 17,235.306 for Dow; 60% of initial levels due 1/5/2024
Citigroup Global Markets Holdings Inc. 10.7% per year, payable semiannually if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,509.934; 70% of initial level due 10/3/2025
Citigroup Global Markets Holdings Inc. 6.50% due 10/3/2025
Citigroup Global Markets Holdings Inc. 15%, paid quarterly, if the underlying fund closes at or above its downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 10/5/2023
Citigroup Global Markets Holdings Inc. 22% per year, paid quarterly, if the underlying stock closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier: $132.625, 50% of initial level due 10/3/2025
Citigroup Global Markets Holdings Inc. 8.75%, paid quarterly, if the underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier level: 2,643.78, 65% of initial level due 10/3/2024
Citigroup Global Markets Holdings Inc. 11.5% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,330.653 for S&P, 7,131.293 for Nasdaq, 1,082.065 for Russell; 65% of initial levels due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2024
Citigroup Global Markets Holdings Inc. 9.70% due 3/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 6% on each annual coupon payment date if the index closes above its initial level; otherwise, 2% due 10/3/2025
Citigroup Global Markets Holdings Inc. 12.35% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2025
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 10/7/2024
Citigroup Global Markets Holdings Inc. 8% annual rate, paid quarterly if the worst performing index closes at or above its 68% coupon barrier on the related valuation date due 10/2/2025
Citigroup Global Markets Holdings Inc. 19.05% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 10/2/2025
Citigroup Global Markets Holdings Inc. 9.55% annual rate, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/18/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2024
Citigroup Global Markets Holdings Inc. 14.5% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/2/2025
Citigroup Global Markets Holdings Inc. 12.25% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/4/2027
Citigroup Global Markets Holdings Inc. 14.6% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/5/2024
Citigroup Global Markets Holdings Inc. 12.7% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/5/2024
Citigroup Global Markets Holdings Inc. 13.75% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/2/2026
Citigroup Global Markets Holdings Inc. 12.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,172.452 for Russell, 2,548.329 for S&P, 7,815.346 for Nasdaq; 70% of initial levels due 7/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid quarterly if the stock closes at or above its 58% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/3/2023
Citigroup Global Markets Holdings Inc. 8.2% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/1/2027
Citigroup Global Markets Holdings Inc. 11.5% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 13.4% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/4/2027
Citigroup Global Markets Holdings Inc. 8.4% per year, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/1/2026
Citigroup Global Markets Holdings Inc. 11% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/2/2025
Citigroup Global Markets Holdings Inc. 15.75% paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 9/30/2026
Citigroup Global Markets Holdings Inc. 21.3% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 4/1/2025
Citigroup Global Markets Holdings Inc. 8.2% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/3/2023
Citigroup Global Markets Holdings Inc. 9.1% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/2/2025
Citigroup Global Markets Holdings Inc. 9.9% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 8,045.681 for Nasdaq, 2,603.328 for S&P; 70% of initial levels due 7/3/2024
Citigroup Global Markets Holdings Inc. 9.7% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 6,321.607 for Nasdaq, 2,045.472 for S&P, 943.384 for Russell; 55% of initial levels due 4/3/2024
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 1,200.670 for Russell, 2,603.328 for S&P, 70% of initial levels due 10/2/2029
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2024
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2025
Citigroup Global Markets Holdings Inc. 8.75% per year, paid quarterly if the index closes at or above its 60% coupon barrier on the related valuation date due 10/6/2025
Citigroup Global Markets Holdings Inc. 9.25% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/3/2028
Citigroup Global Markets Holdings Inc. 8.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 17,810.244 for Dow, 2,231.424 for S&P, 6,896.298 for Nasdaq; 60% of initial levels due 10/2/2025
Citigroup Global Markets Holdings Inc. 12.25% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2025
Citigroup Global Markets Holdings Inc. 16.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 20,778.618 for Dow, 2,334.71 for Stoxx, 1,200.67 for Russell; 70% of initial levels due 10/2/2025
Citigroup Global Markets Holdings Inc. 7.50% due 10/2/2025
Citigroup Global Markets Holdings Inc. 17% for the first two years; after that, 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day each index closes at or above the accrual barrier, subject to a maximum of 17% and a floor of zero; payable quarterly; Accrual barrier levels: 16,326.057 for Dow, 43.379 for Stoxx, 2,045.472 for S&P, 55% of initial levels due 9/30/2042
Citigroup Global Markets Holdings Inc. 15% annually, payable quarterly, for first two years; after that, annual coupon rate set at 50 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day the index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 15% ceiling; Accrual barrier: 1,859.52; 50% of initial level due 9/30/2042
Citigroup Global Markets Holdings Inc. 14% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 4/2/2026
Citigroup Global Markets Holdings Inc. 6.75%, paid quarterly, if the underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier: 2,006.010, 55% of initial level due 10/3/2024
Citigroup Global Markets Holdings Inc. 20% per year, paid quarterly, if the underlying stock closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier: $36.718, 55% of initial level due 4/2/2026
Citigroup Global Markets Holdings Inc. 17.2%, paid quarterly, if each underlying index closes at or above its 75% coupon barrier on every trading day during the observation period due 4/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2027
Citigroup Global Markets Holdings Inc. 10.8% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barriers: 2,603.33 for S&P, 8,045.68 for Nasdaq; 70% of initial values due 9/30/2032
Citigroup Global Markets Holdings Inc. 8.79% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barriers: 2,603.33 for S&P, 8,045.68 for Nasdaq; 70% of initial values due 9/30/2032
Citigroup Global Markets Holdings Inc. 10.24% due 1/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing stock closes at or above its 54% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/2/2023
Citigroup Global Markets Holdings Inc. 9.5% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/30/2027
Citigroup Global Markets Holdings Inc. 7.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/30/2027
Citigroup Global Markets Holdings Inc. 11.5% paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/2/2025
Citigroup Global Markets Holdings Inc. 11% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2025
Citigroup Global Markets Holdings Inc. 7.85% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/30/2027
Citigroup Global Markets Holdings Inc. 8% per year, paid monthly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 1/2/2024
Citigroup Global Markets Holdings Inc. 9.35% per year, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/2/2029
Citigroup Global Markets Holdings Inc. 6.75% paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/2/2024
Citigroup Global Markets Holdings Inc. 9%, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/30/2027
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/30/2027
Citigroup Global Markets Holdings Inc. 10.05% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/2/2025
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/2/2024
Citigroup Global Markets Holdings Inc. 6.5% paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/2/2024
Citigroup Global Markets Holdings Inc. 6.5% paid monthly if the index closes at or above its 75% coupon barrier on the related valuation date due 11/1/2023
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date due 1/2/2024
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 10/2/2025
Citigroup Global Markets Holdings Inc. 9.5% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/30/2027
Citigroup Global Markets Holdings Inc. 5% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/1/2029
Citigroup Global Markets Holdings Inc. 8.00% due 3/28/2024
Citigroup Global Markets Holdings Inc. 7.70% due 9/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2029
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2025
Citigroup Global Markets Holdings Inc. 10.6% annual rate, if the index closes at or above its 70% coupon barrier on the related quarterly valuation date, plus any previously unpaid coupons due 10/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. Variable, payable quarterly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 8% per year; if any stock closes below its coupon barrier, the coupon will be 2.25% annualized; Coupon barriers: $114.41 for Amazon, $151.76 for Apple, $97.50 for Alphabet, $224.36 for Netflix, $282.94 for Tesla; 100% of initial levels due 9/30/2027
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 7% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $86.891 for Nvidia, $80.087 for Amazon, $74.095 for JPMorgan; 70% of initial level due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/11/2024
Citigroup Global Markets Holdings Inc. 8.6% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier level: 1,413.133; 85% of initial level due 9/30/2027
Citigroup Global Markets Holdings Inc. 13.1% per year, paid quarterly if the worst performing asset closes at or above its 65% coupon barrier on the related valuation date due 10/2/2024
Citigroup Global Markets Holdings Inc. 13.1% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/2/2024
Citigroup Global Markets Holdings Inc. 13.15% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/2/2024
Citigroup Global Markets Holdings Inc. 10.6% per year, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 7/2/2024
Citigroup Global Markets Holdings Inc. 14.15% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 10/2/2025
Citigroup Global Markets Holdings Inc. 7.5% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 10/1/2026
Citigroup Global Markets Holdings Inc. 10% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 8.63% per year, paid monthly if the index closes at or above its 75% coupon barrier on the related valuation date due 10/2/2024
Citigroup Global Markets Holdings Inc. 11.2%, paid quarterly, if each underlying index closes at or above its coupon barrier every day that quarter; Coupon barriers: 7,326.638 for Nasdaq, 2,370.739 for S&P, 1,080.631 for Russell, 65% of initial levels due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2023
Citigroup Global Markets Holdings Inc. 5.5% on each annual coupon payment date if the index closes above its initial level; otherwise, 1% due 9/30/2025
Citigroup Global Markets Holdings Inc. 5% on each annual coupon payment date if the index closes above its initial level; otherwise, 1.5% due 9/30/2027
Citigroup Global Markets Holdings Inc. 10.3% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 10/1/2025
Citigroup Global Markets Holdings Inc. 30.75% annual rate, paid quarterly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 10/3/2024
Citigroup Global Markets Holdings Inc. 6.7% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 2,924.032 for S&P, 23,408.648 for Dow; 80% of initial levels due 9/30/2027
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 3,106.784 for S&P, 1,407.5 for Russell; 85% of initial levels due 9/30/2027
Citigroup Global Markets Holdings Inc. 5% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 9/28/2029
Citigroup Global Markets Holdings Inc. 5.7% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,330.007 for Russell, 9,017.4 for Nasdaq; 80% of initial levels due 10/1/2029
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 7% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $80.605 for Amazon, $105.539 for Apple, $193.207 for Tesla; 70% of initial level due 9/29/2027
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each underlier closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 5.5% per year; if any underlier closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $80.605 for Amazon, $166.215 for Microsoft, $21.392 for ETF; 70% of initial level due 9/29/2027
Citigroup Global Markets Holdings Inc. 11% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/1/2024
Citigroup Global Markets Holdings Inc. 12.65% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/1/2026
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 18,423.738 for Dow, 2,313.558 for S&P; 60% of initial levels due 9/29/2028
Citigroup Global Markets Holdings Inc. 11.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,877.877 for Nasdaq, 2,558.528 for S&P, 1,159.117 for Russell; 70% of initial levels due 4/1/2024
Citigroup Global Markets Holdings Inc. 13.5%, paid quarterly, if the underlying fund closes at or above its downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 9/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2024
Citigroup Global Markets Holdings Inc. 3% per annum, payable on each quarterly coupon payment date if the worst performing index closes above its initial level; otherwise, the coupon will be 1.75% due 9/30/2024
Citigroup Global Markets Holdings Inc. 9.6% per year, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/28/2027
Citigroup Global Markets Holdings Inc. 12.7% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/28/2024
Citigroup Global Markets Holdings Inc. 14.9% per year, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 12/29/2023
Citigroup Global Markets Holdings Inc. 7% paid monthly if the index closes at or above its 60% coupon barrier on the related valuation date due 3/28/2024
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each underlier closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $91.336 for ETF, 7,917.868 for Nasdaq; 70% of initial levels due 9/26/2025
Citigroup Global Markets Holdings Inc. 13.9% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 7,917.868 for Nasdaq, 2,585.261 for S&P, 1,175.713 for Russell; 70% of initial levels due 12/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2026
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 7% per year; if any stock closes below its coupon barrier, the coupon will be 1%; Coupon barriers: $241.576 for Goldman Sachs, $120.344 for Apple, $87.312 for JPMorgan; 80% of initial level due 9/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2024
Citigroup Global Markets Holdings Inc. 16% paid monthly if the worst performing stock closes at or above its coupon barrier on the related valuation date; Coupon barriers: $192.367 for Berkshire Hathaway, $171.318 for Microsoft and $96.796 for P&G, 70% of initial share prices due 9/26/2024
Citigroup Global Markets Holdings Inc. 9% paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/28/2028
Citigroup Global Markets Holdings Inc. 9.05% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/28/2027
Citigroup Global Markets Holdings Inc. 8.15% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/28/2026
Citigroup Global Markets Holdings Inc. 8.4% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2025
Citigroup Global Markets Holdings Inc. 10.45% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/26/2025
Citigroup Global Markets Holdings Inc. 9% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/26/2025
Citigroup Global Markets Holdings Inc. 9.203% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/28/2026
Citigroup Global Markets Holdings Inc. 11.65% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2025
Citigroup Global Markets Holdings Inc. 10.78% paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 7,917.868 for Nasdaq, 1,175.713 for Russell and 2,585.261 for S&P, 70% of initial levels due 9/26/2024
Citigroup Global Markets Holdings Inc. 10.5153% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/26/2025
Citigroup Global Markets Holdings Inc. 10.5% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/26/2025
Citigroup Global Markets Holdings Inc. 10.5158% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/26/2025
Citigroup Global Markets Holdings Inc. 10% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2025
Citigroup Global Markets Holdings Inc. 17.7% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 11% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2025
Citigroup Global Markets Holdings Inc. 7.25% per year, paid semiannually if the worst performing index closes at or above its 55% coupon barrier on the related valuation date due 9/28/2027
Citigroup Global Markets Holdings Inc. 9.5% per year, payable semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2025
Citigroup Global Markets Holdings Inc. 11% per year, payable semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2025
Citigroup Global Markets Holdings Inc. 8.35% per year, payable semiannually if the worst performing index closes at or above its 55% coupon barrier on the related valuation date due 9/28/2027
Citigroup Global Markets Holdings Inc. 8% per year, paid quarterly if the index closes at or above its 60% coupon barrier on the related valuation date due 9/30/2025
Citigroup Global Markets Holdings Inc. 11.5%, paid quarterly, if the underlying stock closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier: $19.038, 60% of initial level due 9/26/2025
Citigroup Global Markets Holdings Inc. 12%, paid quarterly, if the underlying stock closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier: $46.89, 50% of initial level due 9/26/2025
Citigroup Global Markets Holdings Inc. 9.75%, paid quarterly, if the underlying stock closes at or above its downside threshold on the related quarterly observation date due 9/26/2025
Citigroup Global Markets Holdings Inc. 11.25%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on every trading day during the observation period due 9/26/2025
Citigroup Global Markets Holdings Inc. 11.5%, paid quarterly, if each underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barriers: 7,917.868 for Nasdaq-100 index, 1,175.713 for Russell 2000 index, 2,585.261 for S&P 500 index, 70% of initial levels due 9/26/2024
Citigroup Global Markets Holdings Inc. 20.5%, paid quarterly, if the underlying stock closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier: $124.526, 55% of initial level due 9/26/2025
Citigroup Global Markets Holdings Inc. 15.75%, paid quarterly, if the underlying stock closes at or above its downside threshold on the related quarterly observation date due 12/29/2025
Citigroup Global Markets Holdings Inc. 21.1%, paid quarterly, if the underlying stock closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier: $137.665, 50% of initial level due 9/26/2025
Citigroup Global Markets Holdings Inc. 20.25%, paid quarterly, if the underlying stock closes at or above its downside threshold on the related quarterly observation date due 12/29/2025
Citigroup Global Markets Holdings Inc. 9.8% per year, payable quarterly if each ETF closes at or above coupon barrier on the relevant observation date; Coupon barriers: $39.732 for EAFE ETF, $117.117 for Russell ETF, $257.565 for S&P ETF; 70% of initial levels due 6/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2023
Citigroup Global Markets Holdings Inc. one-year U.S. dollar SOFR ICE swap rate plus 180 bps, subject to 0% floor; payable monthly due 9/27/2032
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2027
Citigroup Global Markets Holdings Inc. 7.9% per year, paid monthly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 10/26/2023
Citigroup Global Markets Holdings Inc. 12.75% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/27/2023
Citigroup Global Markets Holdings Inc. 22% per year, paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 9/25/2025
Citigroup Global Markets Holdings Inc. 13.25% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $60.084 for Alphabet, $70.386 for Amazon, $161.484 for Home Depot; 60% of initial share prices due 9/29/2025
Citigroup Global Markets Holdings Inc. 16% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $92.724 for FedEx, $59.13 for NIKE, $50.82 for Starbucks; 60% of initial share prices due 9/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/16/2024
Citigroup Global Markets Holdings Inc. 10.4% per year, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 9% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 12/28/2023
Citigroup Global Markets Holdings Inc. 9.75% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $24.096 for ETF, 19,619.457 for Dow, 7,564.564 for Nasdaq; 65% of initial levels due 9/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2024
Citigroup Global Markets Holdings Inc. 5% annually, payable quarterly to but excluding March 26, 2023; after that, two-year U.S. dollar SOFR ICE swap rate plus 100 bps with floor of 3% per annum, payable quarterly due 9/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2025
Citigroup Global Markets Holdings Inc. 15.35% annual rate, paid quarterly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 9/28/2023
Citigroup Global Markets Holdings Inc. 8.15% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/24/2027
Citigroup Global Markets Holdings Inc. 11.25% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/24/2027
Citigroup Global Markets Holdings Inc. 10.2% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/26/2024
Citigroup Global Markets Holdings Inc. 7.7% per year, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 9/28/2026
Citigroup Global Markets Holdings Inc. 14.05% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/26/2024
Citigroup Global Markets Holdings Inc. 10.85% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/26/2024
Citigroup Global Markets Holdings Inc. 9.4% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/24/2027
Citigroup Global Markets Holdings Inc. 13.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/26/2024
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,652.951 for S&P, 2,444.309 for Stoxx, 1,233.511 for Russell; 70% of initial levels due 9/26/2024
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,652.951 for S&P, 8,146.453 for Nasdaq, 1,233.511 for Russell; 70% of initial levels due 9/26/2024
Citigroup Global Markets Holdings Inc. 8.70% due 9/26/2024
Citigroup Global Markets Holdings Inc. two-year U.S. dollar SOFR ICE swap rate plus 90 bps with 0% annualized minimum interest rate; payable quarterly due 9/23/2024
Citigroup Global Markets Holdings Inc. 10.4% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barriers: 2,652.951 for S&P, 1,233.511 for Russell; 70% of initial values due 9/24/2032
Citigroup Global Markets Holdings Inc. 8.4% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barriers: 2,652.95 for S&P, 1,233.511 for Russell; 70% of initial values due 9/24/2032
Citigroup Global Markets Holdings Inc. 19.6% per year, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 9/25/2025
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/23/2023
Citigroup Global Markets Holdings Inc. 7.65% annual rate, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 9/23/2027
Citigroup Global Markets Holdings Inc. 8% per year, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 9/23/2027
Citigroup Global Markets Holdings Inc. 11% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/25/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if the index closes at or above its coupon barrier on the corresponding observation date; Coupon barrier: 9,481.232; 80% of initial level due 9/26/2029
Citigroup Global Markets Holdings Inc. 0.00% due 9/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2027
Citigroup Global Markets Holdings Inc. 7% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/25/2025
Citigroup Global Markets Holdings Inc. 33.5% per year, paid quarterly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 9/25/2024
Citigroup Global Markets Holdings Inc. 12.75% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/26/2024
Citigroup Global Markets Holdings Inc. 10.05% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 6/25/2025
Citigroup Global Markets Holdings Inc. 14.25% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/25/2024
Citigroup Global Markets Holdings Inc. 7.87% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/25/2025
Citigroup Global Markets Holdings Inc. 10.9% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/25/2025
Citigroup Global Markets Holdings Inc. 11.61% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/25/2025
Citigroup Global Markets Holdings Inc. 13.25% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/25/2025
Citigroup Global Markets Holdings Inc. 11.85% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/25/2025
Citigroup Global Markets Holdings Inc. 10.25% if the ETF closes at or above its 70% coupon barrier on the related annual valuation date due 9/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2027
Citigroup Global Markets Holdings Inc. 7.7% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/23/2027
Citigroup Global Markets Holdings Inc. 31% annual rate, paid quarterly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date due 9/22/2023
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2023
Citigroup Global Markets Holdings Inc. 11% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/24/2025
Citigroup Global Markets Holdings Inc. 13% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/25/2024
Citigroup Global Markets Holdings Inc. 13.5% per year, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/24/2024
Citigroup Global Markets Holdings Inc. 9.8% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/24/2025
Citigroup Global Markets Holdings Inc. 9.45% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 9/22/2023
Citigroup Global Markets Holdings Inc. 9.25% annual rate, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 9/26/2025
Citigroup Global Markets Holdings Inc. SOFR, subject to 3.5% minimum interest rate and 5.5% maximum interest rate; payable quarterly due 9/21/2025
Citigroup Global Markets Holdings Inc. 16%, paid quarterly, if the underlying fund closes at or above its downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 9/22/2023
Citigroup Global Markets Holdings Inc. 21.5%, paid quarterly, if the underlying fund closes at or above its downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 9/22/2023
Citigroup Global Markets Holdings Inc. 16.4%, paid monthly, if the underlying fund closes at or above its downside threshold on the related monthly observation date, plus any previously unpaid coupons due 9/22/2023
Citigroup Global Markets Holdings Inc. 12.6%, paid quarterly, if the underlying fund closes at or above its downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 9/22/2023
Citigroup Global Markets Holdings Inc. 9.25%, paid quarterly, if each underlying index closes at or above its 60% coupon barrier on every trading day during the observation period due 3/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/24/2025
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,729.92 for S&P, 8,367.29 for Nasdaq, 1,268.99 for Russell; 70% of initial values due 9/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2032
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2027
Citigroup Global Markets Holdings Inc. 7.9% annual rate, paid monthly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 10/19/2023
Citigroup Global Markets Holdings Inc. 12.75% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 9/19/2025
Citigroup Global Markets Holdings Inc. 9.3% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/19/2025
Citigroup Global Markets Holdings Inc. 9.85% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/20/2025
Citigroup Global Markets Holdings Inc. 9.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/21/2024
Citigroup Global Markets Holdings Inc. 12.75% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 8,896.035 for Nasdaq, 2,904.998 for S&P, 1,348.642 for Russell; 75% of initial levels due 9/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2027
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 7% per year; if any stock closes below its coupon barrier, the coupon will be 1%; Coupon barriers: $260.968 for Goldman Sachs, $120.56 for Apple, $93.664 for JPMorgan; 80% of initial level due 9/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 10.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/21/2024
Citigroup Global Markets Holdings Inc. 14.05% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/21/2024
Citigroup Global Markets Holdings Inc. 11% per year, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 6/21/2024
Citigroup Global Markets Holdings Inc. 11% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/21/2024
Citigroup Global Markets Holdings Inc. 11.1% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/21/2027
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/19/2025
Citigroup Global Markets Holdings Inc. 11.1% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/19/2025
Citigroup Global Markets Holdings Inc. 11.65%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/21/2024
Citigroup Global Markets Holdings Inc. 9.65% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/21/2024
Citigroup Global Markets Holdings Inc. 11.5% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/19/2025
Citigroup Global Markets Holdings Inc. 9.2% per year, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/19/2024
Citigroup Global Markets Holdings Inc. 11% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/19/2025
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/20/2029
Citigroup Global Markets Holdings Inc. 7.15% annual rate, paid monthly if the index closes at or above its 60% coupon barrier on the related valuation date due 10/19/2023
Citigroup Global Markets Holdings Inc. 12% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,575.694 for Dow, 1,258.732 for Russell, 8,302.966 for Nasdaq; 70% of initial levels due 9/19/2025
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,116.815 for Dow, 1,348.642 for Russell, 8,896.035 for Nasdaq; 75% of initial levels due 9/19/2024
Citigroup Global Markets Holdings Inc. 14.25% for the first two years, payable quarterly; after that, annualized rate of 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 14.25%, floor of 0%; Accrual barrier levels: 15,411.21 for Dow, 43.175 for Stoxx Banks, 1,936.665 for S&P; 50% of initial levels due 9/22/2042
Citigroup Global Markets Holdings Inc. 11.25% for first two years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above their accrual barriers, subject to a maximum rate of 11.25% and a floor of zero; Accrual barrier level: 1,936.665, 50% of initial level due 9/22/2042
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if each index closes at or above coupon barrier level on the relevant observation date; Coupon barriers: 2,711.331 for S&P, 8,302.966 for Nasdaq, 1,258.732 for Russell; 70% of initial levels due 9/19/2025
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day during the observation period; Coupon barriers: 2,711.331 for S&P, 8,302.966 for Nasdaq, 1,258.732 for Russell; 70% of initial levels due 9/19/2025
Citigroup Global Markets Holdings Inc. 20.75%, paid quarterly, if the underlying stock closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier: $151.675, 50% of initial level due 9/19/2025
Citigroup Global Markets Holdings Inc. 11.75% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day during the observation period; Coupon barriers: 2,711.331 for S&P, 2,450.287 for Stoxx, 1,258.732 for Russell; 70% of initial levels due 9/19/2024
Citigroup Global Markets Holdings Inc. 9.25%, paid quarterly, if the underlying index closes at or above its 70% coupon barrier on the related quarterly observation date due 9/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2028
Citigroup Global Markets Holdings Inc. 7% for first two years, then two-year U.S. dollar SOFR ICE swap rate plus 130 bps, subject to a floor of zero; payable quarterly due 9/20/2032
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2024
Citigroup Global Markets Holdings Inc. 5.50% due 9/18/2025
Citigroup Global Markets Holdings Inc. 10.25% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/18/2025
Citigroup Global Markets Holdings Inc. 5.25% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 8/31/2029
Citigroup Global Markets Holdings Inc. 0.00% due 9/20/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2023
Citigroup Global Markets Holdings Inc. 9.05% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/20/2027
Citigroup Global Markets Holdings Inc. 7.00% due 9/20/2023
Citigroup Global Markets Holdings Inc. 14.3% per year, paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date; previously unpaid coupons will also be paid due 9/19/2023
Citigroup Global Markets Holdings Inc. 14.2% per year, paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date; previously unpaid coupons will also be paid due 9/19/2023
Citigroup Global Markets Holdings Inc. 13.2% per year, paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date; previously unpaid coupons will also be paid due 9/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/18/2025
Citigroup Global Markets Holdings Inc. 15.5% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 9/19/2023
Citigroup Global Markets Holdings Inc. 14.75% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 9/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/19/2024
Citigroup Global Markets Holdings Inc. 12.50% due 9/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/18/2024
Citigroup Global Markets Holdings Inc. 20.75% paid monthly if the worst performing stock closes at or above its 50% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/18/2025
Citigroup Global Markets Holdings Inc. 10.65% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/18/2024
Citigroup Global Markets Holdings Inc. 15.25% per year, payable quarterly if each underlier closes at or above coupon barrier every day that period; Coupon barrier levels: $48.888 for ETF, 1,465.26 for Russell, 3,146.512 for S&P; 80% of initial levels due 3/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/18/2025
Citigroup Global Markets Holdings Inc. 8% annual rate, payable monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2023
Citigroup Global Markets Holdings Inc. 6.5% annual rate, paid monthly if the index closes at or above its 60% coupon barrier on the related valuation date due 9/17/2027
Citigroup Global Markets Holdings Inc. 9.5% per year, payable monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/17/2025
Citigroup Global Markets Holdings Inc. 16% annual rate, paid quarterly if the worst performing stock closes at or above its 55% coupon barrier on the related valuation date, plus any previously unpaid coupon due 9/12/2024
Citigroup Global Markets Holdings Inc. 12.3% annual rate, paid quarterly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 24,113.783 for Dow, 1,412.136 for Russell, 9,441.218 for Nasdaq, 75% of initial levels due 9/12/2025
Citigroup Global Markets Holdings Inc. 6.5% annual rate, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 9/12/2024
Citigroup Global Markets Holdings Inc. 8.5% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/14/2027
Citigroup Global Markets Holdings Inc. 10.2% per year, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 22,506.197 for Dow, 1,317.994 for Russell, 8,811.803 for Nasdaq, 70% of initial levels due 9/12/2025
Citigroup Global Markets Holdings Inc. 13% per year, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 22,506.197 for Dow, 1,317.994 for Russell, 8,811.803 for Nasdaq, 70% of initial levels due 3/14/2024
Citigroup Global Markets Holdings Inc. 7.2% per year, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 19,291.026 for Dow, 2,440.416 for S&P, 7,552.974 for Nasdaq, 60% of initial levels due 9/12/2025
Citigroup Global Markets Holdings Inc. 11.65% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barriers: 8,811.803 for Nasdaq, 2,847.152 for S&P, 1,317.994 for Russell; 70% of initial levels due 9/18/2025
Citigroup Global Markets Holdings Inc. 12.75% per year, payable monthly if each index closes at or above knock-in level on each trading day that month due 12/14/2023
Citigroup Global Markets Holdings Inc. 15.6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 3,050.52 for S&P, 1,412.136 for Russell; 75% of initial levels due 12/14/2023
Citigroup Global Markets Holdings Inc. 12.35% per year, payable quarterly if each asset closes at or above knock-in level on observation date for that quarter due 9/15/2025
Citigroup Global Markets Holdings Inc. 10.9% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 2,847.152 for S&P, 8,811.803 for Nasdaq, 1,317.994 for Russell; 70% of initial levels due 9/12/2025
Citigroup Global Markets Holdings Inc. 8.25%, paid quarterly, if the underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier level: 2,643.784, 65% of initial level due 9/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/14/2023
Citigroup Global Markets Holdings Inc. 11.5% annualized, payable if index closes at or above barrier level on quarterly observation date; previously unpaid coupons will also be paid due 9/26/2023
Citigroup Global Markets Holdings Inc. 21.7% paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 9/11/2025
Citigroup Global Markets Holdings Inc. 8.5% paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 9/12/2024
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,190.802 for Russell, 2,586.916 for S&P, 20,527.832 for Dow; 65% of initial levels due 6/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/16/2024
Citigroup Global Markets Holdings Inc. 13.3% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/13/2024
Citigroup Global Markets Holdings Inc. 7% paid quarterly if the index closes at or above its 72.75% coupon barrier on the related valuation date due 9/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2026
Citigroup Global Markets Holdings Inc. 10.32% per year, payable quarterly if each ETF closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: $42.62 for MSCI EAFE, $128.60 for Russell, $280.27 for S&P; 70% of initial value due 9/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2024
Citigroup Global Markets Holdings Inc. 10.1% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2023
Citigroup Global Markets Holdings Inc. 8.00% due 1/10/2025
Citigroup Global Markets Holdings Inc. 8.90% due 12/12/2023
Citigroup Global Markets Holdings Inc. 8.3% paid quarterly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 9/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2026
Citigroup Global Markets Holdings Inc. 9.05% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2023
Citigroup Global Markets Holdings Inc. 8.45% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/5/2025
Citigroup Global Markets Holdings Inc. 15% per year, paid quarterly if the stock closes at or above its 53.5% coupon barrier on the related valuation date due 9/6/2024
Citigroup Global Markets Holdings Inc. 15% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $53.993, 57.55% of initial level due 9/8/2023
Citigroup Global Markets Holdings Inc. 16.2% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 9/8/2023
Citigroup Global Markets Holdings Inc. 12.75% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 9/8/2023
Citigroup Global Markets Holdings Inc. 12.75% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,746.982 for S&P, 8,468.908 for Nasdaq, 1,266.824 for Russell; 70% of initial levels due 9/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/8/2023
Citigroup Global Markets Holdings Inc. 7.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 6,137.315 for Nasdaq, 1,983.425 for S&P, 911.409 for Russell; 50% of initial levels due 6/6/2024
Citigroup Global Markets Holdings Inc. 10.35% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,776.795; 70% of initial level due 9/4/2026
Citigroup Global Markets Holdings Inc. 13.05% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 8,590.42 for Nasdaq, 1,290.881 for Russell, 2,768.5 for S&P; 70% of initial value due 6/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 17.75% annual rate, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 9/5/2025
Citigroup Global Markets Holdings Inc. 7.2% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/5/2023
Citigroup Global Markets Holdings Inc. 8.45% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/6/2024
Citigroup Global Markets Holdings Inc. 7% annually, payable monthly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,768.5; 70% of initial level due 10/5/2023
Citigroup Global Markets Holdings Inc. 4.9% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 9/6/2029
Citigroup Global Markets Holdings Inc. 7.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 11% per year, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 9/5/2025
Citigroup Global Markets Holdings Inc. 11% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/3/2027
Citigroup Global Markets Holdings Inc. 10.35% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/6/2024
Citigroup Global Markets Holdings Inc. 11% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/6/2024
Citigroup Global Markets Holdings Inc. 11% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/5/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable semiannually if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/5/2025
Citigroup Global Markets Holdings Inc. 8.35% per year, payable semiannually if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 9/5/2025
Citigroup Global Markets Holdings Inc. 9.4% annual rate, paid semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/5/2025
Citigroup Global Markets Holdings Inc. 10.9% per annum, payable semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/5/2025
Citigroup Global Markets Holdings Inc. 8.3% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/5/2024
Citigroup Global Markets Holdings Inc. 11.15% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $11.90 for ETF, 922.058 for Russell, 15,755.215 for Dow; 50% of initial levels due 9/5/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,590.421 for Nasdaq, 2,768.5 for S&P, 1,290.881 for Russell; 70% of initial levels due 3/5/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,590.421 for Nasdaq, 2,768.5 for S&P, 1,290.881 for Russell; 70% of initial levels due 9/3/2027
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,768.5 for S&P, 1,290.881 for Russell; 70% of initial levels due 12/5/2023
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $54.824 for Biotech, $258.843 for S&P; 65.5% of initial levels due 9/6/2024
Citigroup Global Markets Holdings Inc. 6.25% due 9/5/2025
Citigroup Global Markets Holdings Inc. 15.7% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 9/6/2023
Citigroup Global Markets Holdings Inc. 11.8% annualized, payable quarterly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 9/6/2023
Citigroup Global Markets Holdings Inc. 12.35% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 9/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2028
Citigroup Global Markets Holdings Inc. 10.9% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,966.25 for S&P, 1,383.08625 for Russell, 23,632.8225 for Dow; 75% of initial level due 8/27/2026
Citigroup Global Markets Holdings Inc. 10.4% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,768.5 for S&P, 1,290.8805 for Russell, 8,590.421 for Nasdaq; 70% of initial level due 8/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2027
Citigroup Global Markets Holdings Inc. 4% on each annual coupon payment date if the index closes above its initial level, otherwise 1.75% due 9/5/2025
Citigroup Global Markets Holdings Inc. 5% on each annual coupon payment date if the index closes above its initial level, otherwise 1.25% due 9/5/2025
Citigroup Global Markets Holdings Inc. 7% annual rate, paid quarterly if the ETF closes at or above its 76% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/5/2023
Citigroup Global Markets Holdings Inc. 7.25% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 16.55% annual rate, paid monthly if the worst performing asset closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/5/2025
Citigroup Global Markets Holdings Inc. 9.75% annual rate, payable quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/5/2025
Citigroup Global Markets Holdings Inc. 17.25% annual rate, paid quarterly if the worst performing asset closes at or above its 50% coupon barrier on the related valuation date due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 21% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 8/27/2025
Citigroup Global Markets Holdings Inc. 13% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 8/27/2025
Citigroup Global Markets Holdings Inc. 18% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier price: $37.07; 50% of initial level due 9/2/2027
Citigroup Global Markets Holdings Inc. 12% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $344.514; 85% of initial price due 9/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2022
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/31/2029
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: $215.208 for QQQ, $132.286 for iShares, $283.717 for SPDR; 70% of initial levels due 9/6/2024
Citigroup Global Markets Holdings Inc. 8.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,739.024 for Nasdaq, 2,821.427 for S&P, 1,318.059 for Russell; 70% of initial levels due 9/4/2025
Citigroup Global Markets Holdings Inc. 8.79% per year, paid quarterly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 20,864.344 for Dow, 1,223.912 for Russell, 2,619.897 for S&P, 65% of initial levels due 9/4/2025
Citigroup Global Markets Holdings Inc. 11% per year for first four years; after that, contingent rate multiplied by proportion of days during quarter on which each index closes at or above barrier level; contingent rate is annualized rate equal to 50 times spread of 30-year swap rate over two-year swap rate, subject to minimum contingent rate of 0% and maximum contingent rate of 11% per year; payable quarterly; Barrier levels: 16,049.495 for Dow, 38.915 for Euro Stoxx Banks and 2,015.305 for S&P, or 50% of initial levels due 8/29/2042
Citigroup Global Markets Holdings Inc. 17.5% for the first year; after that, 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day each index closes at or above the accrual barrier, subject to a maximum of 18% and a floor of zero; payable quarterly; Accrual barrier levels: 16,049.495 for Dow, 38.915 for Stoxx, 2,015.305 for S&P, 50% of initial levels due 8/29/2042
Citigroup Global Markets Holdings Inc. 12.75% for first year, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 12.75% and a floor of zero; Accrual barrier level: 2,015.305, 50% of initial level due 8/29/2042
Citigroup Global Markets Holdings Inc. 10% for first four years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 11% and a floor of zero; Accrual barrier levels: 16,049.495 for Dow, 38.915 for Stoxx Banks, 2,015.305 for S&P; 50% of initial levels due 8/29/2042
Citigroup Global Markets Holdings Inc. two-year U.S. dollar SOFR ICE swap rate, subject to 3.75% minimum interest rate and 5% maximum interest rate; payable quarterly due 8/31/2025
Citigroup Global Markets Holdings Inc. 11.65% annualized, payable quarterly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 9/1/2023
Citigroup Global Markets Holdings Inc. 12% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 9/1/2023
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,821.427 for S&P, 694.155 for MSCI, 1,318.059 for Russell; 70% of initial levels due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2027
Citigroup Global Markets Holdings Inc. 9.85% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barriers: 2,821.43 for S&P, 8,739.02 for Nasdaq; 70% of initial values due 9/2/2032
Citigroup Global Markets Holdings Inc. 9.85% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 2,821.43 for S&P, 8,739.02 for Nasdaq; 70% of initial value due 9/2/2032
Citigroup Global Markets Holdings Inc. 7.72% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 2,821.43 for S&P, 8,739.02 for Nasdaq; 70% of initial value due 9/2/2032
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 10.8% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 8/29/2024
Citigroup Global Markets Holdings Inc. 14% annual rate, paid monthly if the worst performing stock closes at or above its 55% coupon barrier on the related valuation date due 8/29/2025
Citigroup Global Markets Holdings Inc. 8.75% per year, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/31/2027
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 11/30/2023
Citigroup Global Markets Holdings Inc. 9.75% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/31/2027
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date due 11/30/2023
Citigroup Global Markets Holdings Inc. 14% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $91.525; 70% of initial level due 8/29/2025
Citigroup Global Markets Holdings Inc. 10.35% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 8/29/2025
Citigroup Global Markets Holdings Inc. 8.75% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 24,212.55 for Dow, 463.208 for S&P Dynamic; 75% of initial levels due 8/31/2027
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 463.208 for S&P, 9,453.878 for Nasdaq; 75% of initial levels due 8/31/2027
Citigroup Global Markets Holdings Inc. 12.75% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 8/29/2024
Citigroup Global Markets Holdings Inc. 9.5% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 494.088 for S&P, 1,519.864 for Russell; 80% of initial levels due 8/31/2027
Citigroup Global Markets Holdings Inc. 6.4% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 22,598.38 for Dow, 8,823.619 for Nasdaq, 1,329.881 for Russell; 70% of initial levels due 8/31/2027
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 1,329.881 for Russell, 2,840.362 for S&P, 22,598.38 for Dow; 70% of initial levels due 8/29/2024
Citigroup Global Markets Holdings Inc. 6.5% annually, payable monthly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 3,043.245; 75% of initial level due 9/29/2023
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $94.766 for Target, $77.644 for Walmart, 59% of initial share prices due 2/29/2024
Citigroup Global Markets Holdings Inc. 5% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 8/31/2029
Citigroup Global Markets Holdings Inc. 5% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 8/31/2029
Citigroup Global Markets Holdings Inc. 5.25% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 10,084.136 for Nasdaq, 1,519.864 for Russell; 80% of initial levels due 8/31/2029
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 10,084.136 for Nasdaq, 3,246.128 for S&P, 1,519.864 for Russell; 80% of initial levels due 8/31/2029
Citigroup Global Markets Holdings Inc. 5.25% per year, payable monthly if each index closes at or above its coupon barrier on the corresponding observation date; Coupon barriers: 1,519.864 for Russell, 10,084.136 for Nasdaq; 80% of initial levels due 8/31/2029
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2029
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2029
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. Variable, payable quarterly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 8% per year; if any stock closes below its coupon barrier, the coupon will be 2% annualized; Coupon barriers: $130.75 for Amazon, $163.62 for Apple, $110.34 for Alphabet, $223.28 for Netflix, $288.09 for Tesla; 100% of initial levels due 8/31/2027
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 7% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $91.525 for Amazon, $77.238 for Apple, $201.663 for Tesla; 70% of initial levels due 8/31/2027
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each asset closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 7% per year; if any asset closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $91.525 for Amazon, $23.604 for fund, $201.663 for Tesla; 70% of initial levels due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2023
Citigroup Global Markets Holdings Inc. 0.00%
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2024
Citigroup Global Markets Holdings Inc. 5.25% due 8/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2024
Citigroup Global Markets Holdings Inc. 13.5% per year, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 22,598.38 for Dow, 8,823.619 for Nasdaq, 1,329.881 for Russell, 70% of initial levels due 2/29/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 8/31/2026
Citigroup Global Markets Holdings Inc. 12.15% per year, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 9,453.878 for Nasdaq, 1,424.873 for Russell, 3,043.245 for S&P, 75% of initial levels due 8/29/2025
Citigroup Global Markets Holdings Inc. 9% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/1/2027
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 7,563.102 for Nasdaq 2,434.596 for S&P, 1,139.898 for Russell; 60% of initial levels due 8/31/2026
Citigroup Global Markets Holdings Inc. 9.8% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 2/29/2024
Citigroup Global Markets Holdings Inc. 7% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 8/29/2024
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day during the corresponding observation period; Coupon barriers: 1,329.881 for Russell, 2,840.362 for S&P, 2,522.576 for Stoxx; 70% of initial levels due 8/29/2025
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 2,434.596 for S&P, 7,563.102 for Nasdaq, 1,139.898 for Russell; 60% of initial levels due 8/29/2025
Citigroup Global Markets Holdings Inc. 20.4% annual rate, paid quarterly, if the underlying stock closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier: $170.363, 75% of initial level due 3/3/2026
Citigroup Global Markets Holdings Inc. 8.75%, paid quarterly, if the underlying index closes at or above its 75% coupon barrier on the related quarterly observation date due 8/31/2032
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2025
Citigroup Global Markets Holdings Inc. 4.75% per year until Dec. 30; then two-year U.S. dollar SOFR ICE swap rate plus 35 bps, with floor of 0%; payable monthly due 9/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 3% annual rate if both indexes close above initial levels or 1% annual rate if at least one index closes below initial level on quarterly valuation date due 8/30/2024
Citigroup Global Markets Holdings Inc. 5% on each annual coupon payment date if the index closes at or above its initial level, otherwise the payable coupon will be 1.5% due 8/31/2027
Citigroup Global Markets Holdings Inc. 4% payable annually if the index closes at or above initial level on relevant review date; if the index closes below its initial level on the review date, the coupon will be 1% due 8/29/2025
Citigroup Global Markets Holdings Inc. 5% payable annually if the index closes at or above initial level on relevant review date; if the index closes below its initial level on the review date, the coupon will be 1.5% due 8/31/2027
Citigroup Global Markets Holdings Inc. 9.5% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 9/2/2025
Citigroup Global Markets Holdings Inc. 8.75% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $330.462 for Costco, $100.50 for Target, $81.522 for Walmart; 60% of initial share prices due 8/28/2025
Citigroup Global Markets Holdings Inc. 6.3% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 23,304.246 for Dow, 2,939.384 for S&P, 9,200.506 for Nasdaq; 70% of initial levels due 8/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/13/2023
Citigroup Global Markets Holdings Inc. 11.55% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,200.506 for Nasdaq, 702.408 for MSCI, 1,375.245 for Russell; 70% of initial levels due 8/30/2024
Citigroup Global Markets Holdings Inc. 10.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,200.506 for Nasdaq, 2,939.384 for S&P, 1,375.245 for Russell; 70% of initial levels due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 6.95% due 8/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 14.05% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $93.66; 70% of initial level due 8/28/2025
Citigroup Global Markets Holdings Inc. 10.35% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 8/28/2025
Citigroup Global Markets Holdings Inc. 7.7% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 2,070.385 for S&P, 967.643 for Russell; 50% of initial levels due 8/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2025
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $24.868 for Financial, $35.911 for Bank; 72.65% of initial levels due 8/29/2024
Citigroup Global Markets Holdings Inc. 14.1% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: 9,688.395 for Nasdaq, 3,105.578 for S&P; 75% of initial levels due 8/29/2024
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $109.989 for ETF, 2,776.386 for S&P, 8,661.425 for Nasdaq; 67.05% of initial levels due 8/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2024
Citigroup Global Markets Holdings Inc. 14.2% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the observation period; Coupon barrier levels: 1,354.7 for Russell, 2,898.54 for S&P, 9,042.5 for Nasdaq; 70% of initial levels due 2/27/2026
Citigroup Global Markets Holdings Inc. 9.50% due 11/29/2023
Citigroup Global Markets Holdings Inc. 7.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 9.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 10.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/29/2024
Citigroup Global Markets Holdings Inc. 10.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,482.794 for S&P, 1,149.446 for Russell; 60% of initial levels due 10/26/2023
Citigroup Global Markets Holdings Inc. 11.5% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 8/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2024
Citigroup Global Markets Holdings Inc. 10.6% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/27/2024
Citigroup Global Markets Holdings Inc. 8.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,537.088 for S&P, 1,174.408 for Russell; 60% of initial levels due 8/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2025
Citigroup Global Markets Holdings Inc. 9.00% due 8/25/2023
Citigroup Global Markets Holdings Inc. 9.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/23/2024
Citigroup Global Markets Holdings Inc. 6.5% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 16,853.37 for Dow, 2,114.24 for S&P, 978.673 for Russell; 50% of initial levels due 8/22/2024
Citigroup Global Markets Holdings Inc. 19.65% annual rate, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 8/22/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if the index closes at or above its coupon barrier on the corresponding observation date; Coupon barrier: 10,594.32; 80% of initial level due 8/23/2029
Citigroup Global Markets Holdings Inc. 18.45% due 8/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2027
Citigroup Global Markets Holdings Inc. 12% annual rate, paid semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/22/2025
Citigroup Global Markets Holdings Inc. 7.1% annual rate, paid quarterly if the index closes at or above its 60% coupon barrier on the related valuation date due 5/23/2024
Citigroup Global Markets Holdings Inc. 14% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $24.472 for ETF, 9,270.03 for Nasdaq; 70% of initial levels due 8/22/2025
Citigroup Global Markets Holdings Inc. 7.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,945.74 for Nasdaq, 2,537.088 for S&P, 1,174.408 for Russell; 60% of initial levels due 8/22/2025
Citigroup Global Markets Holdings Inc. 8.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,945.74 for Nasdaq, 2,537.088 for S&P, 1,174.408 for Russell; 60% of initial levels due 2/23/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,325.664 for S&P, 1,076.54 for Russell; 55% of initial levels due 8/24/2027
Citigroup Global Markets Holdings Inc. 8% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,325.664 for S&P, 1,076.54 for Russell; 55% of initial levels due 8/24/2027
Citigroup Global Markets Holdings Inc. 10.25% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 8/22/2025
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,959.936; 70% of initial level due 8/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/22/2025
Citigroup Global Markets Holdings Inc. 8.05% due 8/24/2023
Citigroup Global Markets Holdings Inc. 7.05% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 23,799.328 for Dow, 9,454.193 for Nasdaq, 1,400.51 for Russell; 70% of initial levels due 8/23/2027
Citigroup Global Markets Holdings Inc. 6.75% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 3,426.992 for S&P, 1,600.583 for Russell; 80% of initial levels due 8/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2024
Citigroup Global Markets Holdings Inc. 9.85% annual rate, paid quarterly if the worst performing index closes at or above its 68% coupon barrier on the related valuation date due 5/23/2023
Citigroup Global Markets Holdings Inc. 6.8% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/23/2024
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/23/2024
Citigroup Global Markets Holdings Inc. 6.35% annual rate, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 8/22/2024
Citigroup Global Markets Holdings Inc. 8.75% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/20/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/20/2027
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 7% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $99.470 for Amazon, $122.185 for Apple, $638.393 for Tesla; 70% of initial level due 8/20/2027
Citigroup Global Markets Holdings Inc. 8.60% due 1/22/2024
Citigroup Global Markets Holdings Inc. 4.6% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 8/21/2029
Citigroup Global Markets Holdings Inc. 0.00% due 8/21/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,191.322 for Dow, 8,460.648 for Nasdaq, 1,253.738 for Russell; 62.05% of initial levels due 8/21/2025
Citigroup Global Markets Holdings Inc. SOFR, subject to 3.2% minimum interest rate and 6% maximum interest rate; payable quarterly due 8/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/19/2027
Citigroup Global Markets Holdings Inc. 10.75% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:
Citigroup Global Markets Holdings Inc. 0.00% due 8/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/21/2023
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/21/2024
Citigroup Global Markets Holdings Inc. 7.66% annual rate, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 8/20/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,007.998 for S&P, 1,414.942 for Russell; 70% of initial levels due 8/20/2029
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, for first four years; after that, annual coupon rate set at 50 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 10% ceiling; Accrual barriers: 42.305 for Stoxx Banks, 16,956.22 for Dow, 2,148.57 for S&P; 50% of initial level due 8/18/2042
Citigroup Global Markets Holdings Inc. 10% for first two years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate for each day index closes at or above accrual barrier, subject to a maximum rate of 10% and a floor of zero; Accrual barrier level: 2,363.427, 55% of initial level due 8/18/2042
Citigroup Global Markets Holdings Inc. 9.05% due 8/20/2024
Citigroup Global Markets Holdings Inc. 9.00% due 8/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/15/2024
Citigroup Global Markets Holdings Inc. 6.85% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 23,632.735 for Dow, 9,496.109 for Nasdaq, 1,411.631 for Russell; 70% of initial levels due 8/17/2027
Citigroup Global Markets Holdings Inc. 11.65% annual rate, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; previously unpaid coupons will also be paid; Coupon barriers: 10,852.696 for Nasdaq, 1,613.293 for Russell, 3,424.12 for S&P, 80% of initial levels due 8/15/2024
Citigroup Global Markets Holdings Inc. 15% annual rate, paid quarterly if the worst performing ETF closes at or above its coupon barrier on the related valuation date; Coupon barriers: $116.438 for SPDR, $18.634 for VanEck, 70% of initial levels due 8/15/2024
Citigroup Global Markets Holdings Inc. 9.15% due 11/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/17/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 8% annual rate, paid quarterly if the ETF closes at or above its 65% coupon barrier on the related valuation date due 8/19/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 2,996.105 for S&P, 9,496.109 for Nasdaq, 1,411.631 for Russell; 70% of initial levels due 8/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/17/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/15/2024
Citigroup Global Markets Holdings Inc. 10.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 23,335.669 for Dow, 2,945.089 for S&P, 1,382.68 for Russell; 70% of initial levels due 2/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/18/2028
Citigroup Global Markets Holdings Inc. 8.2% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/16/2027
Citigroup Global Markets Holdings Inc. 13% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 2/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/14/2025
Citigroup Global Markets Holdings Inc. 9.35% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 9,364.824 for Nasdaq and 2,947.168 for S&P, 70% of initial levels due 5/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/13/2027
Citigroup Global Markets Holdings Inc. 9.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,026.992 for Nasdaq, 2,526.144 for S&P, 1,181.549 for Russell; 60% of initial levels due 8/14/2025
Citigroup Global Markets Holdings Inc. 4.7% initially, stepping up to 4.9% on Feb. 12, 2026 and to 5.15% on Feb. 12, 2027; payable semiannually due 8/12/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/14/2023
Citigroup Global Markets Holdings Inc. 8.75% annual rate, paid monthly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 9/14/2023
Citigroup Global Markets Holdings Inc. 13.25% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/14/2025
Citigroup Global Markets Holdings Inc. 16.45% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $253.664 for QQQ, $76.592 for SPDR; 80% of initial levels due 8/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/14/2024
Citigroup Global Markets Holdings Inc. 8.6% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 8/11/2023
Citigroup Global Markets Holdings Inc. 7.8% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/13/2024
Citigroup Global Markets Holdings Inc. 8% annually, payable monthly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,860.181; 69% of initial level due 8/8/2024
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 2,698.519 for S&P, 1,251.107 for Russell; 65.1% of initial levels due 8/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/8/2024
Citigroup Global Markets Holdings Inc. 9.95% due 8/8/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/10/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/8/2023
Citigroup Global Markets Holdings Inc. 14.05% annual rate, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 11/9/2023
Citigroup Global Markets Holdings Inc. 11.25% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 8/8/2025
Citigroup Global Markets Holdings Inc. 7.9% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 8/10/2027
Citigroup Global Markets Holdings Inc. 6.3% per year, or approximately 4.725% for the term, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,366.606 for S&P, 1,086.68 for Russell; 57% of initial levels due 5/10/2023
Citigroup Global Markets Holdings Inc. 8.8% annually, payable monthly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,901.633; 70% of initial level due 8/10/2026
Citigroup Global Markets Holdings Inc. 8.15% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 2,901.633 for S&P, 22,962.429 for Dow, 1,345.277 for Russell; 70% of initial levels due 8/8/2024
Citigroup Global Markets Holdings Inc. 10.05% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 8/8/2025
Citigroup Global Markets Holdings Inc. 4.25% annually, payable quarterly to but excluding Nov. 9; after that, two-year U.S. dollar SOFR ICE swap rate plus 109 bps with floor of 2% per annum, payable quarterly due 8/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/10/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/8/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,908.619 for S&P, 1,336.248 for Russell; 70% of initial levels due 8/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/9/2027
Citigroup Global Markets Holdings Inc. 0 due 8/10/2026
Citigroup Global Markets Holdings Inc. 10.15% annual rate, paid monthly if the ETF closes at or above its 60% coupon barrier on the related valuation date due 9/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2027
Citigroup Global Markets Holdings Inc. 12.2% annual rate, paid quarterly if the worst performing fund closes at or above its 55% coupon barrier on the related valuation date due 8/8/2024
Citigroup Global Markets Holdings Inc. 10.7% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $188.598 for QQQ, $244.836 for SPDR; 60% of initial levels due 8/12/2024
Citigroup Global Markets Holdings Inc. 4.75% annually, payable quarterly, for each day spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate is at least negative 0.5% due 2/4/2024
Citigroup Global Markets Holdings Inc. 0 due 9/8/2023
Citigroup Global Markets Holdings Inc. 0 due 9/8/2023
Citigroup Global Markets Holdings Inc. 8.55% due 12/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2028
Citigroup Global Markets Holdings Inc. 11.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period, plus any previously unpaid coupon; Coupon barrier levels: 22,677.319 for Dow, 9,031.12 for Nasdaq, 2,863.833 for S&P; 70% of initial levels due 8/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2024
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid quarterly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 8/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/12/2024
Citigroup Global Markets Holdings Inc. Two-year U.S. Dollar SOFR ICE swap rate, subject to 3.74% annualized minimum interest rate; payable quarterly due 8/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0 due 8/1/2025
Citigroup Global Markets Holdings Inc. 11.35% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 24,633.848 for Dow, 9,710.978 for Nasdaq, 1,413.923 for Russell; 75% of initial levels due 8/1/2025
Citigroup Global Markets Holdings Inc. 6.65% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 16,422.565 for Dow, 2,065.145 for S&P, 942.615 for Russell; 50% of initial levels due 8/1/2024
Citigroup Global Markets Holdings Inc. 13.3% annual rate, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 8/3/2027
Citigroup Global Markets Holdings Inc. 15.75% annually, payable quarterly, if ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $54.894; 70% of initial level due 8/1/2025
Citigroup Global Markets Holdings Inc. 7% annually, payable monthly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,891.203; 70% of initial level due 9/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2024
Citigroup Global Markets Holdings Inc. 0 due 2/3/2025
Citigroup Global Markets Holdings Inc. 0 due 11/17/2023
Citigroup Global Markets Holdings Inc. 10.45% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 8/1/2024
Citigroup Global Markets Holdings Inc. 10.05% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/3/2026
Citigroup Global Markets Holdings Inc. 12% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/1/2024
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/1/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 19,707.078 for Dow, 2,478.174 for S&P; 60% of initial levels due 5/2/2024
Citigroup Global Markets Holdings Inc. 12.2% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $46.15 for Energy, $19.838 for Financial, $77.917 for Health Care; 58.85% of initial levels due 8/1/2024
Citigroup Global Markets Holdings Inc. 16.5% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: 2,781.075 for Stoxx, 1,413.923 for Russell; 75% of initial levels due 11/2/2023
Citigroup Global Markets Holdings Inc. 10.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,633.848 for Dow, 3,097.718 for S&P, 1,413.923 for Russell; 75% of initial levels due 8/1/2025
Citigroup Global Markets Holdings Inc. 12.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,063.579 for Nasdaq, 2,891.203 for S&P, 1,319.661 for Russell; 70% of initial levels due 5/2/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,063.579 for Nasdaq, 2,891.203 for S&P, 1,319.661 for Russell; 70% of initial levels due 8/1/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on the related observation date; Coupon barrier levels: 9,063.579 for Nasdaq, 2,891.203 for S&P, 1,319.661 for Russell; 70% of initial levels due 8/3/2027
Citigroup Global Markets Holdings Inc. 12.55% per year, payable monthly if each index closes at or above coupon barrier on the related observation date; Coupon barrier levels: 9,063.579 for Nasdaq, 2,891.203 for S&P, 1,319.661 for Russell; 70% of initial levels due 5/2/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,768.782 for Nasdaq, 2,478.174 for S&P, 1,131.138 for Russell; 60% of initial levels due 8/1/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,891.203 for S&P, 1,319.661 for Russell; 70% of initial levels due 11/2/2023
Citigroup Global Markets Holdings Inc. 11.6% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,891.203 for S&P, 1,319.661 for Russell; 70% of initial levels due 8/1/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,891.203 for S&P, 1,319.661 for Russell; 70% of initial levels due 8/1/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,304.232; 80% of initial level due 9/1/2023
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,097.718; 75% of initial level due 8/1/2025
Citigroup Global Markets Holdings Inc. 9.65% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,633.848 for Dow, 9,710.978 for Nasdaq, 3,097.718 for S&P; 75% of initial levels due 8/1/2025
Citigroup Global Markets Holdings Inc. 6.00% due 8/1/2025
Citigroup Global Markets Holdings Inc. 6.25% due 8/1/2025
Citigroup Global Markets Holdings Inc. 21.75% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date; Downside threshold: $445.725; 50% of initial level due 8/1/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,097.718; 75% of initial level due 8/1/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,684.689 for S&P, 2,410.265 for Stoxx, 1,225.4 for Russell; 65% of initial levels due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2025
Citigroup Global Markets Holdings Inc. 5% per year until Aug. 2, 2023; then year-over-year change in CPI with floor of 2% per annum; payable monthly due 8/2/2027
Citigroup Global Markets Holdings Inc. 7.25% annual rate, paid quarterly if all three indexes close above coupon barrier values on related valuation date; Coupon barrier levels: 22,991.591 for Dow, 1,319.661 for Russell, 9,063.579 for Nasdaq; 70% of initial levels due 7/29/2025
Citigroup Global Markets Holdings Inc. 5.6% annual rate, paid quarterly if index closes above coupon barrier value on related observation date; Coupon barrier value: 2,891.203; 70% of initial level due 7/29/2025
Citigroup Global Markets Holdings Inc. 7% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 1,131.138 for Russell, 2,478.174 for S&P, 19,707.078 for Dow; 60% of initial levels due 7/29/2026
Citigroup Global Markets Holdings Inc. 7% annual rate, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier: 2,891.203; 70% of initial level due 7/29/2026
Citigroup Global Markets Holdings Inc. 10% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,097.7175 for S&P, 1,413.9225 for Russell, 9,710.9775 for Nasdaq; 75% of initial level due 1/29/2025
Citigroup Global Markets Holdings Inc. 10% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,891.203 for S&P, 1,319.661 for Russell, 9,063.579 for Nasdaq; 70% of initial levels due 7/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2029
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/7/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2025
Citigroup Global Markets Holdings Inc. 0 due 8/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2023
Citigroup Global Markets Holdings Inc. 0 due 11/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 8.75% due 2/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2023
Citigroup Global Markets Holdings Inc. 8.90% due 11/2/2023
Citigroup Global Markets Holdings Inc. 4.55% annually, payable quarterly to but excluding Oct. 29; after that, two-year U.S. dollar SOFR ICE swap rate plus 146 bps with floor of 0% and cap of 6% per annum, payable quarterly due 7/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 8% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 7/31/2025
Citigroup Global Markets Holdings Inc. 9.65% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/31/2025
Citigroup Global Markets Holdings Inc. 24.5% paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 7/31/2025
Citigroup Global Markets Holdings Inc. 14% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 7/29/2025
Citigroup Global Markets Holdings Inc. 11.62% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:
Citigroup Global Markets Holdings Inc. 8.8% annual rate, paid quarterly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 7/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2027
Citigroup Global Markets Holdings Inc. 11% per year for first four years; beginning in October 2026, contingent rate multiplied by proportion of days during quarter on which each index closes at or above barrier level; contingent rate is annualized rate equal to 50 times spread of 30-year swap rate over two-year swap rate, subject to minimum contingent rate of 0% and maximum contingent rate of 11% per year; payable quarterly due 7/29/2042
Citigroup Global Markets Holdings Inc. 11% for the first two years; after that, 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day each index closes at or above the accrual barrier, subject to a maximum of 11% and a floor of zero; payable quarterly; Accrual barrier levels: 16,098.795 for Dow, 39.085 for Stoxx, 2,011.805 for S&P, 50% of initial levels due 7/27/2032
Citigroup Global Markets Holdings Inc. 10% for the first three years; after that, the rate will be 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day that the index closes above its accrual barrier in the quarterly accrual period, subject to a cap of 10% and floor of 0%; Accrual barrier level: 2,011.805, 50% of initial level due 7/29/2042
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 8.80% due 2/1/2024
Citigroup Global Markets Holdings Inc. 8.10% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2027
Citigroup Global Markets Holdings Inc. 8.75% per year, payable monthly if each fund closes at or above coupon barrier level on determination date for that month; Coupon barrier levels: $104.9325 for technology fund, $55.4175 for consumer staples fund and $99.00 for health care fund, or 75% of initial share prices due 7/29/2025
Citigroup Global Markets Holdings Inc. 9.23% due 10/27/2023
Citigroup Global Markets Holdings Inc. 7.23% due 10/27/2023
Citigroup Global Markets Holdings Inc. 5.05% payable quarterly if the least performing index closes at or above its initial level on the relevant review date; if the least performing index closes below its initial level on the review date, the coupon will be 1% due 10/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 16% annual rate, paid monthly if the stock closes at or above its 62% coupon barrier on the related valuation date due 8/31/2023
Citigroup Global Markets Holdings Inc. 8.75% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 7/29/2027
Citigroup Global Markets Holdings Inc. 7% paid quarterly if the worst performing ETF closes at or above its 67% coupon barrier on the related valuation date, plus any previously unpaid coupons due 1/31/2024
Citigroup Global Markets Holdings Inc. 9.75% paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date due 10/31/2023
Citigroup Global Markets Holdings Inc. 7% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/29/2027
Citigroup Global Markets Holdings Inc. 5.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/31/2025
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 9,065.175 for Nasdaq and 446.7 for S&P Dynamic, 75% of initial levels due 7/29/2027
Citigroup Global Markets Holdings Inc. 9.75% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/29/2027
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 476.48 for S&P Dynamic, 1,444.197 for Russell; 80% of initial levels due 7/29/2027
Citigroup Global Markets Holdings Inc. 6.75% annual rate, paid monthly if the index closes at or above its 75% coupon barrier on the related valuation date due 8/31/2023
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $254.079 for SPDR, $191.341 for QQQ; 65% of initial levels due 10/31/2023
Citigroup Global Markets Holdings Inc. 11% annually, payable monthly if ETF closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: $17.57; 70% of initial level due 7/29/2027
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if the index closes at or above its coupon barrier on the corresponding observation date; Coupon barrier: 9,669.52; 80% of initial level due 7/31/2029
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2029
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 7% annual rate if closing price of each stock is greater than or equal to 70% coupon barrier on related observation date, otherwise, 0.5% annual rate; payable monthly due 7/29/2027
Citigroup Global Markets Holdings Inc. Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 5.5% per year; if any stock closes below its coupon barrier, the coupon will be 0.1%; Coupon barriers: $86.108 for Amazon, $113.70 for Apple, $78.765 for Alphabet; 75% of initial level due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 8.3% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly due 7/29/2027
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 7/30/2026
Citigroup Global Markets Holdings Inc. 9.45% annual rate, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 5/1/2024
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/29/2027
Citigroup Global Markets Holdings Inc. 7% initial rate until July 28, 2024; then quarterly determined at 10 times spread of 30-year CMS rate minus two-year CMS rate, subject to floor of 2%; payable quarterly due 7/28/2032
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2024
Citigroup Global Markets Holdings Inc. 4% payable annually if the index closes at or above initial level on relevant review date; if the index closes below its initial level on the review date, the coupon will be 1% due 7/29/2025
Citigroup Global Markets Holdings Inc. 5% payable annually if the index closes at or above initial level on relevant review date; if the index closes below its initial level on the review date, the coupon will be 1.5% due 7/29/2027
Citigroup Global Markets Holdings Inc. 7.7% annual rate, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 7/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2024
Citigroup Global Markets Holdings Inc. 12.45% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $71.781 for Health Care, $40.568 for Energy, $18.128 for Financial; 55% of initial levels due 7/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2024
Citigroup Global Markets Holdings Inc. 12.20% due 1/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2027
Citigroup Global Markets Holdings Inc. 10.55% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 7/27/2023
Citigroup Global Markets Holdings Inc. 7.2% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/27/2027
Citigroup Global Markets Holdings Inc. 7.3% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 421.239 for S&P Dynamic, 22,329.503 for Dow; 70% of initial levels due 7/27/2027
Citigroup Global Markets Holdings Inc. 8.35% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 2,376.978 for S&P, 1,084.129 for Russell; 60% of initial levels due 7/27/2027
Citigroup Global Markets Holdings Inc. 13.8% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 2,773.141 for S&P, 1,264.817 for Russell; 70% of initial levels due 7/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/9/2023
Citigroup Global Markets Holdings Inc. 25.5% annual rate, paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 7/27/2026
Citigroup Global Markets Holdings Inc. 11.25% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/25/2024
Citigroup Global Markets Holdings Inc. 11.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,329.503 for Dow, 8,677.529 for Nasdaq, 1,264.817 for Russell; 70% of initial levels due 7/25/2025
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,924.468 for Dow, 9,297.353 for Nasdaq, 1,355.161 for Russell; 75% of initial levels due 1/27/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,178.897 for S&P, 993.785 for Russell; 55% of initial levels due 7/27/2027
Citigroup Global Markets Holdings Inc. 7% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,178.897 for S&P, 993.785 for Russell; 55% of initial levels due 7/27/2027
Citigroup Global Markets Holdings Inc. 10.2% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 7/25/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 3,344.936 for S&P, 10,705.68 for Nasdaq, 1,727.602 for Russell; 70% of initial levels due 7/25/2025
Citigroup Global Markets Holdings Inc. 13% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,773.141 for S&P, 8,677.529 for Nasdaq, 1,264.817 for Russell; 70% of initial levels due 7/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/25/2023
Citigroup Global Markets Holdings Inc. 7.55% due 1/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2026
Citigroup Global Markets Holdings Inc. 8% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier price: $71.039; 57% of initial level due 1/25/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier prices: $169.825 for McDonald's, $144.847 for Visa; 67% of initial share prices due 7/24/2025
Citigroup Global Markets Holdings Inc. 9.55% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,425.83 for Dow, 2,799.265 for S&P, 1,285.685 for Russell; 70% of initial levels due 7/24/2026
Citigroup Global Markets Holdings Inc. 9.25% per year, payable monthly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: 8,202.617 for Nasdaq, 2,599.318 for S&P, 1,193.85 for Russell; 65% of initial levels due 4/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2024
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier price: $97.946; 64% of initial level due 1/25/2024
Citigroup Global Markets Holdings Inc. 8.65% annual rate, paid monthly if the index closes at or above its 65% coupon barrier on the related valuation date due 7/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2027
Citigroup Global Markets Holdings Inc. 9.85% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 7/24/2025
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2023
Citigroup Global Markets Holdings Inc. 10.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,574.594 for Nasdaq, 2,755.683 for S&P, 1,259.527 for Russell; 70% of initial levels due 7/23/2026
Citigroup Global Markets Holdings Inc. 11.2% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,187.065 for Nasdaq, 2,952.518 for S&P, 1,349.493 for Russell; 75% of initial levels due 7/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2023
Citigroup Global Markets Holdings Inc. 10.20% due 1/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2024
Citigroup Global Markets Holdings Inc. 14.1% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $35.329; 70% of initial level due 8/23/2023
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 8,314.25 for Nasdaq, 21,750.827 for Dow, 1,216.892 for Russell; 70% of initial levels due 7/22/2027
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 8,314.25 for Nasdaq, 2,681.595 for S&P, 1,216.892 for Russell; 70% of initial levels due 6/15/2027
Citigroup Global Markets Holdings Inc. 9.25% annual rate, paid quarterly if the index closes at or above its 80% coupon barrier on the related valuation date due 7/23/2025
Citigroup Global Markets Holdings Inc. 7.1% annually, payable monthly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 3,256.223; 85% of initial level due 7/22/2027
Citigroup Global Markets Holdings Inc. 7.44% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,681.595; 70% of initial level due 7/22/2027
Citigroup Global Markets Holdings Inc. 9.52% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include previously unpaid coupons, if any; Coupon barrier price: $28.26; 60% of initial level due 7/23/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if the index closes at or above its coupon barrier on the corresponding observation date; Coupon barrier: 9,502.0; 80% of initial level due 7/29/2029
Citigroup Global Markets Holdings Inc. 11.20% due 10/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/20/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2023
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $47.568 for Utilities ETF, $49.947 for Consumer ETF, 8,213.291 for Nasdaq; 69.15% of initial levels due 7/23/2024
Citigroup Global Markets Holdings Inc. 9.2% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/23/2024
Citigroup Global Markets Holdings Inc. 7.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,750.827 for Dow, 2,681.595 for S&P; 70% of initial levels due 7/22/2027
Citigroup Global Markets Holdings Inc. 12.55% annual rate, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/23/2025
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 15,536.305 for Dow, 1,915.425 for S&P, 869.209 for Russell; 50% of initial levels due 7/23/2026
Citigroup Global Markets Holdings Inc. 10.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,126.5 for Nasdaq, 2,298.51 for S&P, 1,043.05 for Russell; 60% of initial levels due 1/23/2024
Citigroup Global Markets Holdings Inc. 8.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 5,938.75 for Nasdaq, 1,915.425 for S&P, 869.209 for Russell; 50% of initial levels due 4/23/2024
Citigroup Global Markets Holdings Inc. 15.43% due 7/21/2023
Citigroup Global Markets Holdings Inc. 12.65% due 7/21/2023
Citigroup Global Markets Holdings Inc. 10% fixed for first 18 months; after that, quarterly coupons determined by 10% times the day count fraction which is the number of days the accrual condition is satisfied out of the potential number of days in a quarter it could be satisfied; accrual condition is satisfied when the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate is above 0% and both indexes close above 55% of their initial levels due 7/21/2037
Citigroup Global Markets Holdings Inc. 10% annually for the first two years, payable quarterly, after that, interest will be based on the day count fraction when the accrual condition is met each quarter; accrual condition is met when 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate is above the negative 0.5% SOFR CMS spread barrier and each index closes at or above the 50% accrual barrier due 7/21/2042
Citigroup Global Markets Holdings Inc. 15% annual rate, payable quarterly for first year; after that 50 times SOFR CMS spread which is the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate, with a 0% floor and a 15% cap; contingent rate will be payable based on the day count fraction when all three indexes close above their 50% accrual barriers due 7/21/2042
Citigroup Global Markets Holdings Inc. 12.25% annually for the first three years, payable quarterly, after that, contingent interest rate will be based on the day count fraction when the accrual condition is met each quarter; accrual condition is met on days when all three indexes close above accrual barriers; contingent interest rate is 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate capped at 12.25% and floored at 0%; Accrual barrier levels: 37.79 for Stoxx Banks, 15,536.305 for Dow, 1,915.425 for S&P; 50% of initial levels due 7/21/2042
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2024
Citigroup Global Markets Holdings Inc. 10.8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,908.125 for Nasdaq, 1,303.813 for Russell, 2,873.138 for S&P; 75% of initial levels due 7/23/2024
Citigroup Global Markets Holdings Inc. 13% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,681.595 for S&P, 8,314.25 for Nasdaq, 1,216.892 for Russell; 70% of initial levels due 7/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/21/2028
Citigroup Global Markets Holdings Inc. 5.5% per year until July 20, 2023; then year-over-year change in CPI with floor of 2.5% per annum; payable monthly due 7/20/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/17/2024
Citigroup Global Markets Holdings Inc. 8.9% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 7/15/2027
Citigroup Global Markets Holdings Inc. 8.9% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 7/15/2027
Citigroup Global Markets Holdings Inc. 10.50% due 7/15/2025
Citigroup Global Markets Holdings Inc. 10.50% due 7/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/15/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/15/2027
Citigroup Global Markets Holdings Inc. 10.45% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/17/2025
Citigroup Global Markets Holdings Inc. 10.45% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/17/2025
Citigroup Global Markets Holdings Inc. 11.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,686.931 for Dow, 8,221.493 for Nasdaq, 1,209.727 for Russell; 70% of initial levels due 7/17/2025
Citigroup Global Markets Holdings Inc. 11.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,505.38 for S&P, 1,125.805 for Russell; 65% of initial levels due 7/17/2023
Citigroup Global Markets Holdings Inc. 11.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,673.16 for S&P, 8,221.493 for Nasdaq, 1,209.727 for Russell; 70% of initial levels due 7/15/2027
Citigroup Global Markets Holdings Inc. 8.1% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,291.28; 60% of initial level due 8/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/17/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/17/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/18/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/17/2024
Citigroup Global Markets Holdings Inc. 8.85% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/16/2026
Citigroup Global Markets Holdings Inc. 8.85% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/16/2026
Citigroup Global Markets Holdings Inc. 12.60% due 7/16/2025
Citigroup Global Markets Holdings Inc. 12.60% due 7/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/15/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/15/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/12/2024
Citigroup Global Markets Holdings Inc. 11% paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 7/13/2023
Citigroup Global Markets Holdings Inc. 9.55% annually, payable monthly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 3,314.473; 85% of initial level due 7/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/11/2024
Citigroup Global Markets Holdings Inc. 8.20% due 1/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2023
Citigroup Global Markets Holdings Inc. 8.8% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/11/2025
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,503.613 for Dow, 2,924.535 for S&P; 75% of initial levels due 7/13/2027
Citigroup Global Markets Holdings Inc. 17% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: 2,629.913 for Stoxx, 1,327.024 for Russell; 75% of initial levels due 10/12/2023
Citigroup Global Markets Holdings Inc. 12.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period, plus any previously unpaid coupon; Coupon barrier levels: 8,487.983 for Nasdaq, 2,279.566 for S&P, 1,238.556 for Russell; 70% of initial levels due 1/11/2024
Citigroup Global Markets Holdings Inc. 10.55% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period, plus any previously unpaid coupon; Coupon barrier levels: 8,487.983 for Nasdaq, 2,279.566 for S&P, 1,238.556 for Russell; 70% of initial levels due 1/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2023
Citigroup Global Markets Holdings Inc. 11.25% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,729.566 for S&P, 2,454.585 for Stoxx, 1,238.556 for Russell; 70% of initial levels due 7/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2023
Citigroup Global Markets Holdings Inc. 9.00% due 1/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/11/2024
Citigroup Global Markets Holdings Inc. 13.25% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 1/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/12/2027
Citigroup Global Markets Holdings Inc. 10.1% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/10/2025
Citigroup Global Markets Holdings Inc. 8.05% annual rate, paid quarterly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 7/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/14/2023
Citigroup Global Markets Holdings Inc. 13.9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,245.93 for Nasdaq, 2,681.973 for S&P, 1,218.931 for Russell; 70% of initial levels due 7/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2024
Citigroup Global Markets Holdings Inc. 8.4% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 23,322.945 for Dow, 430.238 for S&P Dynamic; 75% of initial levels due 7/7/2027
Citigroup Global Markets Holdings Inc. 11.75% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 9,268.544 for Nasdaq, 3,060.264 for S&P, 1,382.206 for Russell; 80% of initial levels due 7/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/10/2023
Citigroup Global Markets Holdings Inc. 5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/4/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,486.465; 65% of initial level due 7/5/2024
Citigroup Global Markets Holdings Inc. 5% for first year, then year-over-year change in CPI with floor of 2% per annum, payable monthly due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 12.25% annual rate, paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 7/5/2024
Citigroup Global Markets Holdings Inc. 11.4% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 1/5/2024
Citigroup Global Markets Holdings Inc. 11.75% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/6/2027
Citigroup Global Markets Holdings Inc. 9.65% annual rate, paid quarterly if the index closes at or above its 80% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 34% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $44.54 for Airbnb, $4.535 for Palantir, $41.07 for Roku; 50% of initial share prices due 7/3/2025
Citigroup Global Markets Holdings Inc. 6.6% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 16,926.487 for Dow, 2,081.959 for S&P, 939.395 for Russell; 55% of initial levels due 7/5/2024
Citigroup Global Markets Holdings Inc. 9.6% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 21,720.517 for Dow, 2,673.181 for S&P, 1,203.559 for Russell; 70% of initial levels due 7/3/2025
Citigroup Global Markets Holdings Inc. 28.75% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2024
Citigroup Global Markets Holdings Inc. 9.25% annual rate, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 8/3/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 6,903.612 for Nasdaq, 2,271.228 for S&P, 18,465.258 for Dow; 60% of initial levels due 7/3/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,081.573 for Dow, 2,839.035 for S&P; 75% of initial levels due 9/26/2024
Citigroup Global Markets Holdings Inc. 8.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,542.801 for Dow, 2,649.766 for S&P; 70% of initial levels due 7/6/2027
Citigroup Global Markets Holdings Inc. 11.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,542.801 for Dow, 8,052.604 for Nasdaq, 1,195.593 for Russell; 70% of initial levels due 7/5/2024
Citigroup Global Markets Holdings Inc. 8.85% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 18,465.258 for Dow, 6,902.232 for Nasdaq, 1,024.794 for Russell; 60% of initial levels due 7/5/2024
Citigroup Global Markets Holdings Inc. 11.2% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 20,004.03 for Dow, 7,477.418 for Nasdaq, 1,110.194 for Russell; 65% of initial levels due 7/5/2024
Citigroup Global Markets Holdings Inc. 12% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,542.801 for Dow, 2,649.766 for S&P, 1,195.593 for Russell; 70% of initial levels due 7/6/2027
Citigroup Global Markets Holdings Inc. 14.75% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $301.80 for SPDR, 1,366.392 for Russell, $224.224 for QQQ; 80% of initial levels due 4/4/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,052.604 for Nasdaq, 2,649.766 for S&P, 1,195.593 for Russell; 70% of initial levels due 1/5/2024
Citigroup Global Markets Holdings Inc. 11.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,052.604 for Nasdaq, 2,649.766 for S&P, 1,195.593 for Russell; 70% of initial levels due 7/5/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,052.604 for Nasdaq, 2,649.766 for S&P, 1,195.593 for Russell; 70% of initial levels due 7/6/2027
Citigroup Global Markets Holdings Inc. 11.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,052.604 for Nasdaq, 2,649.766 for S&P, 1,195.593 for Russell; 70% of initial levels due 7/3/2025
Citigroup Global Markets Holdings Inc. 9.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,649.766 for S&P, 1,195.593 for Russell; 70% of initial levels due 10/5/2023
Citigroup Global Markets Holdings Inc. 15% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $88.975; 60% of initial level due 7/5/2024
Citigroup Global Markets Holdings Inc. 6.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/7/2026
Citigroup Global Markets Holdings Inc. 8.5% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 20,004.0295 for Dow, 1,110.1935 for Russell, 7,477.418 for Nasdaq; 65% of initial level due 6/29/2027
Citigroup Global Markets Holdings Inc. 10.3% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,649.766 for S&P, 1,195.593 for Russell, 8,052.604 for Nasdaq; 70% of initial levels due 6/29/2026
Citigroup Global Markets Holdings Inc. 10.9% annual rate, payable quarterly if all underliers close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: $40.663 for ETF, 2,649.766 for S&P; 70% of initial levels due 6/27/2025
Citigroup Global Markets Holdings Inc. 13% annual rate, payable quarterly if all funds close at or above their coupon barrier prices on the relevant observation date; Coupon barriers: $19.166 for VanEck, $13.048 for iShares; 70% of initial levels due 6/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2028
Citigroup Global Markets Holdings Inc. 11.40% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 6.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/3/2025
Citigroup Global Markets Holdings Inc. 7.15% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,675.085; 70% of initial level due 7/1/2027
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 3,057.24 for S&P, 1,391.073 for Russell; 80% of initial levels due 1/3/2024
Citigroup Global Markets Holdings Inc. 5% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 7/2/2029
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2024
Citigroup Global Markets Holdings Inc. 7.15% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 7/3/2024
Citigroup Global Markets Holdings Inc. 9% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 7/2/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,564.551 for Nasdaq, 1,130.247 for Russell, 20,115.544 for Dow; 65% of initial levels due 7/3/2025
Citigroup Global Markets Holdings Inc. 12% for first two years, payable quarterly; after that, 50 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 12% and a floor of zero; Accrual barrier levels: 869.421 for Russell, 1,910.775 for S&P, 5,818.885 for Nasdaq; 50% of initial levels due 6/30/2042
Citigroup Global Markets Holdings Inc. 10% for the first four years, payable quarterly; after that, annualized rate of 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 17%, floor of 0%; Accrual barrier levels: 15,473.495 for Dow, 42.06 for Stoxx Banks, 1,910.775 for S&P; 50% of initial levels due 6/30/2042
Citigroup Global Markets Holdings Inc. 12% annually for the first year, payable quarterly, after that, interest will be based on the day count fraction when the accrual condition is met each quarter; accrual condition is met when 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate is above the negative 0.5% SOFR CMS spread barrier and each index closes at or above the 60% accrual barrier due 6/30/2042
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2025
Citigroup Global Markets Holdings Inc. 7.50% due 7/3/2023
Citigroup Global Markets Holdings Inc. 3.55% for first month, then swap rate plus 29 bps with floor of 0% per annum, payable monthly due 7/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 5% annual rate, payable monthly if all three indexes close above interest barrier levels on related observation date; Interest barrier levels: 2,101.8525 for S&P, 956.36255 for Russell, 17,020.8445 for Dow; 55% of initial levels due 6/29/2026
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly if the worst performing stock closes at or above its 68% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/30/2023
Citigroup Global Markets Holdings Inc. 5.3% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/2/2025
Citigroup Global Markets Holdings Inc. 7.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/1/2027
Citigroup Global Markets Holdings Inc. 9.75% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/1/2027
Citigroup Global Markets Holdings Inc. 8.25% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 7/1/2027
Citigroup Global Markets Holdings Inc. 9.25% annual rate, paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date due 10/2/2023
Citigroup Global Markets Holdings Inc. 7.15% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 22,006.782 for Dow, 8,405.768 for Nasdaq, 1,240.219 for Russell; 70% of initial levels due 7/1/2027
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 22,006.782 for Dow, 409.122 for S&P Dynamic; 70% of initial levels due 7/1/2027
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 23,578.695 for Dow, 438.345 for S&P Dynamic; 75% of initial levels due 7/1/2027
Citigroup Global Markets Holdings Inc. 9.5% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 2,730.077 for S&P, 1,240.219 for Russell; 70% of initial levels due 1/2/2024
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable monthly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $252.584 for SPDR, $190.093 for QQQ; 65% of initial levels due 10/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2029
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2029
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2023
Citigroup Global Markets Holdings Inc. 7.45% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier level: 3,315.094, 85% of initial level due 7/1/2027
Citigroup Global Markets Holdings Inc. 9.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/2/2024
Citigroup Global Markets Holdings Inc. 17.65% annual rate, paid monthly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 7/2/2024
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,006.782 for Dow, 409.122 for S&P Dynamic, 1,240.219 for Russell; 70% of initial levels due 7/1/2027
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,204.944 for Nasdaq, 2,340.066 for S&P, 1,063.045 for Russell; 60% of initial levels due 7/2/2026
Citigroup Global Markets Holdings Inc. 10.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 467.568 for S&P Dynamic, 1,417.394 for Russell; 80% of initial levels due 7/1/2027
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,730.077 for S&P, 8,405.768 for Nasdaq, 1,240.219 for Russell; 70% of initial levels due 4/1/2027
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,730.077; 70% of initial level due 7/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2026
Citigroup Global Markets Holdings Inc. 3.5% payable annually if the index closes at or above initial level on relevant review date; if the index closes below its initial level on the review date, the coupon will be 1% due 6/30/2025
Citigroup Global Markets Holdings Inc. 4.5% payable annually if the index closes at or above initial level on relevant review date; if the index closes below its initial level on the review date, the coupon will be 1% due 6/30/2027
Citigroup Global Markets Holdings Inc. 9.45% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,738.218; 70% of initial level due 6/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/15/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/12/2023
Citigroup Global Markets Holdings Inc. 15.25% annual rate, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 12/29/2023
Citigroup Global Markets Holdings Inc. 12% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,050.476 for Dow, 8,474.095 for Nasdaq, 1,236.016 for Russell; 70% of initial levels due 6/27/2024
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,050.476 for Dow, 2,738.218 for S&P, 1,236.016 for Russell; 70% of initial levels due 6/29/2027
Citigroup Global Markets Holdings Inc. 13.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,474.095 for Nasdaq, 2,738.218 for S&P, 1,236.016 for Russell; 70% of initial levels due 6/27/2024
Citigroup Global Markets Holdings Inc. 8.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,050.476 for Dow, 2,738.218 for S&P; 70% of initial levels due 6/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/12/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each fund closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: $44.857 for Utilities, $21.021 for Financial, $49.699 for Materials; 65% of initial levels due 6/27/2025
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,738.218; 70% of initial level due 6/27/2024
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,347.044 for S&P, 2,119.902 for Stoxx, 1,059.442 for Russell; 60% of initial levels due 6/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2027
Citigroup Global Markets Holdings Inc. 7.50% due 6/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2023
Citigroup Global Markets Holdings Inc. 7.6% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/28/2027
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $74.172 for Walmart, $155.316 for Microsoft; 60% of initial share prices due 6/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2023
Citigroup Global Markets Holdings Inc. 6.75% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 6/27/2024
Citigroup Global Markets Holdings Inc. 11% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/26/2025
Citigroup Global Markets Holdings Inc. 19% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,773.26 for Nasdaq, 2,846.798 for S&P, 1,283.755 for Russell; 75% of initial levels due 6/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2024
Citigroup Global Markets Holdings Inc. 8.65% due 12/29/2023
Citigroup Global Markets Holdings Inc. 6.65% due 6/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2027
Citigroup Global Markets Holdings Inc. 7% annual rate, paid quarterly if the stock closes at or above its 63% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/27/2023
Citigroup Global Markets Holdings Inc. 19.75% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 6/26/2025
Citigroup Global Markets Holdings Inc. 8.25% annual rate, paid quarterly if the index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/30/2025
Citigroup Global Markets Holdings Inc. 9% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $63.191; 58% of initial level due 6/27/2023
Citigroup Global Markets Holdings Inc. 12.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 6,916.626 for Nasdaq, 2,255.934 for S&P, 1,014.166 for Russell; 60% of initial levels due 12/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2023
Citigroup Global Markets Holdings Inc. 10.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/28/2023
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,338.191 for Dow, 2,631.923 for S&P; 70% of initial levels due 6/25/2027
Citigroup Global Markets Holdings Inc. 6.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,886.193 for Nasdaq, 2,572.388 for S&P, 1,165.986 for Russell; 70% of initial levels due 6/23/2026
Citigroup Global Markets Holdings Inc. 8.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,069.397 for Nasdaq, 2,631.923 for S&P, 1,183.194 for Russell; 70% of initial levels due 6/25/2027
Citigroup Global Markets Holdings Inc. 8.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,069.397 for Nasdaq, 2,631.923 for S&P, 1,183.194 for Russell; 70% of initial levels due 6/25/2026
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each ETF closes at or above coupon barrier on the related observation date; Coupon barriers: $43.393 for EAFE, $117.474 for Russell, $262.073 for S&P; 70% of initial levels due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/18/2024
Citigroup Global Markets Holdings Inc. 5% for first year, then year-over-year change in CPI with floor of 2% per annum, payable monthly due 6/24/2027
Citigroup Global Markets Holdings Inc. swap rate plus 20 bps; floor of zero; payable monthly due 7/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2023
Citigroup Global Markets Holdings Inc. 10.25% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $312.683; 70% of initial level due 6/26/2024
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 6,350.718 for Nasdaq, 2,070.635 for S&P, 931.717 for Russell; 55% of initial levels due 6/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2023
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/25/2026
Citigroup Global Markets Holdings Inc. 10.6% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/27/2023
Citigroup Global Markets Holdings Inc. 19% annual rate, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 6/26/2024
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 6/28/2024
Citigroup Global Markets Holdings Inc. 10.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,371.175 for Dow, 2,635.353 for S&P, 1,185.822 for Russell; 70% of initial levels due 6/25/2026
Citigroup Global Markets Holdings Inc. 10.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,082.732 for Nasdaq, 2,635.353 for S&P, 1,185.822 for Russell; 70% of initial levels due 6/24/2027
Citigroup Global Markets Holdings Inc. 12.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,082.732 for Nasdaq, 2,635.353 for S&P, 1,185.822 for Russell; 70% of initial levels due 3/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2024
Citigroup Global Markets Holdings Inc. 7.1% annual rate, payable monthly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 19,844.6625 for Dow, 2,447.1135 for S&P, 7,505.394 for Nasdaq; 65% of initial level due 6/24/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2024
Citigroup Global Markets Holdings Inc. 11% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/21/2024
Citigroup Global Markets Holdings Inc. 8% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 6/23/2027
Citigroup Global Markets Holdings Inc. 13% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 22,416.585 for Dow, 8,449.493 for Nasdaq, 1,249.271 for Russell; 75% of initial levels due 6/23/2025
Citigroup Global Markets Holdings Inc. 10.1% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 20,922.146 for Dow, 2,572.388 for S&P; 70% of initial levels due 6/23/2025
Citigroup Global Markets Holdings Inc. 8.3% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 6,759.594 for Nasdaq, 2,204.904 for S&P, 999.416 for Russell; 60% of initial levels due 12/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/22/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2023
Citigroup Global Markets Holdings Inc. 12.25% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/23/2025
Citigroup Global Markets Holdings Inc. 9.75% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 6/23/2025
Citigroup Global Markets Holdings Inc. 11.1% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/23/2026
Citigroup Global Markets Holdings Inc. 7.3% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 12/21/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the related observation date; Coupon barrier levels: 20,922.146 for Dow, 7,886.193 for Nasdaq, 1,165.986 for Russell; 70% of initial levels due 6/23/2025
Citigroup Global Markets Holdings Inc. 15.25% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: 20,922.146 for Dow, 7,886.193 for Nasdaq, 1,165.986 for Russell; 70% of initial levels due 6/23/2025
Citigroup Global Markets Holdings Inc. 9.65% per year, payable quarterly if each index closes at or above coupon barrier on the related observation date; Coupon barrier levels: 18,218.898 for Dow, 2,241.288 for S&P, 1,024.697 for Russell; 60% of initial levels due 6/23/2028
Citigroup Global Markets Holdings Inc. 10.3% per year, payable monthly if each index closes at or above coupon barrier on valuation date that period; Coupon barrier levels: 9,576.092 for Nasdaq, 1,415.84 for Russell; 85% of initial levels due 6/23/2027
Citigroup Global Markets Holdings Inc. 8.5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 6,759.594 for Nasdaq, 2,204.904 for S&P, 999.416 for Russell; 60% of initial levels due 6/23/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 6,759.594 for Nasdaq, 2,204.904 for S&P, 999.416 for Russell; 60% of initial levels due 6/23/2025
Citigroup Global Markets Holdings Inc. 14.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,886.193 for Nasdaq, 2,572.388 for S&P, 1,165.986 for Russell; 70% of initial levels due 12/21/2023
Citigroup Global Markets Holdings Inc. 10.5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,572.388 for S&P, 1,165.986 for Russell; 70% of initial levels due 6/23/2025
Citigroup Global Markets Holdings Inc. 9.25% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,572.388 for S&P, 1,165.986 for Russell; 70% of initial levels due 6/23/2025
Citigroup Global Markets Holdings Inc. SOFR, subject to 2.8% minimum interest rate and 5% maximum interest rate; payable quarterly due 6/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2024
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 2,572.388 for S&P, 7,886.193 for Nasdaq, 1,165.986 for Russell; 70% of initial levels due 6/21/2024
Citigroup Global Markets Holdings Inc. 11% annual rate, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 6/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/22/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2025
Citigroup Global Markets Holdings Inc. 7.4% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $256.10 for SPDR, $94.39 for iShares; 70% of initial values due 6/23/2032
Citigroup Global Markets Holdings Inc. 9.4% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $256.10 for SPDR, $94.39 for iShares; 70% of initial values due 6/23/2032
Citigroup Global Markets Holdings Inc. 8% annually, payable monthly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,200.062; 60% of initial level due 6/20/2025
Citigroup Global Markets Holdings Inc. 12.25% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 2,566.739 for S&P, 1,154.885 for Russell; 70% of initial levels due 6/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2023
Citigroup Global Markets Holdings Inc. 12.8% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/20/2025
Citigroup Global Markets Holdings Inc. 11.8% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/22/2026
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/19/2024
Citigroup Global Markets Holdings Inc. 10.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 19,452.596 for Dow, 7,232.921 for Nasdaq, 1,072.393 for Russell; 65% of initial levels due 6/22/2027
Citigroup Global Markets Holdings Inc. 9.25% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: 2,614.836; 70% of initial level due 6/22/2026
Citigroup Global Markets Holdings Inc. 8.50% due 6/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2023
Citigroup Global Markets Holdings Inc. 5% payable annually if the index closes at or above initial level on relevant review date; if the index closes below its initial level on the review date, the coupon will be 1% due 6/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/18/2024
Citigroup Global Markets Holdings Inc. 6.65% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2024
Citigroup Global Markets Holdings Inc. 6% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/20/2024
Citigroup Global Markets Holdings Inc. 11.9% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/21/2024
Citigroup Global Markets Holdings Inc. 12.3% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/21/2027
Citigroup Global Markets Holdings Inc. 8.25% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 6/21/2027
Citigroup Global Markets Holdings Inc. 13.6% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date due 6/21/2023
Citigroup Global Markets Holdings Inc. 12.6% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date due 6/21/2023
Citigroup Global Markets Holdings Inc. 13.5% annual rate, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 8,449.493 for Nasdaq, 1,249.271 for Russell, 2,756.13 for S&P; 75% of initial levels due 12/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2023
Citigroup Global Markets Holdings Inc. 8% annualized, if index closes at or above barrier level on quarterly observation date due 6/21/2024
Citigroup Global Markets Holdings Inc. 7% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/19/2023
Citigroup Global Markets Holdings Inc. 11.9% annual rate, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/20/2024
Citigroup Global Markets Holdings Inc. 9.15% annual rate, paid quarterly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 6/24/2024
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,614.836; 70% of initial level due 6/17/2027
Citigroup Global Markets Holdings Inc. 10.48% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:
Citigroup Global Markets Holdings Inc. 10.63% due 6/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/18/2023
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 6/24/2024
Citigroup Global Markets Holdings Inc. 12.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,918.183 for Nasdaq, 2,614.836 for S&P, 1,195.48 for Russell; 70% of initial levels due 6/20/2024
Citigroup Global Markets Holdings Inc. 13% annually, payable quarterly, for first three years; after that, annual coupon rate set at 50 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 13% ceiling; Accrual barriers: 49.212 for Stoxx Banks, 18,218.898 for Dow, 2,241.288 for S&P; 60% of initial level due 6/17/2042
Citigroup Global Markets Holdings Inc. 14% for the first year and a half, payable quarterly; after that, annualized rate of 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 14%, floor of 0%; Accrual barrier levels: 2,241.288 for S&P, 6,787.014 for Nasdaq, 1,024.697 for Russell; 60% of initial levels due 6/17/2042
Citigroup Global Markets Holdings Inc. 14% for the first year; after that, 10 times the spread, subject to a minimum rate of 0.5% per year; spread is 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate; payable quarterly due 6/16/2037
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2023
Citigroup Global Markets Holdings Inc. 12.55% annualized, payable quarterly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 6/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/17/2027
Citigroup Global Markets Holdings Inc. 11.18% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the observation period; Coupon barrier levels: 1,024.697 for Russell, 2,241.29 for S&P, 6,787.01 for Nasdaq; 60% of initial levels due 9/18/2025
Citigroup Global Markets Holdings Inc. 5% on each annual coupon payment date if the worst performing index closes above its initial level; otherwise, 3% due 6/17/2027
Citigroup Global Markets Holdings Inc. 19.5% annual rate, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 6/18/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 5.25% annual rate, paid quarterly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 6/18/2026
Citigroup Global Markets Holdings Inc. 15% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $6.47; 58.5% of initial level due 6/18/2024
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if the fund closes at or above coupon barrier on related observation date; Coupon barrier level: $235.51; 60% of initial level due 6/21/2024
Citigroup Global Markets Holdings Inc. 9% annually, payable quarterly, for first 18 months; after that, 9% contingent rate, paid on the percentage of days the 30-year ICE rate minus the two-year ICE rate is above zero and both indexes close above their accrual barriers; Accrual barriers: 5,644.160 for Nasdaq, 1,874.815 for S&P; 50% of initial level due 6/16/2037
Citigroup Global Markets Holdings Inc. 12.8% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date due 6/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2024
Citigroup Global Markets Holdings Inc. 13.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the observation period; Coupon barrier levels: 1,200.217 for Russell, 2,624.74 for S&P, 7,901.82 for Nasdaq; 70% of initial levels due 9/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2024
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 21,974.953 for Dow, 2,730.602 for S&P, 1,260.199 for Russell; 70% of initial levels due 6/15/2027
Citigroup Global Markets Holdings Inc. 10% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $96.5635; 55% of initial level due 7/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2024
Citigroup Global Markets Holdings Inc. 10.6% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/13/2025
Citigroup Global Markets Holdings Inc. 7.25% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/13/2025
Citigroup Global Markets Holdings Inc. 7.6% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $24.678 for ETF, 2,340.516 for S&P; 60% of initial levels due 6/17/2027
Citigroup Global Markets Holdings Inc. 8.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,974.953 for Dow, 2,730.602 for S&P, 1,260.199 for Russell; 70% of initial levels due 6/15/2026
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,190.133 for Dow, 2,633.081 for S&P, 1,215.192 for Russell; 67.5% of initial levels due 6/13/2025
Citigroup Global Markets Holdings Inc. 7.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,282.974 for Nasdaq, 2,730.602 for S&P, 1,260.199 for Russell; 70% of initial levels due 6/15/2027
Citigroup Global Markets Holdings Inc. 13% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $41.825 for ETF, 1,260.199 for Russell, 8,282.974 for Nasdaq; 70% of initial levels due 12/13/2024
Citigroup Global Markets Holdings Inc. 16% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: 2,925.645 for S&P, 1,350.213 for Russell; 75% of initial levels due 9/14/2023
Citigroup Global Markets Holdings Inc. 12.40% due 6/15/2023
Citigroup Global Markets Holdings Inc. 15.25% due 6/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2023
Citigroup Global Markets Holdings Inc. 7.4% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,881.039; 70% of initial level due 6/15/2023
Citigroup Global Markets Holdings Inc. 8.2% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 6/13/2025
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 2,730.602 for S&P, 21,974.953 for Dow, 1,260.199 for Russell; 70% of initial levels due 6/13/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,730.602; 70% of initial level due 6/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/16/2025
Citigroup Global Markets Holdings Inc. 10.50% due 6/15/2023
Citigroup Global Markets Holdings Inc. 12.55% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/14/2023
Citigroup Global Markets Holdings Inc. 12.75% annual rate, if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/12/2025
Citigroup Global Markets Holdings Inc. 6.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,590.953 for Dow, 2,812.474 for S&P; 70% of initial levels due 6/14/2027
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 19,908.084 for Dow, 2,496.408 for S&P, 7,627.008 for Nasdaq; 60% of initial levels due 6/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/14/2023
Citigroup Global Markets Holdings Inc. 8.30% due 6/13/2023
Citigroup Global Markets Holdings Inc. 8.2% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 7,569.078 for Nasdaq, 2,469.462 for S&P, 1,134.604 for Russell; 60% of initial levels due 12/13/2023
Citigroup Global Markets Holdings Inc. 14% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 6/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2027
Citigroup Global Markets Holdings Inc. 12.15% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,664.718 for Stoxx, 8,898.176 for Nasdaq, 1,343.694 for Russell; 70% of initial levels due 6/10/2027
Citigroup Global Markets Holdings Inc. 9.75% due 6/12/2025
Citigroup Global Markets Holdings Inc. 10.45% due 12/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/12/2024
Citigroup Global Markets Holdings Inc. 8% per annum paid quarterly for the first two years; then 8% annualized, payable quarterly, if stock closes above barrier level on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons due 6/10/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2025
Citigroup Global Markets Holdings Inc. 15.25% annualized rate, payable semiannually if each fund closes at or above barrier price on related valuation date due 6/13/2025
Citigroup Global Markets Holdings Inc. 8.7% per year, payable quarterly if each index closes at or above coupon barrier on observation date that quarter; Coupon barriers: 2,472.858 for S&P, 1,133.931 for Russell, 19,749.468 for Dow; 60% of initial value due 6/11/2024
Citigroup Global Markets Holdings Inc. 15.5% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date due 6/9/2023
Citigroup Global Markets Holdings Inc. 11.4% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date due 6/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2025
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each index closes at or above coupon barrier every day that quarter; Coupon barriers: 2,686.89 for Stoxx, 1,322.92 for Russell, 23,041.05 for Dow; 70% of initial value due 6/11/2025
Citigroup Global Markets Holdings Inc. 7.8% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/6/2025
Citigroup Global Markets Holdings Inc. 11.55% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 6/6/2024
Citigroup Global Markets Holdings Inc. 13.85% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $99.372; 70% of initial level due 7/7/2023
Citigroup Global Markets Holdings Inc. 8.3% annualized rate, payable monthly if each underlier closes at or above coupon barrier level on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: $29.659 for ETF, 1,318.137 for Russell, 8,783.621 for Nasdaq; 70% of initial levels due 6/6/2025
Citigroup Global Markets Holdings Inc. 6.9% annually, payable monthly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,465.124; 60% of initial level due 6/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/8/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/8/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/6/2024
Citigroup Global Markets Holdings Inc. 6.25% annual rate, paid quarterly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 6/8/2027
Citigroup Global Markets Holdings Inc. 10.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,384.805 for Dow, 2,670.551 for S&P, 1,223.984 for Russell; 65% of initial levels due 6/6/2024
Citigroup Global Markets Holdings Inc. 10.55% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,029.79 for Dow, 2,875.978 for S&P, 1,318.137 for Russell; 70% of initial levels due 6/8/2027
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,259.697; 55% of initial level due 6/6/2025
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,875.978; 70% of initial level due 6/10/2025
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,875.978; 70% of initial level due 6/6/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,875.978; 70% of initial level due 6/8/2032
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/22/2023
Citigroup Global Markets Holdings Inc. 12.55% due 12/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2025
Citigroup Global Markets Holdings Inc. 10.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,411.27 for Nasdaq, 1,391.118 for Russell; 75% of initial levels due 6/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/7/2029
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2025
Citigroup Global Markets Holdings Inc. 5.50% due 12/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/8/2023
Citigroup Global Markets Holdings Inc. 7.45% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 6,274.18 for Nasdaq, 2,050.615 for S&P, 927.412 for Russell; 50% of initial levels due 3/6/2024
Citigroup Global Markets Holdings Inc. 7.25% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,665.8; 65% of initial level due 6/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2025
Citigroup Global Markets Holdings Inc. 12% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $31.535; 70% of initial level due 6/5/2024
Citigroup Global Markets Holdings Inc. 10.35% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $67.725; 70% of initial level due 6/5/2024
Citigroup Global Markets Holdings Inc. 7.9% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 8,849.47 for Nasdaq, 2,892.505 for S&P; 70% of initial levels due 4/5/2023
Citigroup Global Markets Holdings Inc. 8.6% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 8,849.47 for Nasdaq, 2,892.505 for S&P, 1,304.83 for Russell; 70% of initial levels due 6/5/2024
Citigroup Global Markets Holdings Inc. 8.9% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 1,304.83 for Russell, 2,892.505 for S&P, 23,093.084 for Dow; 70% of initial levels due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2027
Citigroup Global Markets Holdings Inc. 19.7% per year, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier price: $12.285, or 50% of initial share price due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 12% if the stock closes at or above its 65% coupon barrier on the related valuation date due 6/5/2024
Citigroup Global Markets Holdings Inc. 9.75% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/5/2028
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,093.084 for Dow, 2,892.505 for S&P, 1,304.83 for Russell; 70% of initial levels due 6/4/2026
Citigroup Global Markets Holdings Inc. 9.2% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,892.505 for S&P, 1,304.83 for Russell; 70% of initial levels due 3/5/2024
Citigroup Global Markets Holdings Inc. 11.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,113.68 for Nasdaq, 26,392.096 for Dow, 3,305.72 for S&P; 80% of initial levels due 12/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2023
Citigroup Global Markets Holdings Inc. 2.36% for first month, then swap rate plus 11.5 bps with floor of 0% per annum, payable monthly due 7/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2026
Citigroup Global Markets Holdings Inc. 8.5% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 23,093.084 for Dow, 1,304.8301 for Russell, 2,892.505 for S&P; 70% of initial level due 5/29/2026
Citigroup Global Markets Holdings Inc. 9.5% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,099.1125 for S&P, 1,398.03225 for Russell, 9,481.575 for Nasdaq; 75% of initial level due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2023
Citigroup Global Markets Holdings Inc. 16.5% annually, payable quarterly, if ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $66.398; 75% of initial level due 5/30/2025
Citigroup Global Markets Holdings Inc. 12% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 9,511.065 for Nasdaq, 24,909.72 for Dow, 1,415.922 for Russell; 75% of initial levels due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2024
Citigroup Global Markets Holdings Inc. 6.35% paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 5/30/2025
Citigroup Global Markets Holdings Inc. 8.65% paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 6/2/2027
Citigroup Global Markets Holdings Inc. 7.4% paid quarterly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 6/2/2027
Citigroup Global Markets Holdings Inc. 13.02% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $24.899 for ETF, 1,321.527 for Russell; 70% of initial levels due 12/3/2024
Citigroup Global Markets Holdings Inc. 11.3% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,909.72 for Dow, 3,118.68 for S&P, 9,511.065 for Nasdaq; 75% of initial levels due 5/30/2025
Citigroup Global Markets Holdings Inc. 16.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,249.072 for Dow, 8,876.994 for Nasdaq, 1,321.527 for Russell; 70% of initial levels due 6/2/2023
Citigroup Global Markets Holdings Inc. 6.4% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,910.768; 70% of initial level due 6/1/2026
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 5/30/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 2,910.768 for S&P, 8,876.994 for Nasdaq, 1,321.527 for Russell; 70% of initial levels due 5/31/2024
Citigroup Global Markets Holdings Inc. 11.25% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 5/30/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,494.944 for S&P, 7,608.852 for Nasdaq, 1,132.738 for Russell; 60% of initial levels due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 14% annual rate, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 5/29/2025
Citigroup Global Markets Holdings Inc. 9.01% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/30/2025
Citigroup Global Markets Holdings Inc. 11.75% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/1/2027
Citigroup Global Markets Holdings Inc. 6.63% annual rate, paid quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 6/1/2027
Citigroup Global Markets Holdings Inc. 19% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,293.51 for Alphabet, $1,332.93 for Amazon, $114.978 for Meta, $114.84 for Netflix; 60% of initial share prices due 5/29/2025
Citigroup Global Markets Holdings Inc. 10.42% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $66.86; 50% of initial level due 5/30/2025
Citigroup Global Markets Holdings Inc. 9.65% annualized rate, payable quarterly if each index closes at or above coupon barrier level on every trading day during the observation period; Coupon barrier levels: 1,286.767 for Russell, 2,840.488 for S&P, 22,846.033 for Dow; 70% of initial levels due 5/30/2024
Citigroup Global Markets Holdings Inc. 13.20% due 3/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2027
Citigroup Global Markets Holdings Inc. 7% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/28/2027
Citigroup Global Markets Holdings Inc. 7.75% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/29/2025
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/30/2025
Citigroup Global Markets Holdings Inc. 11% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/31/2024
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/1/2027
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/31/2023
Citigroup Global Markets Holdings Inc. 9% annual rate, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 6/29/2023
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if the stock closes at or above coupon barrier on related observation date; Coupon barrier level: $5.843; 50.5% of initial level due 5/31/2024
Citigroup Global Markets Holdings Inc. 12.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,207.593 for Nasdaq, 24,477.893 for Dow, 1,378.679 for Russell; 75% of initial levels due 3/3/2027
Citigroup Global Markets Holdings Inc. 13.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,207.593 for Nasdaq, 24,477.893 for Dow, 1,378.679 for Russell; 75% of initial levels due 11/30/2023
Citigroup Global Markets Holdings Inc. 8.65% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,593.753 for Nasdaq, 22,846.033 for Dow, 1,286.767 for Russell; 70% of initial levels due 5/28/2027
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,593.753 for Nasdaq, 2,840.488 for S&P, 1,286.767 for Russell; 70% of initial levels due 11/30/2023
Citigroup Global Markets Holdings Inc. 5.75% due 5/30/2025
Citigroup Global Markets Holdings Inc. 12% for the first three years, payable quarterly; after that, annualized rate of 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 12%, floor of 0%; Accrual barrier levels: 16,318.595 for Dow, 45.910 for Stoxx Banks, 2,028.92 for S&P; 50% of initial levels due 5/30/2042
Citigroup Global Markets Holdings Inc. 10% annually for the first three years, payable quarterly, after that, interest will be based on the day count fraction when the accrual condition is met each quarter; accrual condition is met when 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate is above the negative 0.5% SOFR CMS spread barrier and each index closes at or above the 60% accrual barrier due 5/30/2042
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 8.9% per year, payable monthly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barriers: 2,244.19 for Stoxx, 19,582.31 for Dow; 60% of initial value due 8/31/2023
Citigroup Global Markets Holdings Inc. 6.90% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 6.6% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/28/2027
Citigroup Global Markets Holdings Inc. 9.75% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/28/2027
Citigroup Global Markets Holdings Inc. 8.25% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/28/2027
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/30/2023
Citigroup Global Markets Holdings Inc. 9% annual rate, paid monthly if the worst performing ETF closes at or above its 80% coupon barrier on the related valuation date due 8/30/2023
Citigroup Global Markets Holdings Inc. 7.2% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 22,484.196 for Dow, 440.258 for S&P Dynamic; 70% of initial levels due 5/28/2027
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 24,090.21 for Dow, 471.705 for S&P Dynamic; 75% of initial levels due 5/28/2027
Citigroup Global Markets Holdings Inc. 7.75% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 8,360.751 for Nasdaq, 440.258 for S&P Dynamic; 70% of initial levels due 5/28/2027
Citigroup Global Markets Holdings Inc. 16% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $88.27 for Nvidia, $1,110.46 for Amazon, $152.656 for Home Depot; 52% of initial share prices due 5/31/2024
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable monthly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $258.291 for SPDR, $189.319 for QQQ; 65% of initial levels due 8/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2029
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/28/2027
Citigroup Global Markets Holdings Inc. 9.25% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/28/2027
Citigroup Global Markets Holdings Inc. 14% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/30/2025
Citigroup Global Markets Holdings Inc. 10.25% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 5/28/2027
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,360.751 for Nasdaq, 2,785.111 for S&P, 1,259.415 for Russell; 70% of initial levels due 3/2/2027
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,166.358 for Nasdaq, 2,387.238 for S&P, 1,079.498 for Russell; 60% of initial levels due 5/29/2026
Citigroup Global Markets Holdings Inc. 12.5% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $19.554 for ETF, 1,079.498 for Russell, 7,166.358 for Nasdaq; 60% of initial levels due 5/30/2025
Citigroup Global Markets Holdings Inc. 10% for the first two years; after that, 10 times the spread, subject to a minimum rate of 0.5% and a maximum rate of 20% per year; spread is 30-year Constant Maturity Swap rate minus two-year Constant Maturity Swap rate; payable quarterly due 5/27/2037
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 7.70% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 4.5% payable annually if the index closes at or above initial level on relevant review date; if the index closes below its initial level on the review date, the coupon will be 1% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2027
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price, on valuation date for that quarter, plus any previously unpaid coupon; Coupon barrier levels: $1,113.87 for Amazon and $75.093 for Apple, 53.5% of initial levels due 11/29/2023
Citigroup Global Markets Holdings Inc. 9.6% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 8,238.888 for Nasdaq, 1,235.378 for Russell, 22,350.034 for Dow; 70% of initial levels due 5/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2024
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/30/2025
Citigroup Global Markets Holdings Inc. 6.9% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/30/2025
Citigroup Global Markets Holdings Inc. 9.05% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/29/2026
Citigroup Global Markets Holdings Inc. 8.3% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 610.194 for Emerging Markets, 1,197.426 for EAFE, 1,058.896 for Russell; 60% of initial levels due 5/30/2024
Citigroup Global Markets Holdings Inc. 8.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,004.364 for Nasdaq, 1,500.102 for Russell; 85% of initial levels due 5/27/2027
Citigroup Global Markets Holdings Inc. 5.3% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,364.888; 60% of initial level due 5/30/2025
Citigroup Global Markets Holdings Inc. 10% for the first three years, payable quarterly; after that, annualized rate of 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 10%, floor of 0%; Accrual barrier levels: 15,964.31 for Dow, 882.413 for Russell, 1,970.74 for S&P; 50% of initial levels due 5/27/2042
Citigroup Global Markets Holdings Inc. 9% annually, payable quarterly, for first two years; after that, annual coupon rate set at the spread of the 30-year ICE rate minus the two-year ICE rate for each day each index closes at or above its accrual barrier, payable quarterly; floating rate is subject to 0% floor; Accrual barriers: 970.654 for Russell, 2,167.814 for S&P; 55% of initial levels due 5/26/2037
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2024
Citigroup Global Markets Holdings Inc. 38.1% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $247.85; 70% of initial level due 5/31/2024
Citigroup Global Markets Holdings Inc. 11.70% due 8/28/2023
Citigroup Global Markets Holdings Inc. 12.25% per year, payable quarterly if the index closes at or above coupon barrier on every day that period; Coupon barrier level: 9,025.71; 75% of initial level due 5/26/2023
Citigroup Global Markets Holdings Inc. 9.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,384.25 for S&P, 1,075.657 for Russell; 60% of initial levels due 5/29/2025
Citigroup Global Markets Holdings Inc. 10.05% per year, payable quarterly if the fund closes at or above coupon barrier on related observation date; Coupon barrier level: $85.82; 70% of initial level due 5/29/2024
Citigroup Global Markets Holdings Inc. 8.3% for the first year; after that, nine times the spread, subject to a minimum rate of 1.5% and a cap of 18%; spread is 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate; payable quarterly due 5/25/2037
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 20.75% annual rate, paid quarterly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 5/23/2024
Citigroup Global Markets Holdings Inc. 10.6% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $1,592.347; 74% of initial level due 6/23/2023
Citigroup Global Markets Holdings Inc. 8% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier price: $1,183.501; 55% of initial level due 6/23/2023
Citigroup Global Markets Holdings Inc. 11.75% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $96.313; 70% of initial level due 6/23/2023
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,200.501 for Russell, 2,641.221 for S&P; 67.7% of initial levels due 2/23/2024
Citigroup Global Markets Holdings Inc. 18.25% due 8/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2029
Citigroup Global Markets Holdings Inc. 11.45% annualized, payable quarterly if the fund closes at or above coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $42.608; 80% of initial price due 6/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2024
Citigroup Global Markets Holdings Inc. 12% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 8/24/2023
Citigroup Global Markets Holdings Inc. 8.5% annual rate, payable semiannually if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/23/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,730.952 for S&P, 21,883.33 for Dow; 70% of initial levels due 5/23/2025
Citigroup Global Markets Holdings Inc. 11.45% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,340.816 for S&P, 7,101.372 for Nasdaq; 60% of initial levels due 2/23/2024
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: $26.741 for ETF, 1,152.623 for Russell, 7,693.153 for Nasdaq; 65% of initial levels due 11/25/2025
Citigroup Global Markets Holdings Inc. 20.05% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $37.401 for ETF, 1,592.928 for Russell, 10,973.032 for Nasdaq; 70% of initial levels due 8/24/2023
Citigroup Global Markets Holdings Inc. 15.5% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: 2,926.02 for S&P, 1,329.95 for Russell; 75% of initial levels due 8/24/2023
Citigroup Global Markets Holdings Inc. 10.5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,730.952 for S&P, 1,241.286 for Russell; 70% of initial levels due 5/23/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,730.952 for S&P, 1,241.286 for Russell, 21,883.33 for Dow; 70% of initial levels due 5/27/2027
Citigroup Global Markets Holdings Inc. 7.1% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,730.952 for S&P, 1,241.286 for Russell, 8,284.934 for Nasdaq; 70% of initial levels due 11/24/2023
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 5/23/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,926.02; 75% of initial levels due 5/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2023
Citigroup Global Markets Holdings Inc. 10.5% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $218.69 for SPDR, $100.44 for iShares; 70% of initial value due 5/23/2025
Citigroup Global Markets Holdings Inc. 6.75% annual rate, paid quarterly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 5/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2024
Citigroup Global Markets Holdings Inc. 15.20% due 5/24/2024
Citigroup Global Markets Holdings Inc. 7.25% annual rate, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 5/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2023
Citigroup Global Markets Holdings Inc. 6.75% due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2027
Citigroup Global Markets Holdings Inc. 4.60% due 5/23/2024
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/23/2023
Citigroup Global Markets Holdings Inc. 8% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $95.758; 68% of initial level due 5/23/2023
Citigroup Global Markets Holdings Inc. 11.1% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 8,349.817 for Nasdaq, 1,242.392 for Russell, 22,043.049 for Dow; 70% of initial levels due 11/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2024
Citigroup Global Markets Holdings Inc. 8.1% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/21/2027
Citigroup Global Markets Holdings Inc. 10.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/21/2027
Citigroup Global Markets Holdings Inc. 7.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,043.049 for Dow, 8,349.817 for Nasdaq, 1,242.392 for Russell; 70% of initial levels due 5/22/2025
Citigroup Global Markets Holdings Inc. 14.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,746.576 for S&P, 8,349.817 for Nasdaq, 1,242.392 for Russell; 70% of initial levels due 5/22/2025
Citigroup Global Markets Holdings Inc. 8.6% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,746.576; 70% of initial level due 5/22/2025
Citigroup Global Markets Holdings Inc. 6.60% due 5/23/2023
Citigroup Global Markets Holdings Inc. 7.05% due 7/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2027
Citigroup Global Markets Holdings Inc. 12.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/22/2023
Citigroup Global Markets Holdings Inc. 11.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/21/2025
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 8,794.87 for Nasdaq, 2,862.195 for S&P 500; 70% of initial levels due 6/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 11.8% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $89.544; 60% of initial level due 5/22/2024
Citigroup Global Markets Holdings Inc. 12.4% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $85.526; 70% of initial level due 5/22/2024
Citigroup Global Markets Holdings Inc. 11.35% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,858.213 for Dow, 8,794.87 for Nasdaq, 1,288.209 for Russell; 70% of initial levels due 5/21/2026
Citigroup Global Markets Holdings Inc. 9.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 17,960.025 for Dow, 2,248.868 for S&P, 1,012.164 for Russell; 55% of initial levels due 5/22/2024
Citigroup Global Markets Holdings Inc. 9.65% per year, payable quarterly if each index closes at or above coupon barrier on every day that period; Coupon barrier levels: 2,657.753 for S&P, 1,288.034 for MSCI EAFE, 1,196.194 for Russell; 65% of initial levels due 5/22/2025
Citigroup Global Markets Holdings Inc. 14.5% per year, payable quarterly if each index closes at or above coupon barrier on every day that period; Coupon barrier levels: 2,862.195 for S&P, 8,794.87 for Nasdaq, 1,288.209 for Russell; 70% of initial levels due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2025
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: $241.032 for SPDR, $181.164 for QQQ, $106.842 for iShares; 60% of initial levels due 5/23/2024
Citigroup Global Markets Holdings Inc. 14.10% due 5/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2024
Citigroup Global Markets Holdings Inc. 11% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/21/2025
Citigroup Global Markets Holdings Inc. 12.6% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/20/2027
Citigroup Global Markets Holdings Inc. 8.1% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/21/2026
Citigroup Global Markets Holdings Inc. 7.25% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/21/2026
Citigroup Global Markets Holdings Inc. 11.05% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/21/2024
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,579.738 for Stoxx, 8,570.506 for Nasdaq, 1,248.399 for Russell; 70% of initial levels due 5/20/2027
Citigroup Global Markets Holdings Inc. 9.6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,211.204 for Stoxx, 7,346.148 for Nasdaq, 1,070.056 for Russell; 60% of initial levels due 5/20/2027
Citigroup Global Markets Holdings Inc. 11.55% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,805.607 for S&P, 22,556.394 for Dow, 1,248.399 for Russell; 70% of initial levels due 5/21/2026
Citigroup Global Markets Holdings Inc. 8% for the first two years; after that, 10 times the spread, subject to a minimum rate of 2% and a maximum rate of 20% per year; spread is 30-year U.S. dollar SOFR ICE swap rate minus two-year U.S. dollar SOFR ICE swap rate; payable quarterly due 5/18/2032
Citigroup Global Markets Holdings Inc. 7.30% due 5/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/16/2025
Citigroup Global Markets Holdings Inc. 10.8% annual rate, paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 6/16/2023
Citigroup Global Markets Holdings Inc. 11.88% annual rate, paid quarterly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date due 5/16/2024
Citigroup Global Markets Holdings Inc. 10.25% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/16/2025
Citigroup Global Markets Holdings Inc. 10.62% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $102.3368; 65% of initial level due 5/16/2025
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,816.723; 70% of initial level due 5/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/18/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/17/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2023
Citigroup Global Markets Holdings Inc. 4.95% due 7/18/2023
Citigroup Global Markets Holdings Inc. 5.15% due 1/19/2024
Citigroup Global Markets Holdings Inc. 4.95% due 5/18/2023
Citigroup Global Markets Holdings Inc. 5.05% due 11/16/2023
Citigroup Global Markets Holdings Inc. 11.25% due 5/18/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 8% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/18/2027
Citigroup Global Markets Holdings Inc. 17% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/16/2023
Citigroup Global Markets Holdings Inc. 7.55% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $24.294 for ETF, 2,414.334 for S&P; 60% of initial levels due 5/20/2027
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,757.328 for Dow, 9,909.92 for Nasdaq, 1,434.133 for Russell; 80% of initial levels due 5/16/2025
Citigroup Global Markets Holdings Inc. 14.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 27,058.994 for Dow, 10,172.426 for Nasdaq, 1,460.422 for Russell; 85% of initial levels due 2/19/2025
Citigroup Global Markets Holdings Inc. 11.44% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,537.662 for Dow, 2,816.723 for S&P, 1,254.866 for Russell; 70% of initial levels due 5/16/2025
Citigroup Global Markets Holdings Inc. 8.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,211.21 for Dow, 2,751.056 for S&P, 1,217.567 for Russell; 70% of initial levels due 5/20/2025
Citigroup Global Markets Holdings Inc. 13% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,671.18 for Nasdaq, 1,254.866 for Russell; 70% of initial levels due 5/20/2025
Citigroup Global Markets Holdings Inc. 18% annually, payable quarterly, for first year; after that, annual coupon rate set at 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 20% ceiling; Accrual barriers: 42.91 for Stoxx Banks, 16,098.33 for Dow, 2,011.945 for S&P; 50% of initial level due 5/19/2042
Citigroup Global Markets Holdings Inc. 9% annually for the first five years, payable quarterly, after that, interest will accrue at an annual rate of 50 times the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day that each index closes at or above the accrual barrier; payable quarterly, floor of 0%, cap of 14%; Accrual barrier levels: 42.91 for Stoxx Banks, 16,098.33 for Dow, 2,011.945 for S&P; 50% of initial levels due 5/19/2042
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2023
Citigroup Global Markets Holdings Inc. 14% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 5/16/2025
Citigroup Global Markets Holdings Inc. 10.138% per year, payable quarterly if each ETF closes at or above coupon barrier on valuation date; Coupon barriers: $46.893 for iShares MSCI EAFE, $124.649 for iShares Russell 2000, $281.204 for S&P 500; 70% of initial levels due 8/18/2027
Citigroup Global Markets Holdings Inc. 6.6% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,213.14; 55% of initial level due 5/16/2025
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,011.945 for S&P, 1,851.71 for Stoxx, 896.333 for Russell; 70% of initial levels due 5/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/16/2023
Citigroup Global Markets Holdings Inc. 9.60% due 5/16/2025
Citigroup Global Markets Holdings Inc. 6.50% due 5/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/16/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/18/2027
Citigroup Global Markets Holdings Inc. 17.4% annual rate, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 11/16/2023
Citigroup Global Markets Holdings Inc. 6.93% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 2,816.72 for S&P, 1,254.866 for Russell; 70% of initial value due 5/18/2032
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 2,816.72 for S&P, 1,254.866 for Russell; 70% of initial value due 5/18/2032
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2028
Citigroup Global Markets Holdings Inc. 9% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/15/2025
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $75.557 for Apple, $257.675 for Costco; 53% of initial share prices due 5/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/17/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2025
Citigroup Global Markets Holdings Inc. 7.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,211.21 for Dow, 2,751.056 for S&P; 70% of initial levels due 5/15/2026
Citigroup Global Markets Holdings Inc. 8.5% initial rate until May 17, 2023; then quarterly determined at 10 times spread of 30-year CMS rate minus two-year CMS rate, subject to cap of 20% per year and floor of 2%; payable quarterly due 5/17/2032
Citigroup Global Markets Holdings Inc. 7.4% annually, payable quarterly if index closes at or above coupon barrier level on valuation date for that period; Coupon barrier level: 3,092.32, 77% of initial level due 5/17/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/17/2029
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2023
Citigroup Global Markets Holdings Inc. 5.75% due 5/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2027
Citigroup Global Markets Holdings Inc. 13.4% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 5/16/2024
Citigroup Global Markets Holdings Inc. 14.2% per year, payable quarterly if the fund closes at or above coupon barrier on related observation date; Coupon barrier level: $204.288; 70% of initial level due 5/16/2024
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,377.292 for Nasdaq, 2,754.626 for S&P, 1,202.701 for Russell; 70% of initial levels due 5/14/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/17/2028
Citigroup Global Markets Holdings Inc. 14.8% annual rate, paid monthly if the stock closes at or above its 74% coupon barrier on the related valuation date due 6/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/12/2024
Citigroup Global Markets Holdings Inc. 12.35% annual rate, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 5/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/13/2027
Citigroup Global Markets Holdings Inc. 9% per year, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/14/2023
Citigroup Global Markets Holdings Inc. 8.85% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/14/2025
Citigroup Global Markets Holdings Inc. 14.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 28,048.275 for Dow, 10,922.968 for Nasdaq, 1,590.476 for Russell; 85% of initial levels due 2/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/9/2024
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 5/9/2024
Citigroup Global Markets Holdings Inc. 9.8% annual rate, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 5/9/2024
Citigroup Global Markets Holdings Inc. 6.55% due 5/11/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/10/2022
Citigroup Global Markets Holdings Inc. 8.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/9/2025
Citigroup Global Markets Holdings Inc. 12% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/9/2025
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,319.496 for Dow, 1,471.652 for Russell, 10,154.832 for Nasdaq; 80% of initial levels due 5/9/2025
Citigroup Global Markets Holdings Inc. 6.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 19,739.622 for Dow, 2,474.004 for S&P, 7,616.124 for Nasdaq; 60% of initial levels due 5/9/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,886.338 for S&P, 1,287.696 for Russell, 8,885.478 for Nasdaq; 70% of initial levels due 5/11/2027
Citigroup Global Markets Holdings Inc. 7.15% due 5/9/2025
Citigroup Global Markets Holdings Inc. 8.50% due 5/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2023
Citigroup Global Markets Holdings Inc. 13.3% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 5/9/2025
Citigroup Global Markets Holdings Inc. 12.6% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,092.505 for S&P, 9,520.155 for Nasdaq, 1,379.674 for Russell; 75% of initial levels due 5/9/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,474.004 for S&P, 7,616.124 for Nasdaq, 1,103.739 for Russell; 60% of initial levels due 5/9/2025
Citigroup Global Markets Holdings Inc. 7.25% due 5/13/2024
Citigroup Global Markets Holdings Inc. 6.35% due 7/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2028
Citigroup Global Markets Holdings Inc. 22.2% annual rate, paid monthly if the worst performing stock closes at or above its 80% coupon barrier on the related valuation date due 5/8/2025
Citigroup Global Markets Holdings Inc. 9.05% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $101.901; 65% of initial level due 5/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/10/2032
Citigroup Global Markets Holdings Inc. 0.00% due 5/10/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/9/2024
Citigroup Global Markets Holdings Inc. 11.65% per year for each day that each index closes at or above 75% accrual barrier level; payable quarterly due 5/8/2025
Citigroup Global Markets Holdings Inc. 6.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/8/2025
Citigroup Global Markets Holdings Inc. 5.2% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/8/2025
Citigroup Global Markets Holdings Inc. 8.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 19,798.782 for Dow, 2,488.122 for S&P, 7,710.33 for Nasdaq; 60% of initial levels due 5/8/2025
Citigroup Global Markets Holdings Inc. 6% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/7/2027
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 5/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/9/2024
Citigroup Global Markets Holdings Inc. 12.9% annual rate, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 5/9/2024
Citigroup Global Markets Holdings Inc. 15% annual rate, paid quarterly if the stock closes at or above its 50% coupon barrier on the related valuation date due 5/9/2024
Citigroup Global Markets Holdings Inc. 13.21% per year, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/8/2025
Citigroup Global Markets Holdings Inc. 11.3% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/8/2025
Citigroup Global Markets Holdings Inc. 6.30% due 5/9/2024
Citigroup Global Markets Holdings Inc. 11.2% annually for the first three years, payable quarterly, after that, interest will accrue at an annual rate of 50 times the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day that each index closes at or above the accrual barrier; payable quarterly, floor of 0%, cap of 11.2%; Accrual barrier levels: 42.74 for Stoxx Banks, 17,030.53 for Dow, 2,150.085 for S&P; 50% of initial levels due 5/6/2042
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/8/2025
Citigroup Global Markets Holdings Inc. 23.1% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 5/8/2025
Citigroup Global Markets Holdings Inc. 13.5% annual rate, paid quarterly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/8/2025
Citigroup Global Markets Holdings Inc. 12% annual rate, paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 5/8/2024
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid quarterly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 5/10/2024
Citigroup Global Markets Holdings Inc. 13.5% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $51.113; 75% of initial level due 5/8/2024
Citigroup Global Markets Holdings Inc. 13.7004% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $352.308; 85% of initial price due 5/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2027
Citigroup Global Markets Holdings Inc. 10.45% annual rate, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/8/2025
Citigroup Global Markets Holdings Inc. 9.9% annual rate, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 2/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/8/2024
Citigroup Global Markets Holdings Inc. 13.61% per year, payable quarterly if each index closes at or above coupon barrier every day that quarter; Coupon barriers: 9,162.93 for Nasdaq, 1,329.2 for Russell, 23,190.15 for Dow; 70% of initial value due 2/6/2025
Citigroup Global Markets Holdings Inc. 26% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 5/7/2025
Citigroup Global Markets Holdings Inc. 9% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/7/2024
Citigroup Global Markets Holdings Inc. 10.75% annualized rate, payable monthly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $16.696 for SLV, $33.712 for GDXJ; 80% of initial levels due 5/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/17/2023
Citigroup Global Markets Holdings Inc. 12% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 5/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 16% annual rate, paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date, plus any previously unpaid coupons due 11/2/2023
Citigroup Global Markets Holdings Inc. 16.35% annual rate, paid monthly if the stock closes at or above its 65% coupon barrier on the related valuation date due 5/2/2024
Citigroup Global Markets Holdings Inc. 11.25% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/1/2024
Citigroup Global Markets Holdings Inc. 8.05% annual rate, paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 8/3/2023
Citigroup Global Markets Holdings Inc. 12.1% annual rate, paid quarterly if the ETF closes at or above its 60% coupon barrier on the related valuation date due 5/2/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above its coupon barrier on the corresponding observation date; previously unpaid coupons will also be paid; Coupon barriers: 2,776.088 for Stoxx, 3,016.309 for S&P; 73% of initial levels due 5/2/2025
Citigroup Global Markets Holdings Inc. 13.25% due 11/3/2022
Citigroup Global Markets Holdings Inc. 7.95% due 11/2/2023
Citigroup Global Markets Holdings Inc. 7.60% due 5/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 12.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/2/2025
Citigroup Global Markets Holdings Inc. 11.46% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 5/2/2025
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/2/2025
Citigroup Global Markets Holdings Inc. 10.6% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 11/1/2024
Citigroup Global Markets Holdings Inc. 7.6% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/4/2027
Citigroup Global Markets Holdings Inc. 9.85% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/1/2024
Citigroup Global Markets Holdings Inc. 11.35% annual rate, paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 5/2/2024
Citigroup Global Markets Holdings Inc. 7.8% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 11/1/2024
Citigroup Global Markets Holdings Inc. 9.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/2/2025
Citigroup Global Markets Holdings Inc. 10.3% annual rate, payable monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/4/2026
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 5/4/2027
Citigroup Global Markets Holdings Inc. 8.5% annual rate, if the worst performing index closes at or above its 70% coupon barrier on the related quarterly valuation date due 11/2/2023
Citigroup Global Markets Holdings Inc. 7.05% annual rate, paid monthly if the worst performing index closes at or above its 55% coupon barrier on the related valuation date due 5/4/2023
Citigroup Global Markets Holdings Inc. 9.05% annual rate, payable monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/2/2023
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 8/3/2023
Citigroup Global Markets Holdings Inc. 8.25% annual rate, if the worst performing index closes at or above its 70% coupon barrier on the related semiannual valuation date due 5/2/2025
Citigroup Global Markets Holdings Inc. 9.75% annual rate, if the worst performing index closes at or above its 70% coupon barrier on the related semiannual valuation date due 5/2/2025
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 6/2/2023
Citigroup Global Markets Holdings Inc. 6% annual rate, paid quarterly if the index closes at or above its 55% coupon barrier on the related valuation date due 5/2/2024
Citigroup Global Markets Holdings Inc. 7.75% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/2/2024
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 10/31/2024
Citigroup Global Markets Holdings Inc. 7.15% annual rate, paid quarterly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 5/6/2025
Citigroup Global Markets Holdings Inc. 5.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 6.60% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00%
Citigroup Global Markets Holdings Inc. 8.5%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 5/2/2025
Citigroup Global Markets Holdings Inc. 10.25% annual rate, paid quarterly, if each underlying index closes at or above its 75% downside threshold level on the related quarterly observation date
Citigroup Global Markets Holdings Inc. 7.75% annual rate, paid quarterly, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date due 5/2/2025
Citigroup Global Markets Holdings Inc. 11% annual rate, paid quarterly, if each underlying index closes at or above its 75% coupon barrier on every day during the quarterly observation date due 5/4/2027
Citigroup Global Markets Holdings Inc. 11.5% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,098.948 for S&P, 1,398.077 for Russell, 9,641.1 for Nasdaq; 75% of initial levels due 5/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/17/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2028
Citigroup Global Markets Holdings Inc. 10% per year, paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 4/29/2026
Citigroup Global Markets Holdings Inc. 11% per year, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 4/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 11.75% annual rate, payable quarterly if both ETFs close above coupon barrier levels on related observation date; Coupon barrier levels: $14.728 for iShares Silver, $24.493 for Gold Miners; 70% of initial levels due 4/29/2025
Citigroup Global Markets Holdings Inc. 10% annual rate, payable quarterly if all three indexes close above interest barrier levels on related observation date; Interest barrier levels: 3,098.9475 for S&P, 1,398.07725 for Russell, 9,641.10 for Nasdaq; 75% of initial levels due 10/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2027
Citigroup Global Markets Holdings Inc. 3.00% due 5/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 9.35% per year, paid quarterly if the worst performing index closes at or above its 60% downside threshold on the related valuation date due 5/3/2023
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $102.866; 52% of initial level due 11/6/2023
Citigroup Global Markets Holdings Inc. 6.5% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 1,342.561 for Russell, 3,001.25 for S&P; 70% of initial levels due 6/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 7.55% per year, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 5/2/2024
Citigroup Global Markets Holdings Inc. 13.55% per year, paid quarterly if the ETF closes at or above its 50% coupon barrier on the related valuation date due 5/1/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,045.654 for Dow, 2,786.875 for S&P, 1,246.664 for Russell; 65% of initial levels due 10/31/2024
Citigroup Global Markets Holdings Inc. 9.35% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,764.848 for Nasdaq, 3,430.0 for S&P, 1,534.355 for Russell; 80% of initial levels due 5/1/2025
Citigroup Global Markets Holdings Inc. SOFR with a floor of 2.82% for the interest rate, payable quarterly due 4/28/2025
Citigroup Global Markets Holdings Inc. SOFR with a floor of 2.45% for the interest rate, payable quarterly due 4/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2026
Citigroup Global Markets Holdings Inc. 10.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices:$1,371.534 for Alphabet, $180.96 for Home Depot, $72.852 for JPMorgan, $169.932 for Microsoft; 60% of initial share prices due 4/29/2025
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $1,519.837 for Amazon, $165.88 for Home Depot; 55% of initial share prices due 5/1/2025
Citigroup Global Markets Holdings Inc. 9.3% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $120.559; 77% of initial level due 6/2/2023
Citigroup Global Markets Holdings Inc. 13% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $93.942 for Apple, $1,658.004 for Amazon, $21.75 for BofA, $119.556 for FedEx; 60% of initial share prices due 4/29/2025
Citigroup Global Markets Holdings Inc. 10.55% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $48.879; 55% of initial level due 5/1/2025
Citigroup Global Markets Holdings Inc. 6.63% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,928.772; 70% of initial level due 4/30/2027
Citigroup Global Markets Holdings Inc. 10.41% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $61.633; 55% of initial level due 5/1/2025
Citigroup Global Markets Holdings Inc. 11.35% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $33.881; 76% of initial level due 6/2/2023
Citigroup Global Markets Holdings Inc. 12.5004% annualized, payable monthly if the fund closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $353.685; 85% of initial price due 5/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/17/2024
Citigroup Global Markets Holdings Inc. 15.85% per year, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 5/1/2025
Citigroup Global Markets Holdings Inc. 11.4% per year, paid quarterly if the worst performing index closes at or above its 70% final barrier on the related valuation date due 5/2/2024
Citigroup Global Markets Holdings Inc. 15.3% per year, paid semiannually if the worst performing asset closes at or above its 70% final barrier on the related valuation date due 5/5/2025
Citigroup Global Markets Holdings Inc. 7.65% per year, paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 4/30/2026
Citigroup Global Markets Holdings Inc. 10.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 19,981.158 for Dow, 7,802.016 for Nasdaq; 60% of initial levels due 2/1/2024
Citigroup Global Markets Holdings Inc. 11.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,311.351 for Dow, 9,102.352 for Nasdaq, 1,318.827 for Russell; 70% of initial levels due 4/30/2026
Citigroup Global Markets Holdings Inc. 9.35% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,311.351 for Dow, 9,102.352 for Nasdaq, 1,318.827 for Russell; 70% of initial levels due 11/1/2023
Citigroup Global Markets Holdings Inc. 9.85% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,646.255 for Dow, 2,719.574 for S&P, 1,224.625 for Russell; 65% of initial levels due 5/2/2024
Citigroup Global Markets Holdings Inc. 8.5092% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 19,981.158 for Dow, 2,510.376 for S&P, 1,130.423 for Russell; 60% of initial levels due 5/2/2028
Citigroup Global Markets Holdings Inc. 11.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,268.126 for Dow, 2,922.64 for S&P, 1,323.333 for Russell; 70% of initial levels due 5/1/2025
Citigroup Global Markets Holdings Inc. 16% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $53.144 for ETF, 2,928.772 for index; 70% of initial levels due 5/5/2025
Citigroup Global Markets Holdings Inc. 14.2% per year, payable quarterly if the fund closes at or above coupon barrier on related observation date; Coupon barrier level: $72.122; 55% of initial level due 5/2/2024
Citigroup Global Markets Holdings Inc. 8% for the first two years, payable quarterly; after that, annualized rate of 8% payable for each day the 30-year CMS rate minus the two-year CMS rate is greater than zero and both indexes close above accrual barriers; Accrual barrier levels: 2,301.178 for S&P, 1,036.221 for Russell; 55% of initial levels due 4/29/2037
Citigroup Global Markets Holdings Inc. 9% annually, payable quarterly, for first five years; after that, annual coupon rate set at 50 times the spread of the 30-year SOFR ICE rate minus the two-year SOFR ICE rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 9% ceiling; Accrual barriers:
Citigroup Global Markets Holdings Inc. 10.4% initial rate until July 29, 2023; then quarterly determined at 10 times spread of 30-year CMS rate minus two-year CMS rate, subject to cap of 20% per year and floor of 0.75%; payable quarterly due 4/29/2037
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 12.7% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date; coupon payment events will automatically include any previously unpaid coupons due 5/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 13.4% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $50.528; 75% of initial level due 5/1/2024
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 28,254.153 for Dow, 541.518 for S&P Dynamic; 85% of initial levels due 4/29/2027
Citigroup Global Markets Holdings Inc. 5.75% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 19,944.108 for Dow, 2,505.12 for S&P; 60% of initial levels due 5/1/2024
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 9,757.283 for Nasdaq, 477.81 for S&P Dynamic; 75% of initial levels due 4/29/2027
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 1,606.904 for Russell, 541.518 for S&P Dynamic; 85% of initial levels due 4/29/2027
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,323.333 for Russell, 2,922.64 for S&P; 70% of initial levels due 10/31/2023
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,180.339 for Russell, 2,594.856 for S&P, 8,174.065 for Nasdaq; 60.4% of initial levels due 5/1/2025
Citigroup Global Markets Holdings Inc. 9.3% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 3,131.4; 75% of initial level due 4/30/2026
Citigroup Global Markets Holdings Inc. 5.25% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,577.672; 60% of initial level due 11/10/2025
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $270.465 for SPDR, $206.141 for QQQ; 65% of initial levels due 7/31/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $332.88 for SPDR, $150.192 for iShares; 80% of initial levels due 7/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2023
Citigroup Global Markets Holdings Inc. 6.3% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier level: 1,606.904, 85% of initial level due 4/29/2027
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,106.797 for Nasdaq, 2,922.64 for S&P, 1,323.333 for Russell; 70% of initial levels due 1/29/2027
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,805.826 for Nasdaq, 2,505.12 for S&P, 1,134.285 for Russell; 60% of initial levels due 4/30/2026
Citigroup Global Markets Holdings Inc. 13% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $81.039; 70% of initial level due 5/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 10.03% per year, payable quarterly if each fund closes at or above coupon barrier on the corresponding observation date; Coupon barriers: $47.72 for EAFE ETF, $131.42 for Russell ETF, $291.27 for S&P ETF; 70% of initial value due 4/29/2027
Citigroup Global Markets Holdings Inc. 8.00% due 4/30/2025
Citigroup Global Markets Holdings Inc. 11.7% annualized, payable each month that ETF closes at or above coupon barrier on determination date for that month, plus any previously unpaid coupon; Coupon barrier: $362.134, 85% of initial price due 4/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 7.55% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 5/1/2024
Citigroup Global Markets Holdings Inc. 7.8% annual rate, payable quarterly if the index closes at or above its 70% coupon barrier on the related valuation date due 4/29/2027
Citigroup Global Markets Holdings Inc. 15% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date due 4/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 5.70% due 10/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2023
Citigroup Global Markets Holdings Inc. 11.00% due 4/28/2023
Citigroup Global Markets Holdings Inc. 10.45% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/25/2024
Citigroup Global Markets Holdings Inc. 6.75% annual rate, payable quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 4/29/2025
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 27,049.12 for Dow, 534.0 for S&P 500 Dynamic; 80% of initial levels due 4/27/2027
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,552.532 for Russell, 3,417.424 for S&P; 80% of initial levels due 4/25/2025
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,261.432 for Russell, 2,776.657 for S&P, 21,977.41 for Dow; 65% of initial levels due 4/27/2027
Citigroup Global Markets Holdings Inc. 7.75% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,261.432 for Russell, 2,776.657 for S&P, 21,977.41 for Dow; 65% of initial levels due 4/27/2027
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period, plus any previously unpaid coupon; Coupon barrier levels: 1,552.532 for Russell, 3,417.424 for S&P, 27,049.12 for Dow; 80% of initial levels due 4/25/2025
Citigroup Global Markets Holdings Inc. 10.60% due 7/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2027
Citigroup Global Markets Holdings Inc. 11.3% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/26/2023
Citigroup Global Markets Holdings Inc. 8.05% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 4/25/2024
Citigroup Global Markets Holdings Inc. 10.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,685.496 for Nasdaq, 27,049.12 for Dow, 1,552.532for Russell; 80% of initial levels due 4/25/2025
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,667.98 for Dow, 2,990.246 for S&P; 70% of initial levels due 10/5/2023
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $25.428 for ETF, 2,563.068 for S&P; 60% of initial levels due 4/29/2027
Citigroup Global Markets Holdings Inc. 9.5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,990.246 for S&P, 1,358.466 for Russell; 70% of initial levels due 4/25/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,990.246 for S&P, 1,358.466 for Russell; 70% of initial levels due 4/25/2025
Citigroup Global Markets Holdings Inc. 6.75% annual rate, payable if the index closes at or above its 70% coupon barrier on the related semiannual valuation date due 4/25/2025
Citigroup Global Markets Holdings Inc. 8.05% per year, payable semiannually if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,990.246, 70% of initial level due 4/25/2025
Citigroup Global Markets Holdings Inc. 7.5% initial rate until April 26, 2023; then quarterly determined at 10 times spread of 30-year CMS rate minus two-year CMS rate, subject to cap of 20% per year and floor of 2%; payable quarterly due 4/26/2032
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2024
Citigroup Global Markets Holdings Inc. 10.2% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 4/25/2025
Citigroup Global Markets Holdings Inc. 12.35% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 4/25/2025
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 4/27/2023
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,990.246; 70% of initial level due 4/25/2024
Citigroup Global Markets Holdings Inc. 11.25% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,990.246 for S&P, 2,688.007 for Stoxx, 1,358.466 for Russell; 70% of initial levels due 4/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2024
Citigroup Global Markets Holdings Inc. 11.6% annual rate, payable quarterly if the ETF closes at or above coupon barrier level on the relevant observation date; Coupon barrier: $16.092; 72% of initial level due 4/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2025
Citigroup Global Markets Holdings Inc. 4% on the annual coupon payment date if the index closes above its initial level on the valuation date for that year; otherwise 1% due 4/27/2027
Citigroup Global Markets Holdings Inc. 5% on the annual coupon payment date if the index closes above its initial level on the valuation date for that year; otherwise 1% due 4/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2024
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing ETF closes at or above its 68% coupon barrier on the related valuation date; previously unpaid coupons will also be paid due 10/26/2023
Citigroup Global Markets Holdings Inc. 19.50% due 4/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2024
Citigroup Global Markets Holdings Inc. 6% annual rate, paid quarterly if the ETF closes at or above its 70% coupon barrier on the related valuation date due 4/28/2025
Citigroup Global Markets Holdings Inc. 9.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,094.57 for Dow, 10,290.338 for Nasdaq, 1,493.597 for Russell; 75% of initial levels due 10/24/2024
Citigroup Global Markets Holdings Inc. 7.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,604.315 for Nasdaq, 3,075.562 for S&P, 1,394.023 for Russell; 70% of initial levels due 4/26/2027
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $128.76; 77% of initial level due 4/25/2023
Citigroup Global Markets Holdings Inc. 9.25% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $125.514 for FedEx, $114.258 for UPS; 60% of initial share prices due 4/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2023
Citigroup Global Markets Holdings Inc. 6.21% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,096.474 for Dow, 2,675.67 for S&P, 8,399.118 for Nasdaq; 60% of initial levels due 4/24/2025
Citigroup Global Markets Holdings Inc. 9.6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,222.911 for Russell, 2,675.67 for S&P, 8,399.118 for Nasdaq; 60% of initial levels due 4/24/2025
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $31.828 for ETF, 1,487.875 for Russell, 10,218.927 for Nasdaq; 73% of initial levels due 4/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2024
Citigroup Global Markets Holdings Inc. 9.70% due 5/24/2023
Citigroup Global Markets Holdings Inc. 6.10% due 5/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 10.05% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,947.182 for Nasdaq, 3,123.547 for S&P, 1,421.536 for Russell; 70% of initial levels due 4/26/2027
Citigroup Global Markets Holdings Inc. 12% for the first year; after that, 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day each index closes at or above the accrual barrier, subject to a maximum of 12% and a floor of zero; payable quarterly; Accrual barrier levels: 1,915.38 for Stoxx, 2,231.105 for S&P, 50% of initial levels due 4/22/2037
Citigroup Global Markets Holdings Inc. 10.15% for each day that the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate is not less than 0.5% and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 53.352 for Stoxx, 2,677.326 for S&P, 60% of initial levels due 4/22/2037
Citigroup Global Markets Holdings Inc. 0.00% due 11/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 10.00% due 4/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2023
Citigroup Global Markets Holdings Inc. 12.16% paid quarterly if the worst performing stock closes at or above its 80% final barrier on the related valuation date due 4/24/2025
Citigroup Global Markets Holdings Inc. 13.4% paid monthly if the worst performing stock closes at or above its 60% final barrier on the related valuation date due 4/24/2025
Citigroup Global Markets Holdings Inc. 31.75% paid monthly if the worst performing stock closes at or above its 70% final barrier on the related valuation date due 4/24/2025
Citigroup Global Markets Holdings Inc. 44% paid monthly if the worst performing stock closes at or above its coupon barrier on the related valuation date; Coupon barriers: $132.056 for Apple, $224.416 for Microsoft, $174.264 for NVIDIA, $803.432 for Tesla, 80% of initial levels due 4/24/2025
Citigroup Global Markets Holdings Inc. 11.3% paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 5/23/2023
Citigroup Global Markets Holdings Inc. 7.55% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $28.361; 73% of initial level due 7/21/2023
Citigroup Global Markets Holdings Inc. 19.5% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $10.387; 65% of initial level due 4/23/2024
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,393.094 for Russell, 3,074.183 for S&P; 70% of initial levels due 4/22/2027
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $270.952 for QQQ, $350.376 for SPDR; 80% of initial levels due 7/21/2023
Citigroup Global Markets Holdings Inc. 9.1% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $326.063 for miners, $270.39 for junior miners; 65% of initial levels due 10/23/2023
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $50.298; 60% of initial price due 5/1/2023
Citigroup Global Markets Holdings Inc. 10.7% annualized, payable each month that ETF closes at or above coupon barrier on determination date for that month, plus any previously unpaid coupon; Coupon barrier: $373.932, 85% of initial price due 4/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/21/2023
Citigroup Global Markets Holdings Inc. 7% paid quarterly if the worst performing index closes at or above its 60% final barrier on the related valuation date due 4/22/2027
Citigroup Global Markets Holdings Inc. 7.5% paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 24,088.183 for Dow, 1,393.094 for Russell, 3,074.183 for S&P, 70% of initial levels due 4/23/2026
Citigroup Global Markets Holdings Inc. 6.1% paid monthly if the worst performing index closes at or above its coupon threshold on the related valuation date; Coupon barrier: 24,088.183 for Dow, 1,393.094 for Russell, 3,074.183 for S&P, 70% of initial levels due 4/23/2026
Citigroup Global Markets Holdings Inc. 6.9% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/22/2027
Citigroup Global Markets Holdings Inc. 10.55% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,808.768 for Dow, 10,433.07 for Nasdaq, 1,492.601 for Russell; 75% of initial levels due 4/22/2027
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,367.599 for Dow, 9,041.994 for Nasdaq, 1,293.587 for Russell; 65% of initial levels due 4/22/2027
Citigroup Global Markets Holdings Inc. 6.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,041.994 for Nasdaq, 2,854.599 for S&P, 1,293.587 for Russell; 65% of initial levels due 4/22/2027
Citigroup Global Markets Holdings Inc. 10.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,513.352 for S&P, 11,128.608 for Nasdaq, 1,592.107 for Russell; 80% of initial levels due 4/24/2025
Citigroup Global Markets Holdings Inc. 13.3% annually for the first two years, payable quarterly; after that, interest will accrue at an annual rate of 50 times the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day that each index closes at or above the accrual barrier; payable quarterly; Accrual barrier levels: 53.352 for Stoxx Banks, 20,647.014 for Dow, 2,635.014 for S&P; 60% of initial levels due 4/21/2042
Citigroup Global Markets Holdings Inc. 11% annually for the first three years, payable quarterly; after that, interest will accrue at an annual rate of 50 times the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day that each index closes at or above the accrual barrier; payable quarterly; Accrual barrier levels: 51.574 for Stoxx Banks, 19,958.78 for Dow, 2,547.18 for S&P; 58% of initial levels due 4/21/2042
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2024
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 4/24/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 3,074.183 for S&P, 9,737.532 for Nasdaq, 1,393.094 for Russell; 70% of initial levels due 4/23/2024
Citigroup Global Markets Holdings Inc. 11.75% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 4/24/2025
Citigroup Global Markets Holdings Inc. 10.75% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 4/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2027
Citigroup Global Markets Holdings Inc. Paid annually at a variable rate based upon the weighted average of the modified underlying return of each basket component, subject to a 9% maximum and a 1% minimum payment; if a component stock closes at or above its initial level on the corresponding valuation date, the modified underlying return for that component will be 9%; if a component stock declines, the modified return will reflect the same percentage decline to a minimum underlying return of negative 10% due 4/21/2028
Citigroup Global Markets Holdings Inc. 4% payable annually if the index closes at or above initial level on relevant review date; if the index closes below its initial level on the review date, the coupon will be 1% due 4/21/2027
Citigroup Global Markets Holdings Inc. 7.25% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 4/15/2027
Citigroup Global Markets Holdings Inc. 10.35% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $1,946.948; 75% of initial level due 5/16/2023
Citigroup Global Markets Holdings Inc. 12.6% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,266.83 for Amazon, $124.313 for Apple; 75% of initial share prices due 4/16/2024
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 9,793.147 for Nasdaq, 3,088.771 for S&P; 70% of initial levels due 5/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/15/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/15/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/18/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/16/2024
Citigroup Global Markets Holdings Inc. 8.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/16/2026
Citigroup Global Markets Holdings Inc. 15% annually, payable quarterly, for first year; after that, annual coupon rate set at 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 20% ceiling; Accrual barriers: 49.022 for Stoxx Banks, 18,869.444 for Dow, 2,426.892 for S&P; 55% of initial level due 4/14/2042
Citigroup Global Markets Holdings Inc. 6.4% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 4/14/2023
Citigroup Global Markets Holdings Inc. 6.35% paid monthly if the index closes at or above its 70% coupon barrier on the related valuation date due 4/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/13/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/11/2024
Citigroup Global Markets Holdings Inc. 15.05% annual rate, paid quarterly if the worst performing stock closes at or above its 75% final barrier on the related valuation date due 4/11/2025
Citigroup Global Markets Holdings Inc. 5.7% annual rate, paid monthly if the worst performing index closes at or above its 75% final barrier on the related valuation date due 7/13/2023
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the fund closes at or above its 77% coupon barrier on the related valuation date due 5/11/2023
Citigroup Global Markets Holdings Inc. 10.12% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 4/11/2024
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $86.769 for JPMorgan, $25.786 for Bank of America; 65% of initial share prices due 4/13/2023
Citigroup Global Markets Holdings Inc. 9% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 10,745.445; 75% of initial level due 4/13/2026
Citigroup Global Markets Holdings Inc. 20.45% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $615.294; 60% of initial level due 4/11/2024
Citigroup Global Markets Holdings Inc. 12.50% due 10/13/2022
Citigroup Global Markets Holdings Inc. 7.00% due 5/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/11/2025
Citigroup Global Markets Holdings Inc. 8.95% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 4/11/2024
Citigroup Global Markets Holdings Inc. 15.5% annual rate, paid monthly if the worst performing ETF closes at or above its 60% coupon barrier on the related valuation date due 4/11/2025
Citigroup Global Markets Holdings Inc. 19.75% per year, payable monthly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $26.523 for Financial, $97.923 for Oil & Gas; 70% of initial levels due 4/11/2025
Citigroup Global Markets Holdings Inc. 10.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,776.896 for Dow, 3,590.624 for S&P, 11,461.808 for Nasdaq; 80% of initial levels due 10/11/2024
Citigroup Global Markets Holdings Inc. 9.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,595.65 for Russell, 3,590.624 for S&P, 11,461.808 for Nasdaq; 80% of initial levels due 4/11/2025
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,244.14 for S&P, 7,163.63 for Nasdaq; 50% of initial levels due 1/11/2024
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,366.21 for S&P, 1,495.922 for Russell; 75% of initial levels due 4/15/2025
Citigroup Global Markets Holdings Inc. 5.5% per year, payable quarterly if the index closes at or above the coupon barrier on the valuation date for that period; Coupon barrier level: 2,244.14; 50% of initial level due 4/11/2024
Citigroup Global Markets Holdings Inc. 12.1% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $86.07 for Apple, $111.475 for Meta, $181.075 for Netflix; 50% of initial levels due 4/11/2024
Citigroup Global Markets Holdings Inc. 11.3% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 12/2/2024
Citigroup Global Markets Holdings Inc. 11.75% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 4/11/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,917.382 for S&P, 1,296.465 for Russell, 9,312.719 for Nasdaq; 65% of initial levels due 4/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/11/2025
Citigroup Global Markets Holdings Inc. 11.65% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $137.712; 80% of initial price due 4/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/12/2027
Citigroup Global Markets Holdings Inc. 8.2% annual rate, payable quarterly if the index closes at or above its 75% coupon barrier on the related valuation date due 4/13/2023
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 4/10/2025
Citigroup Global Markets Holdings Inc. 6.65% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,375.158; 75% of initial level due 4/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2023
Citigroup Global Markets Holdings Inc. 9.55% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $111.65; 50% of initial level due 4/14/2025
Citigroup Global Markets Holdings Inc. 8.5% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $224.625; 75% of initial level due 7/11/2023
Citigroup Global Markets Holdings Inc. 5.40% due 4/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/9/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/13/2028
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,147.557 for Dow, 10,149.216 for Nasdaq, 1,411.856 for Russell; 70% of initial levels due 4/10/2025
Citigroup Global Markets Holdings Inc. 8.55% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,360.863 for S&P, 1,512.703 for Russell; 75% of initial levels due 4/10/2025
Citigroup Global Markets Holdings Inc. 6.00% due 10/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/9/2024
Citigroup Global Markets Holdings Inc. 13.1% annual rate, if the worst performing stock closes at or above its 75% coupon barrier on the related valuation date due 1/12/2023
Citigroup Global Markets Holdings Inc. 9.5% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $338.273 for SPDR, $270.825 for QQQ; 75% of initial levels due 5/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/8/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2024
Citigroup Global Markets Holdings Inc. 8.05% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 4/10/2025
Citigroup Global Markets Holdings Inc. 2.00% due 4/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/8/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/9/2024
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 4/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 9.25% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 4/4/2025
Citigroup Global Markets Holdings Inc. 7.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,372.789 for Dow, 3,182.102 for S&P; 70% of initial levels due 10/5/2023
Citigroup Global Markets Holdings Inc. 13.75% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $53.942 for ETF, 3,182.102 for S&P; 70% of initial levels due 4/8/2025
Citigroup Global Markets Holdings Inc. 8.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 20,890.962 for Dow, 8,916.726 for Nasdaq, 1,254.666 for Russell; 60% of initial levels due 4/7/2026
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,491.726; 55% of initial levels due 4/4/2025
Citigroup Global Markets Holdings Inc. 12.5% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 4/4/2025
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 3,409.395 for S&P, 11,145.908 for Nasdaq, 1,568.333 for Russell; 75% of initial levels due 4/4/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,409.395; 75% of initial levels due 4/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/7/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the index closes at or above its 80% coupon barrier on the related valuation date due 5/4/2023
Citigroup Global Markets Holdings Inc. 10.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,759.606 for Russell, 610.963 for S&P Dynamic; 85% of initial levels due 4/3/2025
Citigroup Global Markets Holdings Inc. 16% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $421.769; 60% of initial level due 4/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 8% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/5/2023
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 7/6/2023
Citigroup Global Markets Holdings Inc. 6.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 20,807.01 for Dow, 2,718.246 for S&P, 8,903.094 for Nasdaq; 60% of initial levels due 4/3/2025
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,386.943 for Nasdaq, 3,171.287 for S&P, 1,449.088 for Russell; 70% of initial levels due 4/3/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,386.943 for Nasdaq, 3,171.287 for S&P, 1,449.088 for Russell; 70% of initial levels due 4/5/2027
Citigroup Global Markets Holdings Inc. 13.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,397.808 for S&P, 1,552.594 for Russell; 75% of initial levels due 7/6/2023
Citigroup Global Markets Holdings Inc. 4.50% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 8.65% due 4/5/2024
Citigroup Global Markets Holdings Inc. 7.65% due 4/5/2024
Citigroup Global Markets Holdings Inc. 7.90% due 4/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2024
Citigroup Global Markets Holdings Inc. 4% annual rate, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier: 22,540.9275; 65% of initial level due 3/27/2025
Citigroup Global Markets Holdings Inc. 6.75% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 24,274.845 for Dow, 1,449.0875 for Russell, 3,171.287 for S&P; 70% of initial level due 3/27/2026
Citigroup Global Markets Holdings Inc. 10.4% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 2,926.89 for Stoxx, 1,552.59375 for Russell, 3,397.8075 for S&P; 75% of initial level due 3/27/2026
Citigroup Global Markets Holdings Inc. 9.5% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 11,128.8675 for Nasdaq, 1,552.59375 for Russell, 3,397.8075 for S&P; 75% of initial level due 9/27/2024
Citigroup Global Markets Holdings Inc. 8.5% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,397.8075 for S&P, 1,552.59375 for Russell, 11,128.8675 for Nasdaq; 75% of initial level due 3/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2029
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2029
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2026
Citigroup Global Markets Holdings Inc. 13.15% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,303.663 for Nasdaq, 3,451.838 for S&P, 1,568.303 for Russell; 75% of initial levels due 4/4/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,221.715 for S&P, 1,463.749 for Russell; 70% of initial levels due 4/3/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,221.715 for S&P, 1,463.749 for Russell; 70% of initial levels due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2025
Citigroup Global Markets Holdings Inc. 7.6% per year, paid quarterly, if each ETF closes at or above its coupon barrier on any related observation date; Coupon barrier levels: $275.22 for 500, $42.11 for Regional Banking; 60% of initial levels due 4/2/2027
Citigroup Global Markets Holdings Inc. 8.45% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 10/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2024
Citigroup Global Markets Holdings Inc. 6% annual rate, paid quarterly if the ETF closes at or above its 65% coupon barrier on the related valuation date due 4/7/2025
Citigroup Global Markets Holdings Inc. 10.35% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,470.643 for Dow, 3,473.7 for S&P, 11,429.49 for Nasdaq; 75% of initial levels due 4/3/2025
Citigroup Global Markets Holdings Inc. 10% initial rate until June 30, 2023, then 10 times spread of 30-year CMS rate minus two-year CMS rate, subject to cap of 20% per year and floor of 0.5%; payable quarterly due 3/31/2037
Citigroup Global Markets Holdings Inc. 8% initial rate for first two years, then 10 times spread of 30-year CMS rate minus two-year CMS rate, subject to cap of 20% per year and floor of zero; payable quarterly due 3/31/2037
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2024
Citigroup Global Markets Holdings Inc. 7% paid quarterly if the stock closes at or above its 72% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/30/2023
Citigroup Global Markets Holdings Inc. 6.75% paid quarterly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/28/2025
Citigroup Global Markets Holdings Inc. 15% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $133.17 for Crowdstrike, $373.44 for Palo Alto; 60% of initial share prices due 3/28/2024
Citigroup Global Markets Holdings Inc. 4.8% annually, payable monthly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 3,180.142; 70% of initial level due 3/31/2027
Citigroup Global Markets Holdings Inc. 7.85% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,952.989; 65% of initial level due 3/30/2026
Citigroup Global Markets Holdings Inc. 10.25% due 6/29/2023
Citigroup Global Markets Holdings Inc. 10.50% due 4/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/15/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2025
Citigroup Global Markets Holdings Inc. 9.4% paid quarterly if the stock closes at or above its 65% coupon barrier on the related valuation date due 3/28/2024
Citigroup Global Markets Holdings Inc. 13.4% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/28/2025
Citigroup Global Markets Holdings Inc. 12.65% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/28/2024
Citigroup Global Markets Holdings Inc. 14% paid quarterly if the stock closes at or above its 55% coupon barrier on the related valuation date due 3/28/2024
Citigroup Global Markets Holdings Inc. 9% paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 12/29/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if the index closes at or above coupon barrier level on every day that period; Coupon barrier level: 11,803.448; 80% of initial level due 3/30/2023
Citigroup Global Markets Holdings Inc. 10.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,888.992 for Dow, 3,634.448 for S&P, 11,803.448 for Nasdaq; 80% of initial levels due 3/28/2025
Citigroup Global Markets Holdings Inc. 11.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,402.868 for Dow, 10,328.017 for Nasdaq, 1,454.588 for Russell; 70% of initial levels due 3/28/2024
Citigroup Global Markets Holdings Inc. 13.75% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: 2,900.798 for Stoxx, 3,407.295 for S&P, 1,558.487 for Russell; 75% of initial levels due 3/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each fund closes at or above 55% coupon barrier level on determination date for that quarter due 3/28/2025
Citigroup Global Markets Holdings Inc. 5.8% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,498.683; 55% of initial level due 3/28/2025
Citigroup Global Markets Holdings Inc. 6.75% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,407.295; 75% of initial level due 3/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2023
Citigroup Global Markets Holdings Inc. 4.50% due 9/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2025
Citigroup Global Markets Holdings Inc. 7% paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/29/2023
Citigroup Global Markets Holdings Inc. 12.8% annually, payable monthly, if ETF closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupons; Coupon barrier price: $39.84; 60% of initial level due 3/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2024
Citigroup Global Markets Holdings Inc. 7.50% due 3/29/2023
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $2,287.712 for Amazon, $1,935.857 for Alphabet; 70% of initial share prices due 3/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2024
Citigroup Global Markets Holdings Inc. 12.5% paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 3/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2024
Citigroup Global Markets Holdings Inc. 7% paid quarterly if the stock closes at or above its 74% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/27/2023
Citigroup Global Markets Holdings Inc. 25% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $415.847; 60% of initial level due 4/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 15.55% per year, payable monthly if the fund closes at or above coupon barrier on related observation date; Coupon barrier level: $40.182; 60% of initial level due 3/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2024
Citigroup Global Markets Holdings Inc. 6.60% due 3/27/2023
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 27,642.392 for Dow, 566.232 for S&P Dynamic; 80% of initial levels due 3/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2024
Citigroup Global Markets Holdings Inc. 9.4% per year, paid quarterly, if the worst performing index closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/26/2025
Citigroup Global Markets Holdings Inc. 15.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,642.392 for Dow, 11,500.872 for Nasdaq, 1,652.749 for Russell; 80% of initial levels due 9/26/2023
Citigroup Global Markets Holdings Inc. 12.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,345.885 for S&P, 1,549.452 for Russell; 75% of initial levels due 6/26/2023
Citigroup Global Markets Holdings Inc. 10.95% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,345.885 for S&P, 10,782.068 for Nasdaq, 1,549.452 for Russell; 75% of initial levels due 9/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2027
Citigroup Global Markets Holdings Inc. 6.5% annual rate, payable annually if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 3/23/2027
Citigroup Global Markets Holdings Inc. 8.4% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,355.993 for Russell, 2,901.028 for S&P; 65% of initial levels due 3/23/2027
Citigroup Global Markets Holdings Inc. 12.5% annualized rate, payable monthly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $57.512 for SPDR, $37.648 for VanEck; 80% of initial levels due 3/23/2027
Citigroup Global Markets Holdings Inc. 10.50% due 3/25/2024
Citigroup Global Markets Holdings Inc. 15.55% annualized, payable each quarter that stock closes at or above coupon barrier on determination date for that quarter, plus any previously unpaid coupon; Coupon barrier: $92.722, 70% of initial price due 4/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/21/2023
Citigroup Global Markets Holdings Inc. 7.2% per year, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 22,590.705 for Dow, 9,373.052 for Nasdaq, 2,901.028 for S&P, 65% of initial levels due 3/21/2025
Citigroup Global Markets Holdings Inc. 7.15% annual rate, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 3/23/2026
Citigroup Global Markets Holdings Inc. 7.05% annual rate, if the worst performing index closes at or above its 70% coupon barrier on the related monthly valuation date due 12/22/2022
Citigroup Global Markets Holdings Inc. 6.25% annual rate, if the index closes at or above its 70% coupon barrier on the related semiannual valuation date due 3/21/2025
Citigroup Global Markets Holdings Inc. 7.7% annual rate, paid quarterly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 24,328.451 for Dow, 10,094.056 for Nasdaq, 1,460.3 for Russell, 70% of initial levels due 3/23/2027
Citigroup Global Markets Holdings Inc. 7.6% annual rate, paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 3/21/2025
Citigroup Global Markets Holdings Inc. 10.9% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/21/2024
Citigroup Global Markets Holdings Inc. 10% annual rate, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 3/23/2027
Citigroup Global Markets Holdings Inc. 9.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,328.451 for Dow, 3,124.184 for S&P, 1,460.3 for Russell; 70% of initial levels due 3/23/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,124.184 for S&P, 1,460.3 for Russell; 70% of initial levels due 3/21/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable semiannually if the index closes at or above the coupon barrier on the valuation date for that period; Coupon barrier level: 3,124.184; 70% of initial level due 3/21/2025
Citigroup Global Markets Holdings Inc. 7.25% annualized rate, payable semiannually if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 3,124.184 for S&P, 1,460.3 for Russell; 70% of initial levels due 3/21/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $22.332 for VanEck, $13.812 for iShares, $107.58 for SPDR; 60% of initial levels due 3/23/2026
Citigroup Global Markets Holdings Inc. 4.85% annual rate, if the worst performing index closes at or above its 70% coupon barrier on the related monthly valuation date due 9/22/2022
Citigroup Global Markets Holdings Inc. 12.75% per year, payable quarterly if each index closes at or above its coupon barrier level every day that quarter; Coupon barriers: 1,460.3 for Russell, 3,124.184 for S&P, 10,094.056 for Nasdaq; 70% of initial levels due 3/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/21/2023
Citigroup Global Markets Holdings Inc. 5.90% due 3/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2027
Citigroup Global Markets Holdings Inc. 13.25% due 3/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2023
Citigroup Global Markets Holdings Inc. 8% paid quarterly if the fund closes at or above its 79% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/22/2023
Citigroup Global Markets Holdings Inc. 6.3% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 24,136.532 for Dow, 9,883.02 for Nasdaq; 70% of initial levels due 9/21/2023
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,548.764 for Russell, 10,588.95 for Nasdaq, 25,860.57 for Dow; 75% of initial levels due 9/22/2022
Citigroup Global Markets Holdings Inc. 21.55% due 3/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2024
Citigroup Global Markets Holdings Inc. 12% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,308.753 for S&P, 1,548.764 for Russell, 10,588.95 for Nasdaq; 75% of initial levels due 12/21/2023
Citigroup Global Markets Holdings Inc. 7.20% due 7/20/2023
Citigroup Global Markets Holdings Inc. 37.8% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $132.583; 85% of initial level due 3/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/19/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/15/2024
Citigroup Global Markets Holdings Inc. 7.1% per year, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 12/21/2023
Citigroup Global Markets Holdings Inc. 7.1% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/19/2027
Citigroup Global Markets Holdings Inc. 15.75% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on each day of that monthly period due 3/21/2024
Citigroup Global Markets Holdings Inc. 11.45% paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 3/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2023
Citigroup Global Markets Holdings Inc. 7.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 14.65% paid quarterly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/24/2025
Citigroup Global Markets Holdings Inc. 9.32% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $108.563; 70% of initial level due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 6% paid quarterly if the index closes at or above its 65% coupon barrier on the related valuation date due 3/20/2029
Citigroup Global Markets Holdings Inc. 8.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,481.038 for Dow, 9,420.992 for Nasdaq, 1,378.278 for Russell; 70% of initial levels due 3/20/2025
Citigroup Global Markets Holdings Inc. 14.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,481.038 for Dow, 9,420.992 for Nasdaq, 1,378.278 for Russell; 70% of initial levels due 3/20/2024
Citigroup Global Markets Holdings Inc. 10.2% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,481.038 for Dow, 2,983.715 for S&P, 1,378.278 for Russell; 70% of initial levels due 3/22/2027
Citigroup Global Markets Holdings Inc. 7.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,420.992 for Nasdaq, 1,378.278 for Russell, 23,481.038 for Dow; 70% of initial levels due 3/19/2026
Citigroup Global Markets Holdings Inc. 10% for the first year; after that, 50 times the 30-year swap rate minus the two-year swap rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; payable quarterly; Accrual barrier levels: 2,429.772 for Stoxx and 2,770.593 for S&P; 65% of initial levels due 3/18/2037
Citigroup Global Markets Holdings Inc. 11% annually for the first three years, payable quarterly, after that, interest will accrue at an annual rate of 50 times the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day that each index closes at or above the accrual barrier; payable quarterly'; Accrual barrier levels: 57.324 for Stoxx Banks, 21,803.821 for Dow, 2,770.593 for S&P; 65% of initial levels due 3/18/2042
Citigroup Global Markets Holdings Inc. 13% for each day that the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate is at least zero and each index closes at or above its accrual barrier, payable quarterly; Accrual barrier levels: 44.095 for Stoxx, 2,131.225 for S&P; 50% of initial levels due 3/18/2037
Citigroup Global Markets Holdings Inc. 0.00% due 3/19/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/20/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2024
Citigroup Global Markets Holdings Inc. 13.2% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/19/2026
Citigroup Global Markets Holdings Inc. 7.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,414.406 for Dow, 2,712.522 for S&P, 1,262.117 for Russell; 65% of initial levels due 3/19/2026
Citigroup Global Markets Holdings Inc. 10.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,480.316 for Nasdaq, 2,712.522 for S&P, 1,262.117 for Russell; 65% of initial levels due 3/19/2024
Citigroup Global Markets Holdings Inc. 7.1% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/19/2025
Citigroup Global Markets Holdings Inc. 21.91% due 9/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2024
Citigroup Global Markets Holdings Inc. 9.85% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/16/2028
Citigroup Global Markets Holdings Inc. 6.2% paid quarterly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date due 3/16/2023
Citigroup Global Markets Holdings Inc. 9.2% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $70.89 for JPMorgan, $113.834 for Target; 55% of initial share prices due 3/14/2025
Citigroup Global Markets Holdings Inc. 13.00% due 3/14/2025
Citigroup Global Markets Holdings Inc. 9.65% due 3/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2030
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/14/2023
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 3/14/2025
Citigroup Global Markets Holdings Inc. 21.31% paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 3/14/2025
Citigroup Global Markets Holdings Inc. 11.45% paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 3/14/2024
Citigroup Global Markets Holdings Inc. 7.3% paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/14/2024
Citigroup Global Markets Holdings Inc. 12% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/14/2023
Citigroup Global Markets Holdings Inc. 14.1% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $24.906; 60% of initial level due 3/14/2024
Citigroup Global Markets Holdings Inc. 11.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,355.352 for Dow, 10,641.464 for Nasdaq, 1,583.734 for Russell; 80% of initial levels due 3/16/2027
Citigroup Global Markets Holdings Inc. 9.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,413.724 for Dow, 2,732.802 for S&P, 1,286.784 for Russell; 65% of initial levels due 3/14/2024
Citigroup Global Markets Holdings Inc. 16.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,981.664 for S&P, 9,513.7 for Nasdaq, 1,408.171 for Russell; 70% of initial levels due 9/16/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,943.017; 70% of initial level due 3/14/2024
Citigroup Global Markets Holdings Inc. 8.1% per year, payable for each quarter that each index closes at or above coupon barrier on the corresponding valuation date; Coupon barriers: 2,732.802 for S&P, 1,286.784 for Russell, 21,413.724 for Dow; 65% of initial levels due 3/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2024
Citigroup Global Markets Holdings Inc. 0.00%
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2025
Citigroup Global Markets Holdings Inc. 27.5% per year, paid monthly, if the stock closes at or above its 50% coupon barrier on the related valuation date due 3/15/2023
Citigroup Global Markets Holdings Inc. 12% per year paid semiannually if the stock closes at or above its 60% coupon barrier on the related semiannual valuation date due 3/17/2025
Citigroup Global Markets Holdings Inc. 7.7% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: $297.836 for SPDR, $231.889 for QQQ; 70% of initial levels due 3/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/15/2027
Citigroup Global Markets Holdings Inc. 12% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/13/2025
Citigroup Global Markets Holdings Inc. 12.03% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 10,872.8 for Nasdaq, 3,407.616 for S&P, 1,609.338 for Russell; 80% of initial levels due 3/13/2025
Citigroup Global Markets Holdings Inc. 6.25% for the first year; after that, 50 times the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day each index closes at or above the accrual barrier, subject to a maximum of 10% and a floor of zero; payable quarterly due 3/16/2037
Citigroup Global Markets Holdings Inc. 0.00% due 3/12/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/12/2026
Citigroup Global Markets Holdings Inc. 9.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,329.744 for Russell, 9,062.981 for Nasdaq, 21,952.282 for Dow; 65.95% of initial levels due 3/14/2024
Citigroup Global Markets Holdings Inc. 14.35% annualized, payable each quarter that ETF closes at or above coupon barrier on determination date for that quarter, plus any previously unpaid coupon; Coupon barrier: $353.813, 85% of initial price due 3/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2024
Citigroup Global Markets Holdings Inc. 7.1% paid quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 3/12/2027
Citigroup Global Markets Holdings Inc. 10% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/12/2024
Citigroup Global Markets Holdings Inc. 5.50% due 6/6/2023
Citigroup Global Markets Holdings Inc. 10.25% paid monthly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date due 4/13/2023
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $176.754 for Goldman Sachs, $70.565 for JPMorgan; 55% of initial share prices due 3/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2023
Citigroup Global Markets Holdings Inc. 8.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,474.48 for Dow, 9,950.708 for Nasdaq, 1,472.258 for Russell; 75% of initial levels due 12/13/2023
Citigroup Global Markets Holdings Inc. 9.3% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,474.48 for Dow, 9,950.708 for Nasdaq, 3,128.025 for S&P; 75% of initial levels due 3/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2023
Citigroup Global Markets Holdings Inc. 15.6% paid quarterly if the worst performing stock closes at or above its 70% coupon barrier on the related valuation date due 3/12/2025
Citigroup Global Markets Holdings Inc. 7.6% annualized rate, payable quarterly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $93.735 for Meta, 2,100.545 for S&P; 50% of initial levels due 3/12/2025
Citigroup Global Markets Holdings Inc. 6.2% annually, payable quarterly, if ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $216.085; 50% of initial level due 3/14/2025
Citigroup Global Markets Holdings Inc. 12.6% annualized rate, payable quarterly if each fund closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $236.110 for Invesco, $139.062 for Russell, $302.519 for S&P; 70% of initial levels due 3/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/12/2025
Citigroup Global Markets Holdings Inc. 10.05% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/12/2025
Citigroup Global Markets Holdings Inc. 13.2% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date due 3/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2024
Citigroup Global Markets Holdings Inc. 10.61% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 3/7/2024
Citigroup Global Markets Holdings Inc. 14.25% annual rate, paid quarterly if the stock closes at or above its 80% coupon barrier on the related valuation date due 3/7/2025
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable semiannually if each fund closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $239.582 for Invesco, $141.274 for Russell, $304.997 for S&P; 70% of initial levels due 3/11/2024
Citigroup Global Markets Holdings Inc. 11.55% annualized, payable each quarter that stock closes at or above coupon barrier on determination date for that quarter, plus any previously unpaid coupon; Coupon barrier: $97.356, 60% of initial price due 3/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2024
Citigroup Global Markets Holdings Inc. 11.05% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 3/7/2025
Citigroup Global Markets Holdings Inc. 6.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/7/2023
Citigroup Global Markets Holdings Inc. 17% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/7/2024
Citigroup Global Markets Holdings Inc. 7.1% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: $31.234 for ETF, 1,400.63 for Russell, 9,686.481 for Nasdaq; 70% of initial levels due 3/7/2025
Citigroup Global Markets Holdings Inc. 10.45% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,686.481 for Nasdaq, 3,030.209 for S&P, 1,400.63 for Russell; 70% of initial levels due 3/7/2024
Citigroup Global Markets Holdings Inc. 10.70% due 6/8/2023
Citigroup Global Markets Holdings Inc. 8.90% due 6/8/2023
Citigroup Global Markets Holdings Inc. 11.5% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 3/7/2025
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,246.653; 75% of initial levels due 3/9/2032
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2023
Citigroup Global Markets Holdings Inc. 6.55% due 3/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/8/2029
Citigroup Global Markets Holdings Inc. 0.00% due 9/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/8/2023
Citigroup Global Markets Holdings Inc. 6.25% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/8/2027
Citigroup Global Markets Holdings Inc. 11.17% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/8/2027
Citigroup Global Markets Holdings Inc. 11.4% per year, paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barriers: 11,228.168 for Nasdaq, 1,625.928 for Russell, 3,490.792 for S&P, 80% of initial levels due 3/7/2024
Citigroup Global Markets Holdings Inc. 10.8% annual rate, paid quarterly if the index closes at or above its 80% coupon barrier on the related valuation date due 3/6/2025
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 20,276.796 for Dow, 2,618.094 for S&P, 1,219.446 for Russell; 60% of initial levels due 3/6/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,737.112 for Stoxx, 24,720.794 for Dow, 1,486.708 for Russell; 73.15% of initial levels due 3/6/2025
Citigroup Global Markets Holdings Inc. 8.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,824.647 for Nasdaq, 3,053.593 for S&P, 1,422.687 for Russell; 70% of initial levels due 3/6/2026
Citigroup Global Markets Holdings Inc. 9.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,526.408 for Nasdaq, 3,272.618 for S&P, 1,524.308 for Russell; 75% of initial levels due 3/8/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/8/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2025
Citigroup Global Markets Holdings Inc. 12.40% due 3/8/2024
Citigroup Global Markets Holdings Inc. 8.1% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/8/2023
Citigroup Global Markets Holdings Inc. 24.85% annualized rate, if the stock closes at or above its 80% coupon barrier on the related monthly valuation date due 9/8/2022
Citigroup Global Markets Holdings Inc. 7.45% annually, payable semiannually if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 3,509.232; 80% of initial level due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2023
Citigroup Global Markets Holdings Inc. 6.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/5/2026
Citigroup Global Markets Holdings Inc. 6.70% due 3/7/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barriers: 2,674.41 for Stoxx, 1,441.21 for Russell, 817.89 for MSCI EM; 70% of initial value due 3/7/2029
Citigroup Global Markets Holdings Inc. 7.05% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,606.805 for Russell, 3,445.008 for S&P; 80% of initial levels due 3/6/2029
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $300.986 for SPDR, $239.043 for QQQ; 70% of initial levels due 4/6/2023
Citigroup Global Markets Holdings Inc. 6.20% due 9/7/2023
Citigroup Global Markets Holdings Inc. 13.2% annualized, payable each quarter that ETF closes at or above coupon barrier on determination date for that quarter, plus any previously unpaid coupon; Coupon barrier: $367.345, 85% of initial price due 3/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2030
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2025
Citigroup Global Markets Holdings Inc. 10.95% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,636.095 for Stoxx, 1,405.954 for Russell, 9,804.193 for Nasdaq; 75% of initial levels due 3/6/2025
Citigroup Global Markets Holdings Inc. 9.85% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,804.193 for Nasdaq, 3,014.382 for S&P, 1,405.954 for Russell; 70% of initial levels due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2024
Citigroup Global Markets Holdings Inc. 12% annual rate, paid quarterly if the stock closes at or above its 75% coupon barrier on the related valuation date due 3/5/2025
Citigroup Global Markets Holdings Inc. 9.55% annual rate, paid quarterly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 3/3/2023
Citigroup Global Markets Holdings Inc. 12.35% annualized rate, payable quarterly if each stock closes at or above coupon barrier price, on valuation date for that quarter; Coupon barrier levels: $2,303.445 for Amazon and $123.84 for Apple, 75% of initial levels due 3/5/2025
Citigroup Global Markets Holdings Inc. 13.75% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $64.05; 75% of initial level due 3/5/2025
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 570.733 for S&P, 1,740.876 for Russell; 85% of initial levels due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2024
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/31/2023
Citigroup Global Markets Holdings Inc. 9% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/5/2025
Citigroup Global Markets Holdings Inc. 9.05% annual rate, paid monthly if the worst performing index closes at or above its 75% coupon barrier on the related valuation date due 3/3/2023
Citigroup Global Markets Holdings Inc. 8.35% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/2/2028
Citigroup Global Markets Holdings Inc. 9.5% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/2/2023
Citigroup Global Markets Holdings Inc. 9.65% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $221.081; 70% of initial level due 3/4/2024
Citigroup Global Markets Holdings Inc. 7.5% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 3/4/2027
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the index closes at or above its 75% coupon barrier on the related valuation date due 3/31/2023
Citigroup Global Markets Holdings Inc. 4.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2023
Citigroup Global Markets Holdings Inc. 17.1% annual rate, payable quarterly if the ETF closes at or above coupon barrier level on the relevant observation date; Coupon barrier: $49.329; 70% of initial level due 2/27/2025
Citigroup Global Markets Holdings Inc. 5% annual rate, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier: 2,843.061; 65% of initial level due 2/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2027
Citigroup Global Markets Holdings Inc. 9.95% annual rate, payable quarterly if all three indexes close above interest barrier levels on related observation date; Interest barrier levels: 3,499.152 for S&P, 1,638.4712 for Russell, 27,114.08 for Dow; 80% of initial levels due 2/27/2026
Citigroup Global Markets Holdings Inc. 13% annualized, payable quarterly if each stock closes above barrier level on observation date; coupon payment events will automatically include any previously unpaid coupons due 3/4/2024
Citigroup Global Markets Holdings Inc. 9.75% annualized, payable if index closes at or above barrier level on quarterly observation date; previously unpaid coupons will also be paid due 3/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2028
Citigroup Global Markets Holdings Inc. 7.08% due 3/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2024
Citigroup Global Markets Holdings Inc. 11.1% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/29/2024
Citigroup Global Markets Holdings Inc. 8% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier price: $2,214.554, 72% of initial level due 3/2/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $2,060.766 for Amazon, $1,801.757 for Alphabet; 67% of initial share prices due 3/4/2024
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $31.064; 69% of initial level due 3/2/2023
Citigroup Global Markets Holdings Inc. 6.75% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period, plus any previously unpaid coupon; Coupon barrier levels: 28,161.996 for Dow, 531.726 for S&P; 85% of initial levels due 2/26/2027
Citigroup Global Markets Holdings Inc. 6.5% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period, plus any previously unpaid coupon; Coupon barrier levels: 2,938.311 for Stoxx, 3,244.641 for S&P; 74% of initial levels due 2/28/2025
Citigroup Global Markets Holdings Inc. 11.6% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $254.02; 65% of initial level due 5/31/2023
Citigroup Global Markets Holdings Inc. 8.05% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,632.743 for Russell, 3,507.72 for S&P, 27,247.0 for Dow; 80% of initial levels due 3/2/2027
Citigroup Global Markets Holdings Inc. 8.8% annualized rate, payable quarterly if each fund closes at or above coupon barrier level, on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: $255.368 for Invesco, $148.530 for Russell, $321.225 for S&P; 75% of initial levels due 3/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/15/2023
Citigroup Global Markets Holdings Inc. 6% annual rate, paid quarterly if the ETF closes at or above its 65% coupon barrier on the related valuation date due 3/4/2025
Citigroup Global Markets Holdings Inc. 13.2% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $86.807; 70% of initial level due 2/29/2024
Citigroup Global Markets Holdings Inc. 9.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,020.465 for Russell, 2,192.325 for S&P, 7,094.58 for Nasdaq; 50% of initial levels due 11/30/2023
Citigroup Global Markets Holdings Inc. 10.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,247.0 for Dow, 11,351.328 for Nasdaq, 1,632.743 for Russell; 80% of initial levels due 11/29/2024
Citigroup Global Markets Holdings Inc. 7.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 20,435.25 for Dow, 8,513.496 for Nasdaq, 1,224.557 for Russell; 60% of initial levels due 2/29/2024
Citigroup Global Markets Holdings Inc. 6.1% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $52.248 for ETF, 9,932.412 for Nasdaq, 1,428.65 for Russell; 70% of initial levels due 2/28/2025
Citigroup Global Markets Holdings Inc. 7.68% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: 3,069.255; 70% of initial level due 8/29/2024
Citigroup Global Markets Holdings Inc. 9.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,247.0 for Dow, 11,351.328 for Nasdaq, 3,507.72 for S&P; 80% of initial levels due 2/28/2025
Citigroup Global Markets Holdings Inc. 13.5% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $48.216 for ETF, 3,069.255 for index; 70% of initial levels due 3/4/2025
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $95.028 for ETF, 2,630.79 for S&P, 8,513.496 for Nasdaq; 60% of initial levels due 3/2/2027
Citigroup Global Markets Holdings Inc. 13.25% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $62.86 for ETF, 3,069.255 for index; 70% of initial levels due 3/4/2025
Citigroup Global Markets Holdings Inc. 10.1% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 2/28/2025
Citigroup Global Markets Holdings Inc. 11.85% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 2/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2029
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2027
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barriers: 2,779.48 for Stoxx, 1,428.65 for Russell, 3,069.26 for S&P; 70% of initial value due 8/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2023
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,592.292 for Alphabet, $97.644 for Apple, $26.16 for BofA, $129.552 for FedEx; 60% of initial share prices due 2/27/2025
Citigroup Global Markets Holdings Inc. 8.1% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $113.918; 70% of initial level due 2/27/2025
Citigroup Global Markets Holdings Inc. 8.05% per year, payable quarterly if Eli Lilly stock closes at or above barrier value on valuation date for that period due 2/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2024
Citigroup Global Markets Holdings Inc. 10.5% annual rate, payable monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 11/30/2022
Citigroup Global Markets Holdings Inc. 5% paid quarterly if the index closes at or above its 60% coupon barrier on the related valuation date due 2/28/2029
Citigroup Global Markets Holdings Inc. 5.00% due 2/27/2025
Citigroup Global Markets Holdings Inc. 14% annually, payable quarterly, for first year; after that, annual coupon rate set at 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 14% ceiling; Accrual barriers: 57.762 for Stoxx Banks, 8,384.802 for Nasdaq, 2,573.22 for S&P; 60% of initial levels due 2/28/2042
Citigroup Global Markets Holdings Inc. 9.8% annually for the first three years, payable quarterly, after that, interest will accrue at an annual rate of 50 times the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day that each index closes at or above the 60% accrual barrier; payable quarterly; Accrual barrier levels: 57.762 for Stoxx Banks, 8,384.802 for Nasdaq, 2,573.220 for S&P; 60% of initial levels due 2/28/2042
Citigroup Global Markets Holdings Inc. 12% for the first year; after that, 12% for each day the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate is greater than zero and each index closes at or above the accrual barrier; payable quarterly; Accrual barrier levels: 59.687 for Stoxx Banks, 8,664.295 for Nasdaq, 2,658.994 for S&P; 62% of initial levels due 2/28/2042
Citigroup Global Markets Holdings Inc. 8% for each day that the spread of the 30-year swap rate rate minus the two-year swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 1,297.405 for Russell, 2,787.655 for S&P; 65% of initial levels due 3/1/2032
Citigroup Global Markets Holdings Inc. 10.25% for each day that the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 48.135 for Stoxx, 2,144.35 for S&P; 50% of initial levels due 3/2/2037
Citigroup Global Markets Holdings Inc. 5.60% due 2/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2028
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 9,456.601 for Nasdaq, 1,360.864 for Russell, 437.892 for S&P; 70% of initial levels due 2/26/2027
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 10,132.073 for Nasdaq, 469.17 for S&P Dynamic; 75% of initial levels due 2/26/2027
Citigroup Global Markets Holdings Inc. 8.75% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,360.864 for Russell, 437.892 for S&P 500 Dynamic; 70% of initial levels due 2/27/2025
Citigroup Global Markets Holdings Inc. 7.25% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,652.478 for Russell, 531.726 for S&P Dynamic; 85% of initial levels due 2/26/2027
Citigroup Global Markets Holdings Inc. 10.3% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 3,380.4; 80% of initial level due 2/28/2023
Citigroup Global Markets Holdings Inc. 5.5% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $274.268 for SPDR, $214.123 for QQQ; 75% of initial levels due 5/26/2023
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $154.384 for Russell, $337.560 for S&P; 80% of initial levels due 5/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2029
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2023
Citigroup Global Markets Holdings Inc. 5.5% paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 2/26/2026
Citigroup Global Markets Holdings Inc. 10.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,837.797for Dow, 9,015.845 for Nasdaq, 1,287.112 for Russell; 65% of initial levels due 2/27/2025
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,456.601 for Nasdaq, 2,957.85 for S&P, 1,360.864 for Russell; 70% of initial levels due 11/27/2026
Citigroup Global Markets Holdings Inc. 5% initial rate until Feb. 25, 2023; then quarterly determined at 10 times spread of 30-year CMS rate minus two-year CMS rate, subject to floor of 0% and a 20% cap; payable quarterly due 2/25/2032
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2024
Citigroup Global Markets Holdings Inc. 8.90% due 3/1/2024
Citigroup Global Markets Holdings Inc. 7.20% due 8/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2029
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2029
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 7% annual rate, paid quarterly if the worst performing ETF closes at or above its 75% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/27/2023
Citigroup Global Markets Holdings Inc. 6.3% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 26,877.288 for Dow, 519.584 for S&P Dynamic; 80% of initial levels due 2/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2025
Citigroup Global Markets Holdings Inc. 7% annual rate, paid quarterly if the ETF closes at or above its 65% coupon barrier on the related valuation date due 3/3/2025
Citigroup Global Markets Holdings Inc. 5.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,584.138 for Russell, 3,443.808 for S&P, 11,096.424 for Nasdaq; 80% of initial levels due 2/27/2024
Citigroup Global Markets Holdings Inc. 6.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,709.371 for Nasdaq, 3,013.332 for S&P, 1,386.121 for Russell; 70% of initial levels due 11/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2027
Citigroup Global Markets Holdings Inc. 9.4% per year, payable quarterly if each fund closes at or above coupon barrier on the corresponding observation date; Coupon barriers: $52.09 for EAFE ETF, $137.66 for Russell ETF, $300.70 for S&P ETF; 70% of initial value due 2/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 23,855.426 for Dow, 9,806.678 for Nasdaq, 3,044.209 for S&P; 60.5% of initial levels due 2/23/2024
Citigroup Global Markets Holdings Inc. 5.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period, plus any previously unpaid coupon; Coupon barrier levels: 7,004.770 for Nasdaq, 2,174.435 for S&P, 1,004.667 for Russell; 50% of initial levels due 2/23/2024
Citigroup Global Markets Holdings Inc. 9.75% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: 109.037; 76% of initial level due 3/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/22/2024
Citigroup Global Markets Holdings Inc. 10.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,855.426 for Dow, 9,806.678 for Nasdaq, 1,406.533 for Russell; 70% of initial levels due 2/23/2024
Citigroup Global Markets Holdings Inc. 9.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,207.632 for Nasdaq, 3,479.096 for S&P, 1,607.466 for Russell; 80% of initial levels due 2/23/2027
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,806.678 for Nasdaq, 3,044.209 for S&P, 1,406.533 for Russell; 70% of initial levels due 2/23/2027
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,207.632 for Nasdaq, 3,479.096 for S&P, 1,607.466 for Russell; 80% of initial levels due 11/24/2023
Citigroup Global Markets Holdings Inc. 7.25% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,044.209 for S&P, 1,406.533 for Russell; 70% of initial levels due 2/21/2025
Citigroup Global Markets Holdings Inc. 8.75% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,044.209 for S&P, 1,406.533 for Russell; 70% of initial levels due 2/21/2025
Citigroup Global Markets Holdings Inc. 6.4% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,044.209; 70% of initial level due 2/21/2025
Citigroup Global Markets Holdings Inc. 3% initially, stepping up to 3.25% on Feb. 23, 2027 and to 3.5% on Feb. 23, 2032; payable semiannually due 2/23/2037
Citigroup Global Markets Holdings Inc. 12.1% per year, payable quarterly if each stock closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: $1,825.642 for Alphabet, $38.941 for Wells Fargo; 70% of initial levels due 2/21/2025
Citigroup Global Markets Holdings Inc. 8.25% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 2/21/2025
Citigroup Global Markets Holdings Inc. 6.5% per year, payable quarterly if each index closes at or above its coupon barrier level on the observation date that quarter; Coupon barriers: 1,205.6 for Russell, 2,609.322 for S&P, 8,405.724 for Nasdaq; 60% of initial levels due 2/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2025
Citigroup Global Markets Holdings Inc. 10.85% annualized, payable quarterly if each fund closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: $106.708 for Technology, $27.454 for Financial, $53.221 for Consumer, $47.635 for Energy; 70% of initial levels due 2/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2026
Citigroup Global Markets Holdings Inc. 13.25% annualized rate if each underlier closes at or above coupon barrier level on May 17, 2022 or Aug. 17, 2022; Coupon barrier levels: $2,529.608 for Amazon, $284.832 for Invesco, $165.192 for Russell, $357.280 for S&P; 80% of initial levels due 8/24/2022
Citigroup Global Markets Holdings Inc. 10.9% annualized rate, payable quarterly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $2,055.307 for Amazon, $231.426 for Invesco, $134.219 for Russell, $290.290 for S&P; 65% of initial levels due 11/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/22/2027
Citigroup Global Markets Holdings Inc. 7.77% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,018.421 for Dow, 1,419.664 for Russell, 3,066.182 for S&P; 70% of initial levels due 2/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2029
Citigroup Global Markets Holdings Inc. 0.00% due 4/20/2023
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier price: $132.001; 76.5% of initial level due 2/22/2023
Citigroup Global Markets Holdings Inc. 11% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $183.208; 80% of initial level due 2/21/2025
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier price: $233.61; 78% of initial level due 2/22/2023
Citigroup Global Markets Holdings Inc. 10.15% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $172.248; 80% of initial level due 2/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/19/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/19/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2023
Citigroup Global Markets Holdings Inc. 9.15% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,102.915 for Stoxx, 3,356.258 for S&P, 1,559.483 for Russell; 75% of initial levels due 2/22/2024
Citigroup Global Markets Holdings Inc. 9.75% per year, payable each six months if each index closes at or above coupon barrier on related biannual observation date; Coupon barrier levels: 3,081.169 for S&P, 1,414.551 for Russell, 24,196.319 for Dow; 70% of initial levels due 2/19/2027
Citigroup Global Markets Holdings Inc. 9.6% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,132.507 for S&P, 10,222.548 for Nasdaq, 1,455.518 for Russell; 70% of initial levels due 8/21/2023
Citigroup Global Markets Holdings Inc. 1.375% initially, stepping up to 1.5% on Aug. 18, 2022, to 1.75% on Feb. 18, 2023, to 2% on Aug. 18, 2023 and to 2.25% on Feb. 18, 2024; payable semiannually due 2/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2025
Citigroup Global Markets Holdings Inc. 6.42% due 5/19/2023
Citigroup Global Markets Holdings Inc. 4.42% due 5/19/2023
Citigroup Global Markets Holdings Inc. 9.15% due 2/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/12/2024
Citigroup Global Markets Holdings Inc. 13.85% annualized rate, payable monthly if each asset closes at or above coupon barrier price on valuation date for that month; Coupon barrier levels: $112.314 for Apple, $143.650 for Meta, $289.965 for ETF, 65% of initial levels due 2/21/2025
Citigroup Global Markets Holdings Inc. 28.5% per year, payable monthly if stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $17.768 for Levi, $13.752 for Under Armour; 80% of initial levels due 2/21/2024
Citigroup Global Markets Holdings Inc. 7.1% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barriers: 11,696.656 for Nasdaq, 3,576.856 for S&P, 1,661.170 for Russell; 80% of initial levels due 8/20/2025
Citigroup Global Markets Holdings Inc. 9.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,772.492 for Nasdaq, 20,993.304 for Dow, 1,245.877 for Russell; 60% of initial levels due 8/18/2023
Citigroup Global Markets Holdings Inc. 6.3% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,772.492 for Nasdaq, 2,682.642 for S&P, 1,245.877 for Russell; 60% of initial levels due 2/21/2025
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,129.749 for S&P, 1,453.523 for Russell, 24,492.188 for Dow; 70% of initial levels due 2/19/2027
Citigroup Global Markets Holdings Inc. 9.65% per year, payable quarterly if the index closes at or above the coupon barrier on the valuation date for that period; Coupon barrier level: 3,504.208; 80% of initial level due 2/23/2023
Citigroup Global Markets Holdings Inc. 10% fixed for first two years, payable quarterly; after that, rate is 50 times the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day both indexes close at or above their accrual barrier levels, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 2,906.196 for S&P, 73.086 for Stoxx, 65% of initial levels due 2/18/2037
Citigroup Global Markets Holdings Inc. 10.5% for each day that the spread of the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 61.842 for Stoxx, 2,459.089 for S&P; 55% of initial levels due 2/18/2037
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2023
Citigroup Global Markets Holdings Inc. 12.01% due 2/21/2024
Citigroup Global Markets Holdings Inc. 17.4% annualized, payable quarterly if the ETF closes at or above its coupon threshold on observation date for that quarter; Coupon threshold: $52.696, 70% of initial level due 2/21/2025
Citigroup Global Markets Holdings Inc. 13% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,453.523 for Russell, 3,129.75 for S&P, 10,234.57 for Nasdaq; 70% of initial levels due 2/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/20/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each fund closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $30.935 for Select Sector, $57.416 for Banking; 78% of initial share prices due 8/17/2023
Citigroup Global Markets Holdings Inc. 12.47% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $157.738 for Visa, $40.495 for Wells Fargo; 70% of initial share prices due 2/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/18/2023
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: $92.752 for Apple, $162.272 for Microsoft, $1,686.229 for Amazon; 55% of initial levels due 2/20/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,641.002; 60% of initial level due 2/20/2029
Citigroup Global Markets Holdings Inc. 14% annually, payable quarterly, for first year; after that, annual coupon rate set at 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 14% ceiling; Accrual barriers: 73.981 for Stoxx Banks, 9,559.955 for Nasdaq, 2,949.119 for S&P; 67% of initial level due 2/18/2042
Citigroup Global Markets Holdings Inc. 10.75% for first year, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 10.75% and a floor of zero; Accrual barrier levels: 2,438.670 for Stoxx, 2,641.002 for S&P, 8,561.154 for Nasdaq; 60% of initial levels due 2/18/2042
Citigroup Global Markets Holdings Inc. 10% for first two years, payable quarterly; after that, 50 times 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 66.252 for Stoxx, 2,641.002 for S&P, 8,561.154 for Nasdaq; 60% of initial levels due 2/18/2042
Citigroup Global Markets Holdings Inc. 6.00% due 5/18/2023
Citigroup Global Markets Holdings Inc. 9.00% due 11/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2026
Citigroup Global Markets Holdings Inc. 5.85% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/16/2023
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $134.912, or 80% of initial share price due 2/14/2025
Citigroup Global Markets Holdings Inc. 6.5% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 24,316.642 for Dow, 3,093.048 for S&P, 1,421.102 for Russell; 70% of initial levels due 2/15/2024
Citigroup Global Markets Holdings Inc. 12.00% due 2/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/17/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/17/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2023
Citigroup Global Markets Holdings Inc. 11.15% annual rate, paid quarterly if the stock closes at or above its 60% coupon barrier on the related valuation date due 2/15/2024
Citigroup Global Markets Holdings Inc. 12.85% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $234.786; 60% of initial level due 2/15/2024
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,316.642 for Dow, 9,977.688 for Nasdaq, 1,421.102 for Russell; 70% of initial levels due 2/15/2024
Citigroup Global Markets Holdings Inc. 5.05% per year, payable semiannually if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,651.184; 60% of initial level due 2/19/2027
Citigroup Global Markets Holdings Inc. 6% initial rate until Feb. 15, 2023; then quarterly determined at 10 times spread of 30-year CMS rate minus two-year CMS rate, subject to floor of 0% and a 30% cap; payable quarterly due 2/15/2037
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2023
Citigroup Global Markets Holdings Inc. 8.25% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 2/14/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above its coupon barrier level on every day that quarter; Coupon barriers: 1,522.61 for Russell, 3,313.98 for S&P, 10,690.38 for Nasdaq; 75% of initial levels due 2/14/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,872.116; 65% of initial level due 2/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2023
Citigroup Global Markets Holdings Inc. 9.9% annualized, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 75% of initial level due 2/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/16/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2032
Citigroup Global Markets Holdings Inc. 10.25% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/15/2023
Citigroup Global Markets Holdings Inc. 9.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 28,193.272 for Dow, 11,764.512 for Nasdaq, 1,640.93 for Russell; 80% of initial levels due 2/13/2025
Citigroup Global Markets Holdings Inc. 5% annual rate, paid monthly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 2/14/2023
Citigroup Global Markets Holdings Inc. 12% annualized rate, payable if each underlier closes at or above coupon barrier level on related quarterly coupon observation date; Coupon barrier levels: $139.864 for Apple, $287.296 for Invesco, $162.208 for Russell, $360.752 for S&P; 80% of initial levels due 11/17/2022
Citigroup Global Markets Holdings Inc. 7.00% due 5/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/14/2027
Citigroup Global Markets Holdings Inc. 12.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,826.045 for Dow, 3,153.068 for Stoxx, 11,292.72 for Nasdaq; 75% of initial levels due 2/13/2025
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,037.642 for Dow, 10,539.872 for Nasdaq, 1,458.449 for Russell; 70% of initial levels due 2/12/2027
Citigroup Global Markets Holdings Inc. 8.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,037.642 for Dow, 10,539.872 for Nasdaq, 1,458.449 for Russell; 70% of initial levels due 2/12/2027
Citigroup Global Markets Holdings Inc. 8.45% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,211.026 for S&P, 10,539.872 for Nasdaq, 1,458.449 for Russell; 70% of initial levels due 2/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/14/2023
Citigroup Global Markets Holdings Inc. 7.60% due 2/13/2023
Citigroup Global Markets Holdings Inc. 6.6% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 2/13/2024
Citigroup Global Markets Holdings Inc. 9.25% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 11/13/2023
Citigroup Global Markets Holdings Inc. 1.5% initially, stepping up to 2% on Feb. 11, 2023 and to 2.2% on Feb. 11, 2024; payable quarterly due 2/11/2025
Citigroup Global Markets Holdings Inc. 11.75% annual rate, paid monthly if the stock closes at or above its 70% coupon barrier on the related valuation date due 2/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/9/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/10/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/9/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,742.75 for Nasdaq, 1,207.559 for Russell and 2,690.322 for S&P 500; 60% of initial levels due 11/10/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if the fund closes at or above coupon barrier on related observation date; Coupon barrier level: $291.655; 65% of initial level due 2/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/14/2025
Citigroup Global Markets Holdings Inc. SOFR, subject to floor of zero, compounded daily; payable at maturity due 3/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2024
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 24,124.196 for Dow, 3,094.114 for S&P; 68.75% of initial levels due 11/9/2023
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $147.738; 85.7% of initial price due 2/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/9/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2025
Citigroup Global Markets Holdings Inc. 6.7% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 2/7/2025
Citigroup Global Markets Holdings Inc. 10.35% annual rate, paid quarterly if the stock closes at or above its 70% coupon barrier on the related valuation date due 2/8/2024
Citigroup Global Markets Holdings Inc. 7.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,808.331 for Dow, 2,925.345 for S&P, 1,301.533 for Russell; 65% of initial levels due 2/9/2027
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above its coupon barrier level on valuation date; Coupon barriers: 1,201.415 for Russell, 2,700.318 for S&P, 8,816.61 for Nasdaq; 60% of initial levels due 2/8/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,375.398; 75% of initial levels due 2/8/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,475.292; 55% of initial levels due 2/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2027
Citigroup Global Markets Holdings Inc. 12.3% annualized, payable quarterly with any previously unpaid coupons, if index closes at or above barrier level on related observation date due 2/23/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,925.34 for S&P, 2,656.28 for Stoxx, 1,301.533 for Russell; 65% of initial values due 5/8/2025
Citigroup Global Markets Holdings Inc. 10.3% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,401.651 for Russell, 3,150.37 for S&P, 2,860.61 for Stoxx; 70% of initial levels due 8/7/2025
Citigroup Global Markets Holdings Inc. 10.2% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,401.651 for Russell, 3,150.37 for S&P, 2,860.61 for Stoxx, 70% of initial levels due 5/8/2025
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the stock closes at or above its 50% coupon barrier on the related valuation date due 2/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2032
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2027
Citigroup Global Markets Holdings Inc. 8.34% annual rate, paid quarterly if the stock closes at or above its 80% coupon barrier on the related valuation date; previously unpaid coupons will also be paid due 2/6/2025
Citigroup Global Markets Holdings Inc. 8.1% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date, plus any previously unpaid coupons due 2/6/2025
Citigroup Global Markets Holdings Inc. 7.75% annualized rate, payable quarterly if each index closes at or above downside thresold level on valuation date for that period due 5/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2023
Citigroup Global Markets Holdings Inc. 10.1% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/7/2024
Citigroup Global Markets Holdings Inc. 18% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 2/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 23.05% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $558.75; 60% of initial level due 2/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:$2,273.517; 76% of initial level due 2/7/2023
Citigroup Global Markets Holdings Inc. 7.25% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:$131.085; 75% of initial level due 2/3/2023
Citigroup Global Markets Holdings Inc. 12.24% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $139.824 for Apple, $2,393.176 for Amazon; 80% of initial share prices due 2/5/2025
Citigroup Global Markets Holdings Inc. 6.5% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 3,297.934 for Stoxx, 3,567.285 for S&P; 79% of initial levels due 2/7/2025
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,217.072 for Russell, 2,709.33 for S&P; 60% of initial levels due 2/5/2026
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 585.31 for S&P 500 Dynamic, 1,724.185 for Russell; 85% of initial levels due 2/5/2025
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable semiannually if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $228.670 for QQQ, $287.268 for S&P; 65% of initial levels due 2/7/2025
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $337.433 for SPDR, $272.288 for QQQ; 75% of initial levels due 3/3/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $228.670 for Invesco, $126.913 for Russell, $287.268 for S&P; 65% of initial levels due 2/7/2024
Citigroup Global Markets Holdings Inc. 12% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $423.175; 60% of initial level due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 10.05% annual rate, paid quarterly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 11/5/2025
Citigroup Global Markets Holdings Inc. 7% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/4/2027
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/5/2025
Citigroup Global Markets Holdings Inc. 7% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/3/2023
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if each index closes at or above coupon barrier on every trading day for that period; Coupon barrier levels: 26,348.895 for Dow, 3,130.95 for Stoxx, 1,521.34 for Russell; 75% of initial levels due 2/5/2025
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,079.116 for Dow, 8,958.030 for Nasdaq, 1,217.072 for Russell; 60% of initial levels due 2/4/2027
Citigroup Global Markets Holdings Inc. 9.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 28,105.488 for Dow, 11,944.04 for Nasdaq, 1,622.762 for Russell; 80% of initial levels due 2/5/2025
Citigroup Global Markets Holdings Inc. 8.25% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,348.895 for Dow, 3,386.663 for S&P, 1,521.34 for Russell; 75% of initial levels due 2/7/2028
Citigroup Global Markets Holdings Inc. 6.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,709.33 for S&P, 8,958.03 for Nasdaq, 1,217.072 for Russell; 60% of initial levels due 2/4/2027
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,386.663; 75% of initial level due 8/3/2023
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 3,612.440 for S&P, 1,622.762 for Russell; 70% of initial levels due 5/4/2023
Citigroup Global Markets Holdings Inc. 4.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if each index closes at or above coupon barrier on each scheduled trading day during the determination period; Coupon barrier: 1,217.072 for Russell, 2,709.33 for S&P, 2,504.76 for Stoxx; 60% of initial levels due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2023
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,419.917 for Russell, 3,160.89 for S&P, 10,451.04 for Nasdaq, 70% of initial levels due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2027
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $309.365 for SPDR, $246.260 for QQQ; 70% of initial levels due 3/3/2023
Citigroup Global Markets Holdings Inc. 12.00% due 2/3/2025
Citigroup Global Markets Holdings Inc. 9.30% due 5/3/2023
Citigroup Global Markets Holdings Inc. 6.75% annualized, payable each quarter plus any previously unpaid contingent coupon payments if stock closes at or above 75% coupon barrier on determination date for that quarter due 2/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2023
Citigroup Global Markets Holdings Inc. 11.75% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/2/2023
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 2/1/2024
Citigroup Global Markets Holdings Inc. 8.2% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/31/2025
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each underlier closes at or above coupon barrier every day that period; Coupon barrier levels: $52.311 for ETF, 24,307.829 for Dow, 3,102.295 for S&P; 70% of initial levels due 2/2/2027
Citigroup Global Markets Holdings Inc. 10.75% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barriers: 10,118.227 for Nasdaq, 3,102.295 for S&P, 1,377.956 for Russell; 70% of initial levels due 11/2/2023
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barriers: 8,672.766 for Nasdaq, 2,659.110 for S&P, 1,181.105 for Russell; 60% of initial levels due 1/31/2025
Citigroup Global Markets Holdings Inc. 8.3% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barriers: 10,118.227 for Nasdaq, 3,102.295 for S&P, 1,377.956 for Russell; 70% of initial levels due 2/2/2027
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 671.236 for Nasdaq, 955.838 248 for Russell, 607.893 for S&P; 65% of initial levels due 2/2/2027
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable semiannually if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 3,102.295 for S&P, 1,377.956 for Russell; 70% of initial levels due 1/31/2025
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable semiannually if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 3,102.295 for S&P, 1,377.956 for Russell; 70% of initial levels due 1/31/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,323.888; 75% of initial level due 2/1/2024
Citigroup Global Markets Holdings Inc. 13.4% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,323.888 for S&P, 26,044.103 for Dow, 10,840.958 for Nasdaq; 75% of initial levels due 7/31/2025
Citigroup Global Markets Holdings Inc. 12.2% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,323.888 for S&P, 3,102.683 for Stoxx, 1,476.381 for Russell; 75% of initial levels due 2/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2026
Citigroup Global Markets Holdings Inc. 15.1% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 2/15/2023
Citigroup Global Markets Holdings Inc. 7.9% annual rate, paid monthly if the stock closes at or above its 75% coupon barrier on the related valuation date due 3/2/2023
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid quarterly if the worst performing ETF closes at or above its 70% coupon barrier on the related valuation date due 2/3/2025
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly if the stock closes at or above its 59% coupon barrier on the related valuation date, plus any previously unpaid coupons due 8/1/2023
Citigroup Global Markets Holdings Inc. 9.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; $95.532 for Apple, $87.186 for JPMorgan, $135.558 for Lowe’s, $179.904 for Microsoft; 60% of initial share prices due 1/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2024
Citigroup Global Markets Holdings Inc. 8.15% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/30/2025
Citigroup Global Markets Holdings Inc. 19.35% annual rate, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 8/1/2023
Citigroup Global Markets Holdings Inc. 15.4% annual rate, paid monthly if the worst performing index closes at or above its 85% coupon barrier on the related valuation date due 8/1/2023
Citigroup Global Markets Holdings Inc. 10% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 8/1/2023
Citigroup Global Markets Holdings Inc. 6.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,912.546 for Dow, 9,802.177 for Nasdaq, 1,351.902 for Russell; 70% of initial levels due 1/29/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,802.177 for Nasdaq, 2,929.479 for Stoxx, 1,351.902 for Russell; 70% of initial levels due 1/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2027
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,383.525 for Russell, 451.899 for S&P, 9,920.932 Nasdaq; 70% of initial levels due 1/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2029
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,609.958 for S&P, 8,503.656 for Nasdaq, 1,185.878 for Russell; 60% of initial levels due 1/29/2026
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,209.259 for index, $222.742 for stock, $281.697 for ETF; 65% of initial levels due 7/31/2024
Citigroup Global Markets Holdings Inc. 1.25% initially, stepping up to 1.375% on July 31, 2022, to 1.5% on Jan. 31, 2023, to 1.75% on July 31, 2023 and to 2% on Jan. 31, 2024; payable semiannually due 1/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2029
Citigroup Global Markets Holdings Inc. 22.3% annual rate, paid monthly if the worst performing stock closes at or above its 60% coupon barrier on the related valuation date due 1/30/2025
Citigroup Global Markets Holdings Inc. 9% annual rate, paid monthly if the worst performing index closes at or above its 60% coupon barrier on the related valuation date due 1/30/2024
Citigroup Global Markets Holdings Inc. 8.65% annual rate, payable quarterly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date due 1/30/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 7,074.560 for Nasdaq, 2,178.225 for S&P; 50% of initial levels due 10/30/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,319.296 for Nasdaq, 1,603.226 for Russell and 3,485.160 for S&P 500; 80% of initial levels due 7/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly; 4% for term of securities due 7/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 8.4% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 29,125.565 for Dow, 561.009 for S&P Dynamic; 85% of initial levels due 1/26/2027
Citigroup Global Markets Holdings Inc. 15% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $31.968 for GM, $181.902 for Meta, $88.596 for Zoom; 60% of initial share prices due 1/24/2025
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 10,106.880 for Nasdaq 3,078.558 for S&P, 1,391.543 for Russell; 70% of initial levels due 1/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2027
Citigroup Global Markets Holdings Inc. 3.00% due 1/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/15/2024
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable semiannually if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $34.30 for iShares and 1,391.543 for Russell, 70% of initial levels due 1/24/2025
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable semiannually if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $34.30 for iShares and 1,391.543 for Russell, 70% of initial levels due 1/24/2025
Citigroup Global Markets Holdings Inc. 8.1% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $108.129 for ETF, 10,106.880 for Nasdaq, 3,078.558 for S&P; 70% of initial levels due 7/26/2023
Citigroup Global Markets Holdings Inc. 10.85% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $108.129 for ETF, 10,106.880 for Nasdaq, 3,078.558 for S&P; 70% of initial levels due 7/26/2023
Citigroup Global Markets Holdings Inc. 4.9% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 10,106.880 for Nasdaq 3,078.558 for S&P, 1,391.543 for Russell; 70% of initial levels due 1/26/2023
Citigroup Global Markets Holdings Inc. 5.4% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 10,106.880 for Nasdaq 3,078.558 for S&P, 1,391.543 for Russell; 70% of initial levels due 4/26/2023
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 10,106.880 for Nasdaq 3,078.558 for S&P, 1,391.543 for Russell; 70% of initial levels due 7/26/2023
Citigroup Global Markets Holdings Inc. 10.15% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 10,106.880 for Nasdaq 3,078.558 for S&P, 1,391.543 for Russell; 70% of initial levels due 7/25/2024
Citigroup Global Markets Holdings Inc. 5.75% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,078.558 for S&P, 1,391.543 for Russell; 70% of initial levels due 1/24/2025
Citigroup Global Markets Holdings Inc. 7.25% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,078.558 for S&P, 1,391.543 for Russell; 70% of initial levels due 1/24/2025
Citigroup Global Markets Holdings Inc. 5.75% annualized rate, payable semiannually if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 3,078.558 for S&P, 1,391.543 for Russell; 70% of initial levels due 1/24/2025
Citigroup Global Markets Holdings Inc. 8.9% per year, payable quarterly if each fund closes at or above its coupon barrier level on the corresponding determination date; Coupon barriers: $26.740 for Financial, $43.715 for Energy, $70.840 for Industrial; 70% of initial levels due 1/24/2025
Citigroup Global Markets Holdings Inc. 8.05% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 1/24/2025
Citigroup Global Markets Holdings Inc. 6.7% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,432.833; 75% of initial level due 1/23/2032
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2025
Citigroup Global Markets Holdings Inc. 15.85% annualized, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 2/8/2023
Citigroup Global Markets Holdings Inc. 14.58% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 2/8/2023
Citigroup Global Markets Holdings Inc. 7.00% due 1/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2027
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, in which case any previously unpaid coupons will also be paid; Coupon barrier price: $113.698; 78% of initial level due 7/25/2023
Citigroup Global Markets Holdings Inc. 2.04% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,518.028 for Russell, 3,362.048 for S&P, 11,134.845 for Nasdaq; 75% of initial levels due 5/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2027
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $98.706 for Apple, 20,829.234 for Dow, $268.050 for ETF; 60% of initial levels due 1/25/2024
Citigroup Global Markets Holdings Inc. 12.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,877.168 for Nasdaq, 27,772.312 for Dow Jones, 1,619.230 for Russell; 80% of initial levels due 7/25/2023
Citigroup Global Markets Holdings Inc. 12.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,392.522 for Nasdaq, 3,009.727 for Stoxx, 1,416.826 for Russell; 70% of initial levels due 7/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2023
Citigroup Global Markets Holdings Inc. 13.5% annualized, payable quarterly if each stock closes above barrier level on observation date; coupon payment events will automatically include any previously unpaid coupons due 1/25/2024
Citigroup Global Markets Holdings Inc. 7% annual rate, paid monthly if the stock closes at or above its 60% coupon barrier on the related valuation date due 4/24/2023
Citigroup Global Markets Holdings Inc. 7.5% annually, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $196.708; 78% of initial level due 2/24/2023
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,650.226 for Russell, 12,038.272 for Nasdaq; 80% of initial levels due 7/24/2023
Citigroup Global Markets Holdings Inc. 8.1% annualized, payable quarterly if the index closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,661.688; 80% of initial level due 2/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 5.75% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 1/22/2027
Citigroup Global Markets Holdings Inc. 12% annual rate, paid monthly if the ETF closes at or above its 62.5% coupon barrier on the related valuation date due 1/24/2023
Citigroup Global Markets Holdings Inc. 15.5% per year, payable quarterly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $35.933 for BofA, $118.418 for JPMorgan, $43.545 for Wells Fargo; 75% of initial levels due 1/24/2024
Citigroup Global Markets Holdings Inc. 9.7% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $90.762 for JPMorgan, $181.59 for Microsoft; 60% of initial levels due 4/24/2023
Citigroup Global Markets Holdings Inc. 9.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,533.488 for Nasdaq, 3,172.932 for S&P, 1,443.948 for Russell; 70% of initial levels due 1/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 7.55% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,399.57 for S&P, 1,547.08725 for Russell, 26,271.4875 for Dow; 75% of initial levels due 1/23/2026
Citigroup Global Markets Holdings Inc. 7.55% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,172.932 for S&P, 1,443.9481 for Russell, 2,987.796 for Stoxx; 70% of initial levels due 1/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2026
Citigroup Global Markets Holdings Inc. 15.25% annual rate, payable quarterly when ETF closes above coupon barrier level on related observation date; Coupon barrier level: $25.767, 70% of initial level due 1/24/2025
Citigroup Global Markets Holdings Inc. 9.25% annual rate, payable quarterly when all three indexes close above coupon barrier level on related observation date; Coupon barrier levels: 3,399.57 for S&P, 1,547.08725 for Russell, 11,285.88 for Nasdaq; 75% of initial levels due 7/24/2023
Citigroup Global Markets Holdings Inc. 10.7% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 2/3/2023
Citigroup Global Markets Holdings Inc. 8.3% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 3,172.93 for S&P, 1,443.948 for Russell, 2,987.8 for Stoxx; 70% of initial levels due 5/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable monthly if basket closes at or above coupon barrier on related review date; Coupon barrier: 70% of initial level due 10/23/2024
Citigroup Global Markets Holdings Inc. 16.25% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,589.175 for Amazon, $151.325 for Microsoft, $129.515 for NVIDIA, $515.255 for Tesla; 50% of initial share prices due 1/24/2025
Citigroup Global Markets Holdings Inc. 14% annualized, payable monthly if basket closes at or above coupon barrier on related review date; Coupon barrier: 70% of initial level due 10/23/2024
Citigroup Global Markets Holdings Inc. 25% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that month; Coupon barrier prices: $29.946 for Chewy, $13.026 for Norwegian, 60% of initial share prices due 2/24/2023
Citigroup Global Markets Holdings Inc. 16.2% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $111.966 for Moderna, $104.676 for PayPal, $135.636 for salesforce; 60% of initial share prices due 1/24/2025
Citigroup Global Markets Holdings Inc. 9.2% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 12,168.608 for Nasdaq 3,661.688 for S&P, 1,676.980 for Russell; 80% of initial levels due 1/23/2024
Citigroup Global Markets Holdings Inc. 8.27% annualized rate, payable quarterly, plus any previously unpaid coupons, if each asset closes at or above coupon barrier level on valuation date for that period; Coupon barriers: $101.880 for Apple, 2,746.266 for S&P, $58.638 for Starbucks, 60% of initial levels due 1/24/2025
Citigroup Global Markets Holdings Inc. 6.50% due 4/21/2023
Citigroup Global Markets Holdings Inc. 8.40% due 4/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,203.977 for S&P, 24,757.929 for Dow; 70% of initial levels due 1/22/2027
Citigroup Global Markets Holdings Inc. 7.75% annualized rate, payable monthly if each asset closes at or above coupon barrier price on valuation date for that month; Coupon barrier levels: $34.454 for iShares and 1,467.358 for Russell, 70% of initial levels due 1/23/2026
Citigroup Global Markets Holdings Inc. 10.15% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 11,408.070 for Nasdaq 26,526.353 for Dow, 1,572.169 for Russell; 75% of initial levels due 7/23/2024
Citigroup Global Markets Holdings Inc. 10.5% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 11,408.070 for Nasdaq 3,432.833 for S&P, 1,572.169 for Russell; 75% of initial levels due 7/21/2023
Citigroup Global Markets Holdings Inc. 10.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 28,294.776 for Dow, 12,168.608 for Nasdaq, 1,676.980 for Russell; 80% of initial levels due 7/23/2024
Citigroup Global Markets Holdings Inc. 10.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,675.296 for Nasdaq, 1,755.202 for Russell; 80% of initial levels due 1/23/2024
Citigroup Global Markets Holdings Inc. 7.35% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,168.608 for Nasdaq, 3,661.688 for S&P, 1,676.98 for Russell; 80% of initial levels due 10/23/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,388.949 for Nasdaq, 3,126.166 for S&P, 1,431.722 for Russell; 68.3% of initial levels due 7/21/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,647.532 for Nasdaq, 3,203.977 for S&P, 1,467.358 for Russell; 70% of initial levels due 4/24/2025
Citigroup Global Markets Holdings Inc. 9.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,647.532 for Nasdaq, 3,203.977 for S&P, 1,467.358 for Russell; 70% of initial levels due 1/23/2024
Citigroup Global Markets Holdings Inc. 8.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 3,432.833 for S&P, 1,572.169 for Russell, 75% of initial levels due 2/24/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,203.977; 70% of initial level due 1/23/2029
Citigroup Global Markets Holdings Inc. 5.125% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,599.493; 55% of initial level due 1/24/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly due 7/21/2023
Citigroup Global Markets Holdings Inc. 1.5% initially, stepping up to 2% on Jan. 20, 2024 and to 3.25% on Jan. 20, 2026; payable semiannually due 1/20/2027
Citigroup Global Markets Holdings Inc. 6.7% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,432.833; 75% of initial level due 1/23/2032
Citigroup Global Markets Holdings Inc. 10.1% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,432.833 for S&P, 1,572.169 for Russell, 11,408.07 for Nasdaq; 75% of initial levels due 1/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2024
Citigroup Global Markets Holdings Inc. 9.3% annual rate, payable quarterly if the ETF closes at or above coupon barrier level on the relevant observation date; Coupon barrier: $17.464; 80% of initial level due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/16/2025
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $2,050.489 for Amazon, $249.891 for Goldman Sachs, $195.288 for Microsoft; 62% of initial share prices due 1/16/2025
Citigroup Global Markets Holdings Inc. 20.5% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $85.278 for DocuSign, $27.282 for Lucid; 60% of initial share prices due 1/16/2025
Citigroup Global Markets Holdings Inc. 14.3% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $27.282; 60% of initial share price due 1/16/2025
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,645.502 for Russell, 80.325 for Stoxx; 75% of initial levels due 7/16/2025
Citigroup Global Markets Holdings Inc. 5.05% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 3,770.456 for S&P, 1,755.202 for Russell; 80% of initial levels due 1/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/14/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/14/2027
Citigroup Global Markets Holdings Inc. 8.1% per year, payable quarterly if the index closes at or above coupon barrier on every day that period; Coupon barrier level: 12,675.296; 80% of initial level due 1/17/2023
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,090.884 for Nasdaq, 1,535.802 for Russell, 3,299.149 for S&P; 70% of initial levels due 7/14/2023
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,090.884 for Nasdaq, 1,535.802 for Russell, 3,299.149 for S&P; 70% of initial levels due 7/14/2023
Citigroup Global Markets Holdings Inc. 9.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,883.090 for Nasdaq, 1,645.502 for Russell, 3,534.803 for S&P; 75% of initial levels due 1/17/2024
Citigroup Global Markets Holdings Inc. 6.85% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,534.803; 75% of initial level due 7/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/16/2023
Citigroup Global Markets Holdings Inc. 15.85% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $1,918.238 for Alphabet, $232.253 for Meta, $219.828 for Microsoft, $378.742 for Netflix; 70% of initial share prices due 1/18/2023
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $2,454.587; 76% of initial level due 4/13/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $2,196.21 for Amazon, $271.436 for Goldman Sachs; 68% of initial share prices due 1/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2023
Citigroup Global Markets Holdings Inc. 6.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,491.544 for Nasdaq, 3,736.232 for S&P, 1,736.92 for Russell; 80% of initial levels due 7/15/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $293.271 for ETF, 22,723.388 for Dow; 70% of initial levels due 1/16/2024
Citigroup Global Markets Holdings Inc. 8.00% due 1/13/2023
Citigroup Global Markets Holdings Inc. 8.2% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 3,502.72 for S&P, 3,179.64 for Stoxx; 75% of initial value due 1/15/2032
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if the basket closes at or above coupon barrier value on valuation date for that period; Coupon barrier level: 70% of initial level due 10/10/2024
Citigroup Global Markets Holdings Inc. 9.4% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $2,137.465; 78% of initial level due 2/10/2023
Citigroup Global Markets Holdings Inc. 11.3% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,928.465 for Alphabet, $2,285.556 for Amazon, $120.40 for Apple, $37.541 for Wells; 70% of initial share prices due 4/17/2023
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $188.424 for Microsoft, $1,644.054 for Alphabet, $1,950.648 for Amazon, $199.074 for Meta, $103.302 for Apple; 60% of initial share prices due 1/10/2025
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $213.547 for Microsoft, $106.74 for NIKE; 68% of initial share prices due 7/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/12/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/13/2023
Citigroup Global Markets Holdings Inc. 9.25% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $137.736; 80% of initial level due 1/10/2025
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,741.624 for S&P, 28,985.328 for Dow; 80% of initial levels due 1/10/2025
Citigroup Global Markets Holdings Inc. 7.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,362.162 for Dow, 10,914.533 for Nasdaq, 1,525.867 for Russell; 70% of initial levels due 1/12/2027
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if stock closes at or above downside threshold level on corresponding determination date due 1/10/2025
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 1/10/2025
Citigroup Global Markets Holdings Inc. 10.35% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date due 1/12/2023
Citigroup Global Markets Holdings Inc. 9.2% per year, payable quarterly if each stock closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: $117.728 for NIKE, $200.295 for McDonald’s; 75% of initial levels due 1/10/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 3,507.773 for S&P, 11,694.143 for Nasdaq, 1,634.858 for Russell; 75% of initial levels due 1/11/2024
Citigroup Global Markets Holdings Inc. 8.3% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date due 1/12/2023
Citigroup Global Markets Holdings Inc. 9.2% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date due 1/12/2023
Citigroup Global Markets Holdings Inc. 10.55% annualized, payable quarterly if stock closes at or above downside threshold level on corresponding determination date due 1/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/12/2032
Citigroup Global Markets Holdings Inc. 30% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $8.278 for SoFi, $46.948 for Trade Desk; 55% of initial share prices due 1/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2024
Citigroup Global Markets Holdings Inc. 8.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,617.424 for Nasdaq, 1,755.199 for Russell; 80% of initial levels due 1/9/2025
Citigroup Global Markets Holdings Inc. 6.75% due 1/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2024
Citigroup Global Markets Holdings Inc. 4.9% per year, or 2.45% for the term, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: 11,395.811 for Nasdaq, 3,355.478 for S&P, 1,588.212 for Russell; 70% of initial levels due 7/8/2022
Citigroup Global Markets Holdings Inc. 10.75% due 1/6/2023
Citigroup Global Markets Holdings Inc. 11.1% annually, payable quarterly, if ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier price:$44.40; 80% of initial level due 1/6/2025
Citigroup Global Markets Holdings Inc. 24% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $7.235 for Sofi, $128.865 for Twilio; 50% of initial share prices due 1/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2023
Citigroup Global Markets Holdings Inc. 6.15% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 3,345.111 for S&P, 1,574.155 for Russell, 11,500.370 for Nasdaq; 70% of initial levels due 10/3/2024
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $309.504 for SPDR, $260.228 for QQQ; 65% of initial levels due 4/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2032
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2023
Citigroup Global Markets Holdings Inc. 5.21% per year, payable quarterly if each underlying asset closes at or above coupon barrier level on any corresponding observation date; Coupon barriers: 2,628.302 for S&P, 672.513 for EM, 55% of initial levels due 1/19/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,478.656 for Dow, 11,500.37 for Nasdaq, 1,574.155 for Russell; 70% of initial levels due 1/5/2024
Citigroup Global Markets Holdings Inc. 12.25% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: 27,298.56 for Dow, 12,321.825 for Nasdaq, 1,686.595 for Russell; 75% of initial levels due 1/3/2025
Citigroup Global Markets Holdings Inc. 6.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,500.37 for Nasdaq, 3,345.111 for S&P, 1,574.155 for Russell; 70% of initial levels due 10/3/2024
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 1/6/2025
Citigroup Global Markets Holdings Inc. 6.85% annualized, payable quarterly if the index closes at or above downside threshold on the relevant observation date due 1/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2023
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,758.054 for Alphabet, $107.628 for Apple, $205.764 for Meta, $366.324 for Netflix; 60% of initial share prices due 12/27/2024
Citigroup Global Markets Holdings Inc. 13% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $180.006 for Nvidia, $2,030.412 for Amazon, $26.778 for BofA, $69.828 for Starbucks; 60% of initial share prices due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2027
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,115.489; 65% of initial level due 1/3/2029
Citigroup Global Markets Holdings Inc. 10% for first year, payable quarterly; after that, 50 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 55.281 for Stoxx, 2,636.183 for S&P, 9,070.056 for Nasdaq; 55% of initial levels due 12/31/2041
Citigroup Global Markets Holdings Inc. 6% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 27,366.4725 for Dow, 1,686.933 for Russell, 12,368.2575 for Nasdaq; 75% of initial level due 12/30/2026
Citigroup Global Markets Holdings Inc. 5.75% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 25,542.041 for Dow, 1,574.4708 for Russell, 3,355.142 for S&P; 70% of initial level due 12/30/2025
Citigroup Global Markets Holdings Inc. 7.65% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 1,686.933 for Russell, 3,594.795 for S&P, 12,368.2575 for Nasdaq; 75% of initial level due 12/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2029
Citigroup Global Markets Holdings Inc. 9% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 1/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2024
Citigroup Global Markets Holdings Inc. 13.5% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $81.655; 60% of initial level due 1/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2026
Citigroup Global Markets Holdings Inc. 5.25% annualized rate, payable semiannually if each index closes at or above coupon barrier level on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 25,027.723 for Dow, 3,287.592 for S&P; 70% of initial levels due 1/3/2024
Citigroup Global Markets Holdings Inc. 8.8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $91.644 for Hilton, $54.906 for Hyatt, $97.548 for Marriott; 60% of initial share prices due 12/31/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,308.053 for S&P, 11,415.747 for Nasdaq, 1,569.103 for Russell; 70% of initial levels due 9/28/2023
Citigroup Global Markets Holdings Inc. 7.2% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,308.053 for S&P, 1,569.103 for Russell; 70% of initial levels due 12/29/2027
Citigroup Global Markets Holdings Inc. 9.5% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,308.053 for S&P, 1,569.103 for Russell, 11,415.747 for Nasdaq; 70% of initial levels due 6/28/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,057.286 for Alphabet, $2,394.518 for Amazon, $122.948 for Apple, $429.968 for Netflix; 70% of initial share prices due 6/27/2023
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 12,944.112 for Nasdaq, 591.968 for S&P 500 Dynamic; 80% of initial levels due 12/28/2026
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,888.618 for Russell, 628.966 for S&P Dynamic; 85% of initial levels due 12/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2026
Citigroup Global Markets Holdings Inc. 4.65% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier level: 3,992.076, 85% of initial level due 12/28/2026
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable semiannually if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $33.929 for ETF and 1,555.332 for Russell, 70% of initial levels due 12/27/2024
Citigroup Global Markets Holdings Inc. 7.25% annualized rate, payable semiannually if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $33.929 for ETF and 1,555.332 for Russell, 70% of initial levels due 12/27/2024
Citigroup Global Markets Holdings Inc. 8.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,027.723 for Dow, 11,326.098 for Nasdaq, 1,555.332 for Russell; 70% of initial levels due 12/27/2024
Citigroup Global Markets Holdings Inc. 6.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,027.723 for Dow, 11,326.098 for Nasdaq, 1,555.332 for Russell; 70% of initial levels due 12/27/2024
Citigroup Global Markets Holdings Inc. 8.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,326.098 for Nasdaq, 1,555.332 for Russell, 25,027.723 for Dow; 70% of initial levels due 12/28/2026
Citigroup Global Markets Holdings Inc. 8.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,287.592 for S&P, 11,326.098 for Nasdaq, 1,555.332 for Russell; 70% of initial levels due 6/27/2023
Citigroup Global Markets Holdings Inc. 6.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,287.592 for S&P, 11,326.098 for Nasdaq, 3,287.592 for Russell; 70% of initial levels due 12/27/2024
Citigroup Global Markets Holdings Inc. 9.85% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,190.396 for Nasdaq, 3,254.461 for S&P, 1,542.063 for Russell; 70% of initial levels due 12/28/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,287.592; 70% of initial level due 12/27/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,052.764; 65% of initial level due 12/27/2024
Citigroup Global Markets Holdings Inc. 6.1% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,052.764; 65% of initial level due 12/28/2023
Citigroup Global Markets Holdings Inc. SOFR minus 35 bps with a floor of 0% for the interest rate, payable quarterly due 12/28/2061
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $55.737 for Schwab, $219.284 for Microsoft; 67% of initial share prices due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2023
Citigroup Global Markets Holdings Inc. 9.95% paid monthly if the worst performing index closes at or above its coupon barrier on the related valuation date; Coupon barrier: 11,190.396 for Nasdaq, 1,542.063 for Russell, 3,254.461 for S&P, 70% of initial levels due 9/26/2023
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/26/2023
Citigroup Global Markets Holdings Inc. 7% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/24/2026
Citigroup Global Markets Holdings Inc. 8.5% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/27/2024
Citigroup Global Markets Holdings Inc. 7% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 6/26/2023
Citigroup Global Markets Holdings Inc. 7% annual rate, paid monthly if the index closes at or above its 75% coupon barrier on the related valuation date due 6/26/2023
Citigroup Global Markets Holdings Inc. 4.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 9.50% due 12/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 8.25% due 12/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 7.25% annual rate, paid quarterly if the stock closes at or above its 76% coupon barrier on the related valuation date; previously unpaid coupons will also be paid; Coupon barrier: $129.01, 76% of initial level due 12/23/2022
Citigroup Global Markets Holdings Inc. 12% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $81.48 for AMD, $87.006 for Applied Materials, $109.716 for PayPal; 60% of initial share prices due 12/26/2024
Citigroup Global Markets Holdings Inc. 7.25% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier price: $2,573.017; 77% of initial level due 12/23/2022
Citigroup Global Markets Holdings Inc. 12.85% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $20.49 for Las Vegas, $109.608 for PayPal, $41.214 for Valero; 60% of initial share prices due 12/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2028
Citigroup Global Markets Holdings Inc. 0 due 12/26/2028
Citigroup Global Markets Holdings Inc. 0 due 12/24/2026
Citigroup Global Markets Holdings Inc. 0 due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0 due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0 due 12/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0 due 12/26/2025
Citigroup Global Markets Holdings Inc. 6.75% annual rate, paid monthly if the worst performing index closes at or above its 80% coupon barrier on the related valuation date due 6/23/2023
Citigroup Global Markets Holdings Inc. 5.5% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 9/24/2026
Citigroup Global Markets Holdings Inc. 5.5% annual rate, paid monthly if the worst performing index closes at or above its 65% coupon barrier on the related valuation date; Coupon barrier: 10,157.966 for Nasdaq, 1,390.919 for Russell, 2,969.213 for S&P, 65% of initial levels due 12/26/2025
Citigroup Global Markets Holdings Inc. 0 due 12/24/2026
Citigroup Global Markets Holdings Inc. 0 due 6/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2028
Citigroup Global Markets Holdings Inc. 0 due 12/24/2026
Citigroup Global Markets Holdings Inc. 13.03% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $136.912 for Apple, $2,720.280 for Amazon; 80% of initial share prices due 12/20/2024
Citigroup Global Markets Holdings Inc. 9.75% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $119.798 for Apple, $2,380.245 for Amazon; 70% of initial share prices due 12/20/2024
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; any previously unpaid coupons will also be paid; Coupon barrier prices: $229.898 for Microsoft, $58.895 for Schwab; 71% of initial share prices due 12/26/2023
Citigroup Global Markets Holdings Inc. 5.00% due 6/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2025
Citigroup Global Markets Holdings Inc. 5.85% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 24,755.808 for Dow, 1,521.752 for Russell, 3,234.448 for S&P; 70% of initial levels due 12/22/2026
Citigroup Global Markets Holdings Inc. 8.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,987.536 for Dow, 10,270.949 for Nasdaq, 1,413.055 for Russell; 65% of initial levels due 12/22/2026
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each fund closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $80.927 for Biotech, $65.527 for Oil & Gas; 70% of initial levels due 12/21/2023
Citigroup Global Markets Holdings Inc. 10% for each day that the spread of the 30-year Constant Maturity Swap rate minus the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 57.60 for Stoxx, 2,772.384 for S&P; 60% of initial levels due 12/22/2036
Citigroup Global Markets Holdings Inc. 12.3% annualized, payable quarterly if the ETF closes at or above its coupon threshold on observation date for that quarter; Coupon threshold: $27.713, 70% of initial level due 12/20/2024
Citigroup Global Markets Holdings Inc. 6.7% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,234.448 for S&P, 1,521.7517 for Russell, 2,912.945 for Stoxx; 70% of initial levels due 12/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2025
Citigroup Global Markets Holdings Inc. 11.1% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $50.11 for Best Buy, $58.32 for Chevron, $167.45 for Meta; 50% of initial share prices due 12/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/13/2023
Citigroup Global Markets Holdings Inc. 10.61% per year, payable quarterly if each underlying asset closes at or above coupon barrier level on every trading day that period; Coupon barriers: 3,734.936 for S&P, 1,721.964 for Russell, $62.104 for ETF, 80% of initial levels due 6/22/2026
Citigroup Global Markets Holdings Inc. 9.55% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,588.234 for Nasdaq, 1,426.886 for Russell, 23,352.83 for Dow; 65% of initial levels due 12/19/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,061.403 for S&P, 10,588.234 for Nasdaq, 1,426.886 for Russell; 65% of initial levels due 6/22/2023
Citigroup Global Markets Holdings Inc. 5.75% due 6/22/2022
Citigroup Global Markets Holdings Inc. 14.25% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $87.90 for AMD, $26.364 for BofA, $182.754 for Nvidia; 60% of initial share prices due 12/19/2024
Citigroup Global Markets Holdings Inc. 5.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,149.201 for Dow, 11,402.713 for Nasdaq, 1,536.646 for Russell; 70% of initial levels due 12/18/2026
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 861.427 for EM, 1,526.347 for Russell, 3,268.279 for S&P; 70% of initial levels due 12/19/2024
Citigroup Global Markets Holdings Inc. 6.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 13,031.672 for Nasdaq, 1,756.167 for Russell; 80% of initial levels due 12/18/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,296.895; 70% of initial level due 12/20/2028
Citigroup Global Markets Holdings Inc. 10% for first year, payable quarterly; after that, 20 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 2,495.808 for Stoxx, 2,825.910 for S&P, 9,773.754 for Nasdaq; 60% of initial levels due 12/20/2041
Citigroup Global Markets Holdings Inc. 8.5% for first year, payable quarterly; after that, 50 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 8.5% and a floor of zero; Accrual barrier levels: 57.57 for Stoxx, 2,825.910 for S&P, 9,773.754 for Nasdaq; 60% of initial levels due 12/20/2041
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, for first year; after that, annual coupon rate set at 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 10% ceiling; Accrual barriers: 52.773 for Stoxx Banks, 8,959.275 for Nasdaq, 2,590.418 for S&P; 55% of initial level due 12/20/2041
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2025
Citigroup Global Markets Holdings Inc. 8.2% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,034.810 for Amazon, $105.444 for Apple, $200.694 for Meta, $362.736 for Netflix; 60% of initial share prices due 12/17/2026
Citigroup Global Markets Holdings Inc. 6.5% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 3,522.834 for Stoxx, 3,938.977 for S&P; 85% of initial levels due 12/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/17/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2023
Citigroup Global Markets Holdings Inc. 9.5% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $130.466; 70% of initial level due 12/16/2022
Citigroup Global Markets Holdings Inc. 15% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $133.152; 60% of initial level due 12/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/17/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each stock closes at or above its coupon barrier price on the determination date for that period; Coupon barrier prices: $2,053.863 for Alphabet, $2,373.945 for Amazon, $123.018 for Apple and $234.143 for Meta Platforms; 70% of initial levels due 6/16/2023
Citigroup Global Markets Holdings Inc. 13.85% per year, payable quarterly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $57.365 for Comerica, $110.544 for JPMorgan, $33.992 for Wells Fargo; 70% of initial levels due 12/17/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2024
Citigroup Global Markets Holdings Inc. 10.00% due 12/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2026
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier prices: $2,129.067 for Alphabet, $2,475.686 for Amazon.com, $128.29 for Apple; 73% of initial share prices due 6/16/2023
Citigroup Global Markets Holdings Inc. 33.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $42.054 for Beyond Meat, $24.420 for Peloton, $112.962 for Zoom; 60% of initial share prices due 12/15/2022
Citigroup Global Markets Holdings Inc. 8% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $240.718; 73% of initial level due 1/13/2023
Citigroup Global Markets Holdings Inc. 8.2% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $366.996 for Netflix, $197.85 for Meta, $2,066.544 for Amazon.com, $107.67 for Apple; 60% of initial share prices due 12/15/2026
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $275.611 for QQQ, $326.445 for S&P 500, $154.364 for iShares Russell; 70% of initial levels due 12/17/2024
Citigroup Global Markets Holdings Inc. 20.25% due 12/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2024
Citigroup Global Markets Holdings Inc. 6.55% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,179.693 for Dow, 3,298.414 for S&P, 1,548.264 for Russell; 70% of initial levels due 12/15/2026
Citigroup Global Markets Holdings Inc. 9.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 13,065.584 for Nasdaq, 3,769.616 for S&P, 1,769.445 for Russell; 80% of initial levels due 6/13/2024
Citigroup Global Markets Holdings Inc. 9.15% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,432.386 for Nasdaq, 3,298.414 for S&P, 1,548.264 for Russell; 70% of initial levels due 12/13/2024
Citigroup Global Markets Holdings Inc. 8.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,298.414 for S&P, 11,432.386 for Nasdaq, 1,548.264 for Russell; 70% of initial levels due 9/14/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each ETF closes at or above coupon barrier on valuation date; Coupon barriers: $55.349 for iShares MSCI EAFE, $153.937 for iShares Russell 2000, $329.518 for S&P 500; 70% of initial levels due 12/15/2026
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,534.015; 75% of initial level due 12/14/2023
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier levels: 3,534.015 for S&P, 1,658.855 for Russell, 12,248.985 for Nasdaq; 75% of initial levels due 12/14/2023
Citigroup Global Markets Holdings Inc. 11.4% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier levels: 3,534.015 for S&P, 1,658.855 for Russell, 12,248.985 for Nasdaq; 75% of initial levels due 12/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2027
Citigroup Global Markets Holdings Inc. 7.00% due 12/15/2022
Citigroup Global Markets Holdings Inc. 8.42% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 3,298.41 for S&P, 2,939.41 for Stoxx; 70% of initial value due 12/13/2024
Citigroup Global Markets Holdings Inc. 6.37% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 3,298.41 for S&P, 2,939.41 for Stoxx; 70% of initial value due 12/13/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $125.683 for Apple, $239.832 for Microsoft; 60% of initial share prices due 6/14/2023
Citigroup Global Markets Holdings Inc. 21% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $641.376 for Tesla, $190.956 for Nvidia; 60% of initial share prices due 12/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/12/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/8/2023
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,028.283 for Dow, 3,267.215 for S&P, 1,554.144 for Russell; 70% of initial levels due 12/14/2026
Citigroup Global Markets Holdings Inc. 5.5% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; previously unpaid coupons will also be paid; Coupon barrier: 2,820.726; 60% of initial level due 6/13/2023
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $13.902 for AT&T, $200.982 for Microsoft, $92.004 for Disney; 60% of initial share prices due 12/12/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,476.038 for Nasdaq, 25,028.325 for Dow, 1,590.194 for Russell; 70% of initial levels due 12/12/2024
Citigroup Global Markets Holdings Inc. 9.75% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barriers: 3,290.847 for S&P, 1,590.194 for Russell, 11,476.038 for Nasdaq; 70% of initial levels due 6/13/2024
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $142.363 for Russell, $298.214 for S&P; 65% of initial levels due 12/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/10/2026
Citigroup Global Markets Holdings Inc. 14.25% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $16.156 for AT&T, $114.352 for J&J, $181.937 for McDonald’s; 70% of initial share prices due 12/12/2024
Citigroup Global Markets Holdings Inc. 15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 13,060.528 for Nasdaq, 1,803.03 for Russell, 3,749.4 for S&P; 80% of initial levels due 6/12/2023
Citigroup Global Markets Holdings Inc. 8.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,244.245 for Nasdaq, 1,690.341 for Russell, 3,515.063 for S&P; 75% of initial levels due 12/12/2024
Citigroup Global Markets Holdings Inc. 9.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,427.962 for Nasdaq, 3,280.725 for S&P, 1,577.652 for Russell; 70% of initial levels due 6/12/2023
Citigroup Global Markets Holdings Inc. 13.5% annualized, payable monthly if fund closes at or above downside threshold level on the corresponding determination date due 12/12/2022
Citigroup Global Markets Holdings Inc. 10.1% annualized, payable monthly if stock closes at or above downside threshold level on the corresponding determination date due 12/12/2022
Citigroup Global Markets Holdings Inc. 10.8% annualized, payable monthly if fund closes at or above downside threshold level on the corresponding determination date due 12/12/2022
Citigroup Global Markets Holdings Inc. 10.00% due 12/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2025
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $249.035 for Invesco, $139.562 for Russell, $294.723 for S&P; 65% of initial levels due 12/13/2023
Citigroup Global Markets Holdings Inc. 10.40% due 12/11/2023
Citigroup Global Markets Holdings Inc. 7.05% due 1/24/2023
Citigroup Global Markets Holdings Inc. 1.75% (not annualized) if stock closes above coupon barrier on March 6, 2022; Coupon barrier: $266.951; 87% of initial price due 4/18/2022
Citigroup Global Markets Holdings Inc. 1.75% (not annualized) if stock closes above coupon barrier on March 6, 2022; Coupon barrier: $224.738; 87% of initial price due 4/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/9/2023
Citigroup Global Markets Holdings Inc. 9.3% per year, payable monthly if each underlying asset closes at or above coupon barrier level on any observation date for that period; Coupon barriers: 3,102.833 for Stoxx, 1,652.609 for Russell, $36.975 for ETF, 75% of initial levels due 12/11/2025
Citigroup Global Markets Holdings Inc. 9.25% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,247.853 for Dow, 3,203.97 for S&P, 1,544.433 for Russell; 70% of initial levels due 12/8/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,884.62 for Nasdaq, 1,652.609 for Russell, 3,443.753 for S&P; 75% of initial levels due 12/11/2024
Citigroup Global Markets Holdings Inc. 9.36% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,214.169 for S&P, 2,895.977 for Stoxx, 1,542.435 for Russell; 70% of initial levels due 12/6/2024
Citigroup Global Markets Holdings Inc. 9.36% per year, payable quarterly if each index closes at or above coupon barrier on every day that period; Coupon barrier levels: 3,214.169 for S&P, 2,895.977 for Stoxx, 1,542.435 for Russell; 70% of initial levels due 12/11/2024
Citigroup Global Markets Holdings Inc. 9.2% per year, payable quarterly if each fund closes at or above coupon barrier on the corresponding observation date; Coupon barriers: $54.44 for EAFE ETF, $153.31 for Russell ETF, $321.15 for S&P ETF; 70% of initial value due 6/10/2027
Citigroup Global Markets Holdings Inc. 8.6% per year, payable quarterly if each fund closes at or above coupon barrier on the corresponding observation date; Coupon barriers: $54.44 for EAFE ETF, $153.31 for Russell ETF, $321.15 for S&P ETF; 70% of initial value due 6/10/2027
Citigroup Global Markets Holdings Inc. 14.7% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,062.416 for Amazon, $26.934 for BofA, $59.316 Morgan Stanley, $29.346 for Wells; 75% of initial share prices due 3/10/2023
Citigroup Global Markets Holdings Inc. 22.5% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $214.704; 70% of initial level due 12/6/2024
Citigroup Global Markets Holdings Inc. 31% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $245.376; 80% of initial level due 12/6/2024
Citigroup Global Markets Holdings Inc. 13.5% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $184.158 for Nvidia, $26.322 for BofA, $608.982 for Tesla; 60% of initial share prices due 12/6/2024
Citigroup Global Markets Holdings Inc. 11.5% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $47.796; 85% of initial price due 12/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/8/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/8/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/8/2026
Citigroup Global Markets Holdings Inc. 16.5% per year, payable quarterly if each index closes at or above coupon barrier on the relevant observation date; Coupon barrier levels: 12,569.632 for Nasdaq, 1,727.448 for Russell; 80% of initial levels due 12/8/2022
Citigroup Global Markets Holdings Inc. 8.35% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: 12,569.632 for Nasdaq, 1,727.448 for Russell, 3,630.744 for S&P; 80% of initial levels due 12/8/2026
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,569.632 for Nasdaq, 1,727.448 for Russell, 3,630.744 for S&P; 80% of initial levels due 6/6/2025
Citigroup Global Markets Holdings Inc. 12.55% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,569.632 for Nasdaq, 1,727.448 for Russell, 3,630.744 for S&P; 80% of initial levels due 6/6/2024
Citigroup Global Markets Holdings Inc. 10.7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,193.532 for Nasdaq, 1,544.433 for Russell, 3,203.97 for S&P; 70% of initial levels due 12/7/2023
Citigroup Global Markets Holdings Inc. 13.25% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: 11,784.03 for Nasdaq, 3,403.823 for S&P, 1,619.483 for Russell; 75% of initial levels due 12/6/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,403.823; 75% of initial level due 12/7/2023
Citigroup Global Markets Holdings Inc. 10.80% due 12/8/2022
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 12/6/2024
Citigroup Global Markets Holdings Inc. 14.25% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,403.823 for S&P, 1,619.483 for Russell, 11,784.03 for Nasdaq; 75% of initial levels due 12/7/2023
Citigroup Global Markets Holdings Inc. 8.4% per year, payable quarterly if each fund closes at or above coupon barrier on the corresponding observation date; Coupon barriers: $53.92 for EAFE ETF, $150.30 for Russell ETF, $317.39 for S&P ETF; 70% of initial value due 12/8/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/20/2023
Citigroup Global Markets Holdings Inc. 7.55% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,515.864 for Dow, 2,975.115 for S&P, 1,434.116 for Russell; 65% of initial levels due 12/5/2024
Citigroup Global Markets Holdings Inc. 11.5% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,432.825 for S&P, 1,654.75 for Russell, 11,993.07 for Nasdaq; 75% of initial levels due 12/7/2023
Citigroup Global Markets Holdings Inc. 12.75% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $468.895 for Adobe, $2,454.949 for Amazon, $115.71 for Apple; 60% of initial share prices due 12/8/2023
Citigroup Global Markets Holdings Inc. 15.4% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $126.312 for JPM, $876.00 for Tesla, $35.072 for BofA, $46.68 for Truist; 80% of initial share prices due 12/4/2025
Citigroup Global Markets Holdings Inc. 22.5% per year, payable quarterly if closing price of each stock is greater than or equal to barrier price on valuation date for that quarter due 11/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/6/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,295.144 for Nasdaq, 3,196.9 for S&P, 1,539.236 for Russell; 70% of initial levels due 3/6/2023
Citigroup Global Markets Holdings Inc. 5.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,114.404 for Nasdaq, 3,159.128 for S&P, 1,503.194 for Russell; 70% of initial levels due 12/5/2024
Citigroup Global Markets Holdings Inc. 5.75% per year, or approximately 4.313% for the term, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,603.19 for S&P, 1,253.378 for Russell; 57% of initial levels due 9/7/2022
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,159.128 for S&P, 1,503.194 for Russell; 70% of initial levels due 12/6/2023
Citigroup Global Markets Holdings Inc. 7.85% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $44.779 for ETF, 1,395.823 for Russell, 2,933.476 for S&P; 65% of initial levels due 9/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/6/2028
Citigroup Global Markets Holdings Inc. 8.15% per year, payable quarterly if each fund closes at or above coupon barrier on the corresponding observation date; Coupon barriers: $53.48 for EAFE ETF, $149.28 for Russell ETF, $315.35 for S&P ETF; 70% of initial value due 12/4/2026
Citigroup Global Markets Holdings Inc. 10.5% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $257.167; 57% of initial level due 3/3/2023
Citigroup Global Markets Holdings Inc. 8.05% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,539.236 for Russell, 3,196.900 for S&P; 70% of initial levels due 12/5/2024
Citigroup Global Markets Holdings Inc. 6.4% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $295.365 for QQQ, $341.670 for SPDR; 75% of initial levels due 1/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2023
Citigroup Global Markets Holdings Inc. 10.7% per year, payable quarterly if each underlying asset closes at or above coupon barrier level each day of the corresponding period; Coupon barriers: 2,844.142 for Stoxx, 1,539.236 for Russell, 848.694 for EM, 70% of initial levels due 12/5/2024
Citigroup Global Markets Holdings Inc. 12.9% per year, payable monthly if each underlying asset closes at or above coupon barrier level on any observation date for that period; Coupon barriers: 10,488.348 for Nasdaq, 1,429.290 for Russell, $20.67 for ETF, 65% of initial levels due 3/3/2023
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly if each underlying asset closes at or above coupon barrier level on any corresponding observation date; Coupon barriers: 1,649.181 for Russell, 909.315 for EM, 75% of initial levels due 12/3/2026
Citigroup Global Markets Holdings Inc. 8.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,586.976 for Dow, 12,908.736 for Nasdaq, 1,759.126 for Russell; 80% of initial levels due 12/5/2024
Citigroup Global Markets Holdings Inc. 5.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,138.604 for Dow, 11,295.144 for Nasdaq, 1,539.236 for Russell; 70% of initial levels due 12/5/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,595.158 for Dow, 3,258.689 for S&P, 1,569.383 for Russell; 70% of initial levels due 12/3/2026
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly plus any previously unpaid coupons if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,539.236 for Russell, 3,196.900 for S&P, 11,295.144 for Nasdaq; 70% of initial levels due 12/3/2026
Citigroup Global Markets Holdings Inc. 8.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,295.144 for Nasdaq, 1,539.236 for Russell, 24,138.604 for Dow; 70% of initial levels due 12/5/2023
Citigroup Global Markets Holdings Inc. 9.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,908.736 for Nasdaq, 1,759.126 for Russell, 27,586.976 for Dow; 80% of initial levels due 12/5/2024
Citigroup Global Markets Holdings Inc. 10.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 13,094.248 for Nasdaq, 3,761.168 for S&P, 1,865.167 for Russell; 80% of initial levels due 6/4/2024
Citigroup Global Markets Holdings Inc. 7.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,295.144 for Nasdaq, 1,539.236 for Russell, 3,196.900 for S&P; 70% of initial levels due 9/5/2023
Citigroup Global Markets Holdings Inc. 7.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,908.736 for Nasdaq, 1,759.126 for Russell, 3,653.600 for S&P; 80% of initial levels due 3/3/2023
Citigroup Global Markets Holdings Inc. 8.35% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,101.940 for Nasdaq, 1,649.181 for Russell, 3,425.250 for S&P; 75% of initial levels due 12/5/2024
Citigroup Global Markets Holdings Inc. 7.1% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $318.892 for ETF, 24,138.604 for Dow; 70% of initial levels due 12/5/2023
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each day of that period; Coupon barriers: 1,649.181 for Russell, 3,425.250 for S&P, 12,101.940 for Nasdaq; 75% of initial levels due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2024
Citigroup Global Markets Holdings Inc. 8.9% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the related observation date; Coupon barriers: 3,047.295 for Stoxx, 1,649.181 for Russell, 12,101.94 for Nasdaq, 75% of initial levels due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2027
Citigroup Global Markets Holdings Inc. 15.25% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $39.130 for Energy, $14.812 for Silver, $80.535 for Biotech; 70% of initial levels due 6/3/2024
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier prices: $245.74 for Microsoft, $2,599.946 for Amazon.com, $116.975 for Apple; 73% of initial share prices due 12/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/6/2022
Citigroup Global Markets Holdings Inc. 11.2% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period, in which case any previously unpaid coupons will also be paid; Coupon barrier prices: $2,493.099 for Amazon, $112.168 for Apple, $236.621 for Meta, $235.641 for Microsoft; 70% of initial share prices due 12/4/2024
Citigroup Global Markets Holdings Inc. 8.2% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,479.468 for Nasdaq, 24,595.158 for Dow, 1,569.383 for Russell; 70% of initial levels due 12/2/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,351.955 for Dow, 12,299.43 for Nasdaq, 3,491.453 for S&P; 75% of initial levels due 12/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/14/2022
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each asset closes at or above coupon threshold on observation date for that quarter; Coupon threshold levels: 3,491.4525 for S&P, 1,681.482 for Russell, 3,082.1325 for Stoxx; 75% of initial levels due 11/30/2026
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if each asset closes at or above coupon threshold on observation date for that quarter; Coupon threshold levels: 11,479.468 for Nasdaq, 1,569.3832 for Russell, $50.148 for Regional Banking; 70% of initial levels due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2027
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 1,909.045 for Russell, 594.329 for Dynamic; 85% of initial levels due 8/28/2024
Citigroup Global Markets Holdings Inc. 8.70% due 6/1/2023
Citigroup Global Markets Holdings Inc. 11.5% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $46.47; 85% of initial price due 12/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,216.234 for S&P, 1,572.155 for Russell; 70% of initial levels due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/14/2022
Citigroup Global Markets Holdings Inc. 8.55% annualized, payable quarterly if stock closes at or above downside threshold level on corresponding determination date due 12/2/2024
Citigroup Global Markets Holdings Inc. 9.25% annualized, payable quarterly if stock closes at or above downside threshold level on corresponding determination date due 12/2/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each ETF closes at or above coupon threshold level on relevant observation date; Coupon threshold levels: $25.201 for Financial, $36.127 for Energy, $67.087 for Industrial; 65% of initial levels due 12/2/2024
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter, plus any previously unpaid coupon; Coupon barrier prices: $123.074 for Apple and $2,721.112 for Amazon, 76% of initial share prices due 12/2/2022
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $23.648 for Conagra, $32.295 for Kroger, $62.43 for Tyson; 75% of initial share prices due 11/28/2025
Citigroup Global Markets Holdings Inc. 6.3% annualized rate, payable quarterly if each underlier closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $35.273 for ETF, 2,993.375 for Stoxx; 70% of initial levels due 11/29/2024
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 13,094.248 for Nasdaq, 572.376 for S&P Dynamic; 80% of initial levels due 11/30/2026
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 608.15 for S&P 500 Dynamic, 1,981.74 for Russell; 85% of initial levels due 11/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if the basket closes at or above coupon barrier on related observation date; Coupon barrier level: 70% of initial level due 11/30/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 939.863 for EM, 12,275.858 for Nasdaq, 1,748.594 for Russell; 75% of initial levels due 11/29/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,291.022; 70% of initial level due 11/29/2028
Citigroup Global Markets Holdings Inc. 8.55% for the first three years, payable quarterly; after that, 50 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 8.55% and a floor of zero; Accrual barrier levels: 60.024 for Stoxx, 2,820.876 for S&P, 9,820.686 for Nasdaq; 60% of initial levels due 11/29/2041
Citigroup Global Markets Holdings Inc. 11% for the first year, payable quarterly; after that, 50 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 11% and a floor of zero; Accrual barrier levels: 60.024 for Stoxx, 2,820.876 for S&P, 9,820.686 for Nasdaq; 60% of initial levels due 11/29/2041
Citigroup Global Markets Holdings Inc. 9.80% due 11/30/2024
Citigroup Global Markets Holdings Inc. 7.00% due 11/30/2022
Citigroup Global Markets Holdings Inc. 6.5% per year, payable quarterly if each ETF closes at or above coupon barrier on the corresponding observation date; Coupon barrier: $328.61 for S&P 500, $58.69 for Homebuilders; 70% of initial value due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically any previously unpaid coupons; Coupon barrier prices: $111.373 for Apple, $32.775 for BofA; 69% of initial share prices due 12/3/2024
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 2,856.154 for Stoxx, 3,046.841 for S&P; 70% of initial levels due 12/3/2024
Citigroup Global Markets Holdings Inc. 10.35% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $52.386 for NextEra, $71.628 for Nucor and $119.994 for Vulcan; 60% of initial share prices due 11/29/2024
Citigroup Global Markets Holdings Inc. Each month, notes pay contingent coupon at rate of 5% per year unless any asset closes below coupon buffer level on observation date for that month; Coupon buffer levels: 1,978.677 for Russell, $259.471 for ETF; 85% of initial levels due 8/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 7.25% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,629.499 for Russell, 11,414.704 for Nasdaq, 69.979 for Stoxx; 70% of initial levels due 11/28/2031
Citigroup Global Markets Holdings Inc. 7.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,414.704 for Nasdaq, 3,283.49 for S&P, 1,629.499 for Russell; 70% of initial levels due 11/29/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,414.704 for Nasdaq, 3,283.49 for S&P, 1,629.499 for Russell; 70% of initial levels due 5/26/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,414.704 for Nasdaq, 3,283.49 for S&P, 1,629.499 for Russell; 70% of initial levels due 11/27/2026
Citigroup Global Markets Holdings Inc. 6.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,414.704 for Nasdaq, 3,283.49 for S&P, 1,629.499 for Russell; 70% of initial levels due 8/28/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,752.560 for S&P, 1,862.284 for Russell; 80% of initial levels due 5/26/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,518.025; 75% of initial level due 5/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2024
Citigroup Global Markets Holdings Inc. 10.6% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,757.428 for Amazon, $34.05 for BofA, $290.543 for Goldman, $36.615 for Wells; 75% of initial share prices due 3/1/2023
Citigroup Global Markets Holdings Inc. 18% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier price: $18.968; 75% of initial level due 11/27/2024
Citigroup Global Markets Holdings Inc. 11.7% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $44.842; 70% of initial level due 11/28/2022
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 13,104.784 for Nasdaq, 1,865.078 for Russell; 80% of initial levels due 2/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2028
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $91.782; 65.4% of initial price due 12/7/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 25 times the spread of the 30-year CMS rate minus the two-year CMS rate, floored at 0% with a 7.5% cap; payable quarterly with the actual payment based on the number of days each index closed above its accrual barrier during the accrual period; Accrual barrier levels: 2,575.617 for S&P, 1,282.241 for Russell, 55% of initial levels due 11/26/2041
Citigroup Global Markets Holdings Inc. 5.1% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $119.924 for ETF, 11,466.686 for Nasdaq, 3,278.058 for S&P; 70% of initial levels due 11/28/2025
Citigroup Global Markets Holdings Inc. 5.7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 821.52 for Nasdaq, 1,221.248 for Russell, 693.98 for S&P; 70% of initial levels due 11/27/2026
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 28,495.4 for Dow, 3,746.352 for S&P, 1,865.078 for Russell; 80% of initial levels due 5/25/2023
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,466.686 for Nasdaq, 24,933.475 for Dow, 1,631.944 for Russell; 70% of initial levels due 11/28/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,647.637 for Nasdaq, 3,043.911 for S&P, 1,515.376 for Russell; 65% of initial levels due 11/28/2025
Citigroup Global Markets Holdings Inc. 5.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,466.686 for Nasdaq, 3,278.058 for S&P, 1,631.944 for Russell; 70% of initial levels due 8/27/2026
Citigroup Global Markets Holdings Inc. 7.5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,288.572 for S&P, 1,640.213 for Russell; 70% of initial levels due 11/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2026
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $2,263.683 for Alphabet, $2,794.193 for Amazon, $122.018 for Apple; 76% of initial share prices due 5/26/2023
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier price: $2,904.49; 79% of initial level due 11/25/2022
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $96.33 for Apple, $27.24 for BofA, $41.442 for Valero; 60% of initial share prices due 11/22/2024
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $35.866; 79% of initial level due 11/25/2022
Citigroup Global Markets Holdings Inc. 11.75% annually, payable quarterly if ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $43.736; 80% of initial level due 11/22/2024
Citigroup Global Markets Holdings Inc. 5.85% annualized rate, or 4.388% for the term, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 12,430.005 for Nasdaq, 3,523.47 for S&P; 75% of initial levels due 8/24/2022
Citigroup Global Markets Holdings Inc. 5.83% due 1/24/2023
Citigroup Global Markets Holdings Inc. 13.2% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $121.056; 80% of initial price due 12/7/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2026
Citigroup Global Markets Holdings Inc. 9.15% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,141.287 for Dow, $104.358 for Apple, $100.1 for Disney; 65% of initial levels due 11/22/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $27.314 for ETF, 11,601.338 for Nasdaq; 70% of initial levels due 11/22/2024
Citigroup Global Markets Holdings Inc. 8.25% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $27.314 for ETF, 11,601.338 for Nasdaq; 70% of initial levels due 11/22/2024
Citigroup Global Markets Holdings Inc. 11.6% per year, payable quarterly if the fund closes at or above coupon barrier on related observation date; Coupon barrier level: $17.502; 60% of initial level due 11/22/2024
Citigroup Global Markets Holdings Inc. 6.85% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $35.644 for ETF, 3,288.572 for S&P; 70% of initial levels due 11/24/2026
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,921.386 for Dow, 11,601.338 for Nasdaq, 1,640.213 for Russell; 70% of initial levels due 8/24/2023
Citigroup Global Markets Holdings Inc. 5.25% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,361.188 for Dow, 2,818.776 for S&P, 1,405.897 for Russell; 60% of initial levels due 11/24/2026
Citigroup Global Markets Holdings Inc. 4.75% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,361.188 for Dow, 2,818.776 for S&P, 1,405.897 for Russell; 60% of initial levels due 11/24/2027
Citigroup Global Markets Holdings Inc. 8.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,944.004 for Nasdaq, 21,361.188 for Dow, 1,405.897 for Russell; 60% of initial levels due 8/24/2023
Citigroup Global Markets Holdings Inc. 5.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,601.338 for Nasdaq, 3,288.572 for S&P, 1,640.213 for Russell; 70% of initial levels due 11/24/2023
Citigroup Global Markets Holdings Inc. 7.2% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,601.338 for Nasdaq, 3,288.572 for S&P, 1,640.213 for Russell; 70% of initial levels due 5/24/2023
Citigroup Global Markets Holdings Inc. 8.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,601.338 for Nasdaq, 3,288.572 for S&P, 1,640.213 for Russell; 70% of initial levels due 5/24/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 13,258.672 for Nasdaq, 3,758.368 for S&P, 1,874.529 for Russell; 80% of initial levels due 5/22/2025
Citigroup Global Markets Holdings Inc. 12.25% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $21.886 for ETF, 1,523.055 for Russell, 10,772.671 for Nasdaq; 65% of initial levels due 2/24/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $321.19 for ETF, 24,387.356 for Dow; 68.5% of initial levels due 11/22/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $85.344 for ETF, 3,288.572 for S&P; 70% of initial levels due 11/20/2025
Citigroup Global Markets Holdings Inc. 8.15% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $85.344 for ETF, 3,288.572 for S&P; 70% of initial levels due 11/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/7/2022
Citigroup Global Markets Holdings Inc. 6.7% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,758.368; 80% of initial level due 11/24/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 11,601.338 for Nasdaq, 3,288.572 for S&P, 1,640.213 for Russell; 70% of initial levels due 11/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2024
Citigroup Global Markets Holdings Inc. 8.94% due 11/23/2024
Citigroup Global Markets Holdings Inc. 9% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $152.38; 76% of initial level due 11/23/2022
Citigroup Global Markets Holdings Inc. 5.25% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 3,293.178 for S&P, 11,538.079 for Nasdaq, $164.402 for ETF; 70% of initial levels due 5/23/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,109.665 for Dow, 11,538.079 for Nasdaq, 1,654.512 for Russell; 70% of initial levels due 11/23/2026
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $2,129.40 for Amazon, $38.766 for GM; 60% of initial share prices due 11/21/2024
Citigroup Global Markets Holdings Inc. 21% annualized rate, payable monthly if each stock closes at or above coupon barrier price, on valuation date for that month; Coupon barrier levels: $64.50 for Trade Desk, $61.62 for YETI, 60% of initial levels due 2/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2024
Citigroup Global Markets Holdings Inc. 9.15% per year, payable monthly if each stock closes at or above its coupon barrier price on the determination date for that period; Coupon barrier prices: $2,086.868 for Alphabet, $2,484.30 for Amazon, $107.443 for Apple and $484.183 for Netflix; 70% of initial levels due 5/22/2023
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable quarterly if each fund closes at or above 65% coupon barrier price on related valuation date due 11/25/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,415.649 for Nasdaq, 1,663.906 for Russell, 3,282.069 for S&P; 70% of initial levels due 11/20/2025
Citigroup Global Markets Holdings Inc. 6.8 times the spread, subject to a minimum rate of 0% and a maximum rate of 12% per year; spread is 30-year Constant Maturity Swap rate minus two-year Constant Maturity Swap rate; payable quarterly due 11/22/2033
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/20/2023
Citigroup Global Markets Holdings Inc. 6.4% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barriers: 2,813.2 for S&P, 1,426.205 for Russell; 60% of initial value due 11/22/2023
Citigroup Global Markets Holdings Inc. 16% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $49.387; 65% of initial level due 2/14/2023
Citigroup Global Markets Holdings Inc. 8.65% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $37.778 for Energy, $26.072 for Financial, $155.344 for iShares; 65% of initial levels due 11/21/2023
Citigroup Global Markets Holdings Inc. 4.00% due 11/21/2022
Citigroup Global Markets Holdings Inc. 7.65% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 3,525.675 for S&P, 12,232.328 for Nasdaq, $130.995 for ETF; 75% of initial levels due 5/21/2024
Citigroup Global Markets Holdings Inc. 7.45% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,416.84 for Nasdaq, 25,299.55 for Dow, 1,683.517 for Russell; 70% of initial levels due 11/19/2026
Citigroup Global Markets Holdings Inc. 7.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 13,047.816 for Nasdaq, 3,760.720 for S&P, 1,924.019 for Russell; 80% of initial levels due 8/21/2024
Citigroup Global Markets Holdings Inc. 7.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,416.839 for Nasdaq, 3,290.63 for S&P, 1,683.517 for Russell; 70% of initial levels due 5/21/2024
Citigroup Global Markets Holdings Inc. Floating rate set at 25 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 13% ceiling; Accrual barrier levels: 67.451 for Stoxx, 10,601.351 for Nasdaq, 3,055.585 for S&P; 65% of initial levels due 11/19/2041
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2024
Citigroup Global Markets Holdings Inc. 7% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,525.675 for S&P, 1,803.768 for Russell, 27,106.665 for Dow; 75% of initial level due 11/20/2025
Citigroup Global Markets Holdings Inc. 5% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 8/19/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable semiannually if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,945.392 for Alphabet, $2,291.348 for Amazon, $97.494 for Apple, $218.868 for Microsoft; 65% of initial share prices due 11/22/2024
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $2,411.062 for Amazon, $31.994 for BofA, $252.334 for Home Depot; 68% of initial share prices due 11/20/2023
Citigroup Global Markets Holdings Inc. 14.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $37.479 for AstraZeneca, $228.667 for BioNTech, $251.232 for Moderna; 65% of initial share prices due 2/13/2023
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $350.573 for SPDR, $295.958 for QQQ; 75% of initial levels due 12/20/2022
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $34.818; 80% of initial price due 11/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2024
Citigroup Global Markets Holdings Inc. 10.2% per year, payable quarterly if the stock closes at or above coupon barrier on related observation date; Coupon barrier level: $40.931; 65% of initial level due 11/20/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $56.861 for ETF, 3,277.96 for S&P; 70% of initial levels due 11/20/2025
Citigroup Global Markets Holdings Inc. 6.4% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $36.281 for ETF, 3,277.96 for S&P; 70% of initial levels due 11/20/2025
Citigroup Global Markets Holdings Inc. 6.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,261.215 for Dow, 3,277.96 for S&P, 11,332.384 for Nasdaq; 70% of initial levels due 11/20/2024
Citigroup Global Markets Holdings Inc. 5.2% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,277.96 for S&P, 1,680.654 for Russell; 70% of initial levels due 11/20/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,277.96; 70% of initial level due 11/17/2028
Citigroup Global Markets Holdings Inc. 10% for first year, payable quarterly; after that, 20 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 3,070.333 for Stoxx, 3,277.96 for S&P, 11,332.384 for Nasdaq; 70% of initial levels due 11/18/2041
Citigroup Global Markets Holdings Inc. 9.2% for first two years, payable quarterly; after that, 50 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 9.2% and a floor of zero; Accrual barrier levels: 67.997 for Stoxx, 3,043.82 for S&P, 10,522.928 for Nasdaq; 65% of initial levels due 11/18/2041
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, for first year; after that, annual coupon rate set at 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 10% ceiling; Accrual barriers: 62.766 for Stoxx Banks, 9,713.472 for Nasdaq, 2,809.68 for S&P; 60% of initial level due 11/18/2041
Citigroup Global Markets Holdings Inc. 10.00% due 11/18/2022
Citigroup Global Markets Holdings Inc. 10.44% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $119.992 for Apple, $2,820.120 for Amazon; 80% of initial share prices due 11/15/2024
Citigroup Global Markets Holdings Inc. 7.3% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $37.528 for BofA, $133.488 for JPM, $48.4 for U.S. Bancorp; 80% of initial share prices due 5/17/2023
Citigroup Global Markets Holdings Inc. 9.45% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 3,746.280 for S&P, 1,929.421 for Russell, 12,959.904 for Nasdaq; 80% of initial levels due 5/17/2023
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 3,746.280 for S&P, 1,929.421 for Russell, 12,959.904 for Nasdaq; 80% of initial levels due 5/17/2023
Citigroup Global Markets Holdings Inc. 19.00% due 11/17/2022
Citigroup Global Markets Holdings Inc. 13.6% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $125.440; 80% of initial price due 11/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the relevant observation date; Coupon barrier levels: 11,339.916 for Nasdaq, 1,688.243 for Russell; 70% of initial levels due 11/15/2024
Citigroup Global Markets Holdings Inc. 6.75% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,277.995 for S&P, 1,688.243 for Russell; 70% of initial levels due 11/17/2027
Citigroup Global Markets Holdings Inc. 9.35% per year, payable quarterly if each index closes at or above coupon barrier on every day that period; Coupon barriers: 3,512.138 for S&P, 1,808.832 for Russell, 12,149.910 for Nasdaq; 75% of initial levels due 11/15/2024
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,453.602 for S&P, $42.362 for Bank, $75.564 for Retail; 73.75% of initial levels due 11/16/2023
Citigroup Global Markets Holdings Inc. 4.5% for the first year; after that, 3.5 times the spread, subject to a minimum rate of 1% and a maximum rate of 8% per year; spread is 30-year Constant Maturity Swap rate minus two-year Constant Maturity Swap rate; payable quarterly due 11/17/2031
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2022
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if each ETF closes at or above coupon threshold level on the relevant observation date; Coupon threshold levels: $28.105 for Financial, $40.285 for Energy, $74.83 for Industrial; 70% of initial levels due 11/15/2024
Citigroup Global Markets Holdings Inc. 8.8% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 11/15/2024
Citigroup Global Markets Holdings Inc. 8.35% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 11/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/17/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2022
Citigroup Global Markets Holdings Inc. 1.5% if the stock closes at or above the coupon barrier on Feb. 14, 2022; coupon will be paid at maturity if stock finishes at or above coupon barrier; Coupon barrier: $170.874; 83.5% of initial price due 4/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/17/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2026
Citigroup Global Markets Holdings Inc. 9.12% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 3,254.49 for S&P, 1,686.401 for Russell, 11,222.73 for Nasdaq; 70% of initial levels due 5/15/2024
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable semiannually if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,145.738 for Amazon, $90.486 for Apple, $201.57 for Microsoft, $393.594 for Netflix; 60% of initial share prices due 11/18/2024
Citigroup Global Markets Holdings Inc. 8.7% annually, payable quarterly, if ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $84.399; 70% of initial level due 5/15/2023
Citigroup Global Markets Holdings Inc. 11.65% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $192.22; 70% of initial level due 2/15/2023
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,672.707 for Russell, 3,252.697 for S&P; 70% of initial levels due 11/16/2022
Citigroup Global Markets Holdings Inc. 24.3% annualized rate, payable quarterly if each stock closes at or above coupon barrier price, on valuation date for that quarter; Coupon barrier levels: $640.77 for Tesla, $61.92 for YETI, 60% of initial levels due 2/15/2023
Citigroup Global Markets Holdings Inc. 5.25% due 5/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2022
Citigroup Global Markets Holdings Inc. 9.12% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 3,252.7 for S&P, 1,672.707 for Russell, 11,189.9 for Nasdaq; 70% of initial levels due 5/15/2024
Citigroup Global Markets Holdings Inc. 4.40% due 11/15/2023
Citigroup Global Markets Holdings Inc. 5.80% due 11/15/2023
Citigroup Global Markets Holdings Inc. 8% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $90.48; 78% of initial level due 2/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/14/2024
Citigroup Global Markets Holdings Inc. 15% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $29.099; 70% of initial level due 11/13/2023
Citigroup Global Markets Holdings Inc. 10.95% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,269.535 for Nasdaq, 3,523.148 for S&P, 1,827.812 for Russell; 75% of initial levels due 11/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/10/2026
Citigroup Global Markets Holdings Inc. 7.65% per year, payable quarterly if Eli Lilly stock closes at or above barrier value on valuation date for that period due 11/8/2024
Citigroup Global Markets Holdings Inc. 9.85% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $194.216; 80% of initial level due 11/8/2024
Citigroup Global Markets Holdings Inc. 7.5% annually, payable quarterly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 948.053; 75% of initial level due 11/10/2025
Citigroup Global Markets Holdings Inc. 12.09% annually, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $214.214; 72% of initial level due 7/26/2023
Citigroup Global Markets Holdings Inc. 16.95% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $462.063; 70% of initial level due 11/10/2022
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,827.812 for Russell, 3,523.148 for S&P; 75% of initial levels due 5/10/2023
Citigroup Global Markets Holdings Inc. 13.75% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $123.896; 80% of initial price due 11/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/8/2024
Citigroup Global Markets Holdings Inc. 15.5% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $28.182 for BofA, $90.768 for Apple, $100.83 for JPMorgan, $178.512 for Nvidia; 60% of initial levels due 11/8/2024
Citigroup Global Markets Holdings Inc. 6.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 29,062.36 for Dow, 13,087.504 for Nasdaq, 1,949.666 for Russell; 80% of initial levels due 8/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/23/2022
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 11/8/2024
Citigroup Global Markets Holdings Inc. 11.25% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 11/10/2022
Citigroup Global Markets Holdings Inc. 6.3% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,758.024; 80% of initial level due 11/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/8/2022
Citigroup Global Markets Holdings Inc. 12% annual rate, payable quarterly if the ETF closes at or above coupon barrier level on the relevant observation date; Coupon barrier: $91.7175; 75% of initial level due 5/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/9/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/9/2023
Citigroup Global Markets Holdings Inc. 11% annually, payable quarterly if commodity closes at or above coupon barrier value on observation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $50.346; 60% of initial value due 11/11/2022
Citigroup Global Markets Holdings Inc. 6.7% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 1,442.57 for Russell, 2,796.342 for S&P; 60% of initial levels due 2/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $272.335 for QQQ, $164.115 for iShares, $323.33 for SPDR; 70% of initial levels due 11/12/2024
Citigroup Global Markets Holdings Inc. 6.5% for each day that the spread of the 30-year Constant Maturity Swap rate minus the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 1,562.785 for Russell, 10,493.925 for Nasdaq, 3,029.371 for S&P; 65% of initial levels due 11/5/2036
Citigroup Global Markets Holdings Inc. 0.00%
Citigroup Global Markets Holdings Inc. 7.00% due 11/8/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $2,898.369, 87.35% of initial price due 4/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,979.368 for Nasdaq, 3,472.988 for S&P, 1,771.391 for Russell; 75% of initial levels due 11/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2023
Citigroup Global Markets Holdings Inc. 13.55% due 11/4/2022
Citigroup Global Markets Holdings Inc. 7.55% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,139.688 for Dow, $322.028 for ETF, $119.133 for Disney; 70% of initial levels due 11/6/2024
Citigroup Global Markets Holdings Inc. 18.05% annualized, payable monthly if stock closes at or above downside threshold level on the corresponding determination date due 11/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 11.5% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $295.488 for Boston Beer, $41.502 for Shake Shack, $58.998 for YETI; 60% of initial share prices due 11/1/2024
Citigroup Global Markets Holdings Inc. 11.75% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $43.103 for Energy, $79.770 for Oil & Gas; 75% of initial levels due 11/3/2026
Citigroup Global Markets Holdings Inc. 20% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $27.522 for Lyft, $181.908 for Carvana, $12.054 for SoFi; 60% of initial share prices due 11/1/2024
Citigroup Global Markets Holdings Inc. 10.85% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $66.848; 75% of initial level due 11/3/2022
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,837.753 for Russell, 3,684.304 for S&P; 80% of initial levels due 5/4/2023
Citigroup Global Markets Holdings Inc. 9.85% annually, payable quarterly, if ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $63.816; 60% of initial level due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 6.05% due 11/4/2022
Citigroup Global Markets Holdings Inc. 7.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,223.766 for S&P, 11,095.329 for Nasdaq, 1,608.034 for Russell; 70% of initial levels due 11/1/2024
Citigroup Global Markets Holdings Inc. 5.8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,684.304 for S&P, 12,680.376 for Nasdaq, 1,837.753 for Russell; 80% of initial levels due 5/2/2025
Citigroup Global Markets Holdings Inc. 6.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,223.766 for S&P, 11,095.329 for Nasdaq, 1,608.034 for Russell; 70% of initial levels due 11/3/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,223.766 for S&P, 11,095.329 for Nasdaq, 1,608.034 for Russell; 70% of initial levels due 5/4/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,454.035; 75% of initial level due 5/4/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if ETF closes at or above coupon barrier on valuation date for that period; Coupon barrier level: $297.908, 65% of initial level due 11/5/2024
Citigroup Global Markets Holdings Inc. 7% for the first year; after that, the rate will be 7.5 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day that the index closes above its accrual barrier in the quarterly accrual period, subject to a cap of 8% and floor of 0%; Accrual barrier level: 2,993.497, 65% of initial level due 11/3/2031
Citigroup Global Markets Holdings Inc. 11% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 11/1/2024
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 11/1/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each ETF closes at or above its coupon barrier on the related determination date; Coupon barriers: $26.169 for Financial, $37.356 for Energy, $67.919 for Industrial; 65% of initial levels due 11/1/2024
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 11/1/2024
Citigroup Global Markets Holdings Inc. 7.25% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,223.766 for S&P, 2,975.392 for Stoxx, 1,608.034 for Russell; 70% of initial levels due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2023
Citigroup Global Markets Holdings Inc. 7.8% annualized, plus any previously unpaid coupons, if all indexes close at or above barrier level on quarterly observation date due 11/2/2023
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $2,757.256; 80% of initial level due 11/2/2022
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: $31.932 for Financial, $56.209 for Banking; 79% of initial levels due 11/2/2022
Citigroup Global Markets Holdings Inc. 9.25% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period, plus any unpaid coupon; Coupon barrier prices: $127.77 for JPMorgan, $114.428 for Apple; 75% of initial share prices due 5/3/2023
Citigroup Global Markets Holdings Inc. 15% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $187.142; 76.5% of initial level due 10/31/2023
Citigroup Global Markets Holdings Inc. 12.6% annualized rate, payable quarterly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $216.032 for ETF, $41.678 for S&P Bank, $94.628 for S&P Biotech; 75% of initial levels due 10/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2026
Citigroup Global Markets Holdings Inc. 5.7% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,298.21 for S&P, 7,889.08 for Nasdaq, 1,148.99 for Russell; 50% of initial levels due 5/3/2023
Citigroup Global Markets Holdings Inc. 13% per year, payable quarterly if each ETF closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: $28.294 for Financial, $40.495 for Energy, $88.319 for Biotech; 70% of initial levels due 11/2/2023
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each ETF closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: $28.294 for Financial, $40.495 for Energy, $112.588 for Technology; 70% of initial levels due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2024
Citigroup Global Markets Holdings Inc. 8.6% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,677.136 for S&P, 1,838.3832 for Russell, 28,584.384 for Dow; 80% of initial level due 10/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2026
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,754.61 for Alphabet, $89.31 for Apple, $187.332 for Facebook, $397.752 for Netflix; 60% of initial share prices due 10/29/2024
Citigroup Global Markets Holdings Inc. 18% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $2,363.249 for Amazon, $165.494 for McDonald’s, $242.018 for Moderna; 70% of initial share prices due 5/4/2023
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:
Citigroup Global Markets Holdings Inc. 15% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $48.69 for Schwab, $21.264 for Robinhood; 60% of initial share prices due 10/30/2024
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 3,587.748 for Stoxx, 3,868.928 for S&P; 85% of initial levels due 10/31/2024
Citigroup Global Markets Holdings Inc. 8.05% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $66.216 for Morgan Stanley, $267.144 for Goldman Sachs; 65% of initial share prices due 10/31/2024
Citigroup Global Markets Holdings Inc. 8% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $816.672; 60% of initial level due 11/4/2024
Citigroup Global Markets Holdings Inc. 6.15% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $89.592 for Apple, $28.968 for Intel, $30.378 for Wells; 60% of initial share prices due 8/1/2022
Citigroup Global Markets Holdings Inc. 9.7% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $37.538 for Wells Fargo, $35.28 for BofA; 75% of initial share prices due 11/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2022
Citigroup Global Markets Holdings Inc. 4.7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,843.483 for Dow, 3,186.176 for S&P, 10,918.873 for Nasdaq; 70% of initial levels due 10/30/2026
Citigroup Global Markets Holdings Inc. 4.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,843.483 for Dow, 10,918.873 for Nasdaq, 1,576.744 for Russell; 70% of initial levels due 10/29/2026
Citigroup Global Markets Holdings Inc. 7.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,142.002 for Dow, 2,957.357 for S&P, 1,492.52 for Russell; 65% of initial levels due 10/24/2024
Citigroup Global Markets Holdings Inc. 8.26% per year, payable monthly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 11,698.793 for Nasdaq, 3,413.760 for S&P, 1,689.368 for Russell; 75% of initial levels due 10/30/2026
Citigroup Global Markets Holdings Inc. 5.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,918.873 for Nasdaq, 3,186.176 for S&P, 1,576.744 for Russell; 70% of initial levels due 10/30/2026
Citigroup Global Markets Holdings Inc. 5% per year, paid quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,186.176, 70% of initial level due 10/31/2028
Citigroup Global Markets Holdings Inc. 10% for the first year; after that, the rate will be 10 times the spread of the 30-year CMS rate minus the five-year CMS rate for each day that the index closes above its accrual barrier in the quarterly accrual period, subject to a cap of 10% and floor of 0%; Accrual barrier level: 2,275.84, 50% of initial level due 10/29/2036
Citigroup Global Markets Holdings Inc. 12% for the first year, payable quarterly; after that, 10 times 30-year CMS rate minus the two-year CMS rate minus 50 bps for each day all three indexes close above their accrual barriers, subject to a maximum rate of 12% and a floor of zero; Accrual barrier levels: 1,126.246 for Russell, 2,275.84 for S&P, 7,799.195 for Nasdaq; 50% of initial levels due 10/29/2041
Citigroup Global Markets Holdings Inc. 10% for the first two years, payable quarterly; after that, annualized rate of 20 times the spread of the 30-year Constant Maturity Swap rate minus the two-year Constant Maturity Swap rate for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 10%, floor of 0%; Accrual barrier levels: 2,731.008 for S&P, 61.218 for Stoxx, 9359.034 for Nasdaq; 60% of initial levels due 10/29/2041
Citigroup Global Markets Holdings Inc. 12% for the first year, payable quarterly; after that, annualized rate of 25 times the spread of the 30-year Constant Maturity Swap rate minus the two-year Constant Maturity Swap rate for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 12%, floor of 0%; Accrual barrier levels: 3,186.176 for S&P, 71.421 for Stoxx, 10,918.873 for Nasdaq; 70% of initial levels due 10/29/2041
Citigroup Global Markets Holdings Inc. 8.5% for the first year, payable quarterly; after that, annualized rate of 20 times the spread of the 30-year Constant Maturity Swap rate minus the two-year Constant Maturity Swap rate for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 8.5%, floor of 0%; Accrual barrier levels: 2,958.592 for S&P, 1,464.119 for Russell, 10,138.954 for Nasdaq; 65% of initial levels due 10/29/2041
Citigroup Global Markets Holdings Inc. 8.35% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $38.715 for iShares, 3,165.660 for Stoxx, 3,413.760 for S&P; 75% of initial levels due 11/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/27/2023
Citigroup Global Markets Holdings Inc. 5.95% annual rate, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $38.72 for Emerging Markets and $164.74 for Russell; 75% of initial values due 10/30/2031
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $38.72 for EM ETF, $167.74 for Russell ETF; 75% of initial value due 10/30/2031
Citigroup Global Markets Holdings Inc. 9.1% annual rate, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $111.47 for Technology Select and $156.56 for Russell; 70% of initial values due 10/31/2024
Citigroup Global Markets Holdings Inc. 7.02% annual rate, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $111.47 for Technology Select and $156.56 for Russell; 70% of initial values due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 7.2% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $449.75 for Adobe, $104.524 for Apple, $217.077 for Microsoft; 70% of initial share prices due 5/4/2023
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier values: $2,363.249 for Amazon, $104.524 for Apple, $221.067 for Facebook, $467.964 for Netflix; 70% of initial share prices due 10/28/2026
Citigroup Global Markets Holdings Inc. 14% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $318.39 for Atlassian, $507.533 for ServiceNow, $265.44 for Twilio; 75% of initial share prices due 10/29/2026
Citigroup Global Markets Holdings Inc. 6.45% annualized rate, payable monthly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $284.34 for Invesco, $341.97 for SPDR; 75% of initial levels due 12/1/2022
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $110.992 for Invesco, $36.428 for EM; 70% of initial levels due 10/31/2024
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 12,447.592 for Nasdaq, 1,836.860 for Russell; 80% of initial levels due 1/31/2023
Citigroup Global Markets Holdings Inc. 9.25% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 1,607.253 for Russell, 3,202.353 for S&P, 10,891.643 for Nasdaq; 70% of initial levels due 5/1/2023
Citigroup Global Markets Holdings Inc. 6.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,607.253 for Russell, 3,202.353 for S&P, 10,891.643 for Nasdaq; 70% of initial levels due 7/29/2022
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 556.832 for S&P, 12,447.592 for Nasdaq; 80% of initial levels due 10/29/2026
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 591.634 for S&P, 1,951.664 for Russell; 85% of initial levels due 10/29/2026
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $216.032 for ETF, 3,659.832 for S&P; 80% of initial levels due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 11% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $131.88; 80% of initial price due 10/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2023
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 28,605.504 for Dow, 3,659.832 for S&P, 1,836.86 for Russell; 80% of initial levels due 5/1/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,113.669 for Nasdaq, 2,973.614 for S&P, 1,492.449 for Russell; 65% of initial levels due 10/30/2025
Citigroup Global Markets Holdings Inc. 5.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,891.643 for Nasdaq, 3,202.353 for S&P, 1,607.253 for Russell; 70% of initial levels due 7/30/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,431.093 for S&P, 1,722.056 for Russell; 75% of initial levels due 5/1/2023
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $28.263 for ETF, 30,393.348 for Dow; 85% of initial levels due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2028
Citigroup Global Markets Holdings Inc. 8% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $88.803; 78% of initial level due 1/30/2023
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $37.385; 67.8% of initial price due 11/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2024
Citigroup Global Markets Holdings Inc. 5.48% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,859.933 for Nasdaq, 3,196.536 for S&P, 1,618.848 for Russell; 70% of initial levels due 10/30/2024
Citigroup Global Markets Holdings Inc. 4.5% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier level: 3,888.572, 85% of initial level due 10/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2027
Citigroup Global Markets Holdings Inc. 13% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $120.646; 68% of initial level due 11/25/2022
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: 1,836.948 for Russell, 3,639.824 for S&P, 12,391.672 for Nasdaq; 80% of initial levels due 10/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2031
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/27/2022
Citigroup Global Markets Holdings Inc. 5.65% due 11/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/18/2023
Citigroup Global Markets Holdings Inc. 7.00% due 10/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2023
Citigroup Global Markets Holdings Inc. 6.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,772.097 for Nasdaq, 3,175.333 for S&P, 1,602.836 for Russell; 70% of initial levels due 10/23/2025
Citigroup Global Markets Holdings Inc. 8.5% for the first year, payable quarterly; after that, annualized rate of 10 times the spread of the 30-year Constant Maturity Swap rate minus the two-year Constant Maturity Swap rate minus 50 basis points for each day all three indexes close above accrual barrier levels in quarterly accrual period; cap of 8.5%, floor of 0%; Accrual barrier levels: 2,948.524 for S&P, 1,488.347 for Russell, 10,002.662 for Nasdaq; 65% of initial levels due 10/22/2036
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/17/2023
Citigroup Global Markets Holdings Inc. 5.55% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,787.504 for Nasdaq, 3,163.741 for S&P, 1,593.14 for Russell; 70% of initial levels due 10/22/2026
Citigroup Global Markets Holdings Inc. 14.6% per year, payable quarterly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $20.417 for ETF, 1,479.344 for Russell, 2,937.76 for S&P; 65% of initial levels due 10/24/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,386.314 for Amazon, $32.459 for BofA, $284.249 for Goldman and $71.498 for Morgan Stanley; 70% of initial share prices due 1/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2022
Citigroup Global Markets Holdings Inc. 13.5% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $21.359 for ETF, 1,474.098 for Russell, 2,916.199 for S&P; 65% of initial levels due 10/23/2023
Citigroup Global Markets Holdings Inc. 10% for the first year; after that, the rate will be 10 times the spread of the 30-year CMS rate minus the five-year CMS rate for each day that the 30-year CMS rate is higher than the five-year CMS rate and the index closes at or above its 50% barrier level, subject to a cap of 10% and floor of 0%; payable quarterly due 10/21/2036
Citigroup Global Markets Holdings Inc. 4% for the first year; after that, 3.5 times the spread of the 30-year CMS rate over the five-year CMS rate, subject to a floor of 1% and a cap of 8%; payable quarterly due 10/20/2031
Citigroup Global Markets Holdings Inc. 0.00% due 10/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/19/2023
Citigroup Global Markets Holdings Inc. 8.25%, payable quarterly if stock closes at or above coupon barrier price on any valuation date for that quarter; Coupon barrier price: $67.272; 60% of initial level due 10/18/2024
Citigroup Global Markets Holdings Inc. 14.7% annually, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $110.88; 66% of initial level due 11/18/2022
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $2,063.973 for Alphabet, $330.245 for Costco, $117.749 for J&J; 70% of initial share prices due 10/18/2024
Citigroup Global Markets Holdings Inc. 13% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $210.966 for Danaher, $439.803 for Netflix, $110.607 for Nike; 70% of initial share prices due 4/20/2023
Citigroup Global Markets Holdings Inc. 7.6% annualized rate, payable monthly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $276.705 for Invesco, $334.403 for SPDR; 75% of initial levels due 11/18/2022
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $116.025 for iShares, 10,602.844 for Nasdaq and 1,585.958 for Russell, 70% of initial levels due 4/20/2023
Citigroup Global Markets Holdings Inc. 12% annualized rate, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $141.348 for FedEx and $31.291 for Lyft, 62% of initial share prices due 4/21/2023
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 12,117.536 for Nasdaq, 544.240 for S&P 500 Dynamic; 80% of initial levels due 10/20/2026
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,925.806 for Russell, 578.255 for S&P 500 Dynamic; 85% of initial levels due 10/20/2026
Citigroup Global Markets Holdings Inc. 18% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $9.81; 50% of initial level due 10/20/2022
Citigroup Global Markets Holdings Inc. 10.65% due 10/18/2024
Citigroup Global Markets Holdings Inc. 11.9% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $244.424; 80% of initial price due 10/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/18/2024
Citigroup Global Markets Holdings Inc. 17 times the spread of the 30-year CMS rate minus the two-year CMS rate, floored at 0% with a 9.5% cap; payable monthly with the actual payment based on the number of days each index closed above its accrual barrier during the accrual period out of the days they all could have; Accrual barrier levels: 3,129.959 for S&P, 10,602.844 for Nasdaq and 1,585.958 for Russell, or 70% of initial levels due 10/21/2041
Citigroup Global Markets Holdings Inc. 14.15% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $92.113; 70% of initial level due 10/19/2023
Citigroup Global Markets Holdings Inc. 5.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,706.332 for Dow, 3,129.959 for S&P, 1,585.958 for Russell; 70% of initial levels due 10/20/2026
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each index closes at or above its coupon barrier on each trading day of the corresponding quarterly period; Coupon barrier levels: 12,874.882 for Nasdaq, 3,800.665 for S&P, 1,925.806 for Russell; 85% of initial levels due 4/21/2022
Citigroup Global Markets Holdings Inc. 10.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,602.844 for Nasdaq, 3,129.959 for S&P, 1,585.958 for Russell; 70% of initial levels due 4/20/2023
Citigroup Global Markets Holdings Inc. 7.15% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,117.536 for Nasdaq, 3,577.096 for S&P, 1,812.523 for Russell; 80% of initial levels due 4/21/2025
Citigroup Global Markets Holdings Inc. 5% per year, or 3.75% for the term, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,088.152 for Nasdaq, 2,682.822 for S&P, 1,359.392 for Russell; 60% of initial levels due 7/20/2022
Citigroup Global Markets Holdings Inc. 5% per year, paid quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,129.959, 70% of initial level due 10/19/2028
Citigroup Global Markets Holdings Inc. 12.25% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $112.371; 70% of initial level due 10/19/2023
Citigroup Global Markets Holdings Inc. 11.25% initially; after two years, 25 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, subject to a floor of zero and 11.25% cap; payable quarterly; Accrual barrier levels: 15.479 for iStoxx, 195.528 for S&P, or 60% of initial levels due 10/20/2036
Citigroup Global Markets Holdings Inc. 10% for first 1.5 years, payable quarterly; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 67.243 for Stoxx, 2,906.391 for S&P, 9,845.498 for Nasdaq; 65% of initial levels due 10/20/2036
Citigroup Global Markets Holdings Inc. 10% for the first year, payable quarterly; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 72.415 for Stoxx Banks, 3,129.959 for S&P, 10,602.844 for Nasdaq; 70% of initial levels due 10/21/2041
Citigroup Global Markets Holdings Inc. 12% annually, payable quarterly for first year; after that, annual coupon rate set at 25 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 12% ceiling; Accrual barriers: 72.415 for Stoxx Banks, 10,602.844 for Nasdaq, 3,129.959 for S&P; 70% of initial levels due 10/21/2041
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, for first two years; after that, annual coupon rate set at 25 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 10% ceiling; Accrual barriers: 62.07 for Stoxx Banks, 9,088.152 for Nasdaq, 2,682.822 for S&P; 60% of initial level due 10/21/2041
Citigroup Global Markets Holdings Inc. 6.4% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,353.528, 75% of initial level due 10/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2023
Citigroup Global Markets Holdings Inc. 5.1% annual rate, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier: 3,353.5275; 75% of initial level due 7/20/2023
Citigroup Global Markets Holdings Inc. 9% annual rate, payable quarterly if all ETFs close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: $312.109 for ETF trust, $27.657 for Financial, $87.556 for Biotech, $49.567 for Consumer; 70% of initial levels due 10/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: $30.904 for Financial, $55.912 for Banking; 80% of initial levels due 4/17/2023
Citigroup Global Markets Holdings Inc. 13.25% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $9.195; 50% of initial level due 10/17/2024
Citigroup Global Markets Holdings Inc. 7.2% annualized, payable quarterly if the stock closes at or above the coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $68.445; 65% of initial price due 10/26/2022
Citigroup Global Markets Holdings Inc. 14.85% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $26.664; 60% of initial level due 10/17/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 20,697.636 for Dow, 8,828.238 for Nasdaq, 1,332.385 for Russell, 2,616.714 for S&P; 60% of initial levels due 10/17/2022
Citigroup Global Markets Holdings Inc. 7.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,299.611 for Nasdaq, 3,052.833 for S&P, 1,554.449 for Russell; 70% of initial levels due 4/17/2023
Citigroup Global Markets Holdings Inc. 8.95% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,299.611 for Nasdaq, 3,052.833 for S&P, 1,554.449 for Russell; 70% of initial levels due 10/17/2024
Citigroup Global Markets Holdings Inc. 8.00% due 10/17/2022
Citigroup Global Markets Holdings Inc. 9.4% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $2,236.568; 80% of initial level due 11/14/2022
Citigroup Global Markets Holdings Inc. 10.25% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $100.03 for Apple, $106.736 for NIKE, $123.718 for Disney; 70% of initial share prices due 10/12/2023
Citigroup Global Markets Holdings Inc. 23% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier values: $28.746 for DraftKings, $22.932 for Las Vegas, $143.094 for Square, $78.93 for Teladoc; 60% of initial share prices due 10/11/2024
Citigroup Global Markets Holdings Inc. 7.1% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $137.878; 81% of initial level due 11/14/2022
Citigroup Global Markets Holdings Inc. 10% annually, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $238.829; 81% of initial level due 11/14/2022
Citigroup Global Markets Holdings Inc. 7.95% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: 1,786.471 for Russell, 3,513.072 for S&P, 11,856.6 for Nasdaq; 80% of initial levels due 4/11/2024
Citigroup Global Markets Holdings Inc. 4.7% annually, payable monthly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 3,513.072; 80% of initial level due 11/14/2022
Citigroup Global Markets Holdings Inc. 20.05% due 10/13/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/14/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/14/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/11/2024
Citigroup Global Markets Holdings Inc. 16.1% per year, payable monthly if each stock closes at or above the coupon barrier on the valuation date for that period; Coupon barrier levels: $30.968 for BofA, $99.40 for Apple, $118.314 for JPMorgan, $144.90 for Nvidia; 70% of initial levels due 10/11/2024
Citigroup Global Markets Holdings Inc. 10.35% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $82.043; 65% of initial share price due 10/12/2023
Citigroup Global Markets Holdings Inc. 17% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $10.035 for Cleveland, $49.550 for Morgan Stanley; 50% of initial share prices due 10/12/2023
Citigroup Global Markets Holdings Inc. 6.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,322.375 for Dow, 3,073.938 for S&P, 1,563.162 for Russell; 70% of initial levels due 10/11/2024
Citigroup Global Markets Holdings Inc. 7.6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,856.6 for Nasdaq, 3,513.072 for S&P, 1,786.471 for Russell; 80% of initial levels due 4/11/2025
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,374.525 for Nasdaq, 3,073.938 for S&P, 1,563.162 for Russell; 70% of initial levels due 10/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/26/2022
Citigroup Global Markets Holdings Inc. 10.1% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,293.505 for S&P, 11,115.563 for Nasdaq, 1,674.817 for Russell; 75% of initial levels due 10/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/14/2022
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable quarterly if the ETF closes at or above its coupon threshold on observation date for that quarter; Coupon threshold: $77.42, 70% of initial level due 10/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/13/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/15/2023
Citigroup Global Markets Holdings Inc. 13.15% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $31.064 for SPDR, $290.376 for Invesco; 80% of initial levels due 10/13/2022
Citigroup Global Markets Holdings Inc. 12% per year, payable each quarter that each underlying fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $57.141 for Materials, $38.395 for Bank, $180.075 for Semiconductor; 70% of initial levels due 10/12/2023
Citigroup Global Markets Holdings Inc. 5.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,662.561 for Nasdaq, 1,912.580 for Russell; 85% of initial levels due 10/13/2026
Citigroup Global Markets Holdings Inc. 8.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,172.848 for Nasdaq, 3,299.82 for S&P, 1,687.571 for Russell; 75% of initial levels due 4/13/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,427.991 for Nasdaq, 3,079.832 for S&P, 1,575.066 for Russell; 70% of initial levels due 4/11/2024
Citigroup Global Markets Holdings Inc. 8.55% per year, payable monthly due 10/13/2022
Citigroup Global Markets Holdings Inc. 8.55% due 10/13/2022
Citigroup Global Markets Holdings Inc. 11.15% due 10/13/2022
Citigroup Global Markets Holdings Inc. 7% for the first year; after that, the rate will be 7.5 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day that the 30-year CMS rate is higher than the two-year CMS rate and the index closes at or above its 65% accrual barrier level, subject to a cap of 8% and floor of 0%; payable quarterly due 10/14/2031
Citigroup Global Markets Holdings Inc. 0.00% due 10/13/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/13/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/9/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that each underlying fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $250.166 for QQQ, $154.714 for Russell, $303.170 for S&P; 70% of initial levels due 10/15/2024
Citigroup Global Markets Holdings Inc. 7.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,813.4 for Nasdaq, 1,771.966 for Russell; 80% of initial levels due 10/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/26/2022
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable semiannually if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $83.84 for Apple, $1,605.18 for Alphabet, $169.866 for Microsoft and $1,913.868 for Amazon; 60% of initial share prices due 10/15/2024
Citigroup Global Markets Holdings Inc. 9.9% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $98.777 for Apple, $202.132 for Microsoft; 70% of initial share prices due 4/10/2024
Citigroup Global Markets Holdings Inc. 15.05% per year, payable quarterly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $33.165 for BofA, $126.495 for JPMorgan, $35.97 for Wells Fargo; 75% of initial levels due 10/11/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,736.003 for Dow, 3,259.290 for S&P; 75% of initial levels due 10/11/2022
Citigroup Global Markets Holdings Inc. 7.25% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $246.834 for QQQ, $154.182 for Russell, $300.048 for S&P; 70% of initial levels due 10/15/2024
Citigroup Global Markets Holdings Inc. 7.2% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,824.718 for S&P, 9,538.198 for Nasdaq, 1,448.433 for Russell; 65% of initial levels due 10/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/8/2022
Citigroup Global Markets Holdings Inc. 10.02% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 3,042.0 for S&P, 1,599.851 for Russell, 10,271.91 for Nasdaq; 70% of initial levels due 10/2/2023
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable quarterly if each underlier closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $85.752 for ETF, 3,440.368 for S&P; 80% of initial levels due 10/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/8/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/6/2023
Citigroup Global Markets Holdings Inc. 6.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,683.272 for Nasdaq, 2,580.276 for S&P, 1,330.482 for Russell; 60% of initial levels due 4/10/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each ETF closes at or above its coupon barrier level on observation date that quarter; Coupon barrier levels: $154.18 for Russell, $300.05 for S&P, $54.17 for EAFE; 70% of initial levels due 10/9/2025
Citigroup Global Markets Holdings Inc. 9.9% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $145.194; 70% of initial level due 7/11/2022
Citigroup Global Markets Holdings Inc. 9.1% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $40.287; 65% of initial level due 7/11/2022
Citigroup Global Markets Holdings Inc. 14.8% per year, payable monthly if each stock closes at or above its coupon barrier price on the determination date for that period; Coupon barrier prices: $1,911.602 for Alphabet, $2,298.282 for Amazon, $99.855 for Apple and $145.194 for Nvidia; 70% of initial levels due 10/4/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $44.916 for Genomic, $66.702 for Innovation; 60% of initial levels due 10/4/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,049.928 for S&P, 10,354.309 for Nasdaq, 1,569.142 for Russell; 70% of initial levels due 10/5/2023
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 10/1/2024
Citigroup Global Markets Holdings Inc. 6.2% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,267.78; 75% of initial level due 10/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2024
Citigroup Global Markets Holdings Inc. SOFR plus 0.64% with a floor of 0%, payable quarterly; rate resets quarterly due 10/6/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2028
Citigroup Global Markets Holdings Inc. 10.69% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $113.20 for Apple, $2,628.032 for Amazon; 80% of initial share prices due 10/3/2024
Citigroup Global Markets Holdings Inc. 10.4% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $17.258; 68% of initial level due 11/3/2022
Citigroup Global Markets Holdings Inc. 12.25% annually, payable quarterly if fund closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $41.672; 80% of initial level due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2031
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2022
Citigroup Global Markets Holdings Inc. 14.6% per year, payable monthly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $52.304 for Genomic, $77.371 for Innovation; 70% of initial levels due 4/4/2023
Citigroup Global Markets Holdings Inc. 9.15% per year, payable quarterly if each underlier closes at or above coupon barrier on every trading day that period; Coupon barrier levels: $62.408 for VanEck, 3,446.032 for S&P, 1,763.498 for Russell; 80% of initial levels due 4/2/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: 2,833.656 for Stoxx, 3,015.278 for S&P, 1,543.06 for Russell; 70% of initial levels due 10/3/2024
Citigroup Global Markets Holdings Inc. 6.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,015.278 for S&P, 10,282.734 for Nasdaq, 1,543.06 for Russell; 70% of initial levels due 4/4/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,015.278 for S&P, 10,282.734 for Nasdaq, 1,543.06 for Russell; 70% of initial levels due 4/4/2023
Citigroup Global Markets Holdings Inc. 6.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,015.278 for S&P, 10,282.734 for Nasdaq, 1,543.06 for Russell; 70% of initial levels due 10/5/2026
Citigroup Global Markets Holdings Inc. 6.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,015.28 for S&P, 10,282.73 for Nasdaq, 1,543.06 for Russell; 70% of initial levels due 10/5/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,446.032 for S&P, 1,763.498 for Russell; 80% of initial levels due 4/4/2023
Citigroup Global Markets Holdings Inc. 7% per year, paid monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,230.655, 75% of initial level due 4/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2026
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $2,244.762 for Amazon, $261.725 for Goldman Sachs; 68% of initial share prices due 10/7/2024
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $88.555 for Apple, $238.632 for Goldman Sachs, $176.08 for Microsoft; 62% of initial share prices due 4/5/2023
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 3,386.583 for Stoxx, 3,618.352 for S&P; 83% of initial levels due 10/7/2024
Citigroup Global Markets Holdings Inc. 5.25% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 2,856.154 for Stoxx, 3,046.841 for S&P, 4,975.712 for FTSE; 70% of initial levels due 4/5/2023
Citigroup Global Markets Holdings Inc. 10.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $124.463 for JPMorgan, $213.00 for Microsoft; 75% of initial share prices due 4/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 9% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $114.264; 80% of initial level due 10/3/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,269.595 for S&P, 11,064.668 for Nasdaq, $121.455 for ETF; 75% of initial levels due 10/3/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,327.023 for Nasdaq, 3,051.622 for S&P, 1,557.716 for Russell; 70% of initial levels due 4/3/2025
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,327.023 for Nasdaq, 3,051.622 for S&P, 1,557.716 for Russell; 70% of initial levels due 7/2/2026
Citigroup Global Markets Holdings Inc. 7.35% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,802.312 for Nasdaq, 3,487.568 for S&P, 1,780.246 for Russell; 80% of initial levels due 4/3/2025
Citigroup Global Markets Holdings Inc. 6.4% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,051.622 for S&P, 1,557.716 for Russell; 70% of initial levels due 10/3/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,051.622 for S&P, 1,557.716 for Russell; 70% of initial levels due 10/3/2024
Citigroup Global Markets Holdings Inc. 11.5% annualized, payable monthly if ETF closes at or above downside threshold level on the corresponding determination date due 10/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2026
Citigroup Global Markets Holdings Inc. 10.75% annual rate, payable quarterly if all ETFs close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: $13.965 for iShares Silver, $29.162 for Metals & Mining, $29.162 for Gold Miners; 70% of initial levels due 9/27/2024
Citigroup Global Markets Holdings Inc. 6.55% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,051.622 for S&P, 1,557.7156 for Russell, 2,856.154 for Stoxx; 70% of initial level due 9/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 7.75% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,487.568 for S&P, 1,780.2464 for Russell, 27,512.576 for Dow; 80% of initial level due 9/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2024
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,629.960 for Alphabet, $1,989.576 for Amazon, $204.390 for Facebook, $350.310 for Netflix; 60% of initial share prices due 9/27/2024
Citigroup Global Markets Holdings Inc. 10.4% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $2,652.768 for Amazon and $113.528 for Apple, 80% of initial levels due 10/2/2023
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier prices: $2,039.315 for Amazon, $80.104 for Teladoc Health; 61.5% of initial share prices due 10/3/2022
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $62.016 for Chevron, $200.280 for Home Depot, $99.648 for JPMorgan, $170.112 for Microsoft; 60% of initial share prices due 9/27/2024
Citigroup Global Markets Holdings Inc. 9.75% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $204.39 for Facebook, $133.44 for FedEx, $87.18 for NIKE, $104.712 for Disney; 60% of initial share prices due 9/27/2024
Citigroup Global Markets Holdings Inc. 26% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $32.508 for Lyft, $124.194 for Nvidia, $10.224 for SoFi, $136.404 for Spotify; 60% of initial share prices due 9/27/2024
Citigroup Global Markets Holdings Inc. 11.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,989.576 for Amazon, $25.896 for BofA, $124.194 for Nvidia, $67.026 for Starbucks; 60% of initial share prices due 9/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,264.473 for S&P, 11,077.725 for Nasdaq, 1,672.334 for Russell; 75% of initial levels due 3/31/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,046.841; 70% of initial level due 10/2/2028
Citigroup Global Markets Holdings Inc. 8.8% for the first year, payable quarterly; after that, 20 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 8.8% and a floor of zero; Accrual barrier levels: 2,841.174 for Stoxx, 3,046.841 for S&P, 10,339.210 for Nasdaq; 70% of initial levels due 9/30/2041
Citigroup Global Markets Holdings Inc. 10% for the first year, payable quarterly; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 59.172 for Stoxx Banks, 2,611.578 for S&P, 8,862.180 for Nasdaq; 60% of initial levels due 9/30/2041
Citigroup Global Markets Holdings Inc. 12% for the first year, payable quarterly; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close at or above their accrual barriers, subject to a maximum rate of 12% and a floor of zero; Accrual barrier levels: 69.034 for Stoxx Banks, 3,046.841 for S&P, 10,339.210 for Nasdaq; 70% of initial levels due 9/30/2041
Citigroup Global Markets Holdings Inc. 9% for the first year and a half, payable quarterly; after that, 9% contingent rate based on the number of days in the accrual period where the 30-year CMS rate minus the two-year CMS rate is greater than 0% and all three indexes close above 65% of their initial levels due 9/30/2041
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2027
Citigroup Global Markets Holdings Inc. 8.75% due 10/3/2022
Citigroup Global Markets Holdings Inc. 5.40% due 3/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 10.5% annually, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $64.896; 60% of initial level due 12/30/2022
Citigroup Global Markets Holdings Inc. 8.8% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,043.48 for Amazon, $87.222 for Apple, $33.732 for Cisco, $100.188 for JPMorgan; 60% of initial share prices due 10/2/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $220.628 for Microsoft, $111.03 for NIKE; 75% of initial share prices due 10/2/2023
Citigroup Global Markets Holdings Inc. 5.5% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 12,163.864 for Nasdaq, 1,824.802 for Russell; 80% of initial levels due 12/30/2022
Citigroup Global Markets Holdings Inc. 5.75% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 12,924.106 for Nasdaq, 567.758 for S&P 500 Dynamic; 85% of initial levels due 7/2/2024
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 12,924.106 for Nasdaq, 567.758 for S&P 500 Dynamic; 85% of initial levels due 10/1/2026
Citigroup Global Markets Holdings Inc. 5.2% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 1,596.702 for Russell, 10,643.381 for Nasdaq, 24,408.559 for Dow; 70% of initial levels due 11/1/2022
Citigroup Global Markets Holdings Inc. 5.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,938.853 for Russell, 567.758 for S&P Dynamic; 85% of initial levels due 10/1/2026
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable quarterly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $93.624 for ETF, 3,554.488 for S&P; 80% of initial levels due 10/2/2023
Citigroup Global Markets Holdings Inc. 12.50% due 9/30/2022
Citigroup Global Markets Holdings Inc. 8.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/17/2023
Citigroup Global Markets Holdings Inc. 25 times the spread of the 30-year CMS rate minus the two-year CMS rate, floored at 0% with a 7% cap; payable quarterly with the actual payment based on the number of days each index closed above its accrual barrier during the accrual period; Accrual barrier levels: 2,665.866 for S&P, 1,368.602 for Russell, 60% of initial levels due 9/30/2041
Citigroup Global Markets Holdings Inc. 9.75% per year, payable monthly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $81.921 for ARK, $36.897 for Energy; 70% of initial levels due 10/2/2024
Citigroup Global Markets Holdings Inc. 12.56% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $124.179; 55% of initial level due 10/2/2023
Citigroup Global Markets Holdings Inc. 5.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 764.015 for Nasdaq, 1,196.636 for Russell, 660.009 for S&P; 70% of initial levels due 10/1/2026
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,554.488 for S&P, 27,895.496 for Dow, 1,824.802 for Russell; 80% of initial levels due 9/27/2024
Citigroup Global Markets Holdings Inc. 8.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,408.559 for Dow, 3,110.177 for S&P, 1,596.702 for Russell; 70% of initial levels due 10/2/2023
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,403.623 for Nasdaq, 950.520 for MSCI, 1,710.752 for Russell; 75% of initial levels due 10/10/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,643.381 for Nasdaq, 3,110.177 for S&P, 1,596.702 for Russell; 70% of initial levels due 3/30/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,883.140 for Nasdaq, 2,888.022 for S&P, 1,482.652 for Russell; 65% of initial levels due 1/2/2026
Citigroup Global Markets Holdings Inc. 5.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,643.381 for Nasdaq, 3,110.177 for S&P, 1,596.702 for Russell; 70% of initial levels due 7/2/2026
Citigroup Global Markets Holdings Inc. 6.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,332.333 for S&P, 1,710.752 for Russell; 75% of initial levels due 3/30/2023
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $25.228 for ETF, 29,638.965 for Dow; 85% of initial levels due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2027
Citigroup Global Markets Holdings Inc. 9.4% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,530.328 for Russell, 3,047.93 for S&P, 10,519.44 for Nasdaq; 70% of initial levels due 10/2/2023
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $81.991 for ARK, 10,730.776 for Nasdaq and 1,573.653 for Russell, 70% of initial levels due 9/28/2023
Citigroup Global Markets Holdings Inc. 9.4% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $273.595 for Goldman, $37.954 for Intel; 70% of initial share prices due 9/27/2024
Citigroup Global Markets Holdings Inc. 18.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $104.713 for NIKE, $240.247 for Twilio, $123.20 for Disney; 70% of initial share prices due 9/28/2023
Citigroup Global Markets Holdings Inc. 20.00% due 9/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2022
Citigroup Global Markets Holdings Inc. 10.4% per year, payable monthly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $55.055 for Genomic, $81.991 for Innovation; 70% of initial levels due 9/27/2024
Citigroup Global Markets Holdings Inc. 13.15% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $133.71; 60% of initial level due 9/28/2023
Citigroup Global Markets Holdings Inc. Each month, notes pay contingent coupon at rate of 7% per year unless any index closes below coupon barrier level on observation date for that month; Coupon barrier levels: 1,573.653 for Russell, $35.546 for iShares; 70% of initial levels due 3/27/2025
Citigroup Global Markets Holdings Inc. 12.45% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $360.836; 70% of initial level due 9/28/2023
Citigroup Global Markets Holdings Inc. 6.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,358.600 for Dow, 3,118.836 for S&P, 1,573.653 for Russell; 70% of initial levels due 9/29/2026
Citigroup Global Markets Holdings Inc. 6.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,618.700 for Dow, 2,896.062 for S&P, 1,461.249 for Russell; 65% of initial levels due 9/29/2025
Citigroup Global Markets Holdings Inc. 7.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,098.500 for Dow, 3,341.610 for S&P, 1,686.056 for Russell; 75% of initial levels due 9/27/2024
Citigroup Global Markets Holdings Inc. 9.85% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $37.954 for Intel, 1,573.653 for Russell, 10,730.776 for Nasdaq; 70% of initial levels due 9/29/2026
Citigroup Global Markets Holdings Inc. 7.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,497.260 for Nasdaq, 3,341.610 for S&P, 1,686.056 for Russell; 75% of initial levels due 9/27/2024
Citigroup Global Markets Holdings Inc. 6.2% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,673.288 for S&P and $70.278 for ARK; 60% of initial levels due 9/29/2025
Citigroup Global Markets Holdings Inc. 5% annually, payable quarterly, for first year; after that, at 4 times spread of 30-year CMS rate minus the two-year CMS rate up to maximum rate of 8% and floor of 0%, payable quarterly due 9/29/2033
Citigroup Global Markets Holdings Inc. 4% annually, payable quarterly, for first year; after that, at 4 times spread of 30-year CMS rate minus the two-year CMS rate up to maximum rate of 8% and floor of 0%, payable quarterly due 9/29/2033
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,564.384; 80% of initial level due 9/29/2022
Citigroup Global Markets Holdings Inc. 10.35% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,341.61 for S&P, 3,118.883 for Stoxx, 1,686.056 for Russell; 75% of initial levels due 9/28/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,118.836 for S&P, 2,910.957 for Stoxx, 1,573.653 for Russell; 70% of initial levels due 9/27/2024
Citigroup Global Markets Holdings Inc. 8.7% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,341.61 for S&P, 11,497.26 for Nasdaq, 1,686.056 for Russell; 75% of initial levels due 9/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2026
Citigroup Global Markets Holdings Inc. 6.00% due 3/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2022
Citigroup Global Markets Holdings Inc. 8.08% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,694.281 for Russell, 3,336.735 for S&P, 11,487.435 for Nasdaq; 75% of initial levels due 9/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 7.26% due 9/28/2023
Citigroup Global Markets Holdings Inc. 10.00% due 9/28/2022
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $116.848; 80% of initial level due 9/22/2022
Citigroup Global Markets Holdings Inc. 17% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will also include any previously unpaid coupons; Coupon barrier prices: $117.293 for NIKE, $15.466 for Under Armour; 74.5% of initial share prices due 9/27/2022
Citigroup Global Markets Holdings Inc. 8.45% due 9/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if closing price of shares is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier price: $2,244.536, 80% of initial share price due 9/27/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,980.824 for Dow, 10,623.557 for Nasdaq, 1,552.993 for Russell, 70% of initial levels due 9/25/2026
Citigroup Global Markets Holdings Inc. 6.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,980.824 for Dow, 3,076.948 for S&P, 1,552.993 for Russell; 70% of initial levels due 3/27/2023
Citigroup Global Markets Holdings Inc. 6.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,980.824 for Dow, 3,076.948 for S&P, 1,552.993 for Russell; 70% of initial levels due 9/26/2024
Citigroup Global Markets Holdings Inc. 9.15% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the relevant observation period; Coupon barrier levels: 2,905.133 for Stoxx, 3,076.948 for S&P, 1,552.993 for Russell; 70% of initial levels due 3/22/2024
Citigroup Global Markets Holdings Inc. 6.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,141.208 for Nasdaq, 3,516.512 for S&P, 1,774.849 for Russell; 80% of initial levels due 9/27/2023
Citigroup Global Markets Holdings Inc. 8.15% per year, payable monthly plus any previously unpaid coupons if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,141.208 for Nasdaq, 3,516.512 for S&P, 1,774.849 for Russell; 80% of initial levels due 9/26/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,382.383 for Nasdaq, 3,296.730 for S&P, 1,663.921 for Russell; 75% of initial levels due 9/27/2022
Citigroup Global Markets Holdings Inc. 8.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,623.557 for Nasdaq, 3,076.948 for S&P, 1,552.993 for Russell; 70% of initial levels due 6/27/2023
Citigroup Global Markets Holdings Inc. 8.2% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,623.557 for Nasdaq, 3,076.948 for S&P, 1,552.993 for Russell; 70% of initial levels due 3/27/2024
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 883.953 for EM, 1,552.993 for Russell, 3,076.948 for S&P; 70% of initial levels due 9/26/2024
Citigroup Global Markets Holdings Inc. 5.6% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,296.73; 75% of initial level due 9/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2026
Citigroup Global Markets Holdings Inc. 8.7% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,442.065 for Russell, 2,857.17 for S&P, 9,864.73 for Nasdaq, 65% of initial levels due 6/27/2024
Citigroup Global Markets Holdings Inc. 9.5% per year, payable each quarter that each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barriers: 2,857.17 for S&P, 1,442.065 for Russell, 9,864.73 for Nasdaq; 65% of initial levels due 6/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/7/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/27/2022
Citigroup Global Markets Holdings Inc. 15.15% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,980.489 for Alphabet, $2,423.764 for Amazon, $102.242 for Apple, $255.304 for Facebook, $153.30 for Nvidia; 70% of initial share prices due 6/24/2022
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,668.204 for Alphabet, $2,013.438 for Amazon, $85.764 for Apple, $176.580 for Microsoft; 60% of initial share prices due 9/30/2024
Citigroup Global Markets Holdings Inc. 8.95% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $51.756 for Dollar, $151.242 for FedEx, $57.204 for Zillow; 60% of initial share prices due 9/26/2024
Citigroup Global Markets Holdings Inc. 7.15% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $24.270 for Kroger, $404.196 for RH, $132.102 for Visa; 60% of initial share prices due 9/26/2024
Citigroup Global Markets Holdings Inc. 12.65% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $6.846 for Marathon, $127.476 for Nvidia, $42.090 for Penn; 60% of initial share prices due 9/26/2024
Citigroup Global Markets Holdings Inc. 20% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $105.414 for Nike, $94.248 for Teladoc, $13.94 for Under Armour; 68% of initial share prices due 9/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/24/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/18/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/18/2023
Citigroup Global Markets Holdings Inc. 13.45% per year, payable monthly if stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $100.401 for Apple, $263.088 for Goldman; 70% of initial levels due 3/26/2024
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $60.975 for Genomic, $87.855 for Innovation; 75% of initial levels due 9/26/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 20,351.904 for Dow, 2,612.514 for S&P, 1,311.71 for Russell; 60% of initial levels due 9/26/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,519.439 for Nasdaq, 3,047.933 for S&P, 1,530.328 for Russell; 70% of initial levels due 3/26/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,022.216 for Nasdaq, 3,483.352 for S&P, 1,748.946 for Russell; 80% of initial levels due 3/26/2025
Citigroup Global Markets Holdings Inc. 14.25% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,265.643 for S&P, 3,073.133 for Stoxx, 1,639.637 for Russell; 75% of initial levels due 9/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2024
Citigroup Global Markets Holdings Inc. 8.5% annual rate, payable quarterly if the index closes at or above coupon barrier on observation date; Coupon barrier: 3,265.643; 75% of initial level due 9/26/2023
Citigroup Global Markets Holdings Inc. 6.5% annual rate, payable quarterly if the index closes at or above coupon barrier on observation date; Coupon barrier: 3,265.643; 75% of initial level due 9/26/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,530.328 for Russell, 3,047.93 for S&P, 882.98 for MSCI EM, 70% of initial levels due 9/24/2026
Citigroup Global Markets Holdings Inc. 10.35% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $98.469; 65% of initial level due 12/23/2022
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,980.489 for Alphabet, $2,423.764 for Amazon, $102.242 for Apple, $209.909 for Microsoft; 70% of initial share prices due 9/27/2024
Citigroup Global Markets Holdings Inc. 7.4% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $431.573; 75% of initial level due 10/25/2022
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $325.53 for SPDR, $274.275 for QQQ; 75% of initial levels due 12/23/2022
Citigroup Global Markets Holdings Inc. 18.25% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $41.826 for Trade Desk, $57.756 for YETI; 60% of initial share prices due 9/25/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon buffer on the valuation date for that period; Coupon buffer levels: 12,760.362 for Nasdaq, 1,854.872 for Russell; 85% of initial levels due 9/24/2026
Citigroup Global Markets Holdings Inc. 6.162% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,508.533 for Nasdaq, 23,779.329 for Dow, 1,527.541 for Russell; 70% of initial levels due 9/24/2026
Citigroup Global Markets Holdings Inc. 7.15% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,757.924 for Nasdaq, 2,832.525 for S&P, 1,418.431 for Russell; 65% of initial levels due 9/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2023
Citigroup Global Markets Holdings Inc. 8.3% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $2,280.96; 81% of initial level due 10/20/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if closing price of Amazon shares is greater than or equal to barrier price on valuation date for that period, plus any previously unpaid coupon due 9/22/2022
Citigroup Global Markets Holdings Inc. 11.1% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,250.638 for Amazon, $94.939 for Apple, $66.138 for Morgan Stanley; 65% of initial share prices due 9/20/2024
Citigroup Global Markets Holdings Inc. 13.2% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $24.30 for BofA, $403.290 for RH, $133.050 for Visa; 60% of initial share prices due 9/20/2024
Citigroup Global Markets Holdings Inc. 10.45% annualized, payable quarterly if stock closes at or above 75% coupon barrier on review date for that quarter due 9/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2023
Citigroup Global Markets Holdings Inc. 8.75% per year, payable monthly if each stock closes at or above its coupon barrier price on the determination date for that period; Coupon barrier prices: $1,980.489 for Alphabet, $2,423.764 for Amazon, $102.242 for Apple and $412.545 for Netflix; 70% of initial levels due 3/22/2023
Citigroup Global Markets Holdings Inc. 8.25% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $26.306 for ETF, 10,733.429 for Nasdaq; 70% of initial levels due 9/20/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $26.306 for ETF, 10,733.429 for Nasdaq; 70% of initial levels due 9/20/2024
Citigroup Global Markets Holdings Inc. 13% per year, payable quarterly if the fund closes at or above coupon barrier on related observation date; Coupon barrier level: $19.98; 60% of initial level due 9/28/2026
Citigroup Global Markets Holdings Inc. 18% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $28.658 for Kroger, $470.505 for RH, $155.225 for Visa; 70% of initial share prices due 9/20/2024
Citigroup Global Markets Holdings Inc. 4.5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,342.123 for Russell, 2,659.794 for S&P, 20,750.928 for Dow, 60% of initial levels due 9/22/2027
Citigroup Global Markets Holdings Inc. 5% per year, payable biannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 20,750.928 for Dow, 2,659.794 for S&P, 1,342.123 for Russell; 60% of initial levels due 9/22/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the related valuation date; Coupon barrier levels: 67.613 for Stoxx, 3,103.093 for S&P, 1,565.810 for Russell; 70% of initial levels due 9/22/2031
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 13,033.45 for Nasdaq, 1,901.340 for Russell; 85% of initial levels due 9/22/2026
Citigroup Global Markets Holdings Inc. 8.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,500.103 for Nasdaq, 1,677.653 for Russell, 3,324.743 for S&P; 75% of initial levels due 9/22/2026
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,266.776 for Nasdaq, 3,546.392 for S&P, 1,789.497 for Russell; 80% of initial levels due 3/20/2025
Citigroup Global Markets Holdings Inc. 7.3% per year, payable monthly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 3,546.392, 80% of initial level due 3/22/2023
Citigroup Global Markets Holdings Inc. 6.2% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 10,733.429 for Nasdaq, 24,209.416 for Dow, 3,103.093 for S&P; 70% of initial levels due 6/23/2022
Citigroup Global Markets Holdings Inc. 10.5% per year, payable semiannually if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $93.016 for ETF, 3,103.093 for S&P; 70% of initial levels due 9/20/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable semiannually if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $93.016 for ETF, 3,103.093 for S&P; 70% of initial levels due 9/20/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each stock closes at or above coupon threshold level on the relevant observation date; Coupon threshold levels: $109.545 for Apple, $2,596.89 for Amazon; 75% of initial levels due 9/20/2024
Citigroup Global Markets Holdings Inc. 5.75% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,324.743, 75% of initial level due 9/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2026
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable quarterly if the ETF closes at or above its coupon threshold on observation date for that quarter; $85.05, 70% of initial level due 9/20/2024
Citigroup Global Markets Holdings Inc. 8.25% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $103.71 for S&P Value ETF, $112.21 for Russell Value ETF; 70% of initial value due 9/20/2024
Citigroup Global Markets Holdings Inc. 6.25% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $103.71 for S&P Value ETF, $112.21 for Russell Value ETF; 70% of initial value due 9/20/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable each quarter that each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barriers: 3,103.09 for S&P, 1,565.81 for Russell, 10,733.43 for Nasdaq; 70% of initial levels due 6/21/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will include any previously unpaid coupons; Coupon barrier prices: $48.13 for Schwab, $207.55 for Microsoft; 68% of initial share prices due 9/19/2024
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $36.113 for ETF, 1,563.038 for Russell, 3,131.625 for S&P, 70% of initial levels due 9/21/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/19/2022
Citigroup Global Markets Holdings Inc. 6.65% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $36.113 for ETF, 2,918.909 for index; 70% of initial levels due 9/19/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $57.099 for ETF, 1,563.038 for Russell, 10,861.137 for Nasdaq; 70% of initial levels due 3/21/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,063.49 for Dow, 3,355.313 for S&P; 75% of initial levels due 9/19/2024
Citigroup Global Markets Holdings Inc. 6.95%, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 2,684.250 for S&P, 9,309.546 for Nasdaq; 60% of initial levels due 3/21/2023
Citigroup Global Markets Holdings Inc. 11.6% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $313.019 for ETF, $213.654 for Microsoft, $110.663 for JPMorgan; 70% of initial levels due 9/19/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $107.40 for S&P Value ETF, $115.52 for Russell Value ETF; 72% of initial value due 9/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2024
Citigroup Global Markets Holdings Inc. 11% per year, payable each month plus any previously unpaid coupons if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $138.143 for 3M, $116.843 for Quest, $37.590 for Walgreens Boots; 75% of initial share prices due 9/18/2025
Citigroup Global Markets Holdings Inc. 19.45% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $41.524 for Conoco, $25.718 for Freeport-McRoran, $66.353 for LyondellBasell, $315.762 for Martin Marietta, or 70% of initial share prices due 3/20/2024
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 3,136.49 for S&P, 1,564.114 for Russell; 70% of initial levels due 12/20/2022
Citigroup Global Markets Holdings Inc. 10.35% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $12.876 for Under Armour and $94.746 for NIKE, 60% of initial levels due 9/19/2024
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if closing price of shares is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier price: $45.15, 75% of initial share price due 9/20/2023
Citigroup Global Markets Holdings Inc. 4.75% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 24,370.073 for Dow, 1,564.114 for Russell, 10,852.471 for Nasdaq; 70% of initial levels due 9/18/2026
Citigroup Global Markets Holdings Inc. 7.55% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,675.836 for Russell, 3,360.525 for S&P, 26,110.793 for Dow; 75% of initial levels due 9/19/2024
Citigroup Global Markets Holdings Inc. 7.45% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,564.114 for Russell, 24,370.073 for Dow, $35.526 for ETF; 70% of initial levels due 9/19/2024
Citigroup Global Markets Holdings Inc. 8.35% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,564.114 for Russell, 10,852.471 for Nasdaq, $110.712 for JPMorgan; 70% of initial levels due 9/18/2026
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 3,136.49, 70% of initial level due 9/20/2028
Citigroup Global Markets Holdings Inc. 10% for the first year; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; payable quarterly; Accrual barrier levels: 60.344 for Stoxx, 2,800.438 for S&P, 9,689.706 for Nasdaq; 62.5% of initial levels due 9/20/2041
Citigroup Global Markets Holdings Inc. 11% for the first year; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 11.5% and a floor of zero; payable quarterly; Accrual barrier levels: 67.585 for Stoxx, 3,136.49 for S&P, 10,852.471 for Nasdaq; 70% of initial levels due 9/20/2041
Citigroup Global Markets Holdings Inc. 9% for the first two years, payable quarterly; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 9% and a floor of zero; Accrual barrier levels: 57.930 for Stoxx, 2,688.420 for S&P, 9,302.118 for Nasdaq; 60% of initial levels due 9/20/2041
Citigroup Global Markets Holdings Inc. 1.9% initially, stepping up to 2.25% on Sept. 17, 2026 and to 2.5% on Sept. 17, 2029; payable semiannually due 9/17/2031
Citigroup Global Markets Holdings Inc. 6.25% per year, payable for each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barrier levels: 2,912.455 for S&P, 1,452.391 for Russell, 2,694.861 for Stoxx; 65% of initial levels due 9/20/2023
Citigroup Global Markets Holdings Inc. 5.60% due 11/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2023
Citigroup Global Markets Holdings Inc. 9.825% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $28.658 for BofA, $286.482 for Goldman, $111.902 for JPMorgan, $73.080 for Morgan Stanley and $32.032 for Wells; 70% of initial share prices due 6/17/2022
Citigroup Global Markets Holdings Inc. 13.75% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $186.459; 70% of initial level due 9/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2023
Citigroup Global Markets Holdings Inc. 9.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,142.148 for Stoxx, 11,575.875 for Nasdaq, 3,351.548 for S&P; 75% of initial levels due 9/18/2024
Citigroup Global Markets Holdings Inc. 8.25% annually, payable quarterly, for first year; after that, at annualized rate of 8.25% for each day the 30-year CMS rate minus the two-year CMS rate is greater than zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barriers: 62.816 for Stoxx Banks, 9,998.885 for Nasdaq, 2,887.983 for S&P; 65% of initial level due 9/11/2041
Citigroup Global Markets Holdings Inc. 13.5% annualized, payable quarterly if each fund closes at or above coupon threshold on observation date for that period; Coupon thresholds: $90.293 for biotech and $59.458 for oil & gas; 70% of initial levels due 9/19/2023
Citigroup Global Markets Holdings Inc. 7.35% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 11,537.175 for Nasdaq, 1,657.48875 for Russell, 3,332.2875 for S&P; 75% of initial levels due 9/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2022
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $119.64; 80% of initial level due 3/16/2023
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $334.935 for SPDR, $282.248 for QQQ; 75% of initial levels due 12/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/17/2026
Citigroup Global Markets Holdings Inc. 6.5% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $263.613 for QQQ, $155.134 for Russell, $311.808 for S&P; 70% of initial levels due 9/20/2024
Citigroup Global Markets Holdings Inc. 7.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,128.111 for S&P, 10,804.15 for Nasdaq, 1,568.549 for Russell; 70% of initial levels due 3/16/2023
Citigroup Global Markets Holdings Inc. 5% annually for the first year; after that, 4 times the spread of the 30-year CMS rate over the two-year CMS rate, up to a maximum rate of 8% and subject to a floor of 0%, payable quarterly due 9/15/2033
Citigroup Global Markets Holdings Inc. 0.00% due 10/18/2022
Citigroup Global Markets Holdings Inc. 13% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $28.71 for Foot Locker, $89.975 for NIKE, $12.579 for Under Armour; 55% of initial share prices due 9/13/2024
Citigroup Global Markets Holdings Inc. 18.00% due 9/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/13/2024
Citigroup Global Markets Holdings Inc. 10.6% per year, payable monthly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $62.805 for Genomic, $90.345 for Innovation; 75% of initial levels due 9/13/2024
Citigroup Global Markets Holdings Inc. 9.6% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 12,352.600 for Nasdaq, $41.992 for ETF, 1,782.037 for Russell; 80% of initial levels due 6/13/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,686.176 for Dow, 12,352.600 for Nasdaq, 1,782.037 for Russell, 80% of initial levels due 3/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2022
Citigroup Global Markets Holdings Inc. SOFR plus 0.6% with a floor of 0%, payable quarterly; rate resets quarterly due 9/17/2026
Citigroup Global Markets Holdings Inc. SOFR plus 0.71% with a floor of 0%, payable quarterly; rate resets quarterly due 9/15/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/14/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/13/2023
Citigroup Global Markets Holdings Inc. 9.8% per year, payable quarterly if each stock closes at or above coupon barrier on the valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: $124.088 for Apple, $2,318.136 for Alphabet, $2,820.40 for Amazon; 80% of initial levels due 9/12/2025
Citigroup Global Markets Holdings Inc. 9.75% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $61.11 for ETF, 1,687.295 for Russell, 3,385.553 for S&P; 75% of initial levels due 9/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/12/2024
Citigroup Global Markets Holdings Inc. 8.15% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,574.39 for Russell, 3,145.3 for S&P, 2,923.98 for Stoxx; 70% of initial levels due 3/13/2025
Citigroup Global Markets Holdings Inc. 13% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $63.702 for AMD, $92.760 for Capital One and $157.572 for salesforce; 60% of initial share prices due 9/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/12/2023
Citigroup Global Markets Holdings Inc. 12.00% due 9/13/2022
Citigroup Global Markets Holdings Inc. 6.65% due 9/13/2023
Citigroup Global Markets Holdings Inc. 5.13% due 9/13/2023
Citigroup Global Markets Holdings Inc. 18% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $50.799 for Chewy, $98.818 for Expedia; 67% of initial share prices due 9/12/2022
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $286.583 for QQQ, $338.595 for S&P; 75% of initial levels due 3/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2026
Citigroup Global Markets Holdings Inc. 8.25% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $37.401 for ETF, 1,592.928 for Russell, 10,973.032 for Nasdaq; 70% of initial levels due 9/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/10/2022
Citigroup Global Markets Holdings Inc. 19.25% annual rate, payable quarterly if stock closes at or above coupon barrier on review date for that period; payments will include any previously unpaid interest for prior quarters; Coupon barrier level: $60.483; 65% of initial price due 9/9/2022
Citigroup Global Markets Holdings Inc. 15.15% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $31.864, or 70% of initial share price due 9/6/2024
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $362.464 for SPDR, $305.256 for QQQ; 80% of initial levels due 12/8/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/8/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,174.801 for S&P, 24,758.363 for Dow, 1,604.434 for Russell; 70% of initial levels due 9/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2022
Citigroup Global Markets Holdings Inc. 8.25% due 9/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/7/2022
Citigroup Global Markets Holdings Inc. 12.65% due 9/8/2023
Citigroup Global Markets Holdings Inc. 14.50% due 9/8/2023
Citigroup Global Markets Holdings Inc. 12.40% due 9/8/2023
Citigroup Global Markets Holdings Inc. 14.4% annually, payable monthly, if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $115.626 for Baidu, $187.775 for Square; 70% of initial level due 3/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2031
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 3,166.863 for S&P, 10,928.099 for Nasdaq, $37.156 for ETF; 70% of initial levels due 6/6/2023
Citigroup Global Markets Holdings Inc. 6% annually, payable quarterly, for first year; after that, at 3.25 times spread of 30-year CMS rate minus the two-year CMS rate up to maximum rate of 8% and floor of 0%, payable quarterly due 9/3/2033
Citigroup Global Markets Holdings Inc. 0.00% due 9/4/2031
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 8.65% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier prices: $260.944 for Home Depot, $364.392 for Costco, $163.112 for Lowe’s, $118.48 for Walmart; 80% of initial share prices due 9/5/2025
Citigroup Global Markets Holdings Inc. 13% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $51.248; 80% of initial level due 9/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,147.308 for Stoxx, 72.570 for Stoxx Banks, $49.418 for ETF, 75% of initial levels due 9/5/2031
Citigroup Global Markets Holdings Inc. 6.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,165.876 for S&P, 24,752.511 for Dow, 1,591.642 for Russell, 70% of initial levels due 9/3/2026
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,591.642 for Russell, 24,752.511 for Dow, 3,165.876 for S&P; 70% of initial levels due 9/3/2026
Citigroup Global Markets Holdings Inc. 8.55% per year, payable quarterly if each index closes at or above coupon barrier on every day that period; Coupon barrier levels: 3,147.308 for Stoxx, 3,392.010 for S&P, 1,705.331 for Russell; 75% of initial levels due 9/6/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,466.008 for Nasdaq, 3,618.144 for S&P, 1,819.019 for Russell; 80% of initial levels due 6/5/2025
Citigroup Global Markets Holdings Inc. 6.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,907.757 for Nasdaq, 3,165.876 for S&P, 1,591.642 for Russell; 70% of initial levels due 3/3/2023
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,819.019 for Russell, 3,618.144 for S&P; 80% of initial levels due 3/3/2023
Citigroup Global Markets Holdings Inc. 6.25% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,392.01; 75% of initial levels due 3/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2027
Citigroup Global Markets Holdings Inc. 11.8% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,224.021 for Amazon, $296.355 for Costco, $133.244 for Lowe’s, $368.017 for Netflix; 65% of initial share prices due 9/5/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier prices: $117.902 for Apple, $233.764 for Microsoft; 77% of initial share prices due 3/7/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if closing price of Nvidia shares is greater than or equal to barrier price on valuation date for that period, plus any previously unpaid coupon due 9/2/2022
Citigroup Global Markets Holdings Inc. 7.4% annualized rate, payable monthly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $92.093 for ETF, 3,396.593 for S&P; 75% of initial levels due 9/5/2024
Citigroup Global Markets Holdings Inc. 6.2% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $339.173 for SPDR, $285.195 for QQQ; 75% of initial levels due 12/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2026
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon threshold: 3,396.5925 for S&P, 1,699.4925 for Russell, 3,149.1 for Stoxx; 75% of initial levels due 8/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if closing price of Amazon shares is greater than or equal to barrier price on valuation date for that period, plus any previously unpaid coupon due 9/1/2022
Citigroup Global Markets Holdings Inc. 20% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,009.778 for Amazon, $36.006 for DraftKings, $38.058 for Twitter, $60.630 for Wynn; 60% of initial share prices due 8/28/2024
Citigroup Global Markets Holdings Inc. 9.4% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $117.394; 79% of initial level due 9/30/2022
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier prices: $122.496 for Apple, $2,737.256 for Amazon; 80% of initial share prices due 9/7/2022
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $33.992 for BofA, $84.360 for Morgan Stanley and $39.848 for Wells; 80% of initial share prices due 8/29/2024
Citigroup Global Markets Holdings Inc. 9.75% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $59.184 for Chevron, $160.74 for FedEx, $97.83 for JPMorgan, $123.540 for Lowe’s; 60% of initial share prices due 8/28/2024
Citigroup Global Markets Holdings Inc. 30% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $52.866 for Chewy, $34.332 for Pinterest, $427.152 for Tesla, $59.544 for Zillow; 60% of initial share prices due 8/28/2024
Citigroup Global Markets Holdings Inc. 7.25% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $76.661 for Fiserv and $180.915 for PayPal, 65% of initial share prices due 8/30/2024
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $53.46 for Gilead, $174.15 for L3Harris; 75% of initial share prices due 8/31/2023
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $37.723 for Intel, $97.587 for IBM; 70% of initial share prices due 8/30/2024
Citigroup Global Markets Holdings Inc. 8.45% per year, payable quarterly if closing level is greater than or equal to coupon barrier on valuation date for that period; Coupon barrier: 1,018.136, 80% of initial level due 9/2/2025
Citigroup Global Markets Holdings Inc. 4% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 10,803.065 for Nasdaq, 24,819.06 for Dow, 1,594.006 for Russell; 70% of initial levels due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2027
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $158.487 iShares Russell 2000, $36.113 for iShares MSCI Emerging Markets, 3,156.559 for S&P; 70% of initial levels due 9/2/2025
Citigroup Global Markets Holdings Inc. 6.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,819.06 for Dow, 10,803.065 for Nasdaq, 1,594.006 for Russell; 70% of initial levels due 8/30/2024
Citigroup Global Markets Holdings Inc. 7.2% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,591.85 for Dow, 3,382.028 for S&P, 1,707.863 for Russell; 75% of initial levels due 9/3/2027
Citigroup Global Markets Holdings Inc. 8.3% per year, payable monthly if each index closes at or above coupon barrier every day that period; Coupon barrier levels: 28,364.64 for Dow, 12,346.36 for Nasdaq, 1,821.721 for Russell, 80% of initial levels due 8/30/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,346.36 for Nasdaq, 3,352.784 for Stoxx, 1,821.721 for Russell; 80% of initial levels due 8/30/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,156.559 for S&P, 67.802 for Stoxx, 1,594.006 for Russell; 70% of initial levels due 8/31/2026
Citigroup Global Markets Holdings Inc. 5.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,607.496 for S&P, 1,821.721 for Russell; 80% of initial levels due 8/29/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,156.559; 70% of initial level due 8/30/2028
Citigroup Global Markets Holdings Inc. 10% for the first year, payable quarterly; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 67.802 for Stoxx, 3,156.559 for S&P, 10,803.065 Nasdaq; 70% of initial levels due 9/3/2041
Citigroup Global Markets Holdings Inc. 9% annually, payable quarterly for first two years; after that, annual coupon rate set at 25 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 10% ceiling; Accrual barriers: 62.959 for Stoxx Banks, 23,046.27 for Dow, 2,931.091 for S&P; 65% of initial levels due 9/3/2041
Citigroup Global Markets Holdings Inc. 13% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 70.224 for Stoxx, 11,188.889 for Nasdaq and 3,269.293 for S&P, or 70% of initial levels due 9/3/2041
Citigroup Global Markets Holdings Inc. 0.00% due 9/14/2022
Citigroup Global Markets Holdings Inc. 6.2% per year, payable for each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barrier levels: 3,156.559 for S&P, 1,594.006 for Russell, 2,933.686 for Stoxx; 70% of initial levels due 3/1/2024
Citigroup Global Markets Holdings Inc. 9.55% per year, payable for each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barrier levels: 3,382.028 for S&P, 1,707.863 for Russell, 11,574.713 for Nasdaq; 75% of initial levels due 8/31/2023
Citigroup Global Markets Holdings Inc. 5.25% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,382.028, 75% of initial level due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2025
Citigroup Global Markets Holdings Inc. SOFR plus 0.35% with a floor of 0%, payable quarterly; rate resets quarterly due 8/31/2056
Citigroup Global Markets Holdings Inc. 17.6% annualized, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 9/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if closing price of BofA shares is greater than or equal to barrier price on valuation date for that period due 12/1/2022
Citigroup Global Markets Holdings Inc. 5.5% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 12,222.816 for Nasdaq, 1,771.183 for Russell; 80% of initial levels due 12/1/2022
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 12,986.742 for Nasdaq, 568.888 for S&P; 85% of initial levels due 8/31/2026
Citigroup Global Markets Holdings Inc. 5.5% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 1,881.882 for Russell, 568.888 for S&P; 85% of initial levels due 8/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/8/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2029
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2023
Citigroup Global Markets Holdings Inc. 3.8% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier level: 1,881.882, 85% of initial level due 8/31/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 28,170.496 for Dow, 3,576.0 for S&P, 1,771.183 for Russell; 80% of initial levels due 8/29/2025
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 28,170.496 for Dow, 3,576.000 for S&P, 1,771.183 for Russell; 80% of initial levels due 3/2/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,694.964 for Nasdaq, 3,129.0 for S&P, 1,549.785 for Russell; 70% of initial levels due 8/31/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,129.000 for S&P, 67.788 for Stoxx, 1,549.785 for Russell; 70% of initial levels due 8/31/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,352.500 for S&P, 1,660.484 for Russell; 75% of initial levels due 3/2/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,905.500 for S&P, 9,931.038 for Nasdaq, 1,439.086 for Russell; 65% of initial levels due 8/29/2025
Citigroup Global Markets Holdings Inc. 5.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,129.0 for S&P, 10,694.964 for Nasdaq, 1,549.785 for Russell; 70% of initial levels due 5/29/2026
Citigroup Global Markets Holdings Inc. 6.85% per year, paid quarterly if the index closes at or above the barrier level on the valuation date for that period, in which case any previously unpaid coupons will also be paid due 8/31/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 3,799.50 for S&P, 12,986.742 for Nasdaq, 1,881.882 for Russell; 85% of initial levels due 8/31/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $25.184 for ETF, 28,170.496 for Dow; 80% of initial levels due 8/31/2026
Citigroup Global Markets Holdings Inc. 5.25% for each day that the spread of the 30-year Constant Maturity Swap rate minus the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 67.788 for Stoxx, 10,694.964 for Nasdaq; 70% of initial levels due 8/30/2041
Citigroup Global Markets Holdings Inc. 0.5% initially, stepping up to 0.75% on Aug. 30, 2022 and to 1% on Aug. 30, 2023; payable semiannually due 8/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2028
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable semiannually if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,148.757 for Amazon, $97.253 for Apple, $1,851.181 for Alphabet, $196.703 for Microsoft; 65% of initial share prices due 9/3/2024
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 3,553.952 for Stoxx, 3,821.762 for S&P; 85% of initial levels due 8/29/2024
Citigroup Global Markets Holdings Inc. 8.75% annualized rate, payable quarterly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $48.354 for ETF, 2,508.672 for index; 60% of initial levels due 8/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/9/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each underlying asset closes at or above coupon barrier level on any observation date for that period; Coupon barriers: 11,526.690 for Nasdaq, 1,679.452 for Russell, $38.588 for ETF, 75% of initial levels due 3/2/2026
Citigroup Global Markets Holdings Inc. 4% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,472.905; 55% of initial level due 9/3/2024
Citigroup Global Markets Holdings Inc. 7.95% per year, payable quarterly if each asset closes at or above coupon barrier level on the valuation date for that period; Coupon barriers: $94.717 for Health Care, $90.412 for Biotech, $186.760 for Semiconductor; 70% of initial levels due 3/2/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each asset closes at or above coupon barrier level on the valuation date for that period; Coupon barriers: $94.717 for Health Care, $90.412 for Biotech, $186.760 for Semiconductor; 70% of initial levels due 3/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2026
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: $17.443 for Silver, $25.367 for Gold; 79% of initial levels due 8/29/2022
Citigroup Global Markets Holdings Inc. 9.00% due 9/29/2022
Citigroup Global Markets Holdings Inc. 6.10% due 9/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2024
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will include any previously unpaid coupons; Coupon barrier prices: $69.97 for Hasbro, $15.487 for Mattel; 72% of initial share prices due 7/1/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $35.708 for Energy, $95.805 for Biotech; 75% of initial levels due 5/29/2024
Citigroup Global Markets Holdings Inc. 9.5% annually, payable monthly, if ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $61.496; 80% of initial level due 5/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $26.60 for Financial, $35.973 for Bank, $45.535 for Regional Banking; 70% of initial levels due 8/28/2023
Citigroup Global Markets Holdings Inc. 8.3% per year, payable quarterly if each index closes at or above coupon barrier every day that period; Coupon barrier levels: 24,734.997 for Dow, 10,718.974 for Nasdaq, 1,545.807 for Russell, 70% of initial levels due 8/28/2024
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will also include any previously unpaid coupons; Coupon barrier prices: $2,559.96 for Amazon, $118.552 for Apple; 80% of initial share prices due 8/25/2022
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will also include any previously unpaid coupons;Coupon barrier prices: $243.488 for Microsoft, $2,559.96 for Amazon, $118.552 for Apple; 80% of initial share prices due 8/25/2022
Citigroup Global Markets Holdings Inc. 10.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payments will automatically include any previously unpaid coupons; Coupon barrier prices: $189.406 for PayPal, $180.145 for Square, $162.099 for Visa; 70% of initial share prices due 8/28/2023
Citigroup Global Markets Holdings Inc. 12% annualized rate, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $75.649 for Peloton and $98.126 for Teledoc, 70% of initial share prices due 8/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/25/2026
Citigroup Global Markets Holdings Inc. Fixed at 10% for the first year; after that, the rate will be determined by the 30-year Constant Maturity Swap rate minus the two-year Constant Maturity Swap rate (the spread) on the related observation date multiplied by the appropriate adjustment, subject to a maximum interest factor of 13.6% and a minimum interest factor of 0% payable quarterly based on how many days all indexes finish above 65% of their initial levels divided by the number of days in the accrual period; for the second year through the tenth year of the notes, the spread will be multiplied by 13; for the eleventh through the thirteenth year, 14; for the fourteenth and fifteenth years, 15; from the sixteenth year to maturity, 16 due 8/26/2041
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $115.453 for Consumer Discretionary, $29.829 for Energy, $54.457 for Materials; 65% of initial levels due 8/25/2026
Citigroup Global Markets Holdings Inc. 7.4% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $26.383 for ETF, 10,564.799 for Nasdaq; 70% of initial levels due 8/23/2024
Citigroup Global Markets Holdings Inc. 8.65% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $26.383 for ETF, 10,564.799 for Nasdaq; 70% of initial levels due 8/23/2024
Citigroup Global Markets Holdings Inc. 8.05% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $25.467 for ETF, 2,861.203 for S&P; 65% of initial levels due 4/25/2023
Citigroup Global Markets Holdings Inc. 4.65% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $172.416 for ETF, 12,074.056 for Nasdaq, 3,553.336 for S&P; 80% of initial levels due 11/25/2022
Citigroup Global Markets Holdings Inc. 8.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 28,274.624 for Dow, 12,002.264 for Nasdaq, 1,741.738 for Russell; 80% of initial levels due 8/24/2023
Citigroup Global Markets Holdings Inc. 7.55% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,425.884 for Dow, 3,084.06 for S&P, 1,492.694 for Russell; 70% of initial levels due 8/25/2026
Citigroup Global Markets Holdings Inc. 4.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 28,096.064 for Dow, 3,553.336 for S&P, 1,734.08 for Russell; 80% of initial levels due 2/24/2026
Citigroup Global Markets Holdings Inc. 4.75% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,072.048 for Dow, 2,665.002 for S&P, 1,300.56 for Russell; 60% of initial levels due 8/25/2027
Citigroup Global Markets Holdings Inc. 5.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,072.048 for Dow, 2,665.002 for S&P, 1,300.56 for Russell; 60% of initial levels due 8/25/2026
Citigroup Global Markets Holdings Inc. 6.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,074.056 for Nasdaq, 3,553.336 for S&P, 1,734.08 for Russell; 80% of initial levels due 11/25/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,109.169 for S&P, 10,564.799 for Nasdaq, 1,517.32 for Russell; 70% of initial levels due 2/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/8/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,331.253 for S&P, 1,625.7 for Russell, 11,319.428 for Nasdaq; 75% of initial levels due 8/24/2023
Citigroup Global Markets Holdings Inc. 7.4% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,109.169 for S&P, 2,903.25 for Stoxx, 1,517.32 for Russell; 70% of initial levels due 8/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2026
Citigroup Global Markets Holdings Inc. 4.25% due 2/25/2022
Citigroup Global Markets Holdings Inc. 16.4% annualized, plus any previously unpaid coupons, if index closes at or above coupon barrier level on quarterly observation date; Coupon barrier: $36.712, or 80% of initial share price due 9/8/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,517.32 for Russell, 3,109.17 for S&P, 10,564.8 for Nasdaq; 70% of initial levels due 8/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2026
Citigroup Global Markets Holdings Inc. 8%, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $99.756 for Apple and $27.329 for BofA, 68% of initial levels due 8/24/2022
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; coupon payments will also include any previously unpaid coupons; Coupon barrier price: $117.36, 80% of initial share price due 8/24/2022
Citigroup Global Markets Holdings Inc. 11.5% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $189.406 for PayPal, $180.145 for Square, $162.099 for Visa; 70% of initial share prices due 8/22/2024
Citigroup Global Markets Holdings Inc. 13% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $404.082 for Tesla, $1,912.65 for Amazon; 60% of initial share prices due 8/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/12/2023
Citigroup Global Markets Holdings Inc. 22.19% per year, payable quarterly if stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $73.990 for Dick’s and $90.398 for Discover; 70% of initial levels due 8/24/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,915.296 for Dow, 11,947.152 for Nasdaq, 1,705.936 for Russell; 80% of initial levels due 8/22/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,084.06 for S&P, 10,453.758 for Nasdaq, 1,492.694 for Russell; 70% of initial levels due 11/22/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,170.59 for Dow, 3,304.35 for S&P; 75% of initial levels due 8/22/2024
Citigroup Global Markets Holdings Inc. 25.32% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $133.28 for Nvidia, $102.452 for Apple, $77.455 for Peloton; 70% of initial share prices due 8/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/21/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/21/2026
Citigroup Global Markets Holdings Inc. 7.6% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $256.011 for QQQ, $151.48 for iShares, $310.828 for SPDR; 70% of initial levels due 8/26/2024
Citigroup Global Markets Holdings Inc. 5.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,629.232 for Nasdaq, 1,834.963 for Russell; 85% of initial levels due 8/21/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2022
Citigroup Global Markets Holdings Inc. 6.7% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,300.2025 for S&P, 1,619.085 for Russell, 26,220.5175 for Dow; 75% of initial level due 8/21/2025
Citigroup Global Markets Holdings Inc. 8.45% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,511.146 for Russell, 3,080.19 for S&P, 883.12 for MSCI EM; 70% of initial levels due 2/21/2025
Citigroup Global Markets Holdings Inc. 13.3% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $77.28 for Applied Materials, $36.684 for Western, $347.394 for Lam; 60% of initial share prices due 8/22/2024
Citigroup Global Markets Holdings Inc. 7.6% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $22.575 for Gold Miners, $29.057 for Junior Gold Miners; 70% of initial levels due 8/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2022
Citigroup Global Markets Holdings Inc. 9.65% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $2,431.47 for Amazon, $112.643 for Apple, $219.81 for Microsoft; 75% of initial levels due 8/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2023
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $69.216 for Best Buy, $141.216 for Visa, $90.45 for Walmart; 60% of initial share prices due 8/23/2024
Citigroup Global Markets Holdings Inc. 20.76% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $36.775 for Lemonade, $31.575 for Western, $48.205 for Zillow; 50% of initial share prices due 8/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/20/2026
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly, for first five years; after that, annual coupon rate set at the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 7% ceiling; Accrual barriers: 63.538 for Stoxx Banks, 23,156.51 for Dow, 2,911.812 for S&P; 65% of initial level due 8/19/2041
Citigroup Global Markets Holdings Inc. 9.00% due 8/19/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, payable each quarter that each index closes at or above its coupon barrier on each trading day during that quarter; Coupon barriers: 3,135.80 for S&P, 1,542.391 for Russell, 10,598.54 for Nasdaq; 70% of initial levels due 8/21/2024
Citigroup Global Markets Holdings Inc. 10.19% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $119.280 for Apple, $2,635.176 for Amazon; 80% of initial share prices due 8/16/2024
Citigroup Global Markets Holdings Inc. 8.8% annually, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $52.646; 72% of initial level due 9/16/2022
Citigroup Global Markets Holdings Inc. 11.1% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment will automatically include any previously unpaid coupons; Coupon barrier: $160.395; 85% of initial price due 8/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/18/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/17/2023
Citigroup Global Markets Holdings Inc. 10.25% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $34.594 for Energy, $27.006 for Financial, 10,595.676 for Nasdaq; 70% of initial levels due 8/16/2024
Citigroup Global Markets Holdings Inc. 6.7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,860.766 for Dow, 10,595.676 for Nasdaq, 1,556.176 for Russell; 70% of initial levels due 11/16/2024
Citigroup Global Markets Holdings Inc. 7.05% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,636.535 for Dow, 11,352.510 for Nasdaq, 1,667.331 for Russell; 75% of initial levels due 11/18/2024
Citigroup Global Markets Holdings Inc. 6.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,574.400 for S&P, 12,109.344 for Nasdaq, 1,778.486 for Russell; 80% of initial levels due 11/18/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,127.60; 70% of initial level due 8/17/2028
Citigroup Global Markets Holdings Inc. 14.45% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $30.864 for Financial, $36.704 for Metals, 80% of initial levels due 8/18/2022
Citigroup Global Markets Holdings Inc. 8.25% for the first year, payable quarterly; after that, 25 times the 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 8.25% and a floor of zero; Accrual barrier levels: 59.328 for Stoxx, 2,680.800 for S&P, 9,082.008 for Nasdaq; 60% of initial levels due 8/19/2041
Citigroup Global Markets Holdings Inc. 0.00% due 8/17/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/17/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/17/2026
Citigroup Global Markets Holdings Inc. 8% for the first year; after that, the rate will be 5.75 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day that the 30-year CMS rate is higher than the two-year CMS rate and the index closes at or above its 60% barrier level, subject to a cap of 8% and floor of 0%; payable quarterly due 8/17/2033
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $110.936 for Capital One, $85.826 for JPMorgan and $32.260 for Wells; 65% of initial share prices due 2/21/2023
Citigroup Global Markets Holdings Inc. 6.2% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $332.835 for SPDR, $274.658 for QQQ; 75% of initial levels due 11/16/2022
Citigroup Global Markets Holdings Inc. 5.70% due 2/16/2023
Citigroup Global Markets Holdings Inc. 8.5% annual rate, payable quarterly if ETF finishes above coupon barrier on relevant valuation date; Coupon barrier: $16.45, 70% of initial level due 8/19/2024
Citigroup Global Markets Holdings Inc. 8.5% annual rate, payable quarterly if ETF finishes above coupon barrier on relevant valuation date; Coupon barrier: $16.45, 70% of initial level due 8/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2027
Citigroup Global Markets Holdings Inc. 6.55% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $274.66 for QQQ, $116.57 for S&P; 75% of initial values due 8/15/2024
Citigroup Global Markets Holdings Inc. 8.58% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $274.66 for QQQ, $116.57 for S&P; 75% of initial values due 8/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/14/2025
Citigroup Global Markets Holdings Inc. 6.85% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $41.744 for ETF, 1,791.49 for Russell, 12,042.864 for Nasdaq; 80% of initial levels due 8/13/2026
Citigroup Global Markets Holdings Inc. 8.5% per year, paid monthly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 10,537.506 for Nasdaq, 1,567.554 for Russell, 3,105.725 for S&P; 70% of initial levels due 2/15/2023
Citigroup Global Markets Holdings Inc. 17.15% annually, payable monthly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $496.993; 70% of initial level due 8/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/13/2026
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $39.083 for ETF, 1,676.106 for Russell; 75% of initial levels due 2/14/2023
Citigroup Global Markets Holdings Inc. 13.4% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; contingent coupon payments will also include any previously unpaid coupons; Coupon barrier prices: $571.008 for Tesla, $80.592 for Morgan Stanley, $125.864 for JPMorgan; 80% of initial share prices due 8/10/2023
Citigroup Global Markets Holdings Inc. 13.05% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $89.87; 50% of initial level due 8/12/2022
Citigroup Global Markets Holdings Inc. 4% per year, payable quarterly if the fund closes at or above coupon barrier on related observation date; Coupon barrier level: $287.619; 65% of initial level due 8/16/2024
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $41.693 for Cisco, $40.44 for Intel; 75% of initial share prices due 8/9/2024
Citigroup Global Markets Holdings Inc. 9.65% annually, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $142.562; 70% of initial level due 11/10/2022
Citigroup Global Markets Holdings Inc. 11.2% annually, payable monthly if ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $57.491; 70% of initial level due 8/10/2023
Citigroup Global Markets Holdings Inc. 30.00% due 2/10/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/11/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/11/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/11/2026
Citigroup Global Markets Holdings Inc. 11.85% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $26.502 for Financial, $89.103 for Biotech, $66.493 for Retail; 70% of initial levels due 8/10/2023
Citigroup Global Markets Holdings Inc. 8.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,327.39 for S&P, 1,685.821 for Russell, 11,332.02 for Nasdaq; 75% of initial levels due 2/9/2023
Citigroup Global Markets Holdings Inc. 5.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,218.26 for S&P, 1,123.881 for Russell, 7,554.68 for Nasdaq; 50% of initial levels due 5/11/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,645.957 for Dow, 10,576.552 for Nasdaq, 1,573.433 for Russell; 70% of initial levels due 8/11/2026
Citigroup Global Markets Holdings Inc. 4.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,645.957 for Dow, 10,576.552 for Nasdaq, 1,573.433 for Russell; 70% of initial levels due 8/11/2022
Citigroup Global Markets Holdings Inc. 7.25%, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,406.383 for Dow, 11,332.02 for Nasdaq, 1,685.821 for Russell; 75% of initial levels due 11/12/2022
Citigroup Global Markets Holdings Inc. 7.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,661.912 for S&P, 9,065.616 for Nasdaq, 1,348.657 for Russell; 60% of initial levels due 2/9/2023
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,549.216 for S&P, 12,087.488 for Nasdaq, 1,798.209 for Russell; 80% of initial levels due 11/12/2024
Citigroup Global Markets Holdings Inc. 7.26% due 8/11/2022
Citigroup Global Markets Holdings Inc. 5.1% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barriers: 3,327.39; 75% of initial levels due 8/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/11/2025
Citigroup Global Markets Holdings Inc. 10.2% annualized, payable quarterly if each stock closes above barrier level on observation date, plus any previously unpaid coupon due 8/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2022
Citigroup Global Markets Holdings Inc. 10.75% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; contingent coupon payments will also include any previously unpaid coupons; $2,700.792 for Amazon, $2,180.024 for Alphabet, $117.648 for Apple; 80% of initial share prices due 8/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/8/2023
Citigroup Global Markets Holdings Inc. 13.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier prices: $103.152 for Apple, $138.705 for Nvidia, $266.252 for Goldman; 70% of initial share prices due 8/11/2023
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payments will include any previously unpaid coupons; Coupon barrier prices: $175.837 for Square, $156.202 for Visa; 66% of initial share prices due 8/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2026
Citigroup Global Markets Holdings Inc. 7.35% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,301.995 for S&P, 11,312.543 for Nasdaq, 1,647.242 for Russell; 75% of initial levels due 11/7/2024
Citigroup Global Markets Holdings Inc. 8.1% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $257.14 for QQQ, $109.91 for iShares Russell; 70% of initial values due 8/8/2024
Citigroup Global Markets Holdings Inc. 6.1% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $257.14 for QQQ, $109.91 for iShares Russell; 70% of initial values due 8/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2026
Citigroup Global Markets Holdings Inc. 5.2% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,890.044 for Russell, 560.618 for S&P Dynamic; 85% of initial levels due 5/8/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if the fund closes at or above coupon barrier on related observation date; Coupon barrier level: $84.154; 70% of initial level due 8/7/2025
Citigroup Global Markets Holdings Inc. 9.9% per year, payable monthly if the fund closes at or above coupon barrier on related observation date; Coupon barrier level: $84.154; 70% of initial level due 8/8/2023
Citigroup Global Markets Holdings Inc. 16.7% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $293.448 for QQQ, $35.792 for SPDR; 80% of initial levels due 8/8/2022
Citigroup Global Markets Holdings Inc. 5.05% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,542.994 for Nasdaq, 3,096.205 for S&P, 1,556.507 for Russell; 70% of initial levels due 5/7/2026
Citigroup Global Markets Holdings Inc. 5.60% due 2/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2026
Citigroup Global Markets Holdings Inc. 6.6% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,550.847 for Russell, 3,071.012 for S&P, 24,386.712 for Dow; 70% of initial levels due 8/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2023
Citigroup Global Markets Holdings Inc. 6.4% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $86.75 for S&P Biotech, $306.31 for SPDR S&P 500; 70% of initial values due 8/6/2026
Citigroup Global Markets Holdings Inc. 8.4% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $86.75 for S&P Biotech, $306.31 for SPDR S&P 500; 70% of initial values due 8/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2023
Citigroup Global Markets Holdings Inc. 24% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payments will include any previously unpaid coupons; Coupon barrier prices: $58.59 for Chewy, $174.237 for Fiverr; 70% of initial share prices due 8/4/2022
Citigroup Global Markets Holdings Inc. 20.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payments will include any previously unpaid coupons; Coupon barrier prices: $58.59 for Chewy, $464.856 for RH; 70% of initial share prices due 8/4/2022
Citigroup Global Markets Holdings Inc. 12.8% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $20.64; 75% of initial price due 8/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each stock closes at or above its coupon barrier price on the determination date for that period; Coupon barrier prices: $1,893.094 for Alphabet, $2,329.313 for Amazon, $102.102 for Apple and $362.299 for Netflix; 70% of initial levels due 2/2/2023
Citigroup Global Markets Holdings Inc. 14.3% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $133.609 for Oil ETF, 894.46 for EM index, $34.573 for Energy ETF; 70% of initial levels due 8/4/2022
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,948.376 for Dow, 1,780.997 for Russell, 11,967.92 for Nasdaq; 80% of initial levels due 8/3/2023
Citigroup Global Markets Holdings Inc. 6.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,454.829 for Dow, 1,558.372 for Russell, 10,471.93 for Nasdaq; 70% of initial levels due 8/4/2025
Citigroup Global Markets Holdings Inc. 6.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,454.829 for Dow, 10,471.93 for Nasdaq, 1,558.372 for Russell; 70% of initial levels due 11/4/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,454.829 for Dow, 3,076.682 for S&P, 1,558.372 for Russell; 70% of initial levels due 8/4/2026
Citigroup Global Markets Holdings Inc. 8.15% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $38.70 for ETF, 1,669.685 for Russell, 11,219.925 for Nasdaq; 75% of initial levels due 11/4/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,022.24 for MSCI EM, 11,967.92 for Nasdaq, 1,780.997 for Russell; 80% of initial levels due 2/2/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,967.92 for Nasdaq, 3,516.208 for S&P, 1,780.997 for Russell; 80% of initial levels due 11/4/2024
Citigroup Global Markets Holdings Inc. 5.05% per year, paid monthly unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 10,471.930 for Nasdaq, 1,558.372 for Russell, 3,076.682 for S&P; 70% of initial levels due 8/4/2025
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,516.208 for S&P, 1,780.997 for Russell; 80% of initial levels due 2/2/2023
Citigroup Global Markets Holdings Inc. 7.2% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,296.445 for S&P, 11,219.925 for Nasdaq, 1,669.685 for Russell; 75% of initial levels due 8/4/2026
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,516.208 for S&P, 11,967.92 for Nasdaq, 1,780.997 for Russell; 80% of initial levels due 5/4/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,076.682 for S&P, 1,558.372 for Russell, 10,471.93 for Nasdaq; 70% of initial levels due 2/2/2023
Citigroup Global Markets Holdings Inc. 5.75% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,296.445; 75% of initial level due 2/2/2023
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $57.162 for Retail, $92.04 for Technology, $114.522 for Oil; 60% of initial levels due 8/3/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each ETF closes at or above its coupon barrier on the related determination date; Coupon barriers: $25.564 for Financial, $34.573 for Energy, $72.352 for Industrial; 70% of initial levels due 8/2/2024
Citigroup Global Markets Holdings Inc. 8.4% annualized, payable each month if fund closes at or above downside threshold level on determination date for that month; any previously unpaid coupons will also be paid due 8/3/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 1,669.685 for Russell, 3,066.975 for Stoxx, 11,219.925 for Nasdaq; 75% of initial levels due 8/3/2023
Citigroup Global Markets Holdings Inc. 5.25% per year, payable for each quarter that the index closes at or above the coupon barrier on the relevant observation date; Coupon barriers: 3,296.445; 75% of initial levels due 8/3/2023
Citigroup Global Markets Holdings Inc. 8.5% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,296.445 for S&P, 1,669.685 for Russell, 11,219.925 for Nasdaq; 75% of initial levels due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2022
Citigroup Global Markets Holdings Inc. 8% annual rate, payable quarterly if all funds close at or above their coupon barrier prices on the relevant observation date; Coupon barriers: $26.19 for VanEck, $17.7225 for iShares; 75% of initial level due 7/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 20% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period plus any previously unpaid coupon; Coupon barrier price: $241.948, 70% of initial level due 6/8/2022
Citigroup Global Markets Holdings Inc. 9.5% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,680.02175 for Russell, 3,314.3625 for S&P, 70.215 for Stoxx; 75% of initial levels due 7/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/12/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $256.081 for QQQ, $154.574 for iShares, $307.181 for SPDR; 70% of initial levels due 8/5/2024
Citigroup Global Markets Holdings Inc. 13.25% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $27.755 for Brazil, 906.787 for MSCI EM, $87.619 for Biotech; 70% of initial levels due 8/3/2023
Citigroup Global Markets Holdings Inc. 6.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,559.171 for Dow, 10,533.852 for Nasdaq, 1,568.02 for Russell; 70% of initial levels due 8/3/2026
Citigroup Global Markets Holdings Inc. 10.05% annualized, payable monthly if stock closes at or above downside threshold level on the corresponding determination date due 8/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2022
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon threshold: 3,314.3625 for S&P, 1,680.02175 for Russell, 3,087.5775 for Stoxx; 75% of initial levels due 7/29/2025
Citigroup Global Markets Holdings Inc. 5.5% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 26,313.3975 for Dow, 1,680.02175 for Russell, 11,286.27 for Nasdaq; 75% of initial level due 7/29/2026
Citigroup Global Markets Holdings Inc. 11% annual rate, payable quarterly if all ETFs close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: $16.604 for iShares Silver, $31.78 for Metals & Mining, $24.549 for Gold Miners; 70% of initial level due 7/29/2024
Citigroup Global Markets Holdings Inc. 5.45% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,093.405 for S&P, 1,568.0203 for Russell, 24,559.171 for Dow; 70% of initial level due 7/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2028
Citigroup Global Markets Holdings Inc. 10.65% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $211.373 for FedEx, $106.83 for Qualcomm, $185.205 for Visa; 75% of initial share prices due 8/1/2024
Citigroup Global Markets Holdings Inc. 5.65% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,891.213 for Russell, 557.762 for S&P Dynamic; 85% of initial levels due 7/30/2026
Citigroup Global Markets Holdings Inc. 19% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $117.018 for Nvidia, $388.188 for Tesla, $41.976 for Twitter, $107.46 for Disney; 60% of initial share prices due 7/31/2024
Citigroup Global Markets Holdings Inc. 10.475% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $236.40, 60% of initial level due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,512.67 for Nasdaq, 3,080.448 for S&P, 1,557.47 for Russell; 70% of initial levels due 2/2/2023
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $55.307 for ETF, 1,534.283 for Russell, 3,081.022 for S&P; 70% of initial levels due 8/2/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 3,080.448, 70% of initial level due 8/1/2028
Citigroup Global Markets Holdings Inc. 8% annually, payable quarterly, for first three years; after that, annual coupon rate set at 25 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 8% ceiling; Accrual barriers: 59.781 for Stoxx Banks, 22,705.105 for Dow, 2,860.416 for S&P; 65% of initial levels due 7/30/2041
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, for first year; after that, annual coupon rate set at 25 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 10% ceiling; Accrual barriers: 55.182 for Stoxx Banks, 9,010.86 for Nasdaq, 2,640.384 for S&P; 60% of initial level due 7/30/2041
Citigroup Global Markets Holdings Inc. 12% annually, payable quarterly, for first year; after that, annual coupon rate set at 25 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 12% ceiling; Accrual barriers: 64.379 for Stoxx Banks, 10,512.67 for Nasdaq, 3,080.448 for S&P; 70% of initial levels due 7/30/2041
Citigroup Global Markets Holdings Inc. 10% for each day that the spread of the 30-year Constant Maturity Swap rate minus the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 64.379 for Stoxx, 10,512.67 for Nasdaq, 3,080.448 for S&P; 70% of initial levels due 7/30/2041
Citigroup Global Markets Holdings Inc. 4.68% due 8/2/2023
Citigroup Global Markets Holdings Inc. 6.18% due 8/2/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; payments will automatically include any previously unpaid coupons; Coupon barrier prices: $2,429.681 for Amazon, $251.143 for Goldman, $37.654 for Verizon; 67% of initial share prices due 2/1/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payments will include any previously unpaid coupons; Coupon barrier prices: $105.674 for Apple, $109.044 for JPMorgan; 72% of initial share prices due 8/5/2024
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 11,965.576 for Nasdaq, 1,753.466 for Russell; 80% of initial levels due 11/1/2022
Citigroup Global Markets Holdings Inc. 10.25% annually, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $123.411; 64.25% of initial level due 11/1/2022
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable monthly if each index closes at or above coupon buffer level on valuation date for that period; Coupon buffer levels: 1,863.058 for Russell, 557.864 for S&P Dynamic; 85% of initial levels due 7/30/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $23.576 for Gold Miners, $30.807 for Junior Gold Miners, or 70% of initial share prices due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2031
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2023
Citigroup Global Markets Holdings Inc. 3.65% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly; Accrual barrier level: 1,863.058, 85% of initial level due 7/30/2026
Citigroup Global Markets Holdings Inc. 13.85% per year, payable monthly if each stock closes at or above its coupon barrier price on the determination date for that period; Coupon barrier prices: $2,538.473 for Amazon, $102.739 for Apple, $257.467 for Facebook and $363.23 for Netflix; 70% of initial levels due 8/1/2024
Citigroup Global Markets Holdings Inc. 5.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 28,046.816 for Dow, 3,521.168 for S&P, 1,753.466 for Russell; 80% of initial levels due 2/1/2023
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,301.095 for S&P, 939.323 for EM, 1,643.875 for Russell, 75% of initial levels due 8/1/2024
Citigroup Global Markets Holdings Inc. 4.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,713.425 for Nasdaq, 1,863.058 for Russell; 85% of initial levels due 7/30/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $37.853 for ETF, 1,643.875 for Russell, 11,217.728 for Nasdaq; 75% of initial levels due 8/1/2024
Citigroup Global Markets Holdings Inc. 5.7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,965.576 for Nasdaq, 3,521.168 for S&P, 1,753.466 for Russell; 80% of initial levels due 7/30/2026
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,469.879 for Nasdaq, 3,081.022 for S&P, 1,534.283 for Russell; 70% of initial levels due 4/30/2026
Citigroup Global Markets Holdings Inc. 5.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,469.879 for Nasdaq, 3,081.022 for S&P, 1,534.283 for Russell; 70% of initial levels due 7/30/2026
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,469.879 for Nasdaq, 3,081.022 for S&P, 1,534.283 for Russell; 70% of initial levels due 2/1/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,722.031 for Nasdaq, 2,860.949 for S&P, 1,424.691 for Russell; 65% of initial levels due 10/30/2025
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,301.095 for S&P, 1,643.875 for Russell; 75% of initial levels due 2/1/2023
Citigroup Global Markets Holdings Inc. 4.25% per year, payable monthly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 2,640.876, 60% of initial level due 8/1/2023
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $26.944 for ETF, 28,046.816 for Dow; 80% of initial levels due 6/30/2026
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if each index closes at or above its coupon threshold level on the related determination date; Coupon barrier levels: 10,469.879 for Nasdaq, 1,534.283 for Russell, 24,540.964 for Dow; 70% of initial levels due 5/2/2023
Citigroup Global Markets Holdings Inc. 10% fixed for first year; after that, contingent rate based upon a multiplier times the spread of 30-year CMS rate minus two-year CMS for each day each index closes at or above accrual barrier, subject to maximum rate of 13% with a floor of 0%; multiplier starts at 13 on the second year and steps up to 14 in eleventh year, 15 in the fourteenth year and 16 in the sixteenth year; interest is payable quarterly; Accrual barrier levels: 9,722.031 for Nasdaq, 60.132 for Stoxx Banks, or 65% of initial levels due 7/30/2041
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2027
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; coupon payments will also include any previously unpaid coupons; Coupon barrier price: $119.192; 80% of initial level due 8/2/2022
Citigroup Global Markets Holdings Inc. 14% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payments will include any previous unpaid coupons; Coupon barrier prices: $287.70 for Roku, $89.394 for Apple; 60% of initial share prices due 2/2/2023
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $330.765 for SPDR, $276.368 for QQQ; 75% of initial levels due 10/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $2,589.874 for Amazon, $296.261 for Costco, $182.602 for Target, $99.841 for PayPal; 70% of initial levels due 7/31/2023
Citigroup Global Markets Holdings Inc. 7.3% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,095.61 for S&P, 24,601.017 for Dow, 1,551.845 for Russell; 70% of initial levels due 7/31/2023
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,316.725 for S&P, 11,344.463 for Nasdaq, 1,662.691 for Russell; 75% of initial levels due 10/31/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,073.499 for S&P, 10,512.535 for Nasdaq, 1,540.76 for Russell; 69.5% of initial levels due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2025
Citigroup Global Markets Holdings Inc. 10.00% due 7/29/2022
Citigroup Global Markets Holdings Inc. 10.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $1,995.225 for Alphabet and $386.558 for Netflix, 75% of initial share prices due 7/26/2024
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payments will include any previous unpaid coupons; Coupon barrier prices: $2,779.046 for Amazon, $112.906 for Apple; 76% of initial share prices due 1/26/2023
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $47.712 for Anheuser-Busch and $34.79 for Molson Coors, 70% of initial share prices due 7/26/2024
Citigroup Global Markets Holdings Inc. 10.4% annualized rate, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $88.080 for Apple, $22.776 for BofA, $177.972 for FedEx and $93.114 for Pepsi; 60% of initial share prices due 7/30/2024
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $22.776 for BofA, $90.558 for JPMorgan, $146.484 for Visa and $27.018 for Wells; 60% of initial share prices due 7/30/2024
Citigroup Global Markets Holdings Inc. 4.5% annualized rate, payable monthly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $26.52 for ETF, 28,049.24 for Dow; 80% of initial levels due 7/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2029
Citigroup Global Markets Holdings Inc. 7.1% per year, payable semiannually if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $25.382 for ETF, 10,578.253 for Nasdaq; 70% of initial levels due 7/26/2024
Citigroup Global Markets Holdings Inc. 8.55% per year, payable semiannually if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $25.382 for ETF, 10,578.253 for Nasdaq; 70% of initial levels due 7/26/2024
Citigroup Global Markets Holdings Inc. 4.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,876.37 for Stoxx, 1,614.956 for EAFE, 917.91 for EM; 70% of initial levels due 7/28/2026
Citigroup Global Markets Holdings Inc. 4.85% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,036.930 for Dow, 2,647.074 for S&P, 1,325.789 for Russell; 60% of initial levels due 7/28/2026
Citigroup Global Markets Holdings Inc. 4.3% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,036.930 for Dow, 2,647.074 for S&P, 1,325.789 for Russell; 60% of initial levels due 7/28/2027
Citigroup Global Markets Holdings Inc. 5.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,543.085 for Dow, 10,578.253 for Nasdaq, 1,546.754 for Russell; 70% of initial levels due 7/28/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,543.085 for Dow, 10,578.253 for Nasdaq, 1,546.754 for Russell; 70% of initial levels due 4/28/2025
Citigroup Global Markets Holdings Inc. 6.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,089.432 for Nasdaq, 3,529.432 for S&P, 1,767.719 for Russell; 80% of initial levels due 10/28/2024
Citigroup Global Markets Holdings Inc. 6.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 12,089.432 for Nasdaq, 3,529.432 for S&P, 1,767.719 for Russell; 80% of initial levels due 7/27/2023
Citigroup Global Markets Holdings Inc. 5.35% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,308.843; 75% of initial level due 7/30/2024
Citigroup Global Markets Holdings Inc. 9.95% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $24.863 for VanEck, 3,308.843 for S&P, 1,657.237 for Russell; 75% of initial levels due 7/28/2025
Citigroup Global Markets Holdings Inc. 11.75% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 9/29/2022
Citigroup Global Markets Holdings Inc. 9.15% annualized, payable quarterly if stock closes at or above downside threshold level on the corresponding determination date due 7/26/2024
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; coupon payments will include any and all previously unpaid coupons; Coupon barrier price: $2,910.424; 80% of initial level due 7/27/2022
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payments will include any previously unpaid coupons; Coupon barrier prices: $21.288 for AT&T, $42.53 for Intel; 76% of initial share prices due 1/30/2023
Citigroup Global Markets Holdings Inc. 15% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $133.726; 66.25% of initial level due 7/26/2023
Citigroup Global Markets Holdings Inc. 15% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $216.032; 61% of initial level due 7/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2026
Citigroup Global Markets Holdings Inc. 3.6% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $174.824 for ETF, 3,493.984 for S&P, 11,952.136 for Nasdaq; 80% of initial levels due 7/27/2022
Citigroup Global Markets Holdings Inc. 4.7% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $174.824 for ETF, 3,493.984 for S&P, 11,952.136 for Nasdaq; 80% of initial levels due 10/27/2022
Citigroup Global Markets Holdings Inc. 6.5577% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,057.236 for S&P, 10,458.119 for Nasdaq, 1,539.633 for Russell; 70% of initial levels due 4/27/2023
Citigroup Global Markets Holdings Inc. 7.3% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,275.61 for S&P, 11,205.128 for Nasdaq, 1,649.606 for Russell; 75% of initial levels due 7/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2023
Citigroup Global Markets Holdings Inc. 6.00% due 1/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2022
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable monthly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $139.328 for Oil Services, $35.693 for Energy Select; 75% of initial levels due 4/25/2024
Citigroup Global Markets Holdings Inc. 6.3% annualized rate, payable monthly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $139.328 for Oil Services, $35.693 for Energy Select; 75% of initial levels due 7/23/2026
Citigroup Global Markets Holdings Inc. 14.2% per year, payable monthly if closing price of Lyft shares is greater than or equal to barrier price on valuation date for that period due 8/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2024
Citigroup Global Markets Holdings Inc. 6.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $297.479 for SPDR S&P, $148.211 for iShares Russell 2000, $248.269 for QQQ; 70% of initial levels due 7/29/2024
Citigroup Global Markets Holdings Inc. 7.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,394.809 for Russell, 2,762.078 for S&P, 65% of initial levels due 9/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2023
Citigroup Global Markets Holdings Inc. 8.00% due 7/25/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable each quarter that each ETF closes at or above its coupon barrier on related quarterly observation date; Coupon barrier levels: $54.22 for EAFE, $152.81 for Russell, $301.74 for S&P; 70% of initial values due 7/23/2026
Citigroup Global Markets Holdings Inc. 9.3% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,536.009 for Russell, 3,026.14 for S&P, 10,309.75 for Nasdaq; 70% of initial levels due 10/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/17/2022
Citigroup Global Markets Holdings Inc. 6% annualized rate, or 4.5% for the term, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 10,911.818 for Nasdaq, 1,598.01 for Russell, 3,193.868 for S&P; 75% of initial levels due 4/22/2022
Citigroup Global Markets Holdings Inc. 9.75% annualized rate, payable quarterly if each underlier closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $51.324 for ETF, 2,768.019 for S&P; 65% of initial levels due 7/24/2024
Citigroup Global Markets Holdings Inc. 18.25% due 7/22/2022
Citigroup Global Markets Holdings Inc. 8.2% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,169.632 for Dow, 11,639.272 for Nasdaq, 1,704.544 for Russell; 80% of initial levels due 7/24/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,184.363 for Nasdaq, 2,980.943 for S&P, 1,491.476 for Russell; 70% of initial levels due 4/24/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,768.019 for S&P, 9,456.909 for Nasdaq, 1,384.942 for Russell; 65% of initial levels due 7/24/2024
Citigroup Global Markets Holdings Inc. 4.15% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,812.654; 65% of initial levels due 7/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2022
Citigroup Global Markets Holdings Inc. 12.90% due 7/26/2022
Citigroup Global Markets Holdings Inc. 13.05% due 7/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,384.942 for Russell, 2,768.02 for S&P, 9,456.91 for Nasdaq; 65% of initial levels due 4/24/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable each quarter that each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barriers: 2,980.94 for S&P, 1,491.476 for Russell, 10,184.36 for Nasdaq; 70% of initial levels due 4/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/20/2023
Citigroup Global Markets Holdings Inc. 6.6% annualized, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,514.267 for Russell, $37.513 for ETF, 70% of initial levels due 1/20/2023
Citigroup Global Markets Holdings Inc. 15.8% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $318.186 for Netflix, $15.606 for Plug, $88.068 for Teladoc; 60% of initial share prices due 7/19/2024
Citigroup Global Markets Holdings Inc. 8.00% due 10/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/21/2026
Citigroup Global Markets Holdings Inc. 18.4% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: $2,144.178 for Amazon, $318.186 for Netflix, $386.532 for Tesla; 60% of initial levels due 7/19/2024
Citigroup Global Markets Holdings Inc. 11.5% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $2,501.541 for Amazon, $287.259 for Costco, $175.80 for Target, $99.092 for Walmart; 70% of initial levels due 7/20/2023
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $35.536 for Energy, 3,158.827 for S&P, $138.226 for Oil; 73% of initial levels due 7/20/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,750.280 for Dow, 1,730.590 for Russell, 11,745.104 for Nasdaq; 80% of initial levels due 1/20/2023
Citigroup Global Markets Holdings Inc. 5.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 20,812.710 for Dow, 1,297.943 for Russell, 8,808.828 for Nasdaq; 60% of initial levels due 7/21/2026
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,281.495 for Dow, 1,514.267 for Russell, 10,276.966 for Nasdaq; 70% of initial levels due 7/21/2026
Citigroup Global Markets Holdings Inc. 6.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,461.728 for S&P, 1,730.590 for Russell, 11,745.104 for Nasdaq; 80% of initial levels due 10/21/2024
Citigroup Global Markets Holdings Inc. 10.2% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,894.444 for S&P, 1,946.914 for Russell, 13,213.242 for Nasdaq; 90% of initial levels due 7/19/2024
Citigroup Global Markets Holdings Inc. 4.85% per year, payable quarterly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 3,245.37, 75% of initial level due 7/23/2024
Citigroup Global Markets Holdings Inc. 8% for the first year; after that, 8% for each day the spread of the 30-year CMS rate minus the two-year CMS rate is greater than zero and each index closes at or above the accrual barrier; payable quarterly; Accrual barrier levels: 53.550 for Stoxx Banks, 2,596.296 for S&P, 20,812.710 for Dow; 60% of initial levels due 7/21/2036
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2022
Citigroup Global Markets Holdings Inc. 5.75% per year, payable each quarter that each index closes at or above coupon barrier on observation date for period; Coupon barriers: 3,245.370 for S&P, 3,026.828 for Stoxx; 75% of initial levels due 7/21/2026
Citigroup Global Markets Holdings Inc. 5.5% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,461.728, 80% of initial level due 7/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2023
Citigroup Global Markets Holdings Inc. SOFR minus 0.35% with a floor of 0%, payable quarterly; rate resets quarterly due 7/20/2056
Citigroup Global Markets Holdings Inc. 0.00% due 8/19/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/19/2022
Citigroup Global Markets Holdings Inc. 11.6% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 8/3/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,406.105 for Russell, 2,812.65 for S&P, 9,542.90 for Nasdaq; 65% of initial levels due 4/19/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,514.267 for Russell, 3,029.01 for S&P, 10,276.97 for Nasdaq; 70% of initial levels due 4/19/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,406.105 for Russell, 2,812.65 for S&P, 9,542.90 for Nasdaq; 65% of initial levels due 4/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2027
Citigroup Global Markets Holdings Inc. 10.15% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; payment includes previously unpaid coupons; Coupon barrier prices: $29.123 for BofA, $104.37 for P&G, $138.113 for Disney; 75% of initial share prices due 7/20/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $166.786 for Cigna, $210.217 for FedEx; 71% of initial share prices due 7/18/2024
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; payment includes previously unpaid coupons; Coupon barrier prices: $177.66 for McDonald’s, $42.413 for Verizon, $34.688 for Walgreens Boots; 75% of initial share prices due 7/20/2023
Citigroup Global Markets Holdings Inc. 5.3% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,861.749 for Russell, 546.134 for S&P Dynamic; 85% of initial levels due 7/18/2024
Citigroup Global Markets Holdings Inc. 5.5% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $326.063 for SPDR, $270.39 for QQQ; 75% of initial levels due 10/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/18/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/17/2023
Citigroup Global Markets Holdings Inc. Fixed at 8% for the first three years; after that, product of 25 times the spread of the 30-year Constant Maturity Swap rate minus the two-year Constant Maturity Swap rate on the related observation date, subject to a maximum interest factor of 9% and a minimum interest factor of 0% payable quarterly based on how many days all indexes finish above 70% of their initial levels divided by the number of days in the accrual period due 7/19/2041
Citigroup Global Markets Holdings Inc. 8.35% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $1,837.731 for Alphabet, $103.936 for Apple, $2,541.84 for Amazon, $380.065 for Netflix; 70% of initial levels due 1/20/2023
Citigroup Global Markets Holdings Inc. 8.35% per year, payable monthly if each stock closes at or above its coupon barrier price on the determination date for that period; Coupon barrier prices: $1,837.731 for Alphabet, $2,541.840 for Amazon, $103.936 for Apple and $380.065 for Netflix; 70% of initial levels due 1/20/2023
Citigroup Global Markets Holdings Inc. 5.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,490.914 for Dow, 10,356.283 for Nasdaq, 1,533.205 for Russell; 70% of initial levels due 7/20/2026
Citigroup Global Markets Holdings Inc. 8.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,989.616 for Dow, 11,835.752 for Nasdaq, 1,752.234 for Russell; 80% of initial levels due 10/18/2024
Citigroup Global Markets Holdings Inc. 10.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,078.784 for MSCI EM, 11,835.752 for Nasdaq, 1,752.234 for Russell; 80% of initial levels due 10/18/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,270.023 for S&P, 1,011.36 for MSCI EM, 1,642.72 for Russell; 75% of initial levels due 7/19/2024
Citigroup Global Markets Holdings Inc. 7.2% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,052.021 for S&P, 10,356.283 for Nasdaq, 1,533.205 for Russell; 70% of initial levels due 1/20/2023
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,052.021 for S&P, 10,356.283 for Nasdaq, 1,533.205 for Russell; 70% of initial levels due 1/20/2023
Citigroup Global Markets Holdings Inc. 10.05% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,270.023 for S&P, 11,096.018 for Nasdaq, 1,642.72 for Russell; 75% of initial levels due 7/20/2023
Citigroup Global Markets Holdings Inc. 6.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,052.021 for S&P, 10,356.283 for Nasdaq, 1,533.205 for Russell; 70% of initial levels due 1/20/2023
Citigroup Global Markets Holdings Inc. 4.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,052.021 for S&P, 10,356.283 for Nasdaq, 1,533.205 for Russell; 70% of initial levels due 7/20/2026
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,052.021; 70% of initial level due 7/19/2028
Citigroup Global Markets Holdings Inc. 13% annually, payable quarterly, for first year; after that, annual coupon rate set at 25 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 13% ceiling; Accrual barriers: 63.658 for Stoxx Banks, 10,356.283 for Nasdaq, 3,052.021 for S&P; 70% of initial levels due 7/19/2041
Citigroup Global Markets Holdings Inc. 6.3% per year, payable for each quarter that the index closes at or above coupon barrier on the relevant observation date; Coupon barriers: 3,488.024; 80% of initial levels due 7/18/2031
Citigroup Global Markets Holdings Inc. 5.85% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,834.02 for S&P, 2,636.654 for Stoxx, 1,423.69 for Russell; 65% of initial levels due 1/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2022
Citigroup Global Markets Holdings Inc. 14.92% due 7/20/2023
Citigroup Global Markets Holdings Inc. 18% per year, payable quarterly if each stock closes at or above the barrier price, 80% of the initial price, on the quarterly determination date for that period due 7/12/2024
Citigroup Global Markets Holdings Inc. 14.73% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $72.849 for Chevron, $15.666 for Haliburton and $65.723 for ETF due 7/14/2022
Citigroup Global Markets Holdings Inc. 7.75% annualized rate, payable monthly if each underlying closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $58.086 for Materials, $36.995 for Energy Select Sector, $158.466 for iShares Russell 2000; 70% of initial levels due 7/13/2023
Citigroup Global Markets Holdings Inc. 18.25% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $70.175 for Dell and $302.127 for Roku, 70% of initial levels due 7/14/2022
Citigroup Global Markets Holdings Inc. 7.45% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 3,058.685 for S&P, 1,596.004 for Russell; 70% of initial levels due 7/14/2022
Citigroup Global Markets Holdings Inc. 16.40% due 1/13/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/14/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/14/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/12/2023
Citigroup Global Markets Holdings Inc. 12.75% per year, payable monthly if each stock closes at or above its coupon barrier price on the determination date for that period; Coupon barrier prices: $1,757.259 for Alphabet, $2,603.538 for Amazon, $101.577 for Apple and $245.294 for Facebook; 70% of initial levels due 7/12/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,152.620 for Dow, 3,277.163 for S&P, 11,119.568 for Nasdaq, 75% of initial levels due 4/14/2025
Citigroup Global Markets Holdings Inc. 8.15% per year, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $40.163 for ETF, 1,710.004 for Russell, 11,119.568 for Nasdaq; 75% of initial levels due 10/15/2024
Citigroup Global Markets Holdings Inc. 6.15% per year, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $42.840 for ETF, 3,495.640 for S&P, 1,824.004 for Russell, 11,860.872 for Nasdaq; 80% of initial levels due 10/13/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $155.190 for iShares, $301.644 for SPDR S&P; 70% of initial levels due 7/16/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier on any quarterly valuation date; Coupon barrier levels: 2,993.745 for Stoxx, 3,240.615 for S&P, 1,673.758 for Russell; 75% of initial levels due 7/13/2023
Citigroup Global Markets Holdings Inc. 8.55% per year, payable monthly if each index closes at or above coupon barrier on any quarterly valuation date; Coupon barrier levels: 10,305.498 for Nasdaq, 3,024.574 for S&P, 1,562.174 for Russell; 70% of initial levels due 1/12/2023
Citigroup Global Markets Holdings Inc. 5.25% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,495.64, 80% of initial level due 7/13/2023
Citigroup Global Markets Holdings Inc. 7.25% due 7/14/2022
Citigroup Global Markets Holdings Inc. 12.25% annualized, payable quarterly if each stock closes above barrier level on observation date, plus any previously unpaid coupons due 7/13/2023
Citigroup Global Markets Holdings Inc. 5.8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; due 7/11/2025
Citigroup Global Markets Holdings Inc. 8.9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; coupon payment events will include any previously unpaid coupons; Coupon barrier prices: $2,611.987 for Amazon, $557.277 for Nvidia, $96.803 for Qualcomm, $172.06 for salesforce; 70% of initial share prices due 7/10/2024
Citigroup Global Markets Holdings Inc. 5.8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $53.87 for Fiserv, $99.925 for Alibaba; 50% of initial share prices due 7/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2023
Citigroup Global Markets Holdings Inc. 9.4% per year, payable quarterly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $41.40 for ETF, 11,777.712 for Nasdaq; 80% of initial levels due 7/13/2026
Citigroup Global Markets Holdings Inc. 6.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,777.712 for Nasdaq, 3,456.656 for S&P, 1,785.342 for Russell; 80% of initial levels due 10/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/22/2026
Citigroup Global Markets Holdings Inc. 3.27% per year, payable semiannually if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $18.535 for Fifth Third, $183.835 for Goldman Sachs, $76.795 for JPMorgan; 50% of initial levels due 7/13/2023
Citigroup Global Markets Holdings Inc. 6.85% due 7/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/10/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 10.5% per year, payable monthly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $18.18 for Silver, $25.92 for Gold; 75% of initial levels due 4/10/2025
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,058.898 for Stoxx, 11,107.905 for Nasdaq, 1,689.635 for Russell; 75% of initial levels due 7/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/11/2024
Citigroup Global Markets Holdings Inc. 7.7% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,576.993 for Russell, 3,050.69 for S&P, 10,367.38 for Nasdaq; 70% of initial levels due 7/12/2023
Citigroup Global Markets Holdings Inc. 7.6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 3,257.655 for S&P, 1,705.877 for Russell, 11,089.77 for Nasdaq; 70% of initial levels due 4/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/9/2026
Citigroup Global Markets Holdings Inc. 14.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $37.037 for Energy, $113.869 for Russell 2000 Value, $148.778 for Oil; 70% of initial levels due 7/11/2023
Citigroup Global Markets Holdings Inc. 23% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 7/20/2022
Citigroup Global Markets Holdings Inc. 4% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 3,046.638 for S&P, 1,614.033 for Russell, 10,309.341 for Nasdaq; 70% of initial levels due 1/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/7/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,481.872, 80% of initial level due 7/7/2023
Citigroup Global Markets Holdings Inc. 12.6% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 7/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/7/2025
Citigroup Global Markets Holdings Inc. 22% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $55.986 for Advanced Micro, $874.80 for Shopify, $72.36 for Zillow, $231.888 for Zoom; 60% of initial share prices due 7/1/2024
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,537.903 for Huntington, $118.178 for Regions, $105.42 for Signature; 60% of initial share prices due 7/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/7/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/7/2025
Citigroup Global Markets Holdings Inc. 8.6% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $1,714.223 for Alphabet, $96.089 for Apple, $190.12 for Microsoft, $202.30 for PayPal; 70% of initial levels due 7/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 10.4% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $2,752.128 for Amazon and $109.568 for Apple, 80% of initial levels due 7/5/2024
Citigroup Global Markets Holdings Inc. 10.69% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $132.184 for American Express and $123.592 for NIKE, 80% of initial levels due 7/5/2024
Citigroup Global Markets Holdings Inc. 3.10% due 6/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/7/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each asset closes at or above coupon barrier on any valuation date for that period; Coupon barrier levels: $44.120 for ETF, 3,438.000 for S&P, 11,643.840 for Nasdaq, 1,848.439 for Russell, 80% of initial levels due 10/5/2022
Citigroup Global Markets Holdings Inc. 10.75% per year, payable quarterly if each ETF closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $61.733 for Materials, $38.49 for S&P, $196.68 for VanEck Vectors Semiconductor, 75% of initial levels due 7/6/2023
Citigroup Global Markets Holdings Inc. 13.75% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $62.01; 50% of initial level due 7/6/2023
Citigroup Global Markets Holdings Inc. 6.35% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,617.384 for Russell, 24,151.757 for Dow, 10,188.360 for Nasdaq, 70% of initial levels due 7/6/2023
Citigroup Global Markets Holdings Inc. 7.35% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,223.125 for S&P, 25,876.883 for Dow, 1,732.912 for Russell, 75% of initial levels due 7/8/2027
Citigroup Global Markets Holdings Inc. 6.7% per year, payable monthly if each index closes at or above coupon barrier on every day that period; Coupon barrier levels: 3,438.000 for S&P, 11,643.840 for Nasdaq, 1,848.439 for Russell, 80% of initial levels due 1/5/2023
Citigroup Global Markets Holdings Inc. 8.25% per year, paid quarterly unless any index closes below coupon barrier level on any day of the related observation period; Coupon barrier levels: 1,732.912 for Russell, 10,916.100 for Nasdaq, 3,223.125 for S&P; 75% of initial levels due 7/5/2024
Citigroup Global Markets Holdings Inc. 5.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,617.384 for Russell, 3,008.25 for S&P, 70% of initial levels due 1/5/2023
Citigroup Global Markets Holdings Inc. 5.6% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,008.250 for S&P, 1,617.384 for Russell; 70% of initial levels due 7/5/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,008.250 for S&P, 1,617.384 for Russell; 70% of initial levels due 7/5/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,008.250 for S&P, 24,151.757 for Dow, 1,61684 for Russell; 70% of initial levels due 7/6/2026
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,008.250 for S&P, 24,151.757 for Dow, 1,61684 for Russell; 70% of initial levels due 1/5/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 3,438.00, 80% of initial level due 1/5/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $21.445 for Financial, $79.141 for Biotech, $127.965 for Oil; 58.45% of initial levels due 7/6/2023
Citigroup Global Markets Holdings Inc. 9.55% per year, payable quarterly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $131.358 for Oil ETF, $39.318 for Banking ETF, 20,701.506 for Dow; 60% of initial levels due 7/6/2023
Citigroup Global Markets Holdings Inc. 8.1% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,223.125 for S&P, 3,048.225 for Stoxx, 10,916.1 for Nasdaq; 75% of initial levels due 1/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/6/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2023
Citigroup Global Markets Holdings Inc. 5.57% due 7/6/2023
Citigroup Global Markets Holdings Inc. 4.42% due 7/6/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if least-performing index closes at or above coupon barrier value on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $95.940 for Expedia, $24 for TripAdvisor, or 60% of initial share prices due 7/7/2022
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly if each fund closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $29.224 for Select Sector, $52.336 for Banking; 80% of initial share prices due 7/7/2022
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 79% coupon barrier on review date for that quarter, plus any previously unpaid coupon due 7/7/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $25.566 for Gold Miners, $34.831 for Junior Gold Miners, or 76% of initial share prices due 1/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each fund closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $247.597 for Invesco, $161.308 for Russell and $299.229 for S&P; 70% of initial levels due 7/9/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 3,004.260 for S&P, 10,200.925 for Nasdaq, 24,004.603 for Dow; 70% of initial levels due 7/5/2023
Citigroup Global Markets Holdings Inc. 6% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon barrier levels: 10,929.5625 for Nasdaq, 1,731.62775 for Russell, 25,719.2175 for Dow; 75% of initial levels due 6/29/2026
Citigroup Global Markets Holdings Inc. 5.2% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon thresholds: 3,004.26 for S&P, 2,875.257 for Stoxx, 24,004.603 for Dow; 70% of initial levels due 6/29/2026
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon threshold: 3,218.85 for S&P, 1,731.62775 for Russell, 3,080.6325 for Stoxx; 75% of initial levels due 6/27/2025
Citigroup Global Markets Holdings Inc. 11.5% annualized, payable quarterly if each fund closes at or above coupon threshold on observation date for that period; Coupon thresholds: $29.624 for Metals & Mining, $23.548 for Gold Miners, $16.723 for iShares Silver; 70% of initial levels due 6/27/2024
Citigroup Global Markets Holdings Inc. 11% annualized, payable quarterly if the ETF closes at or above 70% coupon threshold on observation date for that quarter due 6/27/2024
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if each fund closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: $103.474 for Technology, $25.571 for Financial, $37.247 for Energy Select, $48.601 for Consumer Staples; 70% of initial levels due 6/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly plus any previously unpaid coupons if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $2,755.112, 80% of initial share price due 7/1/2022
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,066.334 for Amazon, $24.936 for BofA, $83.832 for Qualcomm, $67.344 for Starbucks; 60% of initial share prices due 7/2/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if stock closes at or above barrier price on valuation date for that period, plus any previously unpaid coupon due 1/3/2023
Citigroup Global Markets Holdings Inc. Payable quarterly at an annual rate of 8% plus any previously unpaid contingent coupon payments if each stock closes at or above its coupon barrier on valuation date; Coupon barrier prices: $88.955 for Apple, $243.349 for Goldman, $134.78 for Microsoft, 66% of initial levels due 1/3/2023
Citigroup Global Markets Holdings Inc. 8%, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $93.053 for Applied and $116.536 for Disney; 66% of initial levels due 7/3/2024
Citigroup Global Markets Holdings Inc. 34% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $93.42 for Beyond Meat, $31.626 for DraftKings, $413.232 for Tesla, $74.508 for Zillow; 60% of initial share prices due 7/2/2024
Citigroup Global Markets Holdings Inc. 11.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $62.394 for Chevron, $34.488 for Intel, $40.974 for Twitter, $105.942 for Disney; 60% of initial share prices due 7/2/2024
Citigroup Global Markets Holdings Inc. 17% per year, payable quarterly if stock closes at or above barrier price on valuation date for that period, plus any previously unpaid coupon due 7/1/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if closing level of the index is greater than or equal to coupon barrier level on valuation date for that period; Coupon barrier: 3,217.958, 75% of initial level due 6/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2026
Citigroup Global Markets Holdings Inc. 10.85% per year, payable quarterly if stock closes at or above coupon barrier on each day of that period; Coupon barrier levels: $80.868 for Apple, $213.384 for Facebook and $221.226 for Goldman; 60% of initial levels due 7/3/2024
Citigroup Global Markets Holdings Inc. 6.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,574.366 for S&P, 8,714.998 for Nasdaq, 1,393.402 for Russell, 60% of initial levels due 1/3/2023
Citigroup Global Markets Holdings Inc. 8% annually, payable quarterly, for first year; after that, annual coupon rate set at 25 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, payable quarterly; floating rate is subject to 0% floor and 8% ceiling; Accrual barriers: 46.98 for Stoxx Banks, 7,262.49 for Nasdaq, 2,145.305 for S&P; 50% of initial level due 7/1/2041
Citigroup Global Markets Holdings Inc. 10% annually for first year; after that, annual coupon rate set at 20 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier; floating rate is subject to 0% floor and 10% ceiling; payable quarterly; Accrual barriers: 61.074 for Stoxx Banks, 9,441.237 for Nasdaq, 2,788.897 for S&P; 65% of initial level due 7/1/2041
Citigroup Global Markets Holdings Inc. 6% annually for the first two years; after that, 7 times the spread of the 30-year CMS rate over the five-year CMS rate minus 25 bps, up to a maximum rate of 10% and subject to a floor of 0%, payable quarterly due 6/30/2033
Citigroup Global Markets Holdings Inc. 8% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above its accrual barrier level, payable quarterly; Accrual barrier levels: 51.678 for Stoxx, 7,988.739 for Nasdaq and 2,359.836 for S&P, or 55% of initial levels due 7/1/2041
Citigroup Global Markets Holdings Inc. 8% for each day that the spread of the 30-year Constant Maturity Swap rate minus the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 56.376 for Stoxx, 8,714.988 for Nasdaq, 2,574.366 for S&P; 60% of initial levels due 7/1/2041
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,625.635 for Russell, 3,003.43 for S&P, 966.63 for MSCI Emerging; 70% of initial levels due 4/3/2024
Citigroup Global Markets Holdings Inc. 25.65% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $51.372 for AMD, $83.706 for Appian, $60.726 for Dick’s; 60% of initial share prices due 6/29/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $105.157 for Apple, $209.366 for Microsoft; 79% of initial share prices due 6/28/2023
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,867.517 for Russell, 11,476.144 for Nasdaq; 80% of initial levels due 9/29/2022
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,984.237 for Russell, 536.197 for S&P Dynamic; 85% of initial levels due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2031
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2027
Citigroup Global Markets Holdings Inc. 7.5% per annum on a monthly basis if the least-performing asset closes at or above its coupon barrier value for that period; Coupon barrier levels: $38.85 for ETF, 1,634.077 for Russell and 10,041.626 for Nasdaq, 70% of initial levels due 9/30/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 11,476.144, 80% of initial levels due 12/30/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,381.996 for Dow, 9,324.367 for Nasdaq, 1,517.357 for Russell; 65% of initial levels due 6/30/2025
Citigroup Global Markets Holdings Inc. 7.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,825.38 for Dow, 10,758.885 for Nasdaq, 1,750.797 for Russell; 75% of initial levels due 3/30/2023
Citigroup Global Markets Holdings Inc. 7.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 965.713 for EM, 10,041.626 for Nasdaq, 1,634.077 for Russell, 70% of initial levels due 1/2/2025
Citigroup Global Markets Holdings Inc. 10.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,103.672 for EM, 11,476.144 for Nasdaq, 1,867.517 for Russell, 80% of initial levels due 3/31/2025
Citigroup Global Markets Holdings Inc. 6.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,424.560 for S&P, 11,476.144 for Nasdaq, 1,867.517 for Russell, 80% of initial levels due 9/30/2024
Citigroup Global Markets Holdings Inc. 5.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,996.490 for S&P, 10,041.626 for Nasdaq, 1,634.077 for Russell, 70% of initial levels due 9/30/2024
Citigroup Global Markets Holdings Inc. 5%, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 12,193.403 for Nasdaq, 1,984.237 for Russell; 85% of initial levels due 6/30/2026
Citigroup Global Markets Holdings Inc. 6.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,424.56 for S&P, 1,867.517 for Russell; 80% of initial levels due 12/30/2022
Citigroup Global Markets Holdings Inc. 5.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,996.49 for S&P, 10,041.626 for Nasdaq, 1,634.077 for Russell; 70% of initial levels due 3/30/2026
Citigroup Global Markets Holdings Inc. 4.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,996.49 for S&P, 24,103.688 for Dow, 10,041.626 for Nasdaq, 70% of initial levels due 6/28/2024
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 22,244.261 for Dow, $43.695 for Banking, $147.960 for Oil; 64.6% of initial levels due 9/29/2022
Citigroup Global Markets Holdings Inc. 7.25% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $27.488 for ETF, 27,547.072 for Dow; 80% of initial levels due 6/30/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $24.052 for ETF, 2,996.490 for S&P, 1,634.077 for Russell; 70% of initial levels due 6/30/2025
Citigroup Global Markets Holdings Inc. 10.6% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 6/28/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,210.525, 75% of initial level due 6/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2027
Citigroup Global Markets Holdings Inc. 11.85% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on monthly observation date due 6/30/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $25.85 for Financial Select, $162.60 for iShares Russell; 70% of initial value due 6/28/2024
Citigroup Global Markets Holdings Inc. 8% annual rate, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $25.85 for Financial Select and $162.60 for Russell; 70% of initial values due 6/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 9.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $93.590 for Apple, $105.784 for JPMorgan, $164.276 for Visa; 70% of initial share prices
Citigroup Global Markets Holdings Inc. 14.1% annualized rate, payable monthly if each ETF closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $46.793 for SPDR, $196.937 for VanEck; 85% of initial levels due 3/28/2024
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable quarterly if each index closes at or above coupon barrier leve on valuation date for that period; coupon payment events will include previously unpaid coupons, if any; Coupon barrier levels: 3,504.066 for Stoxx, 3,626.517 for S&P; 85% of initial levels due 6/27/2024
Citigroup Global Markets Holdings Inc. 6.6% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $251.801 for MarketAxess, $158.466 for PayPal, $80.504 for Zendesk; 55% of initial share prices
Citigroup Global Markets Holdings Inc. 30.00% due 12/27/2021
Citigroup Global Markets Holdings Inc. 7.2% annualized, payable monthly if the fund closes at or above the coupon barrier on the relevant determination date; any previously unpaid coupons will also be paid; Coupon barrier: $312.966; 90% of initial price due 6/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2026
Citigroup Global Markets Holdings Inc. 6.8% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $38.528 for ETF, 2,986.543 for S&P, 1,633.535 for Russell; 70% of initial levels due 9/27/2024
Citigroup Global Markets Holdings Inc. 7.55% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,986.543 for S&P, 10,056.172 for Nasdaq, 1,633.535 for Russell; 70% of initial levels due 3/27/2025
Citigroup Global Markets Holdings Inc. 5.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,413.192 for S&P, 11,492.768 for Nasdaq, 1,866.898 for Russell; 80% of initial levels due 12/30/2024
Citigroup Global Markets Holdings Inc. 7.75% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $24.108 for VanEck, 2,986.543 for S&P, 1,633.535 for Russell; 70% of initial levels due 9/27/2024
Citigroup Global Markets Holdings Inc. 8.65% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $24.108 for VanEck, 2,986.543 for S&P, 1,633.535 for Russell; 70% of initial levels due 9/27/2024
Citigroup Global Markets Holdings Inc. 6.8% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $24.108 for VanEck, 2,986.543 for S&P, 1,633.535 for Russell; 70% of initial levels due 9/27/2024
Citigroup Global Markets Holdings Inc. 9% for the first three years, payable quarterly; after that, 30 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 9% and a floor of zero; Accrual barrier levels: 66.822 for Stoxx Banks, 2,986.543 for S&P, 10,056.172 for Nasdaq; 70% of initial levels due 6/28/2041
Citigroup Global Markets Holdings Inc. 10% for the first two years, payable quarterly; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 62.049 for Stoxx Banks, 2,773.219 for S&P, 22,227.933 for Dow; 65% of initial levels due 6/28/2041
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2024
Citigroup Global Markets Holdings Inc. 4.80% due 6/29/2023
Citigroup Global Markets Holdings Inc. 15.8% annualized rate, payable monthly if each stock closes at or above coupon barrier on determination date for period; Coupon barrier levels: $54.483 for Advanced Micro Devices, $58.279 for D.R. Horton, $263.978 for Generac, $495.489 for Nvidia; 65% of initial levels due 6/26/2024
Citigroup Global Markets Holdings Inc. 9.25% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $52.248 for Advanced, $188.568 for Home Depot, $92.598 for JPMorgan and $161.232 for Microsoft; 60% of initial share prices due 7/2/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $150.402 for Alibaba, $69.454 for Dell; 70% of initial share prices due 6/27/2024
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $2,732.98 for Amazon, $42.214 for Coke; 78% of initial share prices due 6/28/2023
Citigroup Global Markets Holdings Inc. 8.5% annually, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $525.98; 69% of initial level due 9/28/2022
Citigroup Global Markets Holdings Inc. 5.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,957.949 for Russell, 531.327 for S&P Dynamic; 85% of initial levels due 6/26/2026
Citigroup Global Markets Holdings Inc. 3.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 27,357.456 for Dow, 1,866.898 for Russell, 3,413.192 for S&P; 80% of initial levels due 12/29/2022
Citigroup Global Markets Holdings Inc. 6.20% due 9/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2022
Citigroup Global Markets Holdings Inc. 5.15% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,969.288 for S&P, 1,612.428 for Russell, 9,991.968 for Nasdaq; 70% of initial levels due 3/28/2023
Citigroup Global Markets Holdings Inc. 20 times the spread of the 30-year CMS rate over the two-year CMS rate for each day that each index closes above its accrual barrier, subject to a maximum of 9.5% and a floor of zero for first three years and maximum of 13% and a floor of zero thereafter due 6/20/2041
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2023
Citigroup Global Markets Holdings Inc. 9.85% annualized, payable each month if stock closes at or above downside threshold level on determination date for that month; any previously unpaid coupons will also be paid due 6/28/2022
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable each month if fund closes at or above downside threshold level on determination date for that month; any previously unpaid coupons will also be paid due 6/28/2022
Citigroup Global Markets Holdings Inc. 5.8% annualized, payable each month if stock closes at or above downside threshold level on determination date for that month; any previously unpaid coupons will also be paid due 6/28/2022
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable each month if stock closes at or above downside threshold level on determination date for that month; any previously unpaid coupons will also be paid due 6/28/2022
Citigroup Global Markets Holdings Inc. 6.6% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 3,344.936 for S&P, 10,705.68 for Nasdaq, 1,727.602 for Russell; 75% of initial levels due 6/28/2023
Citigroup Global Markets Holdings Inc. SOFR plus spread of 0.29%, with floor of 0%; payable quarterly due 12/27/2022
Citigroup Global Markets Holdings Inc. 5.25% due 6/28/2022
Citigroup Global Markets Holdings Inc. 16.25% due 6/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2029
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,972.508 for S&P, 1,607.164 for Russell, 9,989.294 for Nasdaq; 70% of initial levels due 6/25/2026
Citigroup Global Markets Holdings Inc. 9.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,972.508 for S&P, 1,607.164 for Russell, 9,989.294 for Nasdaq; 70% of initial levels due 12/28/2022
Citigroup Global Markets Holdings Inc. 9.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,972.508 for S&P, 1,607.164 for Russell, 9,989.294 for Nasdaq; 70% of initial levels due 12/28/2022
Citigroup Global Markets Holdings Inc. 12.25% due 6/27/2023
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,607.164 for Russell, 2,972.51 for S&P, 942.79 for MSCI EM; 70% of initial levels due 9/26/2024
Citigroup Global Markets Holdings Inc. 8.1% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,607.164 for Russell, 2,972.51 for S&P, 9,989.29 for Nasdaq; 70% of initial levels due 9/26/2024
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable monthly if each underlying closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $25.137 for Financial, $300.867 for Semiconductor, $116.865 for Gold; 70% of initial levels due 12/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2022
Citigroup Global Markets Holdings Inc. 9.1% per year, payable quarterly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $83.657 for ETF, 2,957.353 for S&P, 1,600.265 for Russell; 70% of initial levels due 3/26/2026
Citigroup Global Markets Holdings Inc. 8.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 945.364 for EM, 1,600.265 for Russell, 9,896.061 for Nasdaq; 70% of initial levels due 6/26/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,957.353 for S&P, 9,896.061 for Nasdaq, 1,600.265 for Russell; 70% of initial levels due 3/26/2026
Citigroup Global Markets Holdings Inc. 10.00% due 6/24/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 9,834.706 for Nasdaq, $24.661 for Financial; 70% of initial levels due 6/21/2024
Citigroup Global Markets Holdings Inc. 8.45% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 9,834.706 for Nasdaq, $24.661 for Financial; 70% of initial levels due 6/21/2024
Citigroup Global Markets Holdings Inc. 4.5% per year, payable semiannually if each index closes at or above barrier level on the valuation date for that period due 6/23/2027
Citigroup Global Markets Holdings Inc. 5.15% per year, payable semiannually if each index closes at or above barrier level on the valuation date for that period due 6/23/2026
Citigroup Global Markets Holdings Inc. 4.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,303.056 for Dow, 9,834.706 for Nasdaq, 1,566.422 for Russell; 70% of initial levels due 6/23/2026
Citigroup Global Markets Holdings Inc. 6.45% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,967.560 for Dow, 10,537.185 for Nasdaq, 1,678.309 for Russell; 75% of initial levels due 3/23/2023
Citigroup Global Markets Holdings Inc. 7.5% per year, paid quarterly unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 3,124.838 for S&P, 1,678.309 for Russell, 10,537.185 for Nasdaq; 75% of initial levels due 6/25/2026
Citigroup Global Markets Holdings Inc. 9.75% per year, paid monthly unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 3,124.838 for S&P, 1,678.309 for Russell, 10,537.185 for Nasdaq; 75% of initial levels due 6/22/2023
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $24.661 for Financial, $44.562 for Bank, 70% of initial levels due 6/25/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each ETF closes at or above its coupon barrier on the related determination date; Coupon barriers: $24.661 for Financial, $36.673 for Energy, $69.727 for Industrial; 70% of initial levels due 6/22/2023
Citigroup Global Markets Holdings Inc. 8.5% per year, payable for each quarter that each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 3,333.160 for S&P, 3,266.696 for Euro Stoxx, 1,790.196 for Russell; 80% of initial levels due 12/23/2024
Citigroup Global Markets Holdings Inc. 7.2% per year, payable for each quarter that each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 2,916.515 for S&P, 1,566.422 for Russell, 9,834.706 for Russell; 70% of initial levels due 12/21/2023
Citigroup Global Markets Holdings Inc. SOFR plus spread of 0.22%, with floor of 0%; payable quarterly due 1/3/2022
Citigroup Global Markets Holdings Inc. SOFR plus spread of 0.24%, with floor of 0%; payable quarterly due 3/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/21/2022
Citigroup Global Markets Holdings Inc. 8.2% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,566.422 for Russell, 2,916.52 for S&P, 2,858.36 for Stoxx, 70% of initial levels due 6/22/2023
Citigroup Global Markets Holdings Inc. 8.25% per year, paid quarterly unless any asset closes below coupon barrier level on observation date for that period; Coupon barrier levels: $253.05 for Goldman, 1,601.222 for Russell, 9,914.667 for Nasdaq; 70% of initial levels due 6/20/2025
Citigroup Global Markets Holdings Inc. 6.25% per year, paid monthly unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 1,372.476 for Russell, 8,498.286 for Nasdaq, 2,533.116 for S&P; 60% of initial levels due 12/22/2022
Citigroup Global Markets Holdings Inc. 10% for the first year, payable quarterly; after that, 10 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 2,494.884 for Stoxx 50, 2,533.116 for S&P, 8,498.286 for Nasdaq; 60% of initial levels due 6/21/2041
Citigroup Global Markets Holdings Inc. 2 times the spread of the 30-year CMS rate minus the five-year CMS rate, subject to a floor of 0%; payable quarterly due 6/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, paid monthly, unless any asset closes below coupon barrier level on observation date for that period; Coupon barrier levels: $97.613 for Apple, 25,525.253 for Dow, 3,167.775 for S&P; 75% of initial levels due 6/21/2023
Citigroup Global Markets Holdings Inc. 7% per year, paid monthly unless any asset closes below coupon barrier level on observation date for that period; Coupon barrier levels: $99.585 for Procter & Gamble, 25,525.253 for Dow, 3,167.775 for S&P; 75% of initial levels due 6/21/2023
Citigroup Global Markets Holdings Inc. 4.5% per year, paid monthly, unless any asset closes below coupon barrier level on observation date for that period; Coupon barrier levels: 1,388.815 for Russell, 20,420.202 for Dow, 2,534.22 for S&P; 60% of initial levels due 6/19/2025
Citigroup Global Markets Holdings Inc. 7.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,823.569 for Dow, 2,906.232 for Stoxx, 2,956.59 for S&P, 1,620.284 for Russell; 70% of initial levels due 6/21/2023
Citigroup Global Markets Holdings Inc. 7.00% due 6/21/2022
Citigroup Global Markets Holdings Inc. 6.5% annualized, payable quarterly if each index closes at or above downside threshold on observation date for that period due 6/19/2025
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each stock closes above barrier level on observation date, plus any previously unpaid coupon due 6/20/2024
Citigroup Global Markets Holdings Inc. 10% annualized, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 6/22/2023
Citigroup Global Markets Holdings Inc. 8.6% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $48.56 for Regional Banking, $295.48 for SPDR S&P 500 ETF Trust; 70% of initial values due 6/19/2026
Citigroup Global Markets Holdings Inc. 6.6% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $48.56 for SPDR S&P Regional Banking, $295.48 for SPDR S&P 500; 70% of initial value due 6/19/2026
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,620.284 for Russell, 2,965.59 for S&P, 9,788.11 for Nasdaq, 70% of initial levels due 12/19/2024
Citigroup Global Markets Holdings Inc. 4.52% due 6/21/2023
Citigroup Global Markets Holdings Inc. 6.11% due 6/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $51.33 for Genomic, $69.054 for Innovation; 60% of initial levels due 6/19/2025
Citigroup Global Markets Holdings Inc. 8.35% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,184.943 for S&P, 1,740.054 for Russell, 10,522.808 for Nasdaq; 75% of initial levels due 6/20/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above the coupon barrier on the valuation date for that period; Coupon barrier level: 2,972.613; 70% of initial level due 6/19/2031
Citigroup Global Markets Holdings Inc. 7% for the first five years, payable quarterly; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 7% and a floor of zero; Accrual barrier levels: 59.124 for Stoxx, 2,547.954 for S&P, 8,418.246 for Nasdaq; 60% of initial levels due 6/18/2041
Citigroup Global Markets Holdings Inc. 10% for the first year, payable quarterly; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 64.051 for Stoxx, 2,760.284 for S&P, 9,119.767 for Nasdaq; 65% of initial levels due 6/18/2041
Citigroup Global Markets Holdings Inc. 8% for the first year, payable quarterly; after that, 20 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 8% and a floor of zero; Accrual barrier levels: 1,624.05 for Russell, 2,972.613 for S&P, 9,821.287 for Nasdaq; 70% of initial levels due 6/18/2041
Citigroup Global Markets Holdings Inc. 8% for first two years; then 8% annualized contingent rate figured quarterly based on number of days 30-year CMS rate minus the two-year CMS rate is above 0% and on the same day all indexes finish above accrual barrier levels; Accrual barriers: 59.124 for Stoxx Banks, 8,418.246 for Nasdaq, 2,547.954 for S&P; 60% of initial levels due 6/13/2041
Citigroup Global Markets Holdings Inc. 10% annual rate, for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barriers: 2,972.613 for S&P, 9,821.287 for Nasdaq, 68.978 for Euro Stoxx Banks; 70% of initial levels due 6/18/2041
Citigroup Global Markets Holdings Inc. 10.5% annualized, payable each month if stock closes at or above downside threshold level on determination date for that month; previously unpaid coupons will also be paid due 6/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2023
Citigroup Global Markets Holdings Inc. 10.15% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $2,537.903 for Amazon, $118.178 for JPMorgan, $105.42 for Walmart; 75% of initial share prices due 12/19/2022
Citigroup Global Markets Holdings Inc. 3.25% annually, or 2.708% for the term of the securities; payable monthly if index closes at or above coupon barrier on the corresponding valuation date; Coupon barrier: 2,973.208; 70% of initial level due 4/20/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,185.58 for S&P, 3,095.025 for Stoxx, 10,498.725 for Nasdaq; 75% of initial levels due 6/19/2023
Citigroup Global Markets Holdings Inc. 7% per year, or 6.417% for the term of the securities, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,075.625 for Dow, 2,892.869 for Stoxx, 1,628.302 for Russell; 70% of initial levels due 5/19/2022
Citigroup Global Markets Holdings Inc. 5.15% due 6/19/2023
Citigroup Global Markets Holdings Inc. 9.50% due 8/11/2022
Citigroup Global Markets Holdings Inc. 4% for the first year; after that, 3.25 times the spread of the 30-year CMS rate minus the five-year CMS rate, subject to a floor of 1% and 8% cap; payable quarterly due 6/16/2031
Citigroup Global Markets Holdings Inc. 2.375% initially, stepping up to 3% on June 16, 2026 and to 3.5% on June 16, 2031; payable semiannually due 6/16/2036
Citigroup Global Markets Holdings Inc. 2% initially, stepping up to 2.5% on June 16, 2026, to 3% on June 16, 2028 and to 4% on June 16, 2030; payable semiannually due 6/16/2031
Citigroup Global Markets Holdings Inc. 10.23% annualized, payable quarterly if each stock closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: $2,677.464 for Amazon, $101.880 for Apple; 80% of initial levels due 6/14/2024
Citigroup Global Markets Holdings Inc. 9.35% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $54.712 for Anheuser, $166.523 for Constellation and $41.972 for Molson Coors; 70% of initial share prices due 6/14/2024
Citigroup Global Markets Holdings Inc. 17% per year, payable quarterly if each stock closes at or above its coupon barrier price on the determination date for that period, plus any previously unpaid coupon; Coupon barrier prices: $47.25 for Datadog, $29.955 for Louisiana-Pacific and $77.145 for Teladoc; 50% of initial levels
Citigroup Global Markets Holdings Inc. 0.00% due 6/16/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/18/2027
Citigroup Global Markets Holdings Inc. 10.05% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $41.16 for Regional Banking, 20,687.76 for Dow, $141.21 for VanEck Vectors Oil Services; 60% of initial levels due 6/15/2023
Citigroup Global Markets Holdings Inc. 7.8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,973.208 for S&P, 68.754 for Euro Stoxx Banks, 9,798.81 for Nasdaq; 70% of initial levels due 6/15/2028
Citigroup Global Markets Holdings Inc. 7.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,973.208 for S&P, 1,635.066 for Russell, 9,798.810 for Nasdaq, 24,135.720 for Dow; 70% of initial levels due 12/15/2022
Citigroup Global Markets Holdings Inc. 7.65% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,973.208 for S&P, 1,635.066 for Russell, 9,798.810 for Nasdaq; 70% of initial levels due 6/18/2024
Citigroup Global Markets Holdings Inc. 6.35% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,397.952 for S&P, 1,868.646 for Russell, 11,198.64 for Nasdaq; 80% of initial levels due 6/14/2024
Citigroup Global Markets Holdings Inc. 6.35% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,973.208 for S&P, 1,635.066 for Russell, 9,798.81 for Nasdaq; 70% of initial levels due 6/14/2024
Citigroup Global Markets Holdings Inc. 4.00% due 6/14/2024
Citigroup Global Markets Holdings Inc. 5.00% due 6/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2022
Citigroup Global Markets Holdings Inc. 7.7% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 6/14/2024
Citigroup Global Markets Holdings Inc. 12% annualized, payable each month if stock closes at or above downside threshold level on determination date for that month; previously unpaid coupons will also be paid due 6/16/2022
Citigroup Global Markets Holdings Inc. 5.6% per year, payable for each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 2,973.208 for S&P, 1,635.066 for Russell, 9,798.81 for Nasdaq; 70% of initial levels due 6/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/16/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $26.29 for SPDR, $162.19 for iShares; 70% of initial value due 6/14/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $26.29 for SPDR, $162.19 for iShares; 70% of initial value due 6/14/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,635.066 for Russell, 2,973.21 for S&P, 967.39 for MSCI EM; 70% of initial levels due 9/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/17/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2022
Citigroup Global Markets Holdings Inc. 14.65% annualized, payable each quarter that each asset closes at or above 70% coupon trigger level on the determination date for that quarter due 6/15/2023
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $41.141; 77% of initial level due 12/14/2022
Citigroup Global Markets Holdings Inc. 16.1% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $44.512 for Energy, $269.472 for QQQ; 80% of initial levels due 6/14/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,835.355 for Dow, 1,745.346 for Russell, 10,361.205 for Nasdaq; 75% of initial levels due 3/14/2023
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,953.685 for S&P, 1,628.99 for Russell, 9,670.458 for Nasdaq; 70% of initial levels due 6/14/2023
Citigroup Global Markets Holdings Inc. 6.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,375.64 for S&P, 1,861.702 for Russell, 11,051.952 for Nasdaq; 80% of initial levels due 9/12/2024
Citigroup Global Markets Holdings Inc. 8.05% due 6/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2026
Citigroup Global Markets Holdings Inc. 5.9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,219.874 for Dow, 9,667.602 for Nasdaq, 1,640.631 for Russell, 70% of initial levels due 3/13/2023
Citigroup Global Markets Holdings Inc. 6.00% due 12/13/2021
Citigroup Global Markets Holdings Inc. 12% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on monthly observation date due 6/13/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2022
Citigroup Global Markets Holdings Inc. 6.5% for the first year; after that, 6 times the spread of the 30-year CMS rate minus the five-year CMS rate, subject to a floor of 1% and a cap of 10%; payable quarterly due 6/9/2033
Citigroup Global Markets Holdings Inc. 5.05% due 6/10/2022
Citigroup Global Markets Holdings Inc. 7.80% due 9/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/9/2031
Citigroup Global Markets Holdings Inc. 0.00% due 6/7/2024
Citigroup Global Markets Holdings Inc. 10.5% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $2,034.535; 85% of initial level due 6/9/2022
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $59.393 for Communications, $53.04 for Banking, $188.61 for Semiconductor; 75% of initial levels due 6/8/2023
Citigroup Global Markets Holdings Inc. 6.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,329.473 for Dow, 2,960.923 for S&P, 1,600.488 for Russell; 70% of initial levels due 12/8/2022
Citigroup Global Markets Holdings Inc. 6.4% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $33.594 for ETF, 1,371.847 for Russell, 8,262.462 for Nasdaq; 60% of initial levels due 6/11/2026
Citigroup Global Markets Holdings Inc. 7.35% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $36.394 for ETF, 1,486.168 for Russell, 8,951.001 for Nasdaq; 65% of initial levels due 6/11/2026
Citigroup Global Markets Holdings Inc. 3% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,960.923 for S&P, 9,639.539 for Nasdaq, 1,600.488 for Russell; 70% of initial levels due 6/9/2026
Citigroup Global Markets Holdings Inc. 12.7% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $49.504 for SPDR, $15.61 for iShares, 9,639.539 for Nasdaq; 70% of initial levels due 3/9/2023
Citigroup Global Markets Holdings Inc. 10.5% per year, payable monthly if each underlier closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $49.504 for SPDR, $15.61 for iShares, 9,639.539 for Nasdaq; 70% of initial levels due 3/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/22/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if the index closes at or above the coupon barrier on the relevant observation date; Coupon barrier: 3,383.912; 80% of initial level due 6/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/9/2024
Citigroup Global Markets Holdings Inc. 11.00% due 12/9/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $39.03 for Energy Select, $295.82 for SPDR S&P; 70% of initial value due 6/7/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $39.03 for Energy Select, $295.82 for SPDR S&P; 70% of initial value due 6/7/2024
Citigroup Global Markets Holdings Inc. 17.4% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $18.972 for Gap, $54.558 for Overstock.com; 60% of initial share prices due 6/8/2023
Citigroup Global Markets Holdings Inc. 6.82% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $335.016 for SPDR, $264.00 for QQQ; 80% of initial levels due 6/8/2023
Citigroup Global Markets Holdings Inc. 10.45% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $343.704; 60% of initial level due 6/8/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/8/2026
Citigroup Global Markets Holdings Inc. 9.25% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $19.095 for iShares Silver, $28.628 for Gold Miners; 75% of initial levels due 6/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2023
Citigroup Global Markets Holdings Inc. 7.6% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $39.263 for ETF, 2,945.684 for S&P, 1,608.484 for Russell; 70% of initial levels due 6/6/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $52.95 for ETF, 74.91 for Stoxx Banks; 75% of initial levels due 6/5/2031
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2022
Citigroup Global Markets Holdings Inc. 8.4% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $40.67 for EM ETF, $165.54 for iShares Russell; 72.5% of initial value due 6/6/2024
Citigroup Global Markets Holdings Inc. 6.4% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $40.67 for EM ETF, $165.54 for iShares Russell; 72.5% of initial value due 6/6/2024
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $38.423 for ETF, 2,941.428 for S&P, 1,606.319 for Russell; 70% of initial levels due 6/6/2024
Citigroup Global Markets Holdings Inc. 10% annualized, payable each month if stock closes at or above downside threshold level on determination date for that month due 6/6/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if shares close at or above downside threshold level on determination date for that month, plus any previously unpaid coupon(s) due 6/6/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if closing price of shares is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier price: $24.975, 50% of initial share price due 6/2/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $102.48 for ETF, 3,363.288 for S&P; 80% of initial levels due 6/2/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $68.328 for Industrial, $83.265 for Biotech, $45.949 for Regional Banking; 65% of initial levels due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2022
Citigroup Global Markets Holdings Inc. 6.75% annualized, payable each month if stock closes at or above downside threshold level on determination date for that month due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2027
Citigroup Global Markets Holdings Inc. 7.20% due 6/2/2022
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $2,584.088; 80% of initial level due 12/12/2022
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; any previously unpaid coupons will also be paid; Coupon barrier prices: $2,519.486 for Amazon, $97.718 for Apple; 78% of initial share prices due 6/6/2022
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; coupon payments will include any and all previously unpaid coupons; Coupon barrier price: $100.224; 80% of initial level due 12/12/2022
Citigroup Global Markets Holdings Inc. 8.1% annualized rate, payable quarterly if each underlying closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $36.477 for Energy, $26.544 for Financial; 70% of initial levels due 12/1/2022
Citigroup Global Markets Holdings Inc. 6.75% annualized rate, payable monthly if each underlying closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $33.872 for Energy Select Sector, $17.596 for U.S. Global Jets; 65% of initial levels due 5/31/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; any previously unpaid coupons will also be paid; Coupon barrier prices: $191.969 for Microsoft, $96.466 for Apple; 77% of initial share prices due 12/1/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,360.704 for S&P, 10,926.28 for Nasdaq, 1,818.458 for Russell; 80% of initial levels due 9/1/2022
Citigroup Global Markets Holdings Inc. 10.45% annualized rate, payable quarterly if each underlying closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $96.537 for Technology, $90.013 for Biotech, $49.504 for Regional Banking; 70% of initial levels due 6/2/2023
Citigroup Global Markets Holdings Inc. 12.5% annualized rate, payable quarterly if each underlying closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $103.433 for Technology, $184.823 for Semiconductor, $53.04 for Regional Banking; 75% of initial levels due 6/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/8/2023
Citigroup Global Markets Holdings Inc. 6.85% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,360.704 for S&P, 10,926.28 for Nasdaq, $180.52 for Russell; 80% of initial levels due 6/2/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,125.248 for Dow, 1,591.151 for Russell, 2,940.616 for S&P; 70% of initial levels due 12/1/2022
Citigroup Global Markets Holdings Inc. 5.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,932.112 for Russell, 11,609.173 for Nasdaq; 85% of initial levels due 12/1/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,560.495 for Nasdaq, 24,125.248 for Dow, 1,591.151 for Russell; 70% of initial levels due 3/2/2023
Citigroup Global Markets Holdings Inc. 5.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,591.151 for Russell, 2,940.616 for S&P; 70% of initial levels due 12/1/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,940.616 for S&P, 24,125.248 for Dow, 1,591.151 for Russell; 70% of initial levels due 6/1/2026
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,360.704 for S&P, 10,926.28 for Nasdaq, 1,818.458 for Russell; 80% of initial levels due 8/30/2024
Citigroup Global Markets Holdings Inc. 9.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,150.66 for S&P, 10,243.388 for Nasdaq, 1,704.805 for Russell; 75% of initial levels due 8/30/2024
Citigroup Global Markets Holdings Inc. 7.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,360.704 for S&P, 10,926.28 for Nasdaq, 1,818.458 for Russell; 80% of initial levels due 8/30/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,360.704; 80% of initial level due 12/1/2022
Citigroup Global Markets Holdings Inc. 9% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 57.75 for Stoxx, 20,593.83 for Dow and 2,597.594 for S&P, or 60% of initial levels due 6/2/2036
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2022
Citigroup Global Markets Holdings Inc. 12.5% annualized, payable quarterly if each fund closes at or above coupon threshold on observation date for that period; Coupon threshold: $32.711 for Metals & Mining, $27.447 for Gold Miners, $18.095 for iShares Silver; 70% of initial levels due 5/30/2024
Citigroup Global Markets Holdings Inc. 11.5%, payable quarterly if ETF closes above threshold level on observation date due 5/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2026
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $76.11 for Apple, $196.596 for Facebook, $186.45 for FedEx, $34.848 for GM; 60% of initial share prices due 5/30/2024
Citigroup Global Markets Holdings Inc. 15% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $62.472 for Chevron, $97.098 for JPMorgan, $36.354 for Snap, $105.882 for Disney; 60% of initial share prices due 5/30/2024
Citigroup Global Markets Holdings Inc. Payable quarterly at an annual rate of 19.5% if each stock closes at or above its coupon barrier on valuation date; Coupon barrier prices: $32.952 for Lyft, $133.404 for Square, $34.71 for Twitter, $376.80 for Nvidia, 60% of initial levels due 5/30/2024
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable quarterly if each index closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: 3,566.592 for S&P 500, 3,426.92 for Stoxx; 85% of initial levels due 5/31/2024
Citigroup Global Markets Holdings Inc. 16.25% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $162.435 for Wayfair, $27.46 for Lyft, $314.00 for Nvidia; 50% of initial share prices due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2023
Citigroup Global Markets Holdings Inc. 6.6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,742.288 for Dow, 3,146.993 for S&P, 1,686.956 for Russell; 75% of initial levels due 5/30/2031
Citigroup Global Markets Holdings Inc. 4.1% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,517.594; 60% of initial level due 5/30/2031
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,937.193; 70% of initial levels due 5/29/2031
Citigroup Global Markets Holdings Inc. 8% for the first four years, payable quarterly; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 8% and a floor of zero; Accrual barrier levels: 57.75 for Stoxx Banks, 2,517.594 for S&P, 8,221.644 for Nasdaq; 60% of initial levels due 5/28/2041
Citigroup Global Markets Holdings Inc. 10% for the first two years, payable quarterly; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 64.488 for Stoxx Banks, 2,811.313 for S&P, 9,180.836 for Nasdaq; 67% of initial levels due 5/28/2041
Citigroup Global Markets Holdings Inc. 10% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 67.375 for Stoxx, 9,591.918 for Nasdaq and 2,937.193 for S&P, or 70% of initial levels due 5/28/2041
Citigroup Global Markets Holdings Inc. 16.25% per year, payable quarterly if closing price of each stock is greater than or equal to barrier price on valuation date for that quarter due 6/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.3% per year until Nov. 28; then SOFR plus 28 bps, with floor of 0%; payable quarterly due 11/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 6.44% due 8/31/2022
Citigroup Global Markets Holdings Inc. 4.44% due 8/31/2022
Citigroup Global Markets Holdings Inc. 10%, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $2,542.059 for Amazon and $98.982 for Apple; 78% of initial levels due 5/31/2022
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable monthly if each underlying closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $41.288 for Energy, $165.92 for Oil Services; 80% of initial levels due 2/29/2024
Citigroup Global Markets Holdings Inc. 6.8% annualized rate, payable monthly if each underlying closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $249.728 for Invesco QQQ, $313.68 for SPDR S&P 500; 75% of initial levels due 8/30/2022
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly plus any previously unpaid coupons if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $438.137, 70% of initial share price due 5/31/2022
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,764.6 for Russell, 10,926.184 for Nasdaq; 80% of initial levels due 8/30/2022
Citigroup Global Markets Holdings Inc. 5.75% annualized rate, payable monthly if each underlying closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 519.495 for SPDR S&P 500 Dynamic Participation, 1,874.888 for Russell 2000; 85% of initial levels due 5/29/2026
Citigroup Global Markets Holdings Inc. 10.25% annualized rate, payable quarterly if each underlying closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $93.195 for SPDR S&P Biotech, $51.353 for SPDR S&P Regional Banking; 75% of initial levels due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/19/2029
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2031
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 10,926.18, 80% of initial level due 11/30/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,303.099 for Dow, 1,433.738 for Russell, 8,877.525 for Nasdaq; 65% of initial levels due 5/30/2025
Citigroup Global Markets Holdings Inc. 6.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,018.722 for Dow, 1,544.025 for Russell, 9,560.411 for Nasdaq; 70% of initial levels due 5/30/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 29,165.591 for Dow, 1,874.888 for Russell, 3,559.911 for S&P; 85% of initial levels due 2/29/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 941.843 for MSCI EM, 1,544.025 for Russell, 9,560.411 for Nasdaq; 70% of initial levels due 5/31/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,874.888 for Russell, 11,609.071 for Nasdaq; 85% of initial levels due 5/29/2026
Citigroup Global Markets Holdings Inc. 5.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,560.411 for Nasdaq, 1,544.025 for Russell, 2,931.691 for S&P; 70% of initial levels due 3/2/2026
Citigroup Global Markets Holdings Inc. 6.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,764.6 for Russell, 3,350.504 for S&P; 80% of initial levels due 11/30/2022
Citigroup Global Markets Holdings Inc. 7.25% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $31.616 for ETF, 27,449.968 for Dow; 80% of initial levels due 5/29/2026
Citigroup Global Markets Holdings Inc. 9.51% per year, payable quarterly if each underlying asset closes at or above coupon barrier level on every day that quarter; Coupon barriers: 3,350.504 for S&P, $64.432 for MSCI EAFE, 1,764.6 for Russell, 80% of initial levels due 5/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if stock closes at or above coupon barrier on valuation date for that period; Coupon barrier level: $248.773, 70% of initial level due 5/30/2023
Citigroup Global Markets Holdings Inc. 6.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,075.786 for Dow, 1,559.137 for Russell, 9,549.225 for Nasdaq; 70% of initial levels due 3/1/2022
Citigroup Global Markets Holdings Inc. 11.9%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $19.313 for silver and $29.573 for gold, 75% of initial levels due 5/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2026
Citigroup Global Markets Holdings Inc. 17.75% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,921.848 for Amazon, $135.054 for Target and $186.390 for Wayfair; 60% of initial share prices due 5/25/2023
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $116.700 for Coinbase and $687.495 for MercadoLibre; 50% of initial levels due 5/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2031
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2028
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly plus any previously unpaid coupons if each ETF closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $261.608 for QQQ, $331.952 for S&P, 80% of initial levels due 5/26/2022
Citigroup Global Markets Holdings Inc. 6.14% annualized rate, payable monthly if each asset closes at or above coupon barrier price on valuation date for that month; Coupon barrier levels: 2,909.102 for S&P, $153.979 for iShares and 9,388.218 for Nasdaq, 70% of initial levels due 8/26/2024
Citigroup Global Markets Holdings Inc. 12.3% per year, payable quarterly if each fund closes at or above coupon barrier on observation date; Coupon barriers: $19.148 for silver and $29.468 for gold, 75% of initial levels due 5/29/2025
Citigroup Global Markets Holdings Inc. 8.35% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 9,388.218 for Nasdaq, $26.306 for Financial; 70% of initial levels due 5/24/2024
Citigroup Global Markets Holdings Inc. 8.35% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 9,388.218 for Nasdaq, $26.306 for Financial; 70% of initial levels due 5/24/2024
Citigroup Global Markets Holdings Inc. 11.65% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,772.214 for Russell and 10,729.392 for Nasdaq, 80% of initial levels due 5/26/2022
Citigroup Global Markets Holdings Inc. 5.45% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,329.161 for Russell, 2,493.516 for S&P, 20,524.704 for Dow, 60% of initial levels due 5/26/2027
Citigroup Global Markets Holdings Inc. 5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,329.161 for Russell, 2,493.516 for S&P, 20,524.704 for Dow, 60% of initial levels due 5/26/2027
Citigroup Global Markets Holdings Inc. 4.4% per year, paid monthly unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 1,882.978 for Russell, 3,532.481 for S&P; 85% of initial levels due 5/27/2026
Citigroup Global Markets Holdings Inc. 7.55% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,909.102 for S&P, 1,550.688 for Russell, 9,388.218 for Nasdaq; 70% of initial levels due 5/29/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each ETF closes at or above its coupon barrier on the related determination date; Coupon barriers: $26.306 for Financial, $36.512 for Energy, $72.128 for Industrial; 70% of initial levels due 5/25/2023
Citigroup Global Markets Holdings Inc. 6.4% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,324.688, 80% of initial level due 5/25/2023
Citigroup Global Markets Holdings Inc. 8.25% per year, payable for each quarter that each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 1,661.451 for Russell, 3,116.895 for S&P, 997.530 for EM; 75% of initial levels due 5/25/2023
Citigroup Global Markets Holdings Inc. 8.25% per year, payable for each quarter that each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 1,661.451 for Russell, 3,116.895 for S&P, 997.530 for EM; 75% of initial levels due 5/25/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable for each quarter that each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 1,772.214 for Russell, 3,324.688 for S&P, 1,064.032 for EM; 80% of initial levels due 5/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/7/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2027
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,876.596 for Russell, 515.891 for S&P Dynamic; 85% of initial levels due 5/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2023
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $34.743 for iShares, $25.376 for VanEck, $267.059 for SPDR; 65% of initial levels due 5/23/2024
Citigroup Global Markets Holdings Inc. 6.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,858.905 for Dow, 9,445.863 for Nasdaq, 1,545.432 for Russell, 70% of initial levels due 5/23/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,858.905 for Dow, 9,445.863 for Nasdaq, 1,545.432 for Russell; 70% of initial levels due 5/26/2026
Citigroup Global Markets Holdings Inc. 7.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,911.384 for S&P, 930.517 for EM, 1,545.432 for Russell, 70% of initial levels due 5/23/2024
Citigroup Global Markets Holdings Inc. 8.45% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,417.65 for S&P, 2,665.455 for Russell; 65% of initial levels due 11/25/2022
Citigroup Global Markets Holdings Inc. 12.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,535.252 for S&P, 11,469.977 for Nasdaq, 1,876.596 for Russell; 85% of initial levels due 11/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2022
Citigroup Global Markets Holdings Inc. 8.20% due 5/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each stock closes at or above its coupon barrier price on the determination date for that period; Coupon barrier prices: $1,616.097 for Alphabet, $2,262.260 for Amazon, $87.283 for Apple and $341.390 for Netflix; 70% of initial levels due 5/23/2024
Citigroup Global Markets Holdings Inc. 12% annualized rate, payable monthly if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $44.311 for Energy, $180.370 for Oil Services; 85% of initial levels due 5/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,362.044 for Stoxx, 2,476.698 for S&P, 1,326.526 for Russell, 60% of initial levels due 5/26/2028
Citigroup Global Markets Holdings Inc. 4.85% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,086.760 for S&P, 1,645.232 for Russell, 9,928.433 for Nasdaq, 75% of initial levels due 11/22/2024
Citigroup Global Markets Holdings Inc. 4% for the first year; after that, 3.25 times the spread of the 30-year CMS rate minus the five-year CMS rate, subject to a floor of 1% and an 8% cap; payable quarterly due 5/21/2031
Citigroup Global Markets Holdings Inc. 6.7% per year, payable for each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,880.976 for S&P, 1,535.549 for Russell, 9,266.537 for Nasdaq; 70% of initial levels due 5/24/2023
Citigroup Global Markets Holdings Inc. 9.48% per year, payable for each quarter that each asset closes at or above coupon barrier on every day that quarter; Coupon barriers: $48.860 for ETF, 1,535.549 for Russell, 9,266.537 for Nasdaq; 70% of initial levels due 5/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2026
Citigroup Global Markets Holdings Inc. 8% annualized rate, plus previously unpaid coupons, payable quarterly if each stock closes at or above coupon barrier price, on valuation date for that quarter; Coupon barrier levels: $87.395 for Apple and $113.645 for JPMorgan, 70% of initial levels due 11/23/2022
Citigroup Global Markets Holdings Inc. 5.6% per year, payable monthly if closing price of shares of both funds is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier prices: $18.305 for silver and $122.528 for gold, 70% of initial share price due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2026
Citigroup Global Markets Holdings Inc. 4.25% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,889.48 for S&P, 9,252.376 for Nasdaq, 1,547.614 for Russell; 70% of initial levels due 12/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2023
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if closing price of each stock is greater than or equal to barrier price on valuation date for that quarter, plus any previously unpaid coupon due 5/20/2022
Citigroup Global Markets Holdings Inc. 7.9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,029.453 for Dow, 9,319.037 for Nasdaq, 1,558.983 for Russell; 70% of initial levels due 5/22/2025
Citigroup Global Markets Holdings Inc. 29.75% per year, payable quarterly if closing price of each stock is greater than or equal to barrier price on valuation date for that quarter due 5/18/2023
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if each underlying closes at or above its coupon barrier level on the valuation date for that period; Coupon barrier levels: $15.12 for Global Clean, $88.844 for Biotech, $163.338 for Semiconductor; 70% of initial levels due 5/19/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if closing price of each stock is greater than or equal to barrier price on valuation date for that quarter due 5/21/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if closing price of each stock is greater than or equal to barrier price on valuation date for that quarter due 5/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/12/2023
Citigroup Global Markets Holdings Inc. 5.05% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,557.241 for Russell, 2,921.695 for S&P, 24,067.491 for Dow, 70% of initial levels due 5/19/2031
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 25,511.54 for Dow, 9,937.695 for Nasdaq, 1,650.675 for Russell; 74.2% of initial levels due 2/17/2023
Citigroup Global Markets Holdings Inc. 9.35% per year, payable quarterly if each index closes at or above coupon barrier on every day that period; Coupon barrier levels: 1,668.473 for Russell, 3,130.388 for S&P, 10,044.84 for Nasdaq, 75% of initial levels due 5/14/2024
Citigroup Global Markets Holdings Inc. 6.86% due 5/19/2022
Citigroup Global Markets Holdings Inc. 9.34% due 5/19/2022
Citigroup Global Markets Holdings Inc. 7.5% for the first five years, payable quarterly; after that, 7.5% annualized for each day the 30-year CMS rate minus the two-year CMS rate is greater than zero and all three indexes close above their accrual barriers; Accrual barrier levels: 22,348.385 for Dow, 63.349 for Stoxx Banks and 2,713.003 for S&P, or 65% of initial levels due 5/20/2041
Citigroup Global Markets Holdings Inc. 0.00% due 5/18/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable for each quarter that each index closes at or above coupon barrier on each day of that quarter; Coupon barriers: 3,213.952 for Stoxx, 1,779.704 for Russell, 10,714.496 for Nasdaq; 80% of initial levels due 5/19/2026
Citigroup Global Markets Holdings Inc. 6.25% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,339.08, 80% of initial level due 5/18/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if closing price of each stock is greater than or equal to barrier price on valuation date for that quarter due 5/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/18/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/18/2026
Citigroup Global Markets Holdings Inc. 9.15% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 23,815.015 for Dow, $26.103 for Financial Select, $85.736 for S&P; 70% of initial levels due 8/16/2024
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 22,113.943 for Dow, 1,411.118 for Russell, 2,673.125 for S&P; 65% of initial levels due 5/18/2026
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 10,487.32 for Nasdaq, 1,736.76 for Russell, 3,290.0 for S&P; 80% of initial levels due 8/16/2024
Citigroup Global Markets Holdings Inc. 5.55% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,519.665 for Russell, 2,878.75 for S&P, 9,176.405 for Nasdaq, 70% of initial levels due 11/17/2022
Citigroup Global Markets Holdings Inc. 8.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,628.213 for Russell, 3,084.375 for S&P, 9,831.863 for Nasdaq, 75% of initial levels due 8/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2026
Citigroup Global Markets Holdings Inc. 17.00% due 5/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/16/2024
Citigroup Global Markets Holdings Inc. Contingent rate of 20 times the spread of the 30-year CMS rate over the two-year CMS rate, subject to a maximum interest factor of 9% and a minimum interest factor of 0%; payable quarterly based on how many days all indexes close above 70% of their initial levels divided by the number of days in the accrual period due 5/14/2041
Citigroup Global Markets Holdings Inc. 9.4% per year, payable monthly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 26,870.128 for Dow, 10,401.304 for Nasdaq, 1,708.111 for Russell; 80% of initial levels due 2/18/2025
Citigroup Global Markets Holdings Inc. 7.27% per year, payable quarterly if each underlying closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: $37.492 for ETF, 2,906.47 for S&P, 1,544.891 for Russell; 70% of initial levels due 5/16/2024
Citigroup Global Markets Holdings Inc. 9.15% per year, payable monthly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 2,844.128 for S&P, 9,101.141 for Nasdaq, 1,494.597 for Russell; 70% of initial levels due 2/16/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,844.128; 70% of initial level due 5/14/2031
Citigroup Global Markets Holdings Inc. 8% for the first four years; then the contingent interest rate (25 times the spread of the 30-year CMS rate over the two-year CMS rate, subject to a floor of 0% and a cap of 8%) multiplied by the proportion of days on which all three indexes close above their 60% accrual barrier levels; payable quarterly due 5/14/2041
Citigroup Global Markets Holdings Inc. Payable quarterly; 11% for the first year; after that, 25 times the spread of the 30-year CMS rate over the two-year CMS rate for each day that each index closes above its accrual barrier, subject to a maximum of 11% and a floor of zero; Accrual barrier levels: 9,101.141 for Nasdaq, 67.396 for Stoxx Banks, 2,844.128 for S&P, or 70% of initial levels due 5/14/2041
Citigroup Global Markets Holdings Inc. Payable quarterly; 10% for the first year; after that, 25 times the spread of the 30-year CMS rate over the two-year CMS rate for each day that each index closes above its accrual barrier, subject to a relevant contingent rate maximum of 10% and a floor of zero; Accrual barrier levels: 7,800.978 for Nasdaq, 57.768 for Stoxx Banks, 2,437.824 for S&P, or 60% of initial levels due 5/14/2041
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2026
Citigroup Global Markets Holdings Inc. 8.67% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $102.20 for S&P ETF, $221.82 for QQQ; 70% of initial value due 5/16/2024
Citigroup Global Markets Holdings Inc. 6.4% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $102.20 for S&P ETF, $221.82 for QQQ; 70% of initial value due 5/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $46.158 for Genomic, $63.672 for Innovation; 60% of initial levels due 5/14/2025
Citigroup Global Markets Holdings Inc. 16.6% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $29.664 for Financial, $37.16 for Mining; 80% of initial levels due 5/16/2022
Citigroup Global Markets Holdings Inc. 8.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,701.87 for Dow, 10,013.453 for Nasdaq, 1,655.24 for Russell; 75% of initial levels due 5/16/2024
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 57.102 for Stoxx, 1,324.192 for Russell, 8,010.762 for Nasdaq; 60% of initial levels due 5/14/2031
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $175.728 for ETF, 27,794.256 for Dow, 10,687.264 for Nasdaq; 80% of initial levels due 2/15/2023
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable monthly if each underlying closes at or above its coupon barrier level on the valuation date for that period; Coupon barrier levels: $65.832 for ARK, $45.090 for Invesco; 80% of initial levels due 5/12/2026
Citigroup Global Markets Holdings Inc. 6.5% annualized rate, payable monthly if each underlying closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $250.650 for QQQ, $316.590 for S&P Trust; 75% of initial levels due 8/11/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/12/2026
Citigroup Global Markets Holdings Inc. 8.7% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $316.590 for ETF trust, $138.630 for Disney; 75% of initial levels due 5/12/2022
Citigroup Global Markets Holdings Inc. 7.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,703.722 for Russell, 3,174.450 for S&P, 26,083.320 for Dow, 75% of initial levels due 2/12/2026
Citigroup Global Markets Holdings Inc. 7.05% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,962.82 for S&P, 24,344.432 for Dow, 1,590.140 for Russell; 70% of initial levels due 5/12/2026
Citigroup Global Markets Holdings Inc. 5.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,520.972 for S&P, 2,420.550 for Stoxx, 1,344.853 for Russell; 60% of initial levels due 11/17/2025
Citigroup Global Markets Holdings Inc. 8.25% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 5/10/2024
Citigroup Global Markets Holdings Inc. 6.5% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,386.080, 80% of initial level due 5/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/24/2022
Citigroup Global Markets Holdings Inc. 6.00% due 11/12/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/12/2025
Citigroup Global Markets Holdings Inc. 7.6% per year, payable each quarter that each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,590.14 for Russell, 2,962.82 for S&P, 944.00 for MSCI Emerging Markets; 70% of initial levels due 5/12/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,595.474 for Russell, 2,935.0 for S&P, 9,470.78 for Nasdaq-100; 70% of initial levels due 3/7/2024
Citigroup Global Markets Holdings Inc. 9.4% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,590.14 for Russell, 2,962.82 for S&P, 9,603.74 for Nasdaq-100; 70% of initial levels due 5/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/12/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2026
Citigroup Global Markets Holdings Inc. 7.7% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $25.732 for VanEck, 1,568.995 for Russell; 70% of initial levels due 5/9/2024
Citigroup Global Markets Holdings Inc. 4.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,520.972 for S&P, 1,344.853 for Russell; 60% of initial levels due 11/10/2022
Citigroup Global Markets Holdings Inc. 7.90% due 11/15/2022
Citigroup Global Markets Holdings Inc. 5.10% due 11/10/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/8/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/8/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2022
Citigroup Global Markets Holdings Inc. 11.8% per year, payable monthly if shares close at or above downside threshold level on determination date for that month due 5/10/2022
Citigroup Global Markets Holdings Inc. 9.75% annual rate, payable quarterly if both funds close at or above their coupon barrier prices on the relevant observation date; Coupon barrier levels: $39.315 for Energy, $27.7725 for Financial; 75% of initial level due 5/10/2023
Citigroup Global Markets Holdings Inc. 8.13% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $104.51 for S&P ETF, $155.68 for Russell ETF; 70% of initial value due 5/9/2024
Citigroup Global Markets Holdings Inc. 6.19% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $104.51 for S&P ETF, $155.68 for Russell ETF; 70% of initial value due 5/9/2024
Citigroup Global Markets Holdings Inc. 8.95% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,568.956 for Russell, 2,917.31 for S&P, 9,452.36 for Nasdaq-100; 70% of initial levels due 5/9/2024
Citigroup Global Markets Holdings Inc. 5.6% annualized rate, payable monthly if each fund closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $231.098 for QQQ, $290.934 for SPDR; 70% of initial levels due 8/9/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 68.273 for Stoxx Banks, 2,943.6 for Stoxx 50; 75% of initial levels due 5/8/2031
Citigroup Global Markets Holdings Inc. 8.15% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,915.262 for S&P, 9,481.269 for Nasdaq, $37.359 for ETF; 70% of initial levels due 11/9/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,915.262 for S&P, 9,481.269 for Nasdaq, $156.303 for ETF; 70% of initial levels due 2/9/2022
Citigroup Global Markets Holdings Inc. 4.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,599.773 for Dow, 10,158.503 for Nasdaq, 1,686.215 for Russell; 75% of initial levels due 8/8/2024
Citigroup Global Markets Holdings Inc. 6.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,123.495 for S&P, 10,158.503 for Nasdaq, 1,686.215 for Russell; 75% of initial levels due 2/9/2026
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,915.262 for S&P, 9,481.269 for Nasdaq, 1,573.8 for Russell; 70% of initial levels due 11/9/2022
Citigroup Global Markets Holdings Inc. 10.5% per year, payable monthly if shares close at or above downside threshold level on determination date for that month, plus any previously unpaid coupon due 5/9/2022
Citigroup Global Markets Holdings Inc. 13.05% due 5/9/2023
Citigroup Global Markets Holdings Inc. 13.25% due 5/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/7/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/7/2031
Citigroup Global Markets Holdings Inc. 7.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,879.261 for Dow, 9,659.804 for Nasdaq, 1,594.216 for Russell; 70% of initial levels due 5/6/2022
Citigroup Global Markets Holdings Inc. 11.2% per year, payable monthly if shares close at or above downside threshold level on determination date for that month due 5/6/2022
Citigroup Global Markets Holdings Inc. 7.5%, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $1,882.80 for Alphabet and $46.232 for Verizon; 80% of initial levels due 11/3/2022
Citigroup Global Markets Holdings Inc. 22% annually, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $48.841, 85% of initial level due 5/5/2022
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 11,088.608 for Nasdaq, 27,099.880 for Dow, 80% of initial levels due 8/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/13/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above barrier level on the valuation date for that period due 11/3/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above barrier level on the valuation date for that period due 5/5/2026
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barriers: 1,926.482 for Russell, 11,781.646 for Nasdaq, 85% of initial levels due 11/3/2022
Citigroup Global Markets Holdings Inc. 5.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,473.192 for Russell, 2,717.761 for S&P, 65% of initial levels due 11/3/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 3,344.936, 80% of initial level due 11/3/2022
Citigroup Global Markets Holdings Inc. 17.1% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $32.368 for Metals, $111.760 for Technology; 80% of initial levels due 5/5/2022
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each underlying asset closes at or above coupon barrier level on valuation date for that quarter; Coupon barriers: 9,702.532 for index, $84.539 for ARK, $34.573 for Energy Select, 70% of initial levels due 8/2/2024
Citigroup Global Markets Holdings Inc. 8.60% due 5/4/2023
Citigroup Global Markets Holdings Inc. 10.05% per year, payable for each quarter that each index closes at or above coupon barrier on each day of that quarter; Coupon barriers: 27,099.88 for Dow, 1,813.159 for Russell, 11,088.608 for Nasdaq; 80% of initial levels due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2022
Citigroup Global Markets Holdings Inc. 7.875% annualized, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 5/18/2022
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly if each underlying closes at or above coupon barrier level on valuation date for that period, plus an previously unpaid coupon; Coupon barrier levels: $182.392 for iShares Russell, $402.744 for S&P Trust; 80% of initial levels due 5/4/2022
Citigroup Global Markets Holdings Inc. 6.15% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 11,176.168 for Nasdaq, 1,836.365 for Russell, 27,248.288 for Dow; 80% of initial levels due 8/1/2024
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable quarterly if underlying stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $34.68, 75% of initial share price due 5/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2026
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $2,075.1 for Amazon, $80.148 for Apple, $24.018 for BofA, $110.034 for Disney; 60% of initial share prices due 5/1/2024
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier price: $32.024; 80% of initial level due 5/3/2022
Citigroup Global Markets Holdings Inc. 14% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $141.276 for Boeing, $208.866 for Goldman, $82.734 for Walmart, $78.162 for Wynn; 60% of initial share prices due 5/1/2024
Citigroup Global Markets Holdings Inc. 10.3% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $49.626; 60% of initial level due 5/2/2024
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: 3,412.776 for Stoxx, 3,555.703 for S&P; 85% of initial levels due 5/2/2024
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 509.703 for S&P 500 Dynamic, 1,958.534 for Russell; 85% of initial levels due 1/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2023
Citigroup Global Markets Holdings Inc. 12.1% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 10,470.21 for Nasdaq, 1,725.95 for Russell, 3,140.04 for S&P, 75% of initial levels due 5/3/2022
Citigroup Global Markets Holdings Inc. 8.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,137.385 for S&P, 10,426.215 for Nasdaq, 1,728.119 for Russell; 75% of initial levels due 8/1/2024
Citigroup Global Markets Holdings Inc. 7.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,346.544 for S&P, 11,121.296 for Nasdaq, 1,843.326 for Russell; 80% of initial levels due 2/2/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,928.226; 70% of initial level due 4/30/2031
Citigroup Global Markets Holdings Inc. 5% annually, payable quarterly, if ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $271.388; 65% of initial level due 5/6/2024
Citigroup Global Markets Holdings Inc. 8% for the first year, payable quarterly; after that, 25 times the 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 8% and a floor of zero; Accrual barrier levels: 23,674.266 for Dow, 9,731.134 for Nasdaq and 2,928.226 for S&P; 70% of initial levels due 4/30/2041
Citigroup Global Markets Holdings Inc. 8% for the first four years, payable quarterly; after that, 25 times the 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 59.033 for Stoxx Banks, 9,036.053 for Nasdaq, 2,719.067 S&P; 65% of initial levels due 4/30/2041
Citigroup Global Markets Holdings Inc. 10% for the first two years, payable quarterly; after that, 25 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 59.033 for Stoxx, 2,719.067 for S&P, 9,036.053 for Nasdaq; 65% of initial levels due 4/30/2041
Citigroup Global Markets Holdings Inc. 6% annualized, payable each month that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 27,187.944 for Dow, 11,168.224 for Nasdaq; 80% of initial levels due 8/1/2022
Citigroup Global Markets Holdings Inc. 11.75% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $881.322 for Chipotle, $64.656 for Discover, $182.142 for Facebook; 60% of initial share prices due 5/2/2024
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 510.136 for S&P 500 Dynamic, 1,956.077 for Russell; 85% of initial levels due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2031
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 9% annual rate, payable quarterly if ETF finishes above coupon barrier on relevant valuation date; Coupon barrier: $33.908, 70% of initial level due 5/2/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,090.205 for Dow, 9,074.182 for Nasdaq, 1,495.824 for Russell, 65% of initial levels due 5/1/2025
Citigroup Global Markets Holdings Inc. 8.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,789.451 for Dow, 9,772.196 for Nasdaq, 1,610.887 for Russell; 70% of initial levels due 5/1/2025
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,789.451 for Dow, 2,930.704 for S&P, 1,610.887 for Russell; 70% of initial levels due 4/30/2027
Citigroup Global Markets Holdings Inc. 5.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,789.451 for Dow, 2,930.704 for S&P, 1,610.887 for Russell; 70% of initial levels due 1/30/2026
Citigroup Global Markets Holdings Inc. 4.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,168.224 for Nasdaq, 1,841.014 for Russell; 80% of initial levels due 5/2/2028
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,866.238 for Nasdaq, 1,956.077 for Russell; 85% of initial levels due 4/30/2026
Citigroup Global Markets Holdings Inc. 7.8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,772.196 for Nasdaq, 1,610.887 for Russell, 62.279 for Banks; 70% of initial levels due 4/30/2026
Citigroup Global Markets Holdings Inc. 6.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,470.21 for Nasdaq, 3,140.04 for S&P, 1,725.95 for Russell; 75% of initial levels due 5/2/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,140.04 for S&P, 1,725.95 for Russell; 75% of initial levels due 11/1/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,558.712 for S&P, 1,956.077 for Russell; 85% of initial levels due 11/1/2023
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 953.372 for EM, 1,610.887 for Russell, 2,930.704 for S&P; 70% of initial levels due 5/2/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,349.376; 80% of initial level due 11/1/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $28.240 for ETF, 27,187.944 for Dow; 80% of initial levels due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2027
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $94.304 for Apple, $105.392 for JPMorgan; 70% of initial share prices due 5/1/2024
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $147.418 for Visa, $163.693 for Square; 64% of initial share prices due 4/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 12.8% per year, payable quarterly if closing price of shares is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier price: $12.816, 60% of initial share price due 5/1/2023
Citigroup Global Markets Holdings Inc. 7.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers levels: 9,818.312 for Nasdaq, 2,931.334 for S&P, 70% of initial levels due 10/31/2022
Citigroup Global Markets Holdings Inc. 5.13% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,350.096 for S&P, 11,220.928 for Nasdaq, 1,838.406 for Russell; 80% of initial levels due 5/1/2024
Citigroup Global Markets Holdings Inc. 5.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,931.334 for S&P, 9,818.312 for Nasdaq, 1,608.605 for Russell; 70% of initial levels due 10/31/2022
Citigroup Global Markets Holdings Inc. 7.7% per year, payable quarterly if each index closes at or above its coupon threshold level on the related determination date; Coupon barrier levels: 9,818.312 for Nasdaq, 1,608.605 for Russell, 23,787.099 for Dow; 70% of initial levels due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2024
Citigroup Global Markets Holdings Inc. 16.75% annually, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $34.302, 60% of initial level due 4/27/2023
Citigroup Global Markets Holdings Inc. 12.1% per year, payable monthly if closing price of each stock is greater than or equal to barrier price on valuation date for that month due 4/26/2024
Citigroup Global Markets Holdings Inc. 11.43% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $99.89 for Technology, $47.495 for SPDR S&P Regional Banking, $174.44 for VanEck Vectors Semiconductor; 70% of initial levels due 4/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2023
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly if closing price of shares is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier price: $29.385, 75% of initial share price due 4/28/2022
Citigroup Global Markets Holdings Inc. 6.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers levels: 10,456.080 for Nasdaq, 1,703.892 for Russell, 3,135.128 for S&P, 75% of initial levels due 1/28/2026
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,830.443 for Dow, 2,926.119 for S&P, 9,759.008 for Nasdaq, 70% of initial levels due 4/28/2025
Citigroup Global Markets Holdings Inc. 6.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,830.443 for Dow, 2,926.119 for S&P, 9,759.008 for Nasdaq, 1,590.299 for Russell, 70% of initial levels due 4/28/2026
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $35.655 for Energy and 1,703.892 for Russell, 75% of initial levels due 4/28/2026
Citigroup Global Markets Holdings Inc. 4.8% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $47.442 for iShares, 2,508.102 for S&P; 60% of initial levels due 7/28/2022
Citigroup Global Markets Holdings Inc. 7.9%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $16.898 for iShares, $116.480 for SPDR, $25.242 for Gold Miners, 70% of initial levels due 4/28/2025
Citigroup Global Markets Holdings Inc. 6.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,476.706 for Russell, 9,061.936 for Nasdaq, 22,128.269 for Dow, 65% of initial levels due 4/26/2024
Citigroup Global Markets Holdings Inc. 7.8% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,532.618 for Dow, 3,135.128 for S&P, 1,703.892 for Russell, 75% of initial levels due 10/30/2026
Citigroup Global Markets Holdings Inc. 5.5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 20,426.094 for Dow, 2,508.102 for S&P, 1,363.114 for Russell, 60% of initial levels due 4/28/2026
Citigroup Global Markets Holdings Inc. 5% per year, payable semiannually if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 20,426.094 for Dow, 10,862.768 for S&P, 1,363.114 for Russell, 60% of initial levels due 10/28/2026
Citigroup Global Markets Holdings Inc. 8.15% per year, payable quarterly if closing price of shares is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier price: $39.765, 75% of initial share price due 4/28/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 25,532.618 for Dow, 1,703.892 for Russell, 10,456.080 for Nasdaq; 75% of initial levels due 4/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each ETF closes at or above its coupon barrier on the related determination date; Coupon barriers: $26.535 for Financial, $35.655 for Energy, $76.17 for Industrial; 75% of initial levels due 4/27/2023
Citigroup Global Markets Holdings Inc. 15.7% per year, payable monthly if shares close at or above downside threshold level on determination date for that month due 4/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2024
Citigroup Global Markets Holdings Inc. 10.6% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 4/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2027
Citigroup Global Markets Holdings Inc. 8.00% due 4/26/2022
Citigroup Global Markets Holdings Inc. 6.85% due 4/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2031
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2026
Citigroup Global Markets Holdings Inc. 6.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,052.72 for Dow, 11,009.888 for Nasdaq, 1,786.091 for Russell; 80% of initial levels due 7/25/2024
Citigroup Global Markets Holdings Inc. 7.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,671.13 for Dow, 9,633.652 for Nasdaq, 1,562.83 for Russell; 70% of initial levels due 10/27/2022
Citigroup Global Markets Holdings Inc. 6.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,894.486 for S&P, 9,633.652 for Nasdaq, 1,562.83 for Russell; 70% of initial levels due 4/27/2023
Citigroup Global Markets Holdings Inc. 9.70% due 10/27/2021
Citigroup Global Markets Holdings Inc. SOFR plus 72 bps, subject to a floor of zero; payable quarterly due 4/26/2028
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2026
Citigroup Global Markets Holdings Inc. 10.00% due 10/27/2021
Citigroup Global Markets Holdings Inc. 6.25% per year, payable semiannually if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $288.519 for S&P, $152.033 for Russell; 70% of initial levels due 4/29/2024
Citigroup Global Markets Holdings Inc. 10.80% due 4/25/2024
Citigroup Global Markets Holdings Inc. 10.00% due 4/26/2022
Citigroup Global Markets Holdings Inc. 6.64% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: $37.83 for iShares MSCI Emerging Markets and $112.25 for iShares Russell 2000 Value; 70% of initial values due 4/24/2026
Citigroup Global Markets Holdings Inc. 8.5% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: $37.83 for iShares MSCI Emerging Markets and $112.25 for iShares Russell 2000 Value; 70% of initial values due 4/24/2026
Citigroup Global Markets Holdings Inc. 9.33% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,567.739 for Russell, 2,912.39 for S&P, 935.8 for MSCI Emerging Markets; 70% of initial levels due 10/26/2023
Citigroup Global Markets Holdings Inc. 5.27% due 7/26/2022
Citigroup Global Markets Holdings Inc. 7.35% due 7/26/2022
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier prices: $2,501.018 for Amazon and $226.988 for Facebook, 75% of initial share prices due 10/25/2022
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier prices: $2,534.364 for Amazon and $196.278 for Microsoft, 76% of initial share prices due 10/25/2022
Citigroup Global Markets Holdings Inc. 6.35% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $252.308 for QQQ, $309.128 for S&P; 75% of initial levels due 7/25/2022
Citigroup Global Markets Holdings Inc. 6.35% annualized rate, payable monthly if each ETF closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $252.308 for QQQ, $309.128 for S&P; 75% of initial levels due 7/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2026
Citigroup Global Markets Holdings Inc. 6% per year, payable semiannually if underlying fund closes at or above coupon barrier on observation date for that period; previously unpaid coupons will also be paid; Coupon barrier: $350.345, 85% of initial level due 4/25/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,531.748 for Russell, 9,666.51 for Nasdaq, $37.597 for ETF; 70% of initial levels due 1/23/2026
Citigroup Global Markets Holdings Inc. 6.9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 27,057.040 for Dow, 11,047.44 for Nasdaq, 1,750.569 for Russell; 80% of initial levels due 1/25/2023
Citigroup Global Markets Holdings Inc. 9.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,365.975 for Dow, 10,356.975 for Nasdaq, 1,641.158 for Russell; 75% of initial levels due 10/25/2023
Citigroup Global Markets Holdings Inc. 7.9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,674.91 for Dow, 9,666.51 for Nasdaq, 1,531.748 for Russell; 70% of initial levels due 4/24/2025
Citigroup Global Markets Holdings Inc. 6.2% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,674.91 for Dow, 2,894.458 for S&P, 1,531.748 for Russell; 70% of initial levels due 4/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/14/2022
Citigroup Global Markets Holdings Inc. 14.85% due 4/25/2023
Citigroup Global Markets Holdings Inc. SOFR plus spread of 0.54%, with floor of 0%; payable quarterly due 4/22/2026
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly if underlying stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier price: $2,697.608, 80% of initial share price due 4/22/2022
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly if underlying stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier price: $241.792, 80% of initial share price due 4/24/2023
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly if each underlying closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: $271.104 for QQQ, $332.168 for S&P Trust; 80% of initial levels due 4/22/2022
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each fund closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier prices: $17.985 for iShares, $30.458 for SPDR; 75% of initial share prices due 4/24/2024
Citigroup Global Markets Holdings Inc. 6.65% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 9,735.369 for Nasdaq, 1,562.401 for Russell, 2,914.282 for S&P; 70% of initial levels due 1/24/2022
Citigroup Global Markets Holdings Inc. 4.35% annualized rate, payable monthly if each underlying closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 3,330.608 for S&P, $53.832 for SPDR; 80% of initial levels due 4/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2022
Citigroup Global Markets Holdings Inc. 6.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,562.401 for Russell, 2,914.282 for S&P; 70% of initial levels due 10/24/2022
Citigroup Global Markets Holdings Inc. 6.5% for first year; then 6.5% contingent coupon figured quarterly based on number of days the 30-year CMS rate minus the two-year CMS rate is above 0% and on the same day all indexes finish above 70% accrual barrier levels due 4/22/2041
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/21/2026
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level, on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: $27.612 for Financial, $52.783 for Banking; 78% of initial levels due 4/21/2022
Citigroup Global Markets Holdings Inc. 9.35% annualized rate, payable quarterly if each fund closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $59.843 for Solar and $30.226 for Oil, 70% of initial levels due 4/18/2024
Citigroup Global Markets Holdings Inc. 4.75% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that period; Coupon barrier levels: 9,829.337 for Nasdaq, 1,583.869 for Russell, $38.045 for ETF; 70% of initial levels due 4/21/2026
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,923.270 for Russell and 509.329 for S&P, 85% of initial levels due 4/21/2026
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 9,829.337 for Nasdaq, 1,583.869 for Russell; 70% of initial levels due 10/20/2022
Citigroup Global Markets Holdings Inc. 4.95% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 1,357.602 for Russell, 2,511.282 for S&P; 60% of initial levels due 4/21/2022
Citigroup Global Markets Holdings Inc. 6.35% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 1,470.736 for Russell, 2,720.556 for S&P; 65% of initial levels due 4/21/2022
Citigroup Global Markets Holdings Inc. 9.05% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,583.869 for Russell, 2,929.829 for S&P, 9,829.337 for Nasdaq; 70% of initial levels due 10/20/2022
Citigroup Global Markets Holdings Inc. 11.2% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that period; Coupon barrier levels: 2,511.282 for S&P, 1,357.602 for Russell, $21.036 for ETF; 60% of initial levels due 4/21/2026
Citigroup Global Markets Holdings Inc. 9.75% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that period; Coupon barrier levels: 3,095.993 for S&P, 1,675.338 for Russell, $58.17 for ETF; 75% of initial levels due 4/21/2022
Citigroup Global Markets Holdings Inc. 19.25% due 4/21/2022
Citigroup Global Markets Holdings Inc. 8.20% due 7/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/21/2031
Citigroup Global Markets Holdings Inc. 15% annualized, payable quarterly if the stock closes at or above coupon barrier on the relevant determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $276.028; 69% of initial price due 5/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/21/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/21/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/21/2031
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each fund closes at or above its coupon barrier on the valuation date for that period; Coupon barriers: $125.909 for Consumer, $24.780 for Financial, $70.798 for Industrial, 70% of initial levels due 1/22/2025
Citigroup Global Markets Holdings Inc. 10% annually, payable quarterly, if ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $33.88, or 70% of initial share price due 4/20/2023
Citigroup Global Markets Holdings Inc. 7.1% per year, payable monthly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $273.608 for QQQ earnings, $129.800 for Russell, $333.808 for S&P; 80% of initial levels due 10/19/2023
Citigroup Global Markets Holdings Inc. 9.5% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $182.518 for Microsoft, $273.707 for UnitedHealth, $158.487 for Visa, $98.427 for Walmart; 70% of initial levels due 4/22/2025
Citigroup Global Markets Holdings Inc. 9.7% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $93.912 for Apple, 9,829.337 for Nasdaq, $113.575 for ETF; 70% of initial levels due 4/21/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,829.337 for Nasdaq, 1,583.869 for Russell; 70% of initial levels due 4/19/2024
Citigroup Global Markets Holdings Inc. 5.35% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,829.337 for Nasdaq, 1,583.869 for Russell and 2,929.829 for S&P 500; 70% of initial levels due 4/21/2026
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,929.829 for S&P, 1,583.869 for Russell; 70% of initial levels due 4/21/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,139.103 for S&P, 10,531.433 for Nasdaq, 1,697.003 for Russell; 75% of initial levels due 7/19/2024
Citigroup Global Markets Holdings Inc. 7.2% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,348.376 for S&P, 11,233.528 for Nasdaq, 1,810.136 for Russell; 80% of initial levels due 7/19/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,511.282 for S&P, 8,425.146 for Nasdaq, 1,357.602 for Russell; 60% of initial levels due 1/20/2023
Citigroup Global Markets Holdings Inc. 5.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,092.735 for S&P, 7,020.955 for Nasdaq, 1,131.335 for Russell; 50% of initial levels due 1/20/2023
Citigroup Global Markets Holdings Inc. 5% per year, paid quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,929.829, 70% of initial level due 4/21/2031
Citigroup Global Markets Holdings Inc. 7.05% due 4/21/2022
Citigroup Global Markets Holdings Inc. 9.58% due 4/21/2022
Citigroup Global Markets Holdings Inc. 8.5% for the first year, payable quarterly; after that, 30 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 8.5% and a floor of zero; Accrual barrier levels: 23,085.452 for Dow, 2,825.192 for S&P, 9,478.289 for Nasdaq; 67.5% of initial levels due 4/22/2041
Citigroup Global Markets Holdings Inc. 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; Accrual barrier levels: 59.04 for Stoxx, 2,804.265 for S&P, 9,408.080 for Nasdaq; 67% of initial levels due 4/22/2041
Citigroup Global Markets Holdings Inc. 8% for the first five years, payable quarterly; after that, 30 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 8% and a floor of zero; Accrual barrier levels: 52.872 for Stoxx, 2,511.282 for S&P, 8425.146 for Nasdaq; 60% of initial levels due 4/22/2041
Citigroup Global Markets Holdings Inc. 10% for the first three years, payable quarterly; after that, 30 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 10% and a floor of zero; Accrual barrier levels: 57.278 for Stoxx, 2,720.556 for S&P, 9127.242 for Nasdaq; 65% of initial levels due 4/22/2041
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 3,139.103 for S&P, 10,531.433 for Nasdaq, 1,697.003 for Russell; 75% of initial levels due 4/20/2023
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each day of that period; Coupon barriers: 1,810.136 for Russell, 3,348.376 for S&P, 11,233.528 for Nasdaq; 80% of initial levels due 4/22/2025
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 3,348.376; 80% of initial level due 4/20/2023
Citigroup Global Markets Holdings Inc. 5.20% due 5/19/2022
Citigroup Global Markets Holdings Inc. 6.75% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 25,650.5025 for Dow, 1,697.0025 for Russell, 3,139.1025 for S&P; 75% of initial level due 4/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/7/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2022
Citigroup Global Markets Holdings Inc. 5.15% due 4/21/2023
Citigroup Global Markets Holdings Inc. 17.5%, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $125.587 for Teladoc Health and $370.53 for ServiceNow, 69% of initial levels due 4/18/2022
Citigroup Global Markets Holdings Inc. 12.25% per year, payable monthly if stock closes at or above coupon barrier on valuation date for that period; Coupon barrier level: $29.316, 70% of initial level due 4/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/17/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/20/2028
Citigroup Global Markets Holdings Inc. 14.00% due 4/17/2023
Citigroup Global Markets Holdings Inc. 6.00% due 10/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/12/2024
Citigroup Global Markets Holdings Inc. 8.70% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 9,691.535 for Nasdaq, 1,570.432 for Russell and 2,890.16 for S&P; 70% of initial levels due 1/13/2022
Citigroup Global Markets Holdings Inc. 20.00% due 4/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/17/2031
Citigroup Global Markets Holdings Inc. 0.00% due 4/14/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/14/2023
Citigroup Global Markets Holdings Inc. 4.8% per year, payable quarterly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 23,660.42 for Dow, 2,890.16 for S&P; 70% of initial levels due 1/12/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,660.42 for Dow, 9,691.535 for Nasdaq, 1,570.432 for Russell, 70% of initial levels due 1/12/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,350.45 for Dow, 10,383.788 for Nasdaq, 1,682.606 for Russell; 75% of initial levels due 1/12/2023
Citigroup Global Markets Holdings Inc. 7.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,660.42 for Dow, 9,691.535 for Nasdaq, 1,570.432 for Russell, 70% of initial levels due 4/12/2024
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $17.558 for iShares, $26.048 for VanEck; 75% of initial levels due 4/13/2023
Citigroup Global Markets Holdings Inc. 4.65% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,076.04 for Nasdaq, 1,794.779 for Russell, 3,303.04 for S&P; 80% of initial levels due 1/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/14/2022
Citigroup Global Markets Holdings Inc. 3.55% annualized rate, payable semiannually if each underlying closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 23,412.382 for Dow, $284.613 for ETF; 70% of initial share levels due 4/13/2022
Citigroup Global Markets Holdings Inc. 3.2% annualized rate, payable semiannually if each asset closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $345.602 for ETF, 28,429.321 for Dow; 85% of initial levels due 4/13/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/13/2026
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $16.534 for Silver, $24.311 for Gold; 70% of initial levels due 4/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2026
Citigroup Global Markets Holdings Inc. 9.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,072.680 for Dow, 10,183.845 for Nasdaq, 1,694.365 for Russell, 75% of initial levels due 4/11/2024
Citigroup Global Markets Holdings Inc. 7.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,744.192 for Dow, 10,862.768 for Nasdaq, 1,807.322 for Russell, 80% of initial levels due 4/11/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 10,862.768 for Nasdaq, 1,807.322 for Russell, 3,259.152 for S&P, 80% of initial levels due 4/11/2024
Citigroup Global Markets Holdings Inc. 5.8% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 6,789.230 for Nasdaq, 1,129.577 for Russell, 2,036.970 for S&P, 50% of initial levels due 1/11/2023
Citigroup Global Markets Holdings Inc. 9.55% per year, payable quarterly if ETF closes at or above coupon barrier on valuation date for that period; Coupon barrier level: $50.153, 75% of initial level due 4/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/11/2023
Citigroup Global Markets Holdings Inc. 9.5% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $53.802 for ETF, 9,330.657 for Nasdaq, 1,577.732 for Russell, 70% of initial levels due 4/11/2023
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,469.033 for Dow, 9,518.712 for Nasdaq, 1,585.420 for Russell, 70% of initial levels due 1/10/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2026
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier prices: $48.654 for Advanced, $1,429.476 for Booking, $105.558 for Expedia and $36.78 for Southwest; 60% of initial share prices due 4/4/2024
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable seminannually if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $277.431 for SPDR S&P 500, $154.658 for iShares Russell 2000, 70% of initial levels due 4/8/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 26,385.24 for Dow, 10,473.152 for Nasdaq, 1,776.415 for Russell, 80% of initial levels due 4/6/2023
Citigroup Global Markets Holdings Inc. 7.3%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: $112.924 for ETF and 2,813.909 for S&P; 70% of initial levels due 4/7/2026
Citigroup Global Markets Holdings Inc. 8.25% due 4/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/7/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 35.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $59.297 for Chewy, $42.931 for DraftKings, $129.164 for Disney; 70% of initial share prices due 4/5/2023
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 9,164.008 for Nasdaq, 23,087.085 for Dow, 70% of initial levels due 7/6/2022
Citigroup Global Markets Holdings Inc. 13.5% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $127.225; 70% of initial level due 4/4/2024
Citigroup Global Markets Holdings Inc. 8.00% due 10/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2023
Citigroup Global Markets Holdings Inc. 6.25% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 19,788.930 for Dow, 2,383.734 for S&P, 1,332.311 for Russell; 60% of initial levels due 4/6/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,087.085 for Dow, 2,781.023 for S&P, 1,554.363 for Russell; 70% of initial levels due 4/6/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,087.085 for Dow, 2,781.023 for S&P, 1,554.363 for Russell; 70% of initial levels due 10/5/2022
Citigroup Global Markets Holdings Inc. 5.25% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 19,788.930 for Dow, 2,383.734 for S&P, 1,332.311 for Russell; 60% of initial levels due 10/5/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,087.085 for Dow, 2,781.023 for S&P, 1,554.363 for Russell; 70% of initial levels due 4/6/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,127.724 for Nasdaq, 1,887.441 for Russell; 85% of initial levels due 10/5/2022
Citigroup Global Markets Holdings Inc. 7.2% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,818.580 for Nasdaq, 2,979.668 for S&P, 1,665.389 for Russell; 75% of initial levels due 1/6/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,383.734 for S&P, 1,332.311 for Russell; 60% of initial levels due 10/5/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,979.668; 75% of initial level due 10/5/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the fund closes at or above coupon barrier on related observation date; Coupon barrier level: $257.615; 65% of initial level due 4/8/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $277.431 for S&P, $36.316 for Bank, $46.438 for Banking; 70% of initial levels due 4/5/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barrier levels: 2,979.668 for S&P, 1,665.389 for Russell, 9,818.580 for Nasdaq; 75% of initial levels due 4/5/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable for each quarter that each index closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: 2,781.023 for S&P, 2,743.447 for Stoxx, 1,554.363 for Russell; 70% of initial levels due 4/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2022
Citigroup Global Markets Holdings Inc. 11.05% due 4/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2029
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2024
Citigroup Global Markets Holdings Inc. 12.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $208.320 for Dexcom, $111.300 for Eli Lilly and $285.570 for IDEXX; 60% of initial share prices due 4/8/2024
Citigroup Global Markets Holdings Inc. 10.85% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $52.026 for Papa John's, $39.366 for Restaurant Brands and $66.162 for Starbucks; 60% of initial share prices due 4/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2026
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each index closes at or above coupon barrier on the relevant observation date; Coupon barrier levels: 20,501.515 for Dow, 7,995.849 for Russell; 62% of initial levels due 4/4/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 21,493.524 for Dow, 1,427.267 for Russell and 2,573.058 for S&P, 65% of initial levels due 4/2/2026
Citigroup Global Markets Holdings Inc. 12.5% annualized, payable quarterly if each fund closes at or above coupon threshold on observation date for that quarter; Coupon threshold levels: $22.281 for Gold and $15.582 for Silver; 70% of initial levels due 3/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2026
Citigroup Global Markets Holdings Inc. 28.25% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $46.284 for Advanced, $623.946 for Shopify, $71.778 for Zillow and $185.034 for Zoom; 60% of initial share prices due 4/3/2024
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,227.474 for Alphabet, $72.834 for Apple, $174.492 for Facebook, $308.370 for Netflix; 60% of initial share prices due 4/3/2024
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $181.320 for Home Depot, $91.608 for JPM, $141.144 for Microsoft, $82.002 for Walmart; 60% of initial share prices due 4/3/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each ETF closes at or above coupon barrier level on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: $308.708 for SPDR, $246.410 for QQQ; 78% of initial levels due 4/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2028
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,561.301 for Dow, 1,403.143 for Russell and 2,581.209 for S&P, 65% of initial levels due 4/2/2026
Citigroup Global Markets Holdings Inc. 7.35% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,219.959 for Dow, 9,076.018 for Nasdaq, 1,511.077 for Russell; 70% of initial levels due 4/3/2025
Citigroup Global Markets Holdings Inc. 5.5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,779.763; 70% of initial level due 4/1/2026
Citigroup Global Markets Holdings Inc. 5.5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,779.763; 70% of initial levels due 4/2/2031
Citigroup Global Markets Holdings Inc. 11% for the first two years; after that, 30 times the 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 11% and a floor of zero; payable quarterly; Accrual barrier levels: 21,561.391 for Dow, 56.342 for Stoxx Banks and 2,581.209 for S&P, or 65% of initial levels due 4/1/2041
Citigroup Global Markets Holdings Inc. 8% for the first four years; after that, 8% contingent rate based upon how many days each quarter the 30-year CMS rate minus the two-year CMS rate is above 0% and all three indexes close above their accrual barriers; payable quarterly; Accrual barrier levels: 7,779.444 for Nasdaq, 52.008 for Stoxx Banks and 2,382.654 for S&P, or 60% of initial levels due 4/1/2041
Citigroup Global Markets Holdings Inc. 12% for the first year, payable quarterly; after that, 30 times 30-year CMS rate minus the two-year CMS rate for each day all three indexes close above their accrual barriers, subject to a maximum rate of 12% and a floor of zero; Accrual barrier levels: 56.342 for Stoxx Banks, 2,581.209 for S&P, 8,427.731 for Nasdaq; 65% of initial levels due 4/1/2041
Citigroup Global Markets Holdings Inc. 5% for the first year; after that, 6 times the spread of the 30-year CMS rate minus the five-year CMS rate, subject to a floor of 1% and a cap of 8%; payable quarterly due 3/31/2031
Citigroup Global Markets Holdings Inc. 10% annual rate for each day that the spread of the 30-year CMS rate over the two-year CMS rate is at least zero and each index closes at or above its accrual barrier, payable quarterly; Accrual barriers: 2,481.931 for S&P, 8,103.588 for Nasdaq, 54.175 for Euro Stoxx Banks; 62.5% of initial levels due 4/1/2041
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 9.00% due 4/1/2022
Citigroup Global Markets Holdings Inc. 5% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 3,179.632 for S&P, 1,777.186 for Russell, 80% of initial levels due 4/1/2024
Citigroup Global Markets Holdings Inc. 12% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupons; Coupon barrier prices: $1,678.617 for Amazon, $97.290 for Teladoc Health; 55% of initial share prices due 3/31/2022
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable monthly if ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $79.779, 70% of initial level due 12/29/2023
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 3,093.344 for Stoxx, 3,179.632 for S&P; 80% of initial levels due 4/1/2024
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 9,734.340 for Nasdaq, 24,804.660 for Dow, 75% of initial levels due 6/30/2022
Citigroup Global Markets Holdings Inc. 6.85% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 2,782.178 for S&P, 1,555.037 for Russell; 70% of initial levels due 4/1/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each underlier closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: $24.578 for ETF, 2,980.905 for S&P; 75% of initial levels due 3/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2031
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2026
Citigroup Global Markets Holdings Inc. 9.30% due 6/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 19,843.728 for Dow, 1,332.889 for Russell and 7,787.472 for Nasdaq, 60% of initial levels due 3/31/2025
Citigroup Global Markets Holdings Inc. 5.5% per year, payable quarterly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 23,151.016 for Dow, 1,555.037 for Russell and 2,782.178 for S&P, 70% of initial levels due 12/31/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $120.135 for ETF, 1,666.112 for Russell and 2,980.905 for S&P, 75% of initial levels due 3/30/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 915.236 for MSCI EM, 1,555.037 for Russell and 2,782.178 for S&P, 70% of initial levels due 4/1/2024
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 1,888.26 for Russell and 11,032.252 for Nasdaq, 85% of initial levels due 3/31/2026
Citigroup Global Markets Holdings Inc. 9.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,804.660 for Dow, 9,734.340 for Nasdaq, 1,666.112 for Russell; 75% of initial levels due 4/1/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,151.016 for Dow, 9,085.384 for Nasdaq, 1,555.037 for Russell; 70% of initial levels due 4/1/2024
Citigroup Global Markets Holdings Inc. 11.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,804.660 for Dow, 9,734.340 for Nasdaq, 1,666.112 for Russell; 75% of initial levels due 9/29/2023
Citigroup Global Markets Holdings Inc. 8.65% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 849.862 for EM, 8,436.428 for Nasdaq, 1,443.963 for Russell, 65% of initial levels due 3/30/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,436.428 for Nasdaq, 1,443.963 for Russell; 65% of initial levels due 3/31/2026
Citigroup Global Markets Holdings Inc. 9.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,734.340 for Nasdaq, 2,980.905 for S&P, 1,666.112 for Russell; 75% of initial levels due 4/1/2024
Citigroup Global Markets Holdings Inc. 6.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 6,489.560 for Nasdaq, 1,987.270 for S&P, 1,110.741 for Russell; 50% of initial levels due 12/30/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,734.340 for Nasdaq, 2,980.905 for S&P, 1,666.112 for Russell; 75% of initial levels due 4/1/2024
Citigroup Global Markets Holdings Inc. 9.9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 915.236 for EM, 2,782.178 for S&P, 1,555.037 for Russell, 70% of initial levels due 3/30/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,782.178 for S&P, 1,555.037 for Russell; 70% of initial levels due 9/29/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,378.359 for S&P, 1,888.260 for Russell; 85% of initial levels due 9/29/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,980.905; 75% of initial level due 9/29/2022
Citigroup Global Markets Holdings Inc. 4% per year, payable monthly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 2,980.905, 75% of initial level due 3/31/2022
Citigroup Global Markets Holdings Inc. 6.05% annual rate, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 7,787.472 for Nasdaq, 2,384.724 for S&P; 60% of initial levels due 12/30/2022
Citigroup Global Markets Holdings Inc. 8.15%, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 7,787.472 for Nasdaq, 2,384.724 for S&P; 60% of initial levels due 12/30/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if ETF closes at or above coupon barrier on valuation date for that period; Coupon barrier level: $316.784, 80% of initial level due 3/31/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each underlying closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $26.216 for ETF, 26,458.304 for Dow; 80% of initial levels due 3/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2028
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier level on the corresponding determination date; Coupon barriers: 2,980.905 for S&P, 9,734.340 for Nasdaq, 1,666.112 for Russell; 75% of initial levels due 4/1/2024
Citigroup Global Markets Holdings Inc. 6.85% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier level: 980.61; 75% of initial level due 8/10/2023
Citigroup Global Markets Holdings Inc. 8.25% per year, payable for each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 1,555.037 for Russell, 2,782.178 for S&P, 23,151.016 for Dow; 70% of initial levels due 3/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2028
Citigroup Global Markets Holdings Inc. 8.5% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,555.037 for Russell, 2,782.178 for S&P, 915.24 for MSCI Emerging Markets; 70% of initial levels due 3/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2026
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable monthly if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $29.526 for Energy, $39.732 for Regional Banking, 60% of initial levels due 3/28/2024
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $24.703 for Financial, $48.341 for Regional Banking, 73% of initial levels due 3/30/2022
Citigroup Global Markets Holdings Inc. 10.45% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $272.790 for ETF Trust, $36.113 for S&P Bank, $46.354 for Regional Banking, 70% of initial levels due 3/30/2023
Citigroup Global Markets Holdings Inc. 9.3% annualized rate, payable monthly if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $74.653 for Health Care, $17.069 for Global Jets, 65% of initial levels due 3/28/2025
Citigroup Global Markets Holdings Inc. 12.80% due 4/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2022
Citigroup Global Markets Holdings Inc. 9.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,833.636 for Dow, 8,946.357 for Nasdaq, 1,528.185 for Russell, 70% of initial levels due 3/28/2024
Citigroup Global Markets Holdings Inc. 9.7% annualized, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $364.567, 70% of initial price due 4/28/2022
Citigroup Global Markets Holdings Inc. 31.9%, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $39.978 for DraftKings and $62.436 for Penn, 60% of initial share prices due 3/29/2022
Citigroup Global Markets Holdings Inc. 8%, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $230.055 for Goldman and $92.792 for Procter & Gamble, 70% of initial levels due 3/28/2024
Citigroup Global Markets Holdings Inc. 18.1%, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $191.070 for Roku and $110.832 for Disney, 60% of initial levels due 3/29/2022
Citigroup Global Markets Holdings Inc. 15.05% due 3/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 22,694.042 for Dow, 8,959.216 for Nasdaq and 2,722.398 for S&P, 70% of initial levels due 9/29/2022
Citigroup Global Markets Holdings Inc. 4% per year, payable each quarter that underlying index closes at or above coupon barrier on observation date for that period; Coupon barrier: 1,493.986, 70% of initial level due 3/29/2023
Citigroup Global Markets Holdings Inc. 7.45% annualized rate, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $2,384.50, 76% of initial level due 4/28/2022
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if stock closes at or above its coupon barrier price on the valuation date for that period, plus any unpaid coupon; Coupon barrier price: $2,478.625, 79% of initial level due 3/28/2022
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if each stock closes at or above its coupon barrier price on the valuation date for that period; Coupon barrier levels: $85.778 for Apple and $232.239 for Goldman, 70% of initial levels due 3/28/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $90.68, 74% of initial level due 4/28/2022
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if stock closes at or above its coupon barrier price on valuation date for that period, plus any unpaid coupon; Coupon barrier price: $94.356, 77% of initial share price due 3/28/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable semiannually if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $141.089 for Russell, $28.399 for Stoxx, $253.175 for S&P, or 65% of initial share prices due 4/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2026
Citigroup Global Markets Holdings Inc. For the first 2.5 years, 30-year CMS rate minus two-year CMS rate times 20, floored at 0% and capped at 10%; in September 2023 the cap increases to 13%; coupon payable quarterly based on CMS spread contingent rate times number of days all indexes finish above accrual barrier divided by number of days in accrual period; Accrual barrier levels: 51.253 for Stoxx, 2,324.948 for S&P and 19,311.408 for Dow, or 59% of initial levels due 3/26/2041
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $124.283 for Consumer, $70.83 for Industrial, $57.075 for Materials; 75% of initial levels due 3/28/2023
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each index closes at or above its coupon barrier level on the valuation date for that period; Coupon barrier levels: 65.003 for Stoxx Banks and 2,870.265 for Stoxx 50, 75% of initial levels due 3/26/2026
Citigroup Global Markets Holdings Inc. 6.05% per year, payable quarterly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 22,696.205 for Dow, 1,529.981 for Russell, 9,112.453 for Nasdaq, 70% of initial levels due 3/26/2026
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 2,737.364 for S&P, 9,112.453 for Nasdaq, 1,529.981 for Russell, 70% of initial levels due 12/29/2022
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 2,737.364 for S&P, 9,112.453 for Nasdaq, 1,529.981 for Russell, 70% of initial levels due 6/28/2022
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if stock closes at or above coupon barrier on valuation date for that period; Coupon barrier level: $141.69, 75% of initial level due 3/28/2023
Citigroup Global Markets Holdings Inc. 15.65% annualized rate, payable monthly if stock closes at or above coupon barrier price on valuation date for that month; Coupon barrier price: $55.865, 51% of initial level due 4/27/2022
Citigroup Global Markets Holdings Inc. 6.75% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 9,160.557 for Nasdaq, 1,586.790 for Russell, 2,758.413 for S&P, 70% of initial levels due 3/26/2026
Citigroup Global Markets Holdings Inc. 25% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter; previously unpaid coupons will also be paid due 3/25/2022
Citigroup Global Markets Holdings Inc. 7.65% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 9,160.557 for Nasdaq, 1,586.790 for Russell, 2,758.413 for S&P, 70% of initial levels due 3/27/2025
Citigroup Global Markets Holdings Inc. 6.25% per year, payable each quarter that each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,152.472 for S&P, 1,813.474 for Russell; 80% of initial levels due 3/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2026
Citigroup Global Markets Holdings Inc. 8% annualized rate, plus previously unpaid coupons, payable quarterly if each stock closes at or above coupon barrier price, on valuation date for that quarter; Coupon barrier levels: $82.793 for Apple and $158.942 for Microsoft, 69% of initial levels due 9/22/2022
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $153.492 for Boeing, $138.210 for Microsoft and $124.140 for Visa; 60% of initial share prices due 3/24/2022
Citigroup Global Markets Holdings Inc. 17.7% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $179.074 for Boeing, $161.245 for Microsoft and $144.830 for Visa; 70% of initial share prices due 3/24/2022
Citigroup Global Markets Holdings Inc. 5% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 27,733.775 for Dow, 1,944.413 for Russell, 10,936.942 for Nasdaq; 85% of initial levels due 3/22/2024
Citigroup Global Markets Holdings Inc. 11.25% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,069.472 for MSCI, 1,830.036 for Russell and 3,130.480 for S&P, 80% of initial levels due 3/22/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if stock closes at or above barrier value on valuation date for that period due 6/23/2022
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 444.984 for S&P, 1,830.036 for Russell, 80% of initial levels due 3/24/2026
Citigroup Global Markets Holdings Inc. 13.3% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter due 3/24/2022
Citigroup Global Markets Holdings Inc. 13.3% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter due 3/24/2022
Citigroup Global Markets Holdings Inc. 13.75% due 3/24/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2026
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if ETF closes at or above coupon barrier on valuation date for that period; Coupon barrier level: $32.188, 65% of initial level due 9/26/2024
Citigroup Global Markets Holdings Inc. 11.35% per year, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barriers: $80.549 for Health, $272.636 for S&P, $101.549 for Biotech; 70% of initial levels due 3/23/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,839.579 for Dow, 9,006.893 for Nasdaq, 1,601.282 for Russell, 70% of initial levels due 9/22/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 19,576.782 for Dow, 2,347.860 for S&P, 1,372.527 for Russell, 60% of initial levels due 9/24/2026
Citigroup Global Markets Holdings Inc. 6% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 19,576.782 for Dow, 2,347.860 for S&P, 1,372.527 for Russell, 60% of initial levels due 3/24/2026
Citigroup Global Markets Holdings Inc. 6.65% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 19,576.782 for Dow, 2,347.860 for S&P, 1,372.527 for Russell, 60% of initial levels due 9/28/2026
Citigroup Global Markets Holdings Inc. 10.3% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 9,650.243 for Nasdaq, 1,715.659 for Russell, 2,934.825 for S&P, 75% of initial levels due 12/22/2022
Citigroup Global Markets Holdings Inc. 6.75% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 1,601.282, 70% of initial level due 3/24/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2026
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $1,617.072, 80% of initial level due 3/23/2022
Citigroup Global Markets Holdings Inc. 28.25% per year, payable monthly if worst performing stock is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier levels: $1,816.794 for Amazon, $57.75 for Lemonade and $189.792 for Zoom, 60% of initial share prices due 3/21/2024
Citigroup Global Markets Holdings Inc. 12.25% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $36.295 for Energy Select and $24.108 for Financial Select, 70% of initial levels due 3/23/2026
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 2,502.331 for Stoxx, 2,583.178 for S&P and 7,099.619 for Swiss Market, 65% of initial levels due 3/25/2024
Citigroup Global Markets Holdings Inc. 29.75% per year, payable monthly if worst performing stock is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier levels: $130.02 for Snowflake, $57.75 for Lemonade and $189.792 for Zoom, 60% of initial share prices due 3/21/2024
Citigroup Global Markets Holdings Inc. 9.25% annualized rate, payable quarterly if ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $31.057, 65% of initial level due 3/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2024
Citigroup Global Markets Holdings Inc. 9.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,003.610 for Dow, 8,952.398 for Nasdaq, 1,587.31 for Russell, 70% of initial levels due 3/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2024
Citigroup Global Markets Holdings Inc. 18% annual rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: $242.719 for lululemon, $111.511 for NIKE, 77% of initial levels due 3/22/2022
Citigroup Global Markets Holdings Inc. 10.5% per year for the first two years, then varies at 30 times the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate times each day each index closes at or above the accrual barrier divided by the elapsed days in the quarter, payable quarterly and subject to a floor of 0% and a cap of 11.25%; Accrual barrier levels: 57.746 for Stoxx Banks, 21,459.991 for Dow and 2,583.178 for S&P, or 65% of initial levels due 3/19/2041
Citigroup Global Markets Holdings Inc. SOFR plus 50 bps, subject to a 0% floor; beginning March 22, 2022, 0.45%; payable quarterly due 3/22/2023
Citigroup Global Markets Holdings Inc. 7% annual rate, payable quarterly if each index closes at or above the coupon barrier level on the observation date for that quarter; Coupon barrier levels: 2781.884 for S&P, 1635.4744 for Russell, 2694.818 for Stoxx; 70% of initial levels due 3/22/2028
Citigroup Global Markets Holdings Inc. 7.25% due 3/22/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: $68.11 for industrial, $24.11 for financial; 70% of initial values due 3/21/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: $68.11 for Industrial Select and $24.11 for Financial Select; 70% of initial values due 3/21/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: $68.11 for Industrial Select and $24.11 for Financial Select; 70% of initial values due 3/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/19/2026
Citigroup Global Markets Holdings Inc. 13% per year, payable quarterly if worst performing stock is greater than or equal to barrier price on valuation date for that period due 3/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2023
Citigroup Global Markets Holdings Inc. 8.9% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,384.472 for S&P and $76.476 for ARK; 60% of initial levels due 3/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2022
Citigroup Global Markets Holdings Inc. 10.00% due 3/21/2022
Citigroup Global Markets Holdings Inc. 9.5% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,575.76 for S&P, 1,507.687 for Russell, 8,548.98 for Nasdaq; 65% of initial levels due 12/21/2023
Citigroup Global Markets Holdings Inc. 10.4% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,575.76 for S&P, 1,507.687 for Russell, 8,548.98 for Nasdaq; 65% of initial levels due 12/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/19/2026
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,778.258 for S&P, 9,157.778 for Nasdaq, 1,652.118 for Russell, 70% of initial levels due 3/19/2026
Citigroup Global Markets Holdings Inc. 10.10% due 3/20/2024
Citigroup Global Markets Holdings Inc. 6.00% due 9/20/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/17/2026
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $37.499 for Energy, $91.987 for Technology, or 70% of initial share prices due 3/16/2023
Citigroup Global Markets Holdings Inc. 6.65% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $99.120 for Invesco, $55.083 for SPDR, or 70% of initial share prices due 3/15/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 10,349.832 for Nasdaq and 3,154.672 for S&P, 80% of initial levels due 3/16/2023
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $22.825 for Gold Miners, $32.499 for Junior Gold Miners, or 69% of initial share prices due 3/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/19/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/17/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/18/2022
Citigroup Global Markets Holdings Inc. 5.5% per year, payable monthly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 10,996.697 for Nasdaq, 27,861.844 for Dow, 85% of initial levels due 3/17/2026
Citigroup Global Markets Holdings Inc. 9.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,583.980 for Dow, 9,702.968 for Nasdaq, 1,764.592 for Russell, 75% of initial levels due 3/17/2026
Citigroup Global Markets Holdings Inc. 8.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,945.048 for Dow, 9,702.968 for Nasdaq, 1,646.952 for Russell, 70% of initial levels due 3/17/2022
Citigroup Global Markets Holdings Inc. 8.05% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,760.338 for S&P, 1,646.952 for Russell, 22,945.048 for Dow; 70% of initial levels due 3/15/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,760.338 for S&P, 1,646.952 for Russell, 9,056.103 for Nasdaq; 70% of initial levels due 3/19/2026
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 2,760.338, 70% of initial level due 3/17/2031
Citigroup Global Markets Holdings Inc. 7.4%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,011.150 for MSCI and 2,957.505 for S&P; 75% of initial levels due 3/16/2028
Citigroup Global Markets Holdings Inc. 10.55% for the first three years; after that, 30 times the spread of the 30-year CMS rate over the two-year CMS rate for each day that each index closes above its accrual barrier, subject to a maximum of 10.55% and a floor of zero; Accrual barrier levels: 9,056.103 for Nasdaq, 62.174 for Stoxx Banks and 2,760.338 for S&P, or 70% of initial levels due 3/18/2041
Citigroup Global Markets Holdings Inc. Payable quarterly; 7.3% for the first five years; after that, 30 times the spread of the 30-year CMS rate over the two-year CMS rate for each day that each index closes above its accrual barrier, subject to a maximum of 7.3% and a floor of zero; Accrual barrier levels: 7,762.374 for Nasdaq, 53.292 for Stoxx Banks and 2,366.004 for S&P, or 60% of initial levels due 3/18/2041
Citigroup Global Markets Holdings Inc. 9.5% for the first year, payable quarterly; after that, 9.5% contingent rate based upon how many days each quarter the 30-year CMS rate minus the two-year CMS rate is above 0% and all three indexes close above their accrual barriers; Accrual barrier levels: 7,762.374 for Nasdaq, 53.292 for Stoxx Banks and 2,366.004 for S&P, or 60% of initial levels due 3/18/2041
Citigroup Global Markets Holdings Inc. 4% for the first year; after that, 3 times the spread of the 30-year CMS rate minus the five-year CMS rate, subject to a floor of 1% and a 7% cap; payable quarterly due 3/17/2031
Citigroup Global Markets Holdings Inc. 2% initially, stepping up to 2.25% on March 16, 2027 and to 2.75% on March 16, 2029; payable semiannually due 3/16/2031
Citigroup Global Markets Holdings Inc. 7.65% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 1,646.952, 70% of initial level due 3/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2022
Citigroup Global Markets Holdings Inc. 10.5% annualized, payable each month that fund closes at or above coupon barrier on determination date for that month, plus any previously unpaid coupons; Coupon barrier: $264.248, 85% of initial price due 3/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/17/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable each quarter that each index closes at or above its coupon barrier on every day that quarter; Coupon barriers: 2,560.57 for S&P, 1,520.052 for Russell, 882.44 for MSCI EM; 65% of initial levels due 9/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/7/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/7/2022
Citigroup Global Markets Holdings Inc. 10.82% per year, payable quarterly if each index closes at or above coupon barrier on every day that period; Coupon barriers: $56.768 for ETF, 1,714.262 for Russell, 2,924.108 for S&P; 75% of initial levels due 3/13/2025
Citigroup Global Markets Holdings Inc. 9.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,222.765 for Dow, 9,564.053 for Nasdaq, 1,714.262 for Russell, 75% of initial levels due 3/17/2026
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,729.167 for S&P, 8,926.449 for Nasdaq, 1,599.978 for Russell, 70% of initial levels due 3/14/2024
Citigroup Global Markets Holdings Inc. 8.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,729.167 for S&P, 8,926.449 for Nasdaq, 1,599.978 for Russell, 70% of initial levels due 12/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2026
Citigroup Global Markets Holdings Inc. 5.50% due 3/15/2022
Citigroup Global Markets Holdings Inc. 10.6% annualized rate, payable monthly, plus previously unpaid coupons, if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $90.162 for American Express, $1,421.244 for Booking and $121.146 for Walt Disney, 60% of initial levels due 3/18/2024
Citigroup Global Markets Holdings Inc. 6.3% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $187.062 for Invesco and $232.302 for S&P, 60% of initial levels due 6/14/2022
Citigroup Global Markets Holdings Inc. 21.00% due 3/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2024
Citigroup Global Markets Holdings Inc. 6.25% per year, payable monthly if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 19,099.644 for Dow, 1,347.035 for Russell, 7,676.694 for Nasdaq; 60% of initial levels due 3/12/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 22,282.918 for Dow, 1,571.541 for Russell, 2,712.808 for S&P; 70% of initial levels due 3/12/2026
Citigroup Global Markets Holdings Inc. 6.75% per year, payable monthly if each index closes at or above coupon barrier on every day that period; Coupon barriers: 8,956.143 for Nasdaq, 1,571.541 for Russell; 70% of initial levels due 3/14/2024
Citigroup Global Markets Holdings Inc. 6.375% per year, payable monthly if each index closes at or above coupon barrier on every day that period; Coupon barriers: 2,712.808 for S&P, 1,571.541 for Russell, 8,956.143 for Nasdaq; 70% of initial levels due 12/14/2021
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,906.58 for S&P, 1,683.794 for Russell, 9,595.868 for Nasdaq; 75% of initial levels due 3/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2022
Citigroup Global Markets Holdings Inc. 4.25% annual base rate, calculated quarterly for each day that the spread of the two-year Constant Maturity Swap rate is between 0% and 3%, paid quarterly due 3/10/2036
Citigroup Global Markets Holdings Inc. 0.00% due 3/10/2026
Citigroup Global Markets Holdings Inc. 8% annualized rate, plus previously unpaid coupons, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $2,160.331 for Amazon and $36.569 for Coca-Cola, 72% of initial levels due 3/8/2024
Citigroup Global Markets Holdings Inc. 9.6% annualized rate, payable month if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $86.208, 71% of initial price due 6/9/2022
Citigroup Global Markets Holdings Inc. 26.5% annualized rate, plus previously unpaid coupons, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $69.15 for Beyond Meat, $41.435 for Chewy, $14.535 for Schlumberger and $147.83 for Wayfair, 50% of initial levels due 3/8/2024
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $39.481, 65% of initial share price due 6/9/2022
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter, plus any previously unpaid coupon; Coupon barrier levels: $18.688 for silver, $36.488 for gold, 80% of initial levels due 3/10/2026
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 10,134.808 for Nasdaq and 3,073.552 for S&P, 80% of initial levels due 6/9/2022
Citigroup Global Markets Holdings Inc. 5.3% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that quarter; Coupon barrier levels: 1,753.77 for Russell and 3,073.552 for S&P, 80% of initial levels due 3/8/2024
Citigroup Global Markets Holdings Inc. 16.55% annualized rate, payable quarter if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $177.396, 60% of initial share price due 3/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/10/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/10/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/21/2022
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if each index closes at or above coupon barrier on every day that period; Coupon barriers: $109.872 for ETF, 1,534.548 for Russell, 8,867.957 for Nasdaq; 70% of initial levels due 12/8/2022
Citigroup Global Markets Holdings Inc. 8.2% per year, payable monthly if each asset closes at or above coupon barrier on every day that period; Coupon barriers: $117.72 for ETF, 1,644.159 for Russell, 9.501.383 for Nasdaq; 75% of initial levels due 12/8/2022
Citigroup Global Markets Holdings Inc. 11.8% per year, payable monthly if each index closes at or above coupon barrier on every day that period; Coupon barriers: 2,689.358 for S&P, 1,534.548 for Russell, 8,867.957 for Nasdaq; 70% of initial levels due 3/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/9/2022
Citigroup Global Markets Holdings Inc. 5.4% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 20,100.691 for Dow, 2,449.506 for S&P; 65% of initial levels due 12/8/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2026
Citigroup Global Markets Holdings Inc. 12.8% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $1,245.504 for Alphabet, $75.072 for Apple, $155.4 for Facebook and $328.692 for Netflix; 60% of initial share prices due 3/8/2023
Citigroup Global Markets Holdings Inc. 18.00% due 3/8/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/10/2022
Citigroup Global Markets Holdings Inc. 9.2% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,673.804 for S&P, 8,878.331 for Nasdaq, 1,545.455 for Russell, 70% of initial levels due 6/8/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/8/2023
Citigroup Global Markets Holdings Inc. 9.9% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: $46.53 for SPDR S&P Regional Banking and $266.99 for SPDR S&P 500; 70% of initial values due 3/6/2026
Citigroup Global Markets Holdings Inc. 11.15% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 20,325.56 for Dow, 1,430.683 for Russell, 2,477.25 for S&P; 65% of initial levels due 6/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if closing price of shares is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier price: $37.256, 80% of initial share price due 3/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2023
Citigroup Global Markets Holdings Inc. 5.4% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 2,322.174 for S&P, 18,834.912 for Dow and 2,224.632 for Stoxx; 60% of initial levels due 3/7/2023
Citigroup Global Markets Holdings Inc. 12.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier on determination date for period; Coupon barrier levels: $1,415.337 for Alphabet, $2,165.051 for Amazon.com, $84.882 for Apple, $162.666 for Microsoft; 60% of initial levels due 3/6/2023
Citigroup Global Markets Holdings Inc. 9.05% annualized, payable monthly if stock closes at or above 70% coupon barrier on review date for that month due 3/4/2022
Citigroup Global Markets Holdings Inc. 10.9% per year, payable monthly if each index closes at or above coupon barrier on every day that period; Coupon barriers: 2,667.805 for S&P, 1,540.736 for Russell, 9,036.608 for Nasdaq; 70% of initial levels due 6/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/7/2022
Citigroup Global Markets Holdings Inc. 10% annualized, plus any previously unpaid coupons, if stock closes at or above barrier price on quarterly observation date due 3/16/2022
Citigroup Global Markets Holdings Inc. 13.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 953.73 for MSCI Emerging Markets, 1,592.725 for Russell, 2,731.27 for S&P; 70% of initial levels due 3/5/2026
Citigroup Global Markets Holdings Inc. 12.7% annualized rate, payable quarterly if stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier price: $227.393, 75% of initial level due 3/3/2022
Citigroup Global Markets Holdings Inc. 13.2% annualized rate, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $16.17, 55% of initial level due 6/1/2022
Citigroup Global Markets Holdings Inc. 13.65% annualized rate, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $37.824, 55% of initial level due 6/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2022
Citigroup Global Markets Holdings Inc. 10.8% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 21,652.659 for Dow, 1,540.736 for Russell, 2,667.805 for S&P; 70% of initial levels due 3/2/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 21,652.659 for Dow, 1,540.736 for Russell, 2,667.805 for S&P; 70% of initial levels due 8/31/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 21,652.659 for Dow, 1,540.736 for Russell, 2,667.805 for S&P; 70% of initial levels due 3/3/2026
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $42.984 for iShares and 1,760.841 for Russell, 80% of initial levels due 3/3/2026
Citigroup Global Markets Holdings Inc. 10.25% per year, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $113.700 for ETF, 1,650.788 for Russell, 9,682.080 for Nasdaq; 75% of initial levels due 12/1/2022
Citigroup Global Markets Holdings Inc. 8.05% per year, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $113.700 for ETF, 1,650.788 for Russell, 9,682.080 for Nasdaq; 75% of initial levels due 12/1/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,973.024 for Nasdaq, 1,870.893 for Russell; 85% of initial levels due 8/31/2022
Citigroup Global Markets Holdings Inc. 6.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,667.805 for S&P, 9,036.608 for Nasdaq, 1,540.736 for Russell, 70% of initial levels due 12/1/2022
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each index closes at or above coupon barrier on every day during the quarterly observation period; Coupon barrier levels: 2,667.805 for S&P, 9,036.608 for Nasdaq, 1,540.736 for Russell, 70% of initial levels due 8/31/2023
Citigroup Global Markets Holdings Inc. 6.25% per year, payable monthly if each index closes at or above coupon barrier related observation date; Coupon barrier levels: 2,286.69 for S&P, 7,745.664 for Nasdaq, 1,320.631 for Russell, 60% of initial levels due 2/29/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 2,858.363, 75% of initial level due 8/31/2022
Citigroup Global Markets Holdings Inc. 5.6% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,858.363, 75% of initial level due 3/3/2031
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2029
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2022
Citigroup Global Markets Holdings Inc. 12.7% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $238.31 for Adobe and $42.085 for Pinterest, 50% of initial levels due 3/6/2023
Citigroup Global Markets Holdings Inc. 17.25% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $333.634 for Adobe, $1,466.619 for Alphabet, $2,211.671 for Amazon, $185.017 for Facebook and $164.185 for Microsoft; 70% of initial share prices due 3/30/2022
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier price: $2,354.013, 77% of initial level due 3/2/2022
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable semiannually if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier prices: $1,250.286 for Alphabet, $1,895.718 for Amazon, $75.21 for Apple and $140.73 for Microsoft, 60% of initial share prices due 3/4/2024
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier price: $90.743, 75% of initial level due 3/2/2022
Citigroup Global Markets Holdings Inc. 14% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $206.895 for Roku and $98.755 for Walt Disney, 50% of initial levels due 3/6/2023
Citigroup Global Markets Holdings Inc. 14.9% annualized, payable each quarter if stock closes at or above coupon barrier on determination date for that quarter; previously unpaid coupons will also be paid; Coupon barrier level: $100.28, 80% of initial level due 3/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2024
Citigroup Global Markets Holdings Inc. 16.4% per year, payable quarterly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $46.943 for Bristol-Myers, $52.8 for CVS and $25.313 for Pfizer; 75% of initial levels due 5/31/2023
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each ETF closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $53.468 for Communication Services, $286.748 for S&P, $97.5 for Technology Select, 75% of initial levels due 3/2/2023
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each ETF closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $53.459 for MSCI EAFE, $158.9 for Russell and $274.239 for S&P, 70% of initial levels due 3/2/2023
Citigroup Global Markets Holdings Inc. 3.75% per annum on a monthly basis if the least-performing asset closes at or above its coupon barrier value for that period; Coupon barrier levels: $91.566 for ETF, 1,320.103 for Russell and 2,297.604 for S&P, 60% of initial levels due 8/30/2022
Citigroup Global Markets Holdings Inc. 4% per annum on a monthly basis if the least-performing asset closes at or above its coupon barrier value for that period; Coupon barrier levels: $91.566 for ETF, 1,320.103 for Russell and 2,297.604 for S&P, 60% of initial levels due 3/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 13.9% annualized, payable quarterly if each fund closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: $22.631 for Gold and $17.78 for Silver; 70% of initial levels due 2/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2027
Citigroup Global Markets Holdings Inc. One-month Libor minus 6 bps, floor of 0% due 4/1/2022
Citigroup Global Markets Holdings Inc. 7.20% due 2/28/2022
Citigroup Global Markets Holdings Inc. 12.75% per year, payable monthly if worst performing stock's closing share price is greater than or equal to barrier price on valuation date for that period due 2/28/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, plus previously unpaid coupons, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $79.597 for Apple and $148.939 for Microsoft, 63.5% of initial levels due 8/29/2022
Citigroup Global Markets Holdings Inc. 10% annualized rate, plus previously unpaid coupons, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $81.478 for Apple and $128.382 for Disney, 65% of initial levels due 3/1/2022
Citigroup Global Markets Holdings Inc. 12.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $75.210 for Apple, $91.956 for JPMorgan Chase, $84.660 for Qualcomm and $62.628 for Starbucks, 60% of initial share prices due 2/28/2024
Citigroup Global Markets Holdings Inc. 31% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $36.168 for DraftKings, $780.690 for Shopify, $142.392 for Square and $43.152 for Twitter; 60% of initial share prices due 2/28/2024
Citigroup Global Markets Holdings Inc. 24.9% annualized, payable each quarter any previously unpaid contingent coupon payments if stock closes at or above 80% coupon barrier on determination date for that quarter due 3/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2024
Citigroup Global Markets Holdings Inc. 30% per year, payable quarterly if stock closes at or above coupon barrier on each day of that period; Coupon barrier levels: $1,916.700 for Amazon, $131.034 for Crowdstrike and $780.144 for Shopify; 60% of initial levels due 3/1/2023
Citigroup Global Markets Holdings Inc. 6.6% per year, payable quarterly if closing price of shares is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier price: $192.888, 60% of initial share price due 3/4/2024
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $36.459 for ETF, 1,450.354 for Russell, 2,522.891 for S&P; 65% of initial levels due 3/1/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 50.940 for Stoxx, 7,981.314 for Nasdaq, 1,370.629 for Russell, 60% of initial levels due 2/26/2031
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 2,747.801, 70% of initial level due 2/26/2031
Citigroup Global Markets Holdings Inc. 7.3% per year for the first five years, then 7.3% annually for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above its accrual barrier, payable quarterly; Accrual barrier levels: 50.940 for Stoxx Banks, 7,981.314 for Nasdaq and 2,355.258 for S&P, or 60% of initial levels due 2/26/2041
Citigroup Global Markets Holdings Inc. 10.13% for first two years; after that, 20 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day that each index closes at or above the accrual barrier, subject to a maximum of 10% and a floor of zero; payable quarterly; Accrual barrier levels: 19,177.116 for Dow, 50.940 for Stoxx, 2,355.258 for S&P, or 60% of initial levels due 2/26/2041
Citigroup Global Markets Holdings Inc. 3% for the first year; after that, 4.25 times the spread of the 30-year CMS rate minus the five-year CMS rate minus 25 bps, subject to a floor of zero and 8% cap; payable quarterly due 2/26/2031
Citigroup Global Markets Holdings Inc. 7.1% annual rate, for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barriers: 2,551.53 for S&P, 8,646.424 for Nasdaq, 20,775.209 for Dow; 65% of initial levels due 2/26/2041
Citigroup Global Markets Holdings Inc. 2.25% initially, stepping up to 2.5% on Feb. 26, 2026 and to 3% on Feb. 26, 2031; payable semiannually due 2/26/2036
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2026
Citigroup Global Markets Holdings Inc. 10.5% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,551.53 for S&P, 1,484.848 for Russell, 20,775.21 for Dow; 65% of initial levels due 5/30/2023
Citigroup Global Markets Holdings Inc. 10.4% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,551.53 for S&P, 1,484.848 for Russell, 20,775.21 for Dow; 65% of initial levels due 11/29/2023
Citigroup Global Markets Holdings Inc. 10.25% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,551.53 for S&P, 1,484.848 for Russell, 20,775.21 for Dow; 65% of initial levels due 2/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each stock closes at or above the barrier price, 60% of the initial price, on the quarterly determination date for that period due 2/28/2024
Citigroup Global Markets Holdings Inc. 12% per year, payable monthly if each stock closes at or above the barrier price, 60% of the initial price, on the quarterly determination date for that period due 2/28/2024
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: 2,914.389 for Stoxx and 3,066.282 for S&P, 79% of initial levels due 2/28/2024
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable monthly if each fund closes at or above barrier price on each day of that month due 5/26/2022
Citigroup Global Markets Holdings Inc. 8% annualized, payable monthly if each asset closes at or above coupon barrier on valuation date for that month; Coupon barrier levels: 2,911.028 for index and $25.080 for fund, 75% of initial levels due 2/28/2023
Citigroup Global Markets Holdings Inc. 5.40% due 3/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2031
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2023
Citigroup Global Markets Holdings Inc. 5.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,561.920 for Russell, 2,716.959 for S&P, 22,076.145 for Dow, 70% of initial levels due 11/28/2025
Citigroup Global Markets Holdings Inc. 10.65% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,716.959 for S&P, 978.740 for EM, 1,561.920 for Russell, 70% of initial levels due 3/7/2023
Citigroup Global Markets Holdings Inc. 9.55% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,716.959 for S&P, 9,236.297 for Nasdaq, 1,561.920 for Russell, 70% of initial levels due 2/28/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable each month that each index closes at or above coupon barrier on the valuation date for that month; Coupon barriers: 8,576.562 for Nasdaq, 1,450.354 for Russell; 65% of initial levels due 2/27/2025
Citigroup Global Markets Holdings Inc. 5% per year, paid monthly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 1,896.617 for Russell, 3,299.165 for S&P; 85% of initial levels due 2/26/2026
Citigroup Global Markets Holdings Inc. 4% per year, payable monthly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 2,911.028, 75% of initial level due 2/28/2022
Citigroup Global Markets Holdings Inc. 7% for the first year; after that, the rate will be 5 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day that the 30-year CMS rate is higher than the two-year CMS rate and the index closes at or above its 65% barrier level, subject to a cap of 7% and floor of 0%; payable quarterly due 2/26/2041
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2028
Citigroup Global Markets Holdings Inc. 7.00% due 8/26/2021
Citigroup Global Markets Holdings Inc. 8.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,101.2 for S&P, 10,578.992 for Nasdaq, 1,800.858 for Russell, 80% of initial levels due 2/27/2025
Citigroup Global Markets Holdings Inc. 6.2% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,713.55 for S&P, 9,256.618 for Nasdaq, 1,575.75 for Russell, 70% of initial levels due 2/26/2026
Citigroup Global Markets Holdings Inc. 7.50% due 8/26/2021
Citigroup Global Markets Holdings Inc. 6.50% due 8/26/2021
Citigroup Global Markets Holdings Inc. 17.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $239.56 for Adobe and $42.95 for Pinterest, 50% of initial levels due 3/1/2023
Citigroup Global Markets Holdings Inc. 12% annualized, payable quarterly if each stock closes at or above coupon barrier on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $2,404.926 for Amazon, $96.104 for Apple; 74% of initial levels due 2/25/2022
Citigroup Global Markets Holdings Inc. 11.75% annualized rate, payable quarterly if each stock closes at or above coupon barrier on determination date for period, plus any previously unpaid coupon; Coupon barrier levels: $70.212 for Capital One, $22.176 for Wells Fargo, $19.932 for Fifth Third; 60% of initial levels due 2/27/2024
Citigroup Global Markets Holdings Inc. 25% annualized rate, payable monthly if each stock closes at or above coupon barrier on determination date for period; Coupon barrier levels: $214.152 for Costco, $156.594 for DocuSign, $169.86 for Teladoc; 60% of initial levels due 2/24/2023
Citigroup Global Markets Holdings Inc. 21.5% annualized rate, payable monthly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $36.546, 60% of initial level due 2/27/2023
Citigroup Global Markets Holdings Inc. 13% annualized, payable quarterly if each ETF closes at or above coupon barrier on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $22.918 for Gold Miners, $33.278 for Junior Gold Miners; 70% of initial levels due 2/25/2022
Citigroup Global Markets Holdings Inc. 5.90% due 3/24/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2026
Citigroup Global Markets Holdings Inc. 9.2%, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,586.682 for Russell, 22,046.024 for Dow, 9,506.546 for Nasdaq; 70% of initial levels due 2/23/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each ETF closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $199.482 for QQQ, $234.432 for S&P, $189.336 for Dow, 60% of initial levels due 2/27/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,344.026 for S&P, 18,896.592 for Dow, 1,360.13 for Russell, 60% of initial levels due 2/24/2026
Citigroup Global Markets Holdings Inc. 5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,360.013 for Russell, 2,344.026 for S&P, 18,896.592 for Dow, 60% of initial levels due 8/24/2026
Citigroup Global Markets Holdings Inc. 9.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,734.697 for S&P, 9,506.546 for Nasdaq, 1,586.682 for Russell, 70% of initial levels due 2/24/2025
Citigroup Global Markets Holdings Inc. 6.05% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,734.697 for S&P, 9,506.546 for Nasdaq, 1,586.682 for Russell, 70% of initial levels due 2/24/2027
Citigroup Global Markets Holdings Inc. 9.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,930.033 for S&P, 10,185.585 for Nasdaq, 1,700.017 for Russell, 75% of initial levels due 2/24/2026
Citigroup Global Markets Holdings Inc. 8%, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,586.682 for Russell, 2,734.697 for S&P, 9,506.546 for Nasdaq; 70% of initial levels due 8/24/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if the stock closes at or above its coupon threshold level on the related determination date; Coupon threshold level: $52.815, 75% of initial level due 2/23/2024
Citigroup Global Markets Holdings Inc. 7.2% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 1,586.682, 70% of initial level due 2/25/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable for each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 1,586.682 for Russell, 2,734.679 for S&P, 22,046.024 for Dow; 70% of initial levels due 2/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/22/2024
Citigroup Global Markets Holdings Inc. 7.9% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: $46.53 for SPDR S&P Regional Banking and $266.99 for SPDR S&P 500; 70% of initial values due 3/6/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 2,488.02 for Stoxx, 1,518.68 for Russell, 958.12 for MSCI Emerging Markets index; 67% of initial levels due 2/24/2026
Citigroup Global Markets Holdings Inc. 10.3% per year, payable quarterly if each index closes at or above its coupon barrier level on every day during that quarter; Coupon barriers: 1,586.682 for Russell, 2,599.42 for Stoxx, 1,001.02 for MSCI Emerging Markets; 70% of initial levels due 2/24/2026
Citigroup Global Markets Holdings Inc. 9.5% per year, payable each quarter that each index closes at or above its coupon barrier on every day that quarter; Coupon barriers: 2,734.7 for S&P, 1,586.682 for Russell, 1,001.102 for MSCI EM; 70% of initial levels due 2/24/2026
Citigroup Global Markets Holdings Inc. 20.4% per year, payable quarterly if each stock closes above coupon barrier on observation date plus any previously unpaid coupon; Coupon barriers: $172.344 for McDonald's, $38.152 for ConocoPhillips; 80% of initial levels due 2/24/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2026
Citigroup Global Markets Holdings Inc. 8.2% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,739.779 for S&P, 22,045.338 for Dow, 1,552.87 for Russell, 70% of initial levels due 2/21/2025
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,739.779 for S&P, 9,546.257 for Nasdaq, 1,552.87 for Russell, 70% of initial levels due 9/23/2021
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,935.478 for S&P, 10,228.133 for Nasdaq, 1,663.738 for Russell, 75% of initial levels due 8/23/2022
Citigroup Global Markets Holdings Inc. 6% for the first year; after that, annual coupon rate set at 6.5 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier; payable quarterly; floating rate is subject to 0% floor and 7% ceiling; Accrual barrier levels: 8,864.382 for Nasdaq, 1,441.95 for Russell and 2,544.081 for S&P, or 65% of initial levels due 2/22/2041
Citigroup Global Markets Holdings Inc. 13.75% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $178.486 for DocuSign and $119.35 for Splunk, 70% of initial levels due 8/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2022
Citigroup Global Markets Holdings Inc. 20 times the spread of the 30-year CMS rate minus the five-year CMS rate minus 50 basis points, floored at 0% with a 10% cap; payable monthly with the actual payment based on the number of days each index closed above its accrual barrier during the accrual period out of the days they all could have; Accrual barrier levels: 1,965.665 for S&P, 6,849.855 for Nasdaq and 15,806.51 for Dow, or 50% of initial levels due 2/19/2041
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each fund closes at or above coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: $250.448 for Invesco and $294.293 for SPDR S&P, 75% of initial levels due 2/23/2022
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable monthly if each asset closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $53.487 for ETF and 1,579.274 for Russell, 70% of initial levels due 2/23/2023
Citigroup Global Markets Holdings Inc. 9.5% annualized rate, payable monthly if each asset closes at or above coupon barrier price on valuation date for that month; Coupon barrier levels: 2,751.931 for S&P, $156.842 iShares and 9,589.797 for Nasdaq, 70% of initial levels due 2/20/2026
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,129.114 for Dow, 9,589.797 for Nasdaq, 1,579.274 for Russell, 70% of initial levels due 8/22/2022
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 57.155 for Stoxx, 9,589.797 for Nasdaq, 1,579.274 for Russell, 70% of initial levels due 2/21/2031
Citigroup Global Markets Holdings Inc. 6.85% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: 22,129.114 for Dow, 2,751.931 for S&P, 1,579.274 for Russell, 70% of initial levels due 2/20/2026
Citigroup Global Markets Holdings Inc. 5.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,129.114 for Dow, 2,751.931 for S&P, 1,579.274 for Russell, 70% of initial levels due 11/20/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,341.631 for S&P, 1,917.69 for Russell, 85% of initial levels due 2/20/2026
Citigroup Global Markets Holdings Inc. 9% annual rate, for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 8,240.61 for Nasdaq, 47.232 for Stoxx and 2,349.828 for S&P, or 60% of initial levels due 2/19/2041
Citigroup Global Markets Holdings Inc. 7.5% per year, payable for each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barrier levels: 2,358.798 for S&P, 1,353.664 for Russell, 8,219.826 for Nasdaq; 60% of initial levels due 2/23/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,642.063 for Dow, 10,330.328 for Nasdaq, 1,704.668 for Russell, 75% of initial levels due 11/21/2022
Citigroup Global Markets Holdings Inc. 9.25% annual rate, for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 2,235.840 for Stoxx 50, 18,913.650 for Dow and 2,359.2554 for S&P, or 60% of initial levels due 2/19/2041
Citigroup Global Markets Holdings Inc. 10% annual rate, for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 1,863.200 for Stoxx 50, 15,761.375 for Dow and 1,966.295 for S&P, or 60% of initial levels due 2/19/2041
Citigroup Global Markets Holdings Inc. 0.00% due 2/18/2026
Citigroup Global Markets Holdings Inc. 5.3% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 3,147.864 for S&P, 1,831.486 for Russell, 80% of initial levels due 2/15/2024
Citigroup Global Markets Holdings Inc. 15% annualized, payable quarterly if stock closes at or above 65% coupon barrier on review date for that quarter due 2/17/2022
Citigroup Global Markets Holdings Inc. 11.5% annualized, payable quarterly if stock closes at or above 75% coupon barrier on review date for that quarter due 2/15/2024
Citigroup Global Markets Holdings Inc. 11.30% due 2/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/18/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/18/2026
Citigroup Global Markets Holdings Inc. 6.5%, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 3,344.606 for S&P, 11,736.545 for Nasdaq; 85% of initial levels due 2/18/2026
Citigroup Global Markets Holdings Inc. 10.25%, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,602.55 for Russell, 2,754.381 for S&P, 9,665.39 for Nasdaq; 70% of initial levels due 8/17/2023
Citigroup Global Markets Holdings Inc. 8.15%, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,602.55 for Russell, 2,754.381 for S&P, 9,665.39 for Nasdaq; 70% of initial levels due 8/17/2022
Citigroup Global Markets Holdings Inc. 9.16%, payable monthly due 2/17/2022
Citigroup Global Markets Holdings Inc. 7.2% per year, payable each quarter that index closes at or above the downside hreshold level on the determination date for that quarter due 2/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/18/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/18/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/18/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2022
Citigroup Global Markets Holdings Inc. 7.25% due 8/13/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/16/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 70% coupon barrier on review date for that quarter, plus any previously unpaid coupon due 2/16/2022
Citigroup Global Markets Holdings Inc. 18.9% annualized, payable quarterly if each ETF closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: $35.216 for Energy, $93.128 for Health Care; 80% of initial levels due 2/16/2022
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 80% coupon barrier on review date for that quarter, plus any previously unpaid coupon due 2/16/2022
Citigroup Global Markets Holdings Inc. 30.00% due 2/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/16/2022
Citigroup Global Markets Holdings Inc. 9.65% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,001.49 for Dow, 9,614.045 for Nasdaq, 1,599.722 for Russell, 70% of initial levels due 11/16/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 2,541.422, 65% of initial level due 2/19/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if index closes at or above coupon barrier on valuation date for that period; Coupon barrier level: 2,741.466, 70% of initial level due 2/14/2031
Citigroup Global Markets Holdings Inc. 10% for the first 18 months; after that, 10% annualized rate for each day the 30-year CMS rate minus the two-year CMS rate is greater than zero and each index closes at or above its accrual barrier; payable quarterly; Accrual barrier levels: 9,614.045 for Nasdaq, 55.104 for Stoxx Banks and 2,741.466 for S&P, or 70% of initial levels due 2/13/2041
Citigroup Global Markets Holdings Inc. 7.5% annual rate, for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 22,001.49 for Dow, 9,614.045 for Nasdaq and 2,741.466 for S&P, or 70% of initial levels due 2/19/2041
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter, and all previously unpaid coupons will also be paid; Coupon barrier levels: $2,202.009 for Amazon, $49.466 for CVS and $50,176 for Merck, 67% of initial levels due 2/15/2022
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $42.6 for Bristol Myers and $102.332 for Walmart, 71% of initial levels due 2/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2022
Citigroup Global Markets Holdings Inc. 11.7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 55.342 for Stoxx, 9,558.689 for Nasdaq, 1,597.709 for Russell, 70% of initial levels due 2/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/15/2023
Citigroup Global Markets Holdings Inc. 8% annual rate, for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 22,006.46 for Dow, 9,558.689 for Nasdaq and 2,736.916 for S&P, or 70% of initial levels due 2/12/2041
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barrier levels: 996.06 for MSCI and 2,736.92 for S&P 500; 70% of initial levels due 2/13/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: 2,736.92 for S&P and 996.06 for MSCI; 70% of initial levels due 2/13/2026
Citigroup Global Markets Holdings Inc. 4.00% due 5/13/2022
Citigroup Global Markets Holdings Inc. 6.22% due 5/13/2022
Citigroup Global Markets Holdings Inc. 5.3% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,379.399 for Russell, 2,346.738 for S&P, 18,825.498 for Dow, 60% of initial levels due 2/14/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,620.524 for S&P, 9,170.344 for Nasdaq, 1,540.329 for Russell, 67% of initial levels due 2/12/2026
Citigroup Global Markets Holdings Inc. 1.75% initially, stepping up to 2% on Feb. 11, 2026, 2.125% on Feb. 11, 2029 and to 2.25% on Feb. 11, 2030; payable semiannually due 2/11/2031
Citigroup Global Markets Holdings Inc. 9.1% per year, payable each month if fund closes at or above its coupon threshold level on the related determination date; Coupon threshold level: $266.808, 80% of initial level due 2/11/2022
Citigroup Global Markets Holdings Inc. 13.5% per year, payable each month if stock closes at or above its coupon threshold level on the related determination date; Coupon threshold level: $116.888, 80% of initial level due 2/11/2022
Citigroup Global Markets Holdings Inc. 14% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier prices: $82.056 for Apple, $48.66 for Micron and $87.504 for Qualcomm, 60% of initial share prices due 2/15/2024
Citigroup Global Markets Holdings Inc. 8% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 23,539.32 for Dow, 10,271.265 for Nasdaq and 1,717.317 for Russell, 75% of initial levels due 2/12/2026
Citigroup Global Markets Holdings Inc. 7.1% annualized rate, payable monthly if each ETF closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $200.148 for QQQ and $234.306 for S&P, 60% of initial levels due 5/12/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/10/2023
Citigroup Global Markets Holdings Inc. 10.45% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 1,602.829 for Russell, 9,586.514 for Nasdaq and 21,970.032 for Dow, 70% of initial levels due 2/13/2024
Citigroup Global Markets Holdings Inc. 8% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 1,602.829 for Russell, 2,740.913 for S&P and 21,970.032 for Dow, 70% of initial levels due 2/17/2026
Citigroup Global Markets Holdings Inc. 7.5% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 2,349.354 for S&P, 8,217.012 for Nasdaq and 18,831.456 for Dow, 60% of initial levels due 2/12/2026
Citigroup Global Markets Holdings Inc. 9.75% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 2,740.913 for S&P, 9,586.514 for Nasdaq and 21,970.032 for Dow, 70% of initial levels due 2/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2022
Citigroup Global Markets Holdings Inc. 9.9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier prices: $88.894 for Apple and $117.754 for Disney, 65% of initial share prices due 2/11/2022
Citigroup Global Markets Holdings Inc. 8.8% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 2,720.781 for S&P, 1,563.3289 for Russell, 9,522.772 for Nasdaq; 70% of initial levels due 11/10/2022
Citigroup Global Markets Holdings Inc. 10.35% per year, payable monthly if closing price of shares of both funds is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier prices: $18.713 for silver and $127.358 for gold, 75% of initial share price due 2/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/10/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/10/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2026
Citigroup Global Markets Holdings Inc. 8.65% annualized rate, payable monthly if each asset closes at or above coupon barrier price on valuation date for that month; Coupon barrier levels: 1,339.996 for Russell, $88.686 iShares and 8,162.376 for Nasdaq, 60% of initial levels due 2/10/2026
Citigroup Global Markets Holdings Inc. 8.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,803.768 for Dow, 9,522.772 for Nasdaq, 1,563.329 for Russell, 70% of initial levels due 11/10/2022
Citigroup Global Markets Holdings Inc. 9.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,361.180 for Dow, 10,202.970 for Nasdaq, 1,674.995 for Russell, 75% of initial levels due 2/8/2024
Citigroup Global Markets Holdings Inc. 11.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,361.180 for Dow, 10,202.970 for Nasdaq, 1,674.995 for Russell, 75% of initial levels due 11/10/2022
Citigroup Global Markets Holdings Inc. 9.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,361.180 for Dow, 10,202.970 for Nasdaq, 1,674.995 for Russell, 75% of initial levels due 2/8/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,332.098 for S&P, 8,162.376 for Nasdaq, 1,339.996 for Russell, 60% of initial levels due 8/10/2022
Citigroup Global Markets Holdings Inc. 5.65% per year, payable biannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,137.757 for S&P, 7,482.178 for Nasdaq, 1,228.330 for Russell, 55% of initial levels due 2/12/2026
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,720.781 for S&P, 9,522.772 for Nasdaq, 1,563.329 for Russell, 70% of initial levels due 2/10/2026
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,674.995 for Russell, 2,915.123 for S&P; 75% of initial levels due 2/10/2022
Citigroup Global Markets Holdings Inc. 8.1% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 2,526.44 for S&P, 8,842.574 for Nasdaq and 20,246.356 for Dow, 65% of initial levels due 2/13/2024
Citigroup Global Markets Holdings Inc. 12.75% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,720.781 for S&P, $94.724 for Technology, $164.647 for Semiconductor; 70% of initial levels due 2/9/2023
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $21.623 for Financial, $32.228 for Bank, $41.265 for Regional Banking; 70% of initial levels due 2/9/2023
Citigroup Global Markets Holdings Inc. 10.25% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: 1,451.663 for Russell, 2,526.440 for S&P and $38.318 for ETF, 65% of initial levels due 2/9/2023
Citigroup Global Markets Holdings Inc. 11.6% per year, payable for each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 2,915.123 for S&P, 1,674.995 for Russell, 10,202.97 for Nasdaq; 75% of initial levels due 8/10/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on each day that quarter; Coupon barrier levels: 1,451.663 for Russell, 2,526.44 for S&P, 20,246.356 for Dow; 65% of initial levels due 2/9/2023
Citigroup Global Markets Holdings Inc. 6.60% due 2/10/2022
Citigroup Global Markets Holdings Inc. 8% per year payable quarterly if each stock closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: $87.841 for JPMorgan and $20.527 for BofA; 65% of initial levels due 2/13/2023
Citigroup Global Markets Holdings Inc. 9.65% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $40.15 for CVS and $27.099 for Walgreens, 55% of initial levels due 2/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/9/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/9/2026
Citigroup Global Markets Holdings Inc. 6.35% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,710.218 for S&P, 9,492.623 for Nasdaq, 1,541.693 for Russell, 70% of initial levels due 2/9/2026
Citigroup Global Markets Holdings Inc. 5.7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,710.218 for S&P, 9,492.623 for Nasdaq, 1,541.693 for Russell, 70% of initial levels due 2/9/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2022
Citigroup Global Markets Holdings Inc. 8.26% per year, payable for each quarter that each ETF closes at or above coupon barrier on every day that quarter; Coupon barriers: $270.333 for S&P, $153.034 for Russell, $51.975 for EAFE; 70% of initial levels due 8/7/2026
Citigroup Global Markets Holdings Inc. 10% per year, payable for each quarter that each index closes at or above coupon barrier on relevant valuation date; Coupon barriers: 1,554.986 for Russell, 2,757.722 for S&P, 22,120.992 for Dow; 72% of initial levels due 2/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/15/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable semiannually if fund closes at or above coupon barrier on any related observation date; Coupon barrier: $248.008, 65% of initial level due 2/12/2024
Citigroup Global Markets Holdings Inc. 10.3% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $41.805 for iShares and 1,619.777 for Russell, 75% of initial levels due 2/6/2026
Citigroup Global Markets Holdings Inc. 9.4%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,517.754 for MSCI, 2,681.119 for S&P and 1,511.792 for Russell, 70% of initial levels due 2/6/2026
Citigroup Global Markets Holdings Inc. 11.65% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,727.762 for Russell, 3,064.136 for S&P, 10,721.896 for Nasdaq, 80% of initial levels due 2/8/2023
Citigroup Global Markets Holdings Inc. 12.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $21.408 for Brazil, 2,295.786 for S&P, $25.164 for Stoxx; 60% of initial levels due 2/10/2025
Citigroup Global Markets Holdings Inc. 6.4%, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,915.085 for S&P, 1,915.085 for Nasdaq; 50% of initial levels due 8/8/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 7.65% per year, payable quarterly if worst performing stock is greater than or equal to barrier price on valuation date for that period due 2/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 10.3% annualized rate, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,295.786 for S&P, 8,073.672 for Nasdaq, 1,290.864 for Russell; 60% of initial levels due 8/5/2022
Citigroup Global Markets Holdings Inc. 7.7% annualized rate, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,678.417 for S&P, 9,419.284 for Nasdaq, 1,506.008 for Russell; 70% of initial levels due 11/7/2022
Citigroup Global Markets Holdings Inc. 6.5% per year, payable each month that each underlying asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,487.102 for S&P, 1,398.436 for Russell and 19,946.862 for Dow; 65% of initial levels due 2/6/2025
Citigroup Global Markets Holdings Inc. 12.5% per year, payable each month that each underlying asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,641.702 for S&P, 1,488.314 for Russell and 21,148.337 for Dow; 70% of initial levels due 8/5/2022
Citigroup Global Markets Holdings Inc. 13.15% per year, payable quarterly if each index closes at or above its coupon barrier level on every day during that quarter; Coupon barriers: 1,398.436 for Russell, 8,746.478 for Nasdaq, 2,487.102 for S&P; 65% of initial levels due 2/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2026
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly plus any previously unpaid coupons if stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier price: $2,640.875, 79% of initial level due 2/10/2022
Citigroup Global Markets Holdings Inc. 7.39% per year, payable monthly if worst performing stock is greater than or equal to coupon barrier price on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: $58.47 for BioNTech, $91.175 for Enphase and $144.165 for SolarEdge, 50% of initial share prices due 2/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2024
Citigroup Global Markets Holdings Inc. 6.85% due 8/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 24,169.528 for Dow, 1,700.930 for Russell, 10,599.120 for Nasdaq; 80% of initial levels due 2/6/2031
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 22,658.933 for Dow, 1,594.622 for Russell, 9,936.675 for Nasdaq; 75% of initial levels due 2/5/2026
Citigroup Global Markets Holdings Inc. 6.4% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 16,490.441 for Dow, 1,140.503 for Russell, 2,042.832 for S&P; 55% of initial levels due 2/6/2024
Citigroup Global Markets Holdings Inc. 13.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,019.088 for S&P, 10,599.120 for Nasdaq, 1,700.930 for Russell, 80% of initial levels due 2/6/2023
Citigroup Global Markets Holdings Inc. 8% per year for the first four years, then varies at 20 times the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate times each day each index closes at or above the accrual barrier divided by the elapsed days in the quarter, payable quarterly and subject to a floor of 0% and a cap of 12%; Accrual barrier levels: 46.846 for Stoxx Banks, 19,892.184 for Dow and 2,461.797 for S&P, or 65% of initial levels due 2/4/2041
Citigroup Global Markets Holdings Inc. 2.17% initially, stepping up to 2.25% on Feb. 8, 2024, 2.5% on Feb. 8, 2029 and to 2.75% on Feb. 8, 2031; payable semiannually due 2/8/2033
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2026
Citigroup Global Markets Holdings Inc. 9.5% per year, payable each quarter that each ETF closes at or above its coupon barrier on related quarterly observation date; Coupon barrier levels: $51.28 for EAFE, $147.43 for Russell, $263.36 for S&P; 70% of initial values due 2/5/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable each quarter that each ETF closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: $51.28 for EAFE, $147.43 for Russell, $263.36 for S&P; 70% of initial values due 2/5/2026
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter, plus any previously unpaid coupon; Coupon barrier levels: $18.743 for silver, $129.458 for gold, 75% of initial levels due 2/3/2022
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable quarterly if stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier price: $93.513, 70% of initial levels due 1/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 22,486.965 for Dow, 1,555.231 for Russell, 9,694.035 for Nasdaq; 75% of initial levels due 2/2/2023
Citigroup Global Markets Holdings Inc. 7.55% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 22,486.965 for Dow, 1,555.231 for Russell, 9,694.035 for Nasdaq; 75% of initial levels due 2/1/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 20,987.834 for Dow, 1,451.549 for Russell, 2,599.968 for S&P; 70% of initial levels due 2/3/2026
Citigroup Global Markets Holdings Inc. 7.25% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 19,488.703 for Dow, 1,347.867 for Russell, 2,414.256 for S&P; 65% of initial levels due 2/3/2026
Citigroup Global Markets Holdings Inc. 8.7% per year, payable semiannually if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 22,486.965 for Dow, 1,555.231 for Russell, 2,785.680 for S&P; 75% of initial levels due 8/5/2026
Citigroup Global Markets Holdings Inc. 9.8% per year, payable semiannually if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 20,987.834 for Dow, 1,451.549 for Russell, 2,599.968 for S&P; 70% of initial levels due 2/3/2026
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable monthly if each asset closes at or above coupon barrier price on valuation date for that month; Coupon barrier levels: 2,228.544 for S&P, $83.04 for iShares and 7,755.228 for Nasdaq, 60% of initial levels due 8/3/2022
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable monthly if each asset closes at or above coupon barrier price on valuation date for that month; Coupon barrier levels: 1,451.549 for Russell, $96.88 for iShares and 9,047.766 for Nasdaq, 70% of initial levels due 2/2/2023
Citigroup Global Markets Holdings Inc. 10.35% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 9,047.766 for Nasdaq, 1,451.549 for Russell, 2,599.968 for S&P; 70% of initial levels due 2/2/2023
Citigroup Global Markets Holdings Inc. 8.6% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 9,047.766 for Nasdaq, 1,451.549 for Russell, 2,599.968 for S&P; 70% of initial levels due 8/3/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 7,496.720 for Nasdaq, 1,202.712 for Russell, 2,154.259 for S&P; 58% of initial levels due 2/1/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,347.867 for Russell, 2,262.936 for Stoxx, 19,488.703 for Dow, 65% of initial levels due 8/3/2023
Citigroup Global Markets Holdings Inc. 9.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,451.549 for Russell, 9,047.766 for Nasdaq, 20,987.834 for Dow, 70% of initial levels due 8/3/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,451.549 for Russell, 2,599.968 for S&P, 20,987.834 for Dow, 70% of initial levels due 8/3/2022
Citigroup Global Markets Holdings Inc. 7.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,451.549 for Russell, 2,599.968 for S&P, 9,047.766 for Nasdaq, 70% of initial levels due 11/3/2021
Citigroup Global Markets Holdings Inc. 12% per year, payable for each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 2,414.256 for S&P, 1,347.867 for Russell, 8,401.497 for Nasdaq; 65% of initial levels due 2/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2029
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 22.25% per year, payable each quarter if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $32.536 for Energy and $105.632 for Technology; 80% of initial share prices due 2/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2022
Citigroup Global Markets Holdings Inc. 5.7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,438.001 for S&P, 19,697.061 for Dow, 8,523.223 for Nasdaq, 65% of initial levels due 2/2/2026
Citigroup Global Markets Holdings Inc. 9.45% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 1,369.296 for Russell, 2,461.797 for S&P and 19,892.184 for Dow, 65% of initial levels due 2/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 9.9% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 22,952.52 for Dow, 1,579.95675 for Russell, 9,901.1475 for Nasdaq-100; 75% of initial levels due 4/28/2022
Citigroup Global Markets Holdings Inc. 8.35% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 22,952.52 for Dow, 1,579.95675 for Russell, 2,840.535 for S&P 500; 75% of initial levels due 1/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2026
Citigroup Global Markets Holdings Inc. 9.5% per year, payable each quarter that each ETF closes at or above its coupon barrier on related quarterly observation date; Coupon barrier levels: $51.42 for EAFE, $146.57 for Russell, $262.09 for S&P; 70% of initial values due 2/2/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that each ETF closes at or above its coupon barrier every day that quarter; Coupon barrier levels: $29.86 for EM, $115.17 for Russell, $205.93 for S&P; 55% of initial values due 2/2/2026
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each index closes at or above its coupon barrier level on every day during that quarter; Coupon barriers: 1,369.296 for Russell, 8,580.995 for Nasdaq, 2,461.797 for S&P; 65% of initial levels due 2/1/2024
Citigroup Global Markets Holdings Inc. 11.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier on determination date for period; Coupon barrier levels: $1,091.364 for Alphabet, $85.236 for Apple, $163.284 for Facebook, $313.968 for Netflix; 60% of initial levelsBarrier levels: due 1/31/2024
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if stock closes at or above 76% coupon barrier on review date for that quarter, plus any previously unpaid coupon due 2/1/2022
Citigroup Global Markets Holdings Inc. 6.3% annualized rate, payable monthly if each stock closes at or above coupon barrier on determination date for period; Coupon barrier levels: $141.405 for Amgen, $26.829 for Coca-Cola, CHF 7.425 for UBS; 55% of initial levels due 11/3/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable each quarter if least-performing index closes at or above coupon barrier value on valuation date for that period, plus any previously unpaid coupon; Coupon barriers: 2,829.104 for Stoxx, 3,000.616 for S&P; 80% of initial share prices due 1/30/2025
Citigroup Global Markets Holdings Inc. 10.15% annualized, payable quarterly if stock closes at or above 60% coupon barrier on review date for that quarter due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2026
Citigroup Global Markets Holdings Inc. 10.7% per annum on a quarterly basis if the least-performing ETF closes at or above its coupon barrier value for that period; Coupon barrier levels: $170.64 for Russell, $307.032 for S&P and $262.872 for Invesco, 80% of initial levels due 2/3/2025
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable monthly if each asset closes at or above coupon barrier price on valuation date for that month; Coupon barrier levels: 21,212.219 for Dow, $98.784 for iShares and 9,178.855 for Nasdaq, 70% of initial levels due 8/1/2022
Citigroup Global Markets Holdings Inc. 9.9% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 1,265.218 for Russell, 7,867.59 for Nasdaq and 18,181.902 for Dow, 60% of initial levels due 8/1/2022
Citigroup Global Markets Holdings Inc. 7% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 1,476.087 for Russell, 9,178.855 for Nasdaq and 2,625.539 for S&P, 70% of initial levels due 1/30/2026
Citigroup Global Markets Holdings Inc. 7.25% fixed rate for first four years, payable quarterly; after that, 7.25% contingent rate based on number of days in quarter 30-year CMS rate minus the two-year CMS rate is greater than 0% and each index closes above its 60% accrual barrier due 1/29/2041
Citigroup Global Markets Holdings Inc. 7.25% fixed rate for first 1.5 years, payable quarterly; after that, 7.25% contingent rate based on number of days in quarter 30-year CMS rate minus the two-year CMS rate is greater than 0% and each index closes above its 60% accrual barrier due 1/29/2041
Citigroup Global Markets Holdings Inc. 30-year Constant Maturity Swap rate minus five-year Constant Maturity Swap rate minus 0.25% all multiplied by 10 for each day each index closes at or above the 50% accrual barrier, subject to a maximum annualized rate of 10%, payable monthly due 1/29/2041
Citigroup Global Markets Holdings Inc. 1.85% initially, stepping up to 2% on Jan. 29, 2024 and to 2.5% on Jan. 29, 2029; payable semiannually due 1/29/2031
Citigroup Global Markets Holdings Inc. 10.4% annualized rate, payable quarterly if each stock closes at or above coupon barrier on determination date for period; Coupon barrier levels: $1,995.678 for Amazon, $112.62 for Target, $88.506 for Walmart; 60% of initial levels due 2/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2026
Citigroup Global Markets Holdings Inc. 8% per annum on a monthly basis if the least-performing asset closes at or above its coupon barrier value for that period; Coupon barrier levels: 8,094.114 for Nasdaq, $92.628 for Biotech and $34.014 for Regional Banking, 60% of initial levels due 1/29/2025
Citigroup Global Markets Holdings Inc. 5.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,379.406 for Russell, 8,768.624 for Nasdaq, 20,109.076 for Dow, 65% of initial levels due 1/24/2022
Citigroup Global Markets Holdings Inc. 12.5% per year, payable quarterly if closing share price is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier price: $34.433, 70% of initial share price due 1/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2028
Citigroup Global Markets Holdings Inc. 14% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier prices: $1,382.824 for Alphabet, $2,404.62 for Amazon and $104.332 for Apple, 73% of initial share prices due 1/28/2022
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier prices: $2,470.5 for Amazon, $90 for Darden, $223.65 for Deere and $25.928 for Kroger, 75% of initial share prices due 1/30/2024
Citigroup Global Markets Holdings Inc. 5.9% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 21,672 for Dow, 9,438.303 for Nasdaq and 1,514.29 for Russell, 70% of initial levels due 1/30/2025
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable quarterly if each ETF closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $165.388 for Russell and $343.982 for S&P, 77% of initial levels due 1/28/2022
Citigroup Global Markets Holdings Inc. 8.35% per annum on a quarterly basis if the least-performing funds closes at or above its coupon barrier value for that period; Coupon barrier levels: $19.578 for Financial Select, $29.367 for S&P Bank and $37.369 for Regional Banking, 65% of initial levels due 1/30/2023
Citigroup Global Markets Holdings Inc. 7.3% annual rate, paid quarterly if each asset finishes at or above its coupon barrier value; Coupon barrier levels: 2,487.198 for Stoxx, $52.542 for ETF and 9,438.303 for Nasdaq, 70% of initial values due 1/30/2023
Citigroup Global Markets Holdings Inc. 8.5% per year, payable each month if fund closes at or above its coupon threshold level on the related determination date; Coupon threshold: $262.488, 80% of initial level due 1/27/2022
Citigroup Global Markets Holdings Inc. 6.5% per year, payable each quarter that index closes at or above its downside threshold level on the determination date for that quarter due 1/30/2031
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 2,131.88 for Stoxx, 1,297.963 for Russell, 846.12 for MSCI EM; 60% of initial levels due 1/29/2026
Citigroup Global Markets Holdings Inc. 13% annualized rate, payable monthly if each stock closes at or above coupon barrier on determination date for period, plus any previously unpaid coupon; Coupon barrier levels: $354.33 for Adobe, $190.56 for FedEx, $151.515 for Visa; 75% of initial levels due 1/25/2024
Citigroup Global Markets Holdings Inc. 12.5% per year, payable each quarter if least-performing ETF closes at or above coupon barrier value on valuation date for that period, plus any previously unpaid coupon; Coupon barriers: $28.662 for Alaska Air and $32.976 for Southwest; 60% of initial share prices due 1/29/2024
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $97.349 for Apple and $114.485 for Johnson & Johnson, 70% of initial share prices due 1/26/2023
Citigroup Global Markets Holdings Inc. 10.4% annualized, payable quarterly if stock closes at or above 74% coupon barrier on review date for that quarter due 1/27/2022
Citigroup Global Markets Holdings Inc. 10.7% annualized rate, payable quarterly if stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier price: $73.738, 70% of initial level due 1/27/2022
Citigroup Global Markets Holdings Inc. 10.5% per year, payable each month if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $19.401 for iShares Silver and $28.889 for VanEck Vectors Gold Miners; 82% of initial share prices due 1/27/2026
Citigroup Global Markets Holdings Inc. 10.2% per year, payable each month if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $122.048 for Biotech and $28.184 for VanEck Vectors Gold Miners; 80% of initial share prices due 7/27/2028
Citigroup Global Markets Holdings Inc. 13.4% per year, payable each quarter if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $106.792 for SPDR S&P Biotech, $92.981 for Technology Select, $168.651 for VanEck Vectors Semiconductor; 70% of initial share prices due 1/26/2023
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable quarterly if stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier price: $33.215, 70% of initial level due 1/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2023
Citigroup Global Markets Holdings Inc. 8.75% per annum on a quarterly basis if index closes at or above its coupon barrier value for that period; Coupon barrier level: 10,024.80, 75% of initial level due 1/27/2022
Citigroup Global Markets Holdings Inc. 8.1% per annum on a monthly basis if the least-performing asset closes at or above its coupon barrier value for that period; Coupon barrier levels: 10,024.8 for Nasdaq, $107.843 for ETF and 2,881.103 for S&P, 75% of initial levels due 1/26/2023
Citigroup Global Markets Holdings Inc. 7.75% per annum on a monthly basis if the least-performing asset closes at or above its coupon barrier value for that period; Coupon barrier levels: 1,518.131 for Russell, $100.654 for ETF and 2,689.029 for S&P, 70% of initial levels due 1/25/2024
Citigroup Global Markets Holdings Inc. 6.5% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 1,518.131 for Russell, 9,356.48 for Nasdaq and 21,697.886 for Dow, 70% of initial levels due 1/25/2024
Citigroup Global Markets Holdings Inc. 6.1% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 1,518.131 for Russell, 9,356.48 for Nasdaq and 21,697.886 for Dow, 70% of initial levels due 10/27/2025
Citigroup Global Markets Holdings Inc. 10.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,626.569 for Russell, 23,247.735 for Dow, 10,024.8 for Nasdaq, 75% of initial levels due 1/25/2024
Citigroup Global Markets Holdings Inc. 7.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,626.569 for Russell, 23,247.735 for Dow, 10,024.8 for Nasdaq, 75% of initial levels due 1/25/2024
Citigroup Global Markets Holdings Inc. 5.75% per annum on a semiannual basis if the least-performing index closes at or above its coupon barrier value on the valuation date for that period; Coupon barrier levels: 1,301.255 for Russell, 8,019.84 for Nasdaq and 2,304.882 for S&P, 60% of initial levels due 1/27/2026
Citigroup Global Markets Holdings Inc. 10.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,518.131 for Russell, 2,689.029 for S&P, 9,356.48 for Nasdaq, 70% of initial levels due 7/27/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,301.255 for Russell, 2,304.882 for S&P, 8,019.84 for Nasdaq, 60% of initial levels due 7/27/2026
Citigroup Global Markets Holdings Inc. 8.05% per year, payable quarterly if each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 1,518.131 for Russell, 2,689.029 for S&P, 21,697.886 for Dow; 70% of initial levels due 1/26/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,073.176, 80% of initial level due 1/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2024
Citigroup Global Markets Holdings Inc. 12.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier prices: $44.375 for Advanced Micro and $41.75 for Micron, 50% of initial share prices due 1/30/2023
Citigroup Global Markets Holdings Inc. 6% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 23,382.008 for Dow, 10,053.743 for Nasdaq and 1,606.066 for Russell, 75% of initial levels due 1/25/2024
Citigroup Global Markets Holdings Inc. 14% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier prices: $133.302 for salesforce and $147.3 for Teladoc, 60% of initial share prices due 1/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2026
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $1,984.194 for Amazon, $134.982 for Microsoft and $82.122 for Apple; 60% of initial levels due 1/25/2024
Citigroup Global Markets Holdings Inc. 3% initial rate for first year; then 2.5 times spread of 30-year CMS rate minus two-year CMS rate minus 0.25%, subject to cap of 5% per year and floor of zero; payable quarterly due 1/25/2031
Citigroup Global Markets Holdings Inc. 0.4% initially, stepping up to 0.45% on Jan. 25, 2022 and to 0.5% on Jan. 25, 2023; payable semiannually due 1/25/2024
Citigroup Global Markets Holdings Inc. 0.4% per year until July 27; then SOFR plus 30 bps, with floor of 0%; payable quarterly due 1/27/2023
Citigroup Global Markets Holdings Inc. 23.5% per year, payable each month if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $62.125 for Advanced Micro Devices, $115.220 for Qualcomm, $33.663 for Walgreens Boots; 70% of initial share prices due 1/23/2026
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable monthly if each stock closes at or above coupon barrier on determination date for period; Coupon barrier levels: $1,316.049 for Alphabet, $2,284.366 for Amazon, $92.421 for Apple, $187.236 for Facebook, $410.438 for Netflix; 70% of initial levels due 1/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 8.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,404.401 for Russell, 20,272.447 for Dow, 8,642.693 for Nasdaq, 65% of initial levels due 1/23/2026
Citigroup Global Markets Holdings Inc. 5.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,296.370 for Russell, 2,311.110 for S&P, 7,977.870 for Nasdaq, 60% of initial levels due 1/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2024
Citigroup Global Markets Holdings Inc. 8.00% due 1/25/2022
Citigroup Global Markets Holdings Inc. 5.03% due 4/25/2022
Citigroup Global Markets Holdings Inc. 7.12% due 4/25/2022
Citigroup Global Markets Holdings Inc. 6.4% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 2,659.237 for S&P, 1,505.7959 for Russell and 21,651.364 for Dow, 70% of initial levels due 1/24/2025
Citigroup Global Markets Holdings Inc. 8.7% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 2,849.1825 for S&P, 1,613.35275 for Russell and 2,696.565 for Stoxx, 75% of initial levels due 1/24/2025
Citigroup Global Markets Holdings Inc. 15.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $52.926 for Advanced Micro, $131.934 for American Tower and $42.564 for Hyatt, 60% of initial share prices due 1/24/2023
Citigroup Global Markets Holdings Inc. 12.7% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $29.307 for Comcast, $301.062 for Netflix and $103.356 for Walt Disney, 60% of initial share prices due 1/24/2024
Citigroup Global Markets Holdings Inc. 9% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 21,651.364 for Dow, 9,097.578 for Nasdaq and 1,505.796 for Russell, 70% of initial levels due 4/22/2022
Citigroup Global Markets Holdings Inc. 14.80% due 1/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $53.67 for Advanced Micro and $82.824 JPMorgan; 60% of initial levels due 10/22/2021
Citigroup Global Markets Holdings Inc. 5.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,047.059 for Nasdaq and 3,229.074 for S&P, 85% of initial levels due 1/23/2026
Citigroup Global Markets Holdings Inc. 7.75% annual rate, paid monthly if each asset finishes at or above its coupon barrier value on related observation date; Coupon barriers: $100.072 for iShares Russell, 9,097.578 for Nasdaq and 21,651.364 for Dow, 70% of initial values due 7/22/2022
Citigroup Global Markets Holdings Inc. 9.9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,397.232 for Nasdaq, 3,039.128 for S&P, 24,744.416 for Dow, 80% of initial levels due 1/24/2023
Citigroup Global Markets Holdings Inc. 7.5% annual rate, paid monthly if each asset closes at or above its coupon barrier value on the valuation date for that month; Coupon barriers: $85.776 for iShares Russell, 7,797.924 for Nasdaq and 2,279.346 for S&P, 60% of initial values due 7/22/2022
Citigroup Global Markets Holdings Inc. 8% annual rate, paid monthly if each asset finishes at or above its coupon barrier value; Coupon barrier levels: $85.776 for iShares Russell, 7,797.924 for Nasdaq and 2,279.346 for S&P, 60% of initial values due 7/24/2023
Citigroup Global Markets Holdings Inc. 6.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,505.796 for Russell, 9,097.578 for Nasdaq, 21,651.364 for Dow, 70% of initial levels due 1/24/2025
Citigroup Global Markets Holdings Inc. 11.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,505.796 for Russell, 9,097.578 for Nasdaq, 21,651.364 for Dow, 70% of initial levels due 1/24/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,505.796 for Russell, 2,659.237 for S&P, 21,651.364 for Dow, 70% of initial levels due 1/23/2026
Citigroup Global Markets Holdings Inc. 7.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,505.796 for Russell, 2,659.237 for S&P, 21,651.364 for Dow, 70% of initial levels due 1/23/2026
Citigroup Global Markets Holdings Inc. 6.3% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,505.796 for Russell, 21,651.364 for Dow, 9,097.578 for Nasdaq, 70% of initial levels due 7/22/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,613.353 for Russell, 23,197.890 for Dow, 9,747.405 for Nasdaq, 75% of initial levels due 1/23/2026
Citigroup Global Markets Holdings Inc. 7.05% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,505.796 for Russell, 2,659.237 for S&P, 9,097.578 for Nasdaq, 70% of initial levels due 1/24/2025
Citigroup Global Markets Holdings Inc. 6.05% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,505.796 for Russell, 9,097.578 for Nasdaq, 2,659.237 for S&P, 70% of initial levels due 10/22/2021
Citigroup Global Markets Holdings Inc. 7% for the first year; after that, annual coupon rate set at 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier; payable quarterly; floating rate is subject to 0% floor and 8% ceiling; Accrual barrier levels: 7,797.924 for Nasdaq, 1,290.682 for Russell and 2,279.346 for S&P, or 60% of initial levels due 1/22/2041
Citigroup Global Markets Holdings Inc. 9.55% annual rate, for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 45.396 for Stoxx Banks, 7,797.924 for Nasdaq and 2,279.346 for S&P, or 60% of initial levels due 1/16/2036
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2026
Citigroup Global Markets Holdings Inc. 11.00% due 1/24/2024
Citigroup Global Markets Holdings Inc. 11.30% due 7/24/2024
Citigroup Global Markets Holdings Inc. 7.1% per year, payable each quarter that each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: $92.24 for S&P Equal Weight and $146.83 for iShares Russell; 70% of initial values due 1/24/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that each ETF closes at or above its coupon barrier on each trading day that quarter; Coupon barriers: $37.07 for MSCI, $143.87 for Russell, $254.51 for S&P; 67.25% of initial values due 1/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/15/2026
Citigroup Global Markets Holdings Inc. 5.45% annualized, payable monthly if each asset closes at or above coupon barrier on valuation date for that month; Coupon barriers: 21,748.03 for Dow, 1,489.571 for Russell, $38.15 for ETF, 70% of initial levels due 7/17/2023
Citigroup Global Markets Holdings Inc. 5% annualized, payable quarterly if each asset closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 3,040.952 for S&P, 1,702.367 for Russell, 80% of initial levels due 1/18/2024
Citigroup Global Markets Holdings Inc. 4.1% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 9,024.463 for Nasdaq, 1,489.571 for Russell, 2,660.833 for S&P, 70% of initial levels due 1/15/2026
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier prices: $2,122.164 for Amazon and $135.388 for Target, 68% of initial share prices due 1/18/2024
Citigroup Global Markets Holdings Inc. 9.75% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $90.16 for Apple and $108.115 for Qualcomm, 70% of initial share prices due 7/17/2023
Citigroup Global Markets Holdings Inc. 8.3% annualized rate, payable monthly if each asset closes at or above coupon barrier price on valuation date for that month; Coupon barrier levels: $28.301 for Energy Select, 50.98 for Stoxx and $38.246 for Regional Banking, 65% of initial levels due 1/15/2026
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each ETF closes at or above barrier price, on valuation date for that quarter; previously unpaid coupons will also be paid due 1/18/2022
Citigroup Global Markets Holdings Inc. 6% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 2,660.833 for S&P, 9,024.463 for Nasdaq, 70% of initial levels due 7/15/2022
Citigroup Global Markets Holdings Inc. 6% annualized, payable quarterly if ETF closes at or above 80% coupon barrier on review date for that quarter due 1/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/11/2023
Citigroup Global Markets Holdings Inc. 9.35%, paid quarterly if each asset finishes at or above its coupon barrier value; Coupon barrier levels: 58.823 for Stoxx, 2,850.893 for S&P and $44.13 for SPDR, 75% of initial values due 1/16/2031
Citigroup Global Markets Holdings Inc. 5.75% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that quarter; Coupon barrier levels: 9,024.463 for Nasdaq, 21,748.083 for Dow and 1,489.571 for Russell, 70% of initial levels due 1/16/2025
Citigroup Global Markets Holdings Inc. 6.45% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that month; Coupon barrier levels: 9,024.463 for Nasdaq, 21,748.083 for Dow and 1,489.571 for Russell, 70% of initial levels due 1/18/2023
Citigroup Global Markets Holdings Inc. 5.1% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that quarter; Coupon barrier levels: 9,024.463 for Nasdaq, 21,748.083 for Dow and 1,489.571 for Russell, 70% of initial levels due 1/15/2026
Citigroup Global Markets Holdings Inc. 7.55% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that quarter; Coupon barrier levels: 9,024.463 for Nasdaq, 21,748.083 for Dow and 1,489.571 for Russell, 70% of initial levels due 1/15/2026
Citigroup Global Markets Holdings Inc. 6.75% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that month; Coupon barrier levels: 9,024.463 for Nasdaq, 21,748.083 for Dow and 1,489.571 for Russell, 70% of initial levels due 7/15/2022
Citigroup Global Markets Holdings Inc. 7.3% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that quarter; Coupon barrier levels: 9,024.463 for Nasdaq, 2,660.833 for S&P and 1,489.571 for Russell, 70% of initial levels due 1/16/2025
Citigroup Global Markets Holdings Inc. 7% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that month; Coupon barrier levels: 9,669.068 for Nasdaq, 2,850.893 for S&P and 1,595.969 for Russell, 75% of initial levels due 10/17/2022
Citigroup Global Markets Holdings Inc. 6.75% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that quarter; Coupon barrier levels: 9,024.463 for Nasdaq, 2,660.833 for S&P and 1,489.571 for Russell, 70% of initial levels due 7/15/2022
Citigroup Global Markets Holdings Inc. 9% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that month; Coupon barrier levels: 9,024.463 for Nasdaq, 2,660.883 for S&P and 1,489.571 for Russell, 70% of initial levels due 10/17/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index finishes at or above coupon barrier level on related observation date; Coupon barrier level: 2,660.833, 70% of initial level due 1/16/2031
Citigroup Global Markets Holdings Inc. 10% per annum for the first year; after the first year, annual coupon rate is 30 times the CMS spread (the 30-year CMS rate minus the two-year CMS rate), subject to a floor of 0% and a maximum coupon of 10%; payable quarterly at the applicable coupon times the number of days in the accrual period each index finishes above accrual barrier divided by the number of days in the accrual period; payable quarterly; Accrual barrier levels: 8,379.859 for Nasdaq and 50.98 for Stoxx, or 65% of initial levels due 1/15/2041
Citigroup Global Markets Holdings Inc. 8% for the first 3.5 years; after that, starting in October 2024, it will accrue at a rate of 8% a year for each day the 30-year CMS rate minus the two-year CMS rate is greater than zero and each index closes at or above the accrual barrier; payable quarterly; Accrual barrier levels: 54.901 for Stoxx, 1,489.571 for Russell and 2,660.833 for S&P, or 70% of initial levels due 1/15/2041
Citigroup Global Markets Holdings Inc. 7% annual rate, for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 47.058 for Stoxx Banks, 1,276.775 for Russell and 2,280.714 for S&P, or 60% of initial levels due 1/15/2041
Citigroup Global Markets Holdings Inc. 7% annual rate, for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 9,024.463 for Nasdaq, 1,489.571 for Russell and 2,660.833 for S&P, or 70% of initial levels due 1/15/2041
Citigroup Global Markets Holdings Inc. 0.00% due 7/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/18/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/18/2023
Citigroup Global Markets Holdings Inc. 10.55% due 1/18/2023
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier prices: $2,179.947 for Amazon and $152.243 for Microsoft, 70% of initial share prices due 7/14/2022
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly plus any previously unpaid coupons if stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier price: $2,335.658, 75% of initial level due 1/14/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if the lesser-performing ETF finishes at or above its barrier price; previously unpaid coupons will also be paid due 1/14/2022
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if the lesser-performing ETF finishes at or above the 73% coupon barrier price; previously unpaid coupons will also be paid due 1/14/2022
Citigroup Global Markets Holdings Inc. 10.9% annualized rate, payable monthly if ETF closes at or above coupon barrier price on valuation date for that month; Coupon barrier price: $46.816, 70% of initial levels due 7/14/2022
Citigroup Global Markets Holdings Inc. 9% annualized, payable each month that stock closes at or above coupon barrier on determination date for that month, plus any previously unpaid coupons; Coupon barrier: $26.024, 80% of initial price due 1/14/2022
Citigroup Global Markets Holdings Inc. 8.7% annualized, payable each quarter that stock closes at or above coupon barrier on determination date for that quarter, plus any previously unpaid coupon; Coupon barrier: $26.024, 80% of initial price due 1/14/2022
Citigroup Global Markets Holdings Inc. 8.8% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value on the valuation date for that quarter; Coupon barrier levels: 21,706.083 for Dow, 9,031.743 for Nasdaq and 1,463.706 for Russell, 70% of initial levels due 1/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/17/2023
Citigroup Global Markets Holdings Inc. 6.00% due 1/14/2022
Citigroup Global Markets Holdings Inc. 5% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 10/14/2021
Citigroup Global Markets Holdings Inc. 8% annualized, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $170.016, 77% of initial price due 1/13/2022
Citigroup Global Markets Holdings Inc. 12.75% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date for that quarter; Coupon barrier prices: $1,909.620 for Amazon, $79.230 for Apple, $306.240 for Netflix; 60% of initial levels due 1/16/2024
Citigroup Global Markets Holdings Inc. 11% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier prices: $2,227.89 for Amazon and $187.299 for Facebook, 70% of initial share prices due 1/13/2022
Citigroup Global Markets Holdings Inc. 14% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $1,909.62 for Amazon, $79.23 for Apple and $306.24 for Netflix, 60% of initial share prices due 1/16/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly plus any previously unpaid coupons if stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier price: $198.002, 74% of initial level due 1/12/2023
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable quarterly if each ETF closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $145.719 for Russell and $265.370 for S&P, 70% of initial levels due 1/16/2024
Citigroup Global Markets Holdings Inc. 8.35% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 2,677.276 for S&P, 9,173.64 for Nasdaq and 1,464.161 for Russell, 70% of initial levels due 7/13/2022
Citigroup Global Markets Holdings Inc. 7.2% annualized, payable each quarter that ETF closes at or above coupon barrier on determination date for that quarter, plus any previously unpaid coupon; Coupon barrier: $251.984, 80% of initial price due 1/13/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/12/2023
Citigroup Global Markets Holdings Inc. 8.7% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 23,323.478 for Dow, 9,828.9 for Nasdaq and 1,568.744 for Russell, 75% of initial levels due 1/11/2024
Citigroup Global Markets Holdings Inc. 8.15% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 21,768.579 for Dow, 9,173.64 for Nasdaq and 1,464.161 for Russell, 70% of initial levels due 1/11/2024
Citigroup Global Markets Holdings Inc. 6.4% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 21,768.579 for Dow, 9,173.64 for Nasdaq and 2,677.276 for S&P, 70% of initial levels due 7/13/2022
Citigroup Global Markets Holdings Inc. 5.2% per year, payable quarterly if closing price of shares is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier price: $188.988, 60% of initial share price due 1/16/2024
Citigroup Global Markets Holdings Inc. 15.25% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $2,227.890 for Amazon, $153.734 for Microsoft and $371.749 for Nvidia; 70% of initial levels due 1/12/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,464.161 for Russell, 9,173.640 for Nasdaq, 2,677.276 for S&P, 70% of initial levels due 10/12/2023
Citigroup Global Markets Holdings Inc. 8.7% annual rate, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $91.92 for S&P and $145.40 for Russell; 70% of initial values due 1/13/2026
Citigroup Global Markets Holdings Inc. 6.7% per year, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $91.924 for S&P Equal Weight and $145.404 for iShares Russell; 70% of initial values due 1/13/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $330.06, 75% of initial value due 1/12/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable each quarter that the ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $330.06, 75% of initial value due 1/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2023
Citigroup Global Markets Holdings Inc. 10.45% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,467.820 for Russell, 21,728.791 for Dow, 9,057.699 for Nasdaq, 70% of initial levels due 4/12/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarter if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,467.820 for Russell, 21,728.791 for Dow, 9,057.699 for Nasdaq, 70% of initial levels due 1/12/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2025
Citigroup Global Markets Holdings Inc. 7.45% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $157.986 for Facebook and $28.05 for Southwest, 60% of initial share prices due 10/12/2021
Citigroup Global Markets Holdings Inc. 17.50% due 1/11/2022
Citigroup Global Markets Holdings Inc. 6.2% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 8,836.345 for Nasdaq, 21,580.58 for Dow and 1,440.544 for Russell, 70% of initial levels due 10/12/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/8/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2023
Citigroup Global Markets Holdings Inc. 5.7% per year if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,385.994 for Russell, 21,286.692 for Dow, 8,991.752 for Nasdaq ,70% of initial levels due 1/3/2025
Citigroup Global Markets Holdings Inc. 11% per year if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,583.994 for Russell, 24,327.648 for Dow, 10,276.288 for Nasdaq, 80% of initial levels due 1/5/2023
Citigroup Global Markets Holdings Inc. 11.75% per year, payable for each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 2,678.417 for S&P, 1,506.008 for Russell, 9,419.284 for Nasdaq; 70% of initial levels due 2/7/2023
Citigroup Global Markets Holdings Inc. 8.1% per year, payable for each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 2,612.428 for S&P, 1,385.994 for Russell, 8,991.752 for Nasdaq; 70% of initial levels due 12/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/8/2029
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2022
Citigroup Global Markets Holdings Inc. 12.7% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on review date for that period due 1/4/2022
Citigroup Global Markets Holdings Inc. 15% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on review date for that period due 1/3/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,469.522 for Russell, 22,751.753 for Dow, 9,632.618 for Nasdaq, 75% of initial levels due 1/4/2024
Citigroup Global Markets Holdings Inc. 6.8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,371.554 for Russell, 21,234.969 for Dow, 8,990.443 for Nasdaq, 70% of initial levels due 4/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2022
Citigroup Global Markets Holdings Inc. 8.4% annualized, payable monthly if each index closes at or above coupon threshold on observation date for that month; Coupon thresholds: 1,469.52225 for Russell, 9,632.6175 for Nasdaq-100; 75% of initial levels due 1/27/2022
Citigroup Global Markets Holdings Inc. 6.25% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,608.928 for S&P, 1,371.5541 for Russell, 21,234.969 for Dow; 70% of initial levels due 12/30/2024
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,795.28 for S&P, 1,469.52225 for Russell, 22,751.7525 for Dow; 75% of initial levels due 12/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2026
Citigroup Global Markets Holdings Inc. 8.25% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on review date for that period due 1/3/2024
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on review date for that period due 1/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2022
Citigroup Global Markets Holdings Inc. 9.15% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that month; Coupon barrier levels: 9,629.145 for Nasdaq, 22,802.978 for Dow and 1,497.188 for Russell, 75% of initial levels due 10/3/2022
Citigroup Global Markets Holdings Inc. 6.55% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value on valuation date for that month; Coupon barrier levels: 8,987.202 for Nasdaq, 2,614.752 for S&P and 1,397.375 for Russell, 70% of initial levels due 1/2/2026
Citigroup Global Markets Holdings Inc. 9.82% per year, payable quarterly if each index closes at or above its coupon barrier level on every day during that quarter; Coupon barriers: 1,402.765 for Russell, 877.47 for Emerging Markets, 2,592.14 for S&P; 70% of initial levels due 9/27/2024
Citigroup Global Markets Holdings Inc. 16.5% annualized, payable monthly if each stock closes at or above 50% coupon barrier on review date for that period due 6/28/2022
Citigroup Global Markets Holdings Inc. 13.5% annualized, payable quarterly if each stock closes at or above coupon barrier on review date for that period; Coupon barrier levels: $1,470.595 for Bookings, $88.543 for Expedia, $90.027 for Marriott and $32.725 for Southwest; 70% of initial levels due 1/2/2024
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly plus any previously unpaid coupons if stock closes at or above barrier price on valuation date for that quarter due 12/29/2021
Citigroup Global Markets Holdings Inc. 5.2% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 2,952.008 for S&P, 10,122.512 for Nasdaq and 1,605.683 for Russell, 80% of initial levels due 12/29/2025
Citigroup Global Markets Holdings Inc. 16.9% annualized rate, payable quarterly plus any previously unpaid coupons if stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier price: $73.151, 65% of initial level due 12/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2022
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,640.693 for Dow, 1,280.714 for Russell, 2,401.698 for S&P; 65% of initial levels due 12/29/2023
Citigroup Global Markets Holdings Inc. 8.5% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that quarter; Coupon barrier levels: 880.67 for Emerging Markets, 2,583.007 for S&P and 1,404.937 for Russell, 70% of initial levels due 12/26/2025
Citigroup Global Markets Holdings Inc. 8%, paid monthly if each asset finishes at or above its coupon barrier value; Coupon barriers: 10,122.512 for Nasdaq, $28.736 for Gold Miners, 80% of initial values due 6/28/2028
Citigroup Global Markets Holdings Inc. 11.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,605.683 for Russell, 24,103.864 for Dow, 10,122.512 for Nasdaq, 80% of initial levels due 6/28/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,404.973 for Russell, 2,583.007 for S&P, 8,857.198 for Nasdaq, 70% of initial levels due 6/28/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,505.328 for Russell, 22,597.373 for Dow, 2,767.508 for S&P, 75% of initial levels due 9/28/2022
Citigroup Global Markets Holdings Inc. 6.25% per year, payable for each quarter that each index closes at or above coupon barrier on relevant valuation date; Coupon barriers: 1,304.618 for Russell, 2,398.507 for S&P, 19,584.39 for Dow; 65% of initial levels due 6/28/2023
Citigroup Global Markets Holdings Inc. 7.5% per year, payable for each quarter that each index closes at or above coupon barrier on relevant valuation date; Coupon barriers: 1,404.973 for Russell, 2,583.007 for S&P, 21,090.881 for Dow; 70% of initial levels due 12/29/2022
Citigroup Global Markets Holdings Inc. 11.5% annualized rate, payable monthly plus any previously unpaid coupons if ETF closes at or above coupon barrier price on valuation date for that month; Coupon barrier price: $101.288, 75% of initial level due 12/28/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each stock closes at or above coupon barrier on review date for that period, in which case any previously unpaid coupon will also be paid; Coupon barrier levels: $103.989 for NIKE and $163.476 for Microsoft; 73% of initial levels due 12/28/2023
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if each stock closes at or above coupon barrier on review date for that period; Coupon barrier levels: $170.433 for PayPal and $80.185 for American Express; 70% of initial levels due 6/27/2023
Citigroup Global Markets Holdings Inc. 9.00% due 12/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2023
Citigroup Global Markets Holdings Inc. 7.5% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that month; Coupon barrier levels: 22,511.633 for Dow, 9,538.17 for Nasdaq and 1,492.41 for Russell, 75% of initial levels due 9/27/2022
Citigroup Global Markets Holdings Inc. 5.15% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that quarter; Coupon barrier levels: 22,511.633 for Dow, 9,538.17 for Nasdaq and 1,492.41 for Russell, 75% of initial levels due 12/26/2025
Citigroup Global Markets Holdings Inc. 7% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value on valuation date for that quarter; Coupon barrier levels: 21,010.857 for Dow, 2,581.082 for S&P and 1,392.916 for Russell, 70% of initial levels due 6/27/2022
Citigroup Global Markets Holdings Inc. 7% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value on valuation date for that quarter; Coupon barrier levels: 21,010.857 for Dow, 2,581.082 for S&P and 1,392.916 for Russell, 70% of initial levels due 12/26/2025
Citigroup Global Markets Holdings Inc. 5.2% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that month; Coupon barrier levels: 21,010.857 for Dow, 2,581.082 for S&P and 1,392.916 for Russell, 70% of initial levels due 12/27/2024
Citigroup Global Markets Holdings Inc. 5.95% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that month; Coupon barrier levels: 22,511.633 for Dow, 9,538.17 for S&P and 1,492.41 for Russell, 70% of initial levels due 12/28/2023
Citigroup Global Markets Holdings Inc. 7.85% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,193.928 for Russell, 2,212.356 for S&P; 60% of initial levels due 12/28/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if the index finishes at or above coupon barrier level; Coupon barrier level: 2,369.19, 65% of initial level due 12/27/2030
Citigroup Global Markets Holdings Inc. 5% annual rate, payable quarterly if ETF finishes above coupon barrier on relevant valuation date; Coupon barrier: $275.43, 75% of initial level due 12/28/2021
Citigroup Global Markets Holdings Inc. 9.5% annual rate, for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 50.953 for Stoxx Banks, 1,392.916 for Russell and 2,581.082 for S&P, or 70% of initial levels due 12/28/2040
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above its coupon barrier level on every day during that quarter; Coupon barriers: 1,4293.422 for Russell, 8,266.41 for Nasdaq, 2,396.72 for S&P; 65% of initial levels due 6/27/2024
Citigroup Global Markets Holdings Inc. 6% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that quarter; Coupon barrier levels: 24,173.160 for Dow, 10,152.208 for Nasdaq and 1,576.263 for Russell, 80% of initial levels due 12/27/2030
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each asset closes at or above coupon barrier on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $240.958 for QQQ, $286.931 for S&P, 78% of initial levels due 12/27/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if both assets close at or above the 80% coupon barrier value on the valuation date for that month; Coupon barrier values: 2,955.936 for S&P and $29.08 for Gold due 12/27/2022
Citigroup Global Markets Holdings Inc. 10.16% per year, payable quarterly if the lesser-performing ETF closes at or above the 75% coupon barrier price on the valuation date for that quarter; Coupon barrier prices: $112.388 for biotech and $96.060 for technology due 12/27/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable monthly if each asset closes at or above coupon barrier on valuation date for that month; Coupon barriers: 24,173.16 for Dow, $29.08 for ETF, 80% of initial levels due 6/26/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2023
Citigroup Global Markets Holdings Inc. 8.00% due 12/27/2021
Citigroup Global Markets Holdings Inc. 5.5% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that month; Coupon barrier values: 19,640.693 for Dow, 8,248.669 for Nasdaq and 1,280.714 for Russell, 65% of initial levels due 12/27/2024
Citigroup Global Markets Holdings Inc. 4.25% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that month; Coupon barrier values: 21,151.515 for Dow, 2,586.444 for S&P and 1,379.23 for Russell, 70% of initial levels due 6/24/2022
Citigroup Global Markets Holdings Inc. 5.25% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that quarter; Coupon barrier values: 21,151.515 for Dow, 2,586.444 for S&P and 1,379.23 for Russell, 70% of initial levels due 9/25/2025
Citigroup Global Markets Holdings Inc. 7% per annum on a quarterly basis if the least-performing index closes at or above its coupon barrier value for that quarter; Coupon barrier levels: 8,883.182 for Nasdaq, 2,586.444 for S&P and 1,379.23 for Russell, 70% of initial levels due 12/26/2025
Citigroup Global Markets Holdings Inc. 5% per annum on a monthly basis if the least-performing index closes at or above its coupon barrier value for that month; Coupon barrier values: 3,140.682 for S&P and 1,674.78 for Russell, 85% of initial levels due 12/26/2025
Citigroup Global Markets Holdings Inc. 11.05%, paid quarterly if each asset closes at or above its coupon barrier value on the valuation date for that quarter; Coupon barrier values: 2,586.444 for S&P, $28.602 for SPDR S&P Bank and $35.315 for SPDR S&P Regional Banking, 70% of initial values due 12/27/2022
Citigroup Global Markets Holdings Inc. 4% per year, payable monthly if the index closes at or above the 75% coupon barrier level on the valuation date for that month due 12/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2024
Citigroup Global Markets Holdings Inc. 11.50% due 12/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2027
Citigroup Global Markets Holdings Inc. 9.4% per year, payable quarterly if each index closes at or above its coupon barrier level on every day during that quarter; Coupon barriers: 21,151.52 for Dow, 879.91 for Emerging Markets, 2,586.44 for S&P; 70% of initial levels due 6/26/2024
Citigroup Global Markets Holdings Inc. 9% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $92.458, 73% of initial level due 12/23/2021
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 8,926.442 for Nasdaq, 1,384.632 for Russell, 2,605.736 for S&P; 70% of initial levels due 12/23/2021
Citigroup Global Markets Holdings Inc. 5% per annum on a semiannual basis if the least-performing index closes at or above its coupon barrier value for that period; Coupon barrier levels: 2,225.646 for S&P, 7,642.908 for Nasdaq and 1,181.992 for Russell, 60% of initial levels due 6/23/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,378.99 for Russell, 21,125.335 for Dow, 8,916.726 for Nasdaq, 70% of initial levels due 12/23/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each fund closes at or above coupon barrier on the valuation date for that period, plus any previously unpaid coupon; Coupon barriers: $35.406 for Regional Banking19.943 for Financial; 70% of initial levels due 12/23/2021
Citigroup Global Markets Holdings Inc. 8.7% annualized rate, payable quarterly if fund closes at or above coupon barrier on related observation date; Coupon barrier: $22.792, 80% of initial level due 12/22/2022
Citigroup Global Markets Holdings Inc. 8.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 824.434 for MSCI EM, 1,280.491 for Russell, 2,411.117 for S&P; 65% of initial levels due 12/23/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,642.908 for Nasdaq, 1,181.992 for Russell, 2225.646 for S&P; 60% of initial levels due 12/23/2025
Citigroup Global Markets Holdings Inc. 8.15%, paid quarterly if each asset finishes at or above its coupon barrier value; Coupon barriers: 2,775.878 for S&P, $38.04 for Emerging Markets and $98.168 for Russell, 75% of initial values due 12/23/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable semiannually if each fund closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $95.908 for Biotech, $83.363 for Technology; 65% of initial levels due 12/21/2023
Citigroup Global Markets Holdings Inc. 7.25% per year, payable semiannually if each fund closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $95.908 for Biotech, $83.363 for Technology; 65% of initial levels due 12/21/2023
Citigroup Global Markets Holdings Inc. 9.1% per year, payable for each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 2,782.058 for S&P, 1,477.49 for Russell, 9,553.635 for Nasdaq; 75% of initial levels due 12/21/2023
Citigroup Global Markets Holdings Inc. 4.1% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,411.117, 65% of initial level due 12/22/2022
Citigroup Global Markets Holdings Inc. 11.25% due 12/23/2021
Citigroup Global Markets Holdings Inc. 9.6% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,596.59 for S&P, 1,378.99 for Russell, 8,916.73 for Nasdaq; 70% of initial levels due 6/21/2024
Citigroup Global Markets Holdings Inc. 6% annualized, payable semiannually if each ETF closes at or above coupon barrier on observation date for that period; Coupon barrier levels: $135.786 for Russell, $259.119 for S&P; 70% of initial prices due 12/26/2022
Citigroup Global Markets Holdings Inc. 10.4% annualized, payable quarterly if stock closes at or above 70% coupon barrier on review date for that quarter due 12/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2025
Citigroup Global Markets Holdings Inc. 5.00% due 6/22/2021
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable monthly if each ETF closes at or above coupon barrier on observation date for that period; Coupon barrier levels: $98.168 for Russell, $226.613 for Dow, $277.628 for S&P; 75% of initial prices due 12/21/2022
Citigroup Global Markets Holdings Inc. 20% annualized rate, payable monthly if each stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $142.87 for FedEx, $75.285 for Johnson, $73.61 for Moderna and $19.355 for Pfizer, 50% of initial share prices due 12/21/2022
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $33.228 for Intel and $11.447 for Vodafone, 65% of initial share prices due 12/21/2022
Citigroup Global Markets Holdings Inc. 31.36% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $184.16 for PayPal and $280.704 for Twilio, 80% of initial share prices due 12/21/2022
Citigroup Global Markets Holdings Inc. 22.54% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $172.650 for PayPal and $263.160 for Twilio, 75% of initial share prices due 12/21/2022
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $124.894 for Square and $79.987 for Walmart, 55% of initial share prices due 12/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2023
Citigroup Global Markets Holdings Inc. 13.5% per year, payable monthly if stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $1,230.033 for Alphabet, $2,268.672 for Amazon and $89.467 for Apple; 70% of initial levels due 12/19/2024
Citigroup Global Markets Holdings Inc. 6.7% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $37.86 for iShares and 1,469.822 for Russell, 75% of initial levels due 12/19/2030
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,366.905 for Russell, 21,108.178 for Dow, 8,867.712 for Nasdaq, 70% of initial levels due 9/21/2022
Citigroup Global Markets Holdings Inc. 1.5% initially, stepping up to 1.75% on Dec. 18, 2023, 2% on Dec. 18, 2027 and 2.25% on Dec. 18, 2029; payable semiannually due 12/18/2030
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2021
Citigroup Global Markets Holdings Inc. 5.9% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,590.819 for S&P, 1,366.9054 for Russell, 21,108.178 for Dow; 70% of initial levels due 12/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2024
Citigroup Global Markets Holdings Inc. 8.4% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 24,123.632 for Dow, 1,562.1776 for Russell, 2,960.936 for S&P, 80% of initial levels due 12/19/2024
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 22,615.905 for Dow, 1,464.5415 for Russell, 2,775.8775 for S&P, 75% of initial levels due 12/19/2024
Citigroup Global Markets Holdings Inc. 11.05% annualized, payable quarterly if each ETF closes at or above coupon barrier on observation date for that period; Coupon barrier levels: $47.096 for Communication, $20.027 for Financial, $36.064 for Banking; 70% of initial prices due 12/20/2022
Citigroup Global Markets Holdings Inc. 8.3% annualized, payable quarterly if each asset closes at or above coupon barrier on observation date for that period; Coupon barrier levels: 9,446.94 for Nasdaq, 2,770.965 for S&P 500, $313.268 for S&P ETF; 75% of initial prices due 12/20/2022
Citigroup Global Markets Holdings Inc. 14.8% annualized, payable quarterly if each ETF closes at or above coupon barrier on observation date for that period; Coupon barrier levels: $88.781 for Technology, $102.424 for Biotech, $36.064 for Banking; 70% of initial prices due 12/20/2022
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $1,320.810 for Alphabet and $160.598 for Microsoft, 75% of initial share prices due 12/20/2021
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $85.68 for Apple and $143.467 for Microsoft, 67% of initial share prices due 6/20/2022
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $89.516 for Apple and $149.891 for Microsoft, 70% of initial share prices due 9/20/2021
Citigroup Global Markets Holdings Inc. 10.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $89.516 for Apple and $27.097 for Pfizer, 70% of initial share prices due 6/20/2023
Citigroup Global Markets Holdings Inc. 6.65% due 9/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/17/2022
Citigroup Global Markets Holdings Inc. 5.95% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,371.834 for Russell, 21,139.517 for Dow, 8,817.144 for Nasdaq; 70% of initial levels due 12/20/2023
Citigroup Global Markets Holdings Inc. 5.50% due 3/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2025
Citigroup Global Markets Holdings Inc. 4.9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,339.669 for Russell, 2,553.243 for S&P, 8,723.547 for Nasdaq, 70% of initial levels due 12/19/2023
Citigroup Global Markets Holdings Inc. 8.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,339.699 for Russell, 8,723.547 for Nasdaq, 2,553.243 for S&P, 70% of initial levels due 9/19/2022
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupons; Coupon barrier price: $1,419.84, 80% of initial level due 12/16/2021
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable quarterly if stock closes at or above 80% coupon barrier on review date for that quarter due 12/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier: $1,402.092; 79% of initial level due 12/15/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,338.188 for Russell, 21,032.459 for Dow, 8,662.787 for Nasdaq, 70% of initial levels due 12/14/2023
Citigroup Global Markets Holdings Inc. 6.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,338.188 for Russell, 21,032.459 for Dow, 8,662.787 for Nasdaq, 70% of initial levels due 12/14/2023
Citigroup Global Markets Holdings Inc. 7.7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,338.188 for Russell, 2,564.422 for S&P, 8,662.787 for Nasdaq, 70% of initial levels due 12/16/2025
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,381.249, 65% of initial level due 12/16/2030
Citigroup Global Markets Holdings Inc. 7% fixed rate for first three years, payable quarterly; then 7% contingent rate based on number of days in quarter 30-year CMS rate minus two-year CMS rate is greater than 0% and each index closes above its 60% accrual barrier due 12/17/2040
Citigroup Global Markets Holdings Inc. 7% annual rate for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 8,662.787 for Nasdaq, 1,338.188 for Russell and 2,564.422 for S&P, or 70% of initial levels due 12/17/2040
Citigroup Global Markets Holdings Inc. 5.75% per year, payable for each quarter that each index closes at or above coupon barrier on relevant valuation date; Coupon barriers: 1,338.188 for Russell, 2,564.422 for S&P; 70% of initial levels due 12/15/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,747.595, 75% of initial level due 12/16/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/16/2025
Citigroup Global Markets Holdings Inc. 9% annual rate, payable each quarter that each ETF closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $35.50 for EM and $133.21 for Russell; 70% of initial values due 12/16/2025
Citigroup Global Markets Holdings Inc. 7% annual rate, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $35.50 for EM and $133.21 for Russell; 70% of initial values due 12/16/2025
Citigroup Global Markets Holdings Inc. 18.74% due 12/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2023
Citigroup Global Markets Holdings Inc. 10.05% per year, payable quarterly if stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier: $168.416; 80% of initial levels due 12/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2025
Citigroup Global Markets Holdings Inc. 7% annualized, payable semiannually if each ETF closes at or above coupon barrier on observation date for that period; Coupon barrier levels: $215.803 for QQQ, $133.560 for Russell ETF, $259.119 for S&P ETF; 70% of initial prices due 12/18/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each stock closes at or above 74% coupon barrier on review date for that period due 12/14/2021
Citigroup Global Markets Holdings Inc. 20.10% due 12/9/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,426.610 for Russell, 22,551.608 for Dow, 9,273.480 for Nasdaq; 75% of initial levels due 12/14/2023
Citigroup Global Markets Holdings Inc. 7%, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,791.343 for S&P, 9,397.126 for Nasdaq; 76% of initial levels due 12/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/11/2023
Citigroup Global Markets Holdings Inc. 7% annual rate, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $210.92 for QQQ and $88.47 for Equal Weight; 70% of initial values due 12/14/2023
Citigroup Global Markets Holdings Inc. 6.66% annual rate, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $35.30 for EM and $256.80 for S&P; 70% of initial values due 12/14/2023
Citigroup Global Markets Holdings Inc. 4.90% due 3/14/2022
Citigroup Global Markets Holdings Inc. 6.96% due 3/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/13/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,342.447 for Russell, 8,845.004 for Nasdaq and 21,121.716 for Dow; 70% of initial levels due 12/11/2025
Citigroup Global Markets Holdings Inc. 5.2% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,342.447 for Russell, 8,845.004 for Nasdaq, 2,591.575 for S&P, 70% of initial levels due 12/13/2021
Citigroup Global Markets Holdings Inc. 9.5% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,591.58 for S&P, 1,342.447 for Russell, 8,845.00 for Nasdaq; 70% of initial levels due 12/13/2023
Citigroup Global Markets Holdings Inc. 7.90% due 12/10/2021
Citigroup Global Markets Holdings Inc. 35.4% annual rate, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $449.28, 75% of initial level due 12/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/9/2022
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,584.372 for S&P, $28.70 for S&P Bank and $35.588 for S&P Regional; 70% of initial levels due 12/12/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable for each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 9,447.353 for Nasdaq, 1,418.439 for Russell, 2,768.97 for S&P; 75% of initial levels due 12/11/2025
Citigroup Global Markets Holdings Inc. 7.65% annualized, payable quarterly if the index closes at or above coupon barrier on valuation date for that period; Coupon barrier: 1,000.832; 80% of initial level due 12/9/2024
Citigroup Global Markets Holdings Inc. 8.5% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier price: $38.126, 55% of initial level due 12/8/2022
Citigroup Global Markets Holdings Inc. 28.5% per year, payable monthly if least-performing stock closes at or above coupon barrier value on valuation date for that period, plus any previously unpaid coupon(s); Coupon barriers: $479.232 for Tesla and $62.496 for Sysco, or 80% of initial share prices due 12/8/2022
Citigroup Global Markets Holdings Inc. 5.85% due 6/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/9/2025
Citigroup Global Markets Holdings Inc. 5.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,112.119 for Russell, 8,769.936 for Nasdaq, 2,589.384 for S&P, 70% of initial levels due 12/9/2025
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,112.119 for Russell, 8,769.936 for Nasdaq, 2,589.384 for S&P, 70% of initial levels due 12/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/9/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/9/2022
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if least-performing stock closes at or above 65% coupon barrier on observation date for that period due 12/7/2023
Citigroup Global Markets Holdings Inc. 10.5% per year, payable each quarter if each stock closes at or above its coupon threshold level on the related determination date; Coupon threshold: $35.783, 65% of initial level due 12/7/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable for each quarter that each index closes at or above coupon barrier on relevant valuation date; Coupon barriers: 1,324.714 for Russell, 2,589.384 for S&P, 21,152.782 for Dow; 70% of initial levels due 12/8/2022
Citigroup Global Markets Holdings Inc. 5.15% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,774.34, 75% of initial level due 12/9/2021
Citigroup Global Markets Holdings Inc. 6.1% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,774.34, 75% of initial level due 12/9/2030
Citigroup Global Markets Holdings Inc. 7.15% annual rate, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $35.60 for EM and $131.74 for Russell; 70% of initial values due 12/9/2025
Citigroup Global Markets Holdings Inc. 9.1% annual rate, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $35.60 for EM and $131.74 for Russell; 70% of initial values due 12/9/2025
Citigroup Global Markets Holdings Inc. 9.5% annualized rate, payable semiannually if each fund closes at or above coupon barrier price on valuation date for that period; Coupon barrier levels: $227.888 for Invesco, $137.168 for Russell, $31.028 for Euro Stoxx and $275.093 for S&P, 75% of initial levels due 12/11/2023
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if each fund closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $242.768 for Invesco, $146.16 for Russell and $292.816 for S&P; 80% of initial levels due 12/9/2022
Citigroup Global Markets Holdings Inc. 27.75% per year, payable monthly if worst performing stock is greater than or equal to barrier price on valuation date for that period; Coupon barrier levels: $1,232.518 for Alphabet, $2,217.628 for Amazon, $343.49 for Netflix and $397.32 for Tesla, 70% of initial share prices due 12/4/2025
Citigroup Global Markets Holdings Inc. 10.6% annualized, payable each quarter that stock closes at or above coupon barrier on determination date for that quarter, plus any previously unpaid coupon; Coupon barrier: $171.296, 80% of initial price due 12/6/2021
Citigroup Global Markets Holdings Inc. 6.3% annualized, payable each quarter that ETF closes at or above coupon barrier on determination date for that quarter, plus any previously unpaid coupon; Coupon barrier: $307.751, 85% of initial price due 12/6/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 7% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier price: $1,385.976, 79% of initial level due 12/3/2021
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable quarterly if each asset closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $49.105 for iShares, 8,587.824 for Nasdaq and 1,273.871 for Russell, 70% of initial levels due 9/5/2025
Citigroup Global Markets Holdings Inc. 17% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $35.01 for Pinterest and $105.48 for Square, or 50% of initial share prices due 6/2/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if least-performing asset closes at or above coupon barrier value on valuation date for that quarter; Coupon barrier values: $282.407 for S&P, $233.704 for QQQ, or 78% of initial share prices due 12/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2022
Citigroup Global Markets Holdings Inc. 8.8% annualized rate, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 25,192.844, 85% of initial level due 12/3/2021
Citigroup Global Markets Holdings Inc. 7% per year, paid quarterly unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 1,273.871 for Russell, 20,747.048 for Dow, 2,535.141 for S&P; 70% of initial levels due 12/4/2025
Citigroup Global Markets Holdings Inc. 7% per year, paid quarterly unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 1,273.871 for Russell, 20,747.048 for Dow, 2,535.141 for S&P; 70% of initial levels due 6/3/2022
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,364.862 for Russell, 22,228.98 for Dow, 2,716.223 for S&P, 75% of initial levels due 12/7/2026
Citigroup Global Markets Holdings Inc. 9.4% annualized rate, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 3,078.386, 85% of initial level due 12/3/2021
Citigroup Global Markets Holdings Inc. 5.1% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,716.223, 75% of initial level due 12/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2026
Citigroup Global Markets Holdings Inc. 5% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,354.0595 for S&P, 1,182.8804 for Russell, 19,265.116 for Dow; 65% of initial levels due 11/29/2024
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,716.2225 for S&P, 1,364.862 for Russell, 22,228.98 for Dow; 75% of initial levels due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2025
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 23,710.912 for Dow, 1,455.8528 for Russell, 2,897.304 for S&P, 80% of initial levels due 11/29/2024
Citigroup Global Markets Holdings Inc. 6.5% per year payable semiannually unless any fund closes below coupon barrier level on observation date for that period; Coupon barrier levels: $128.513 for iShares and $253.862 for SPDR; 70% of initial levels due 12/4/2023
Citigroup Global Markets Holdings Inc. 6% per year payable semiannually unless any fund closes below coupon barrier level on observation date for that period; Coupon barrier levels: $207.396 for Invesco and $253.862 for SPDR; 70% of initial levels due 12/4/2023
Citigroup Global Markets Holdings Inc. 20.75% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $52.026 for Advanced Micro, $1,911.042 for Amazon.com, $291.00 for Netflix, $130.566 for Boeing, or 60% of initial share prices due 11/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 9.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,383.768 for Russell, 22,404.353 for Dow, 9,114.158 for Nasdaq, 75% of initial levels due 5/31/2023
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $76.092 for Biotech, $30.09 for Banking, $73.206 for Technology; 60% of initial levels due 11/27/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable for each quarter that each index closes at or above coupon barrier on relevant valuation date; Coupon barriers: 1,291.517 for Russell, 8,506.547 for Nasdaq, 20,910.729 for Dow; 70% of initial levels due 8/30/2022
Citigroup Global Markets Holdings Inc. 6.73% per year, payable for each quarter that each index closes at or above coupon barrier on relevant valuation date; Coupon barriers: 1,291.517 for Russell, 8,506.547 for Nasdaq, 20,910.729 for Dow; 70% of initial levels due 8/30/2022
Citigroup Global Markets Holdings Inc. 6.5% per year, payable for each quarter that each index closes at or above coupon barrier on relevant valuation date; Coupon barriers: 1,383.768 for Russell, 9,114.158 for Nasdaq, 22,404.353 for Dow; 75% of initial levels due 8/30/2022
Citigroup Global Markets Holdings Inc. 6.4% per year, payable for each quarter that each index closes at or above coupon barrier on relevant valuation date; Coupon barriers: 1,199.266 for Russell, 2,359.273 for S&P; 65% of initial levels due 11/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 6.34% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: 66.11 for Solactive and 2,540.76 for S&P 500; 70% of initial levels due 11/29/2030
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: 66.11 for Solactive and 2,540.76 for S&P 500; 70% of initial levels due 11/29/2030
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above its coupon barrier related valuation date; Coupon barriers: 852.8 for MSCI and 2,540.76 for S&P, or 70% of initial levels due 12/1/2025
Citigroup Global Markets Holdings Inc. 6.90% due 3/2/2022
Citigroup Global Markets Holdings Inc. 4.90% due 3/2/2022
Citigroup Global Markets Holdings Inc. 6% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 24,036.992 for Dow, 1,482.826 for Russell, 9,663.848 for Nasdaq, 80% of initial levels due 11/29/2030
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $51.042 for Advanced Micro, $166.81 for Dollar Tree, $156.504 for salesforce, or 60% of initial share prices due 11/29/2023
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $2,120.81 for Amazon.com and $103.013 for Disney, or 68% of initial share prices due 11/29/2023
Citigroup Global Markets Holdings Inc. 6% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that period; Coupon barriers: 2,806.304 for Stoxx 50, 60.592 for Stoxx Banks; 80% of initial levels due 5/30/2028
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if least-performing asset closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 2,908.328 for S&P, $26.736 for Gold Miners, or 85% of initial share prices due 11/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2030
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2022
Citigroup Global Markets Holdings Inc. 7% per annum for each day 30-year CMS rate minus two-year CMS rate is greater than or equal to zero and each index closes at or above the accrual barrier; payable quarterly; Accrual barrier levels: 1,112.1192 for Russell, 7,247.886 for Nasdaq and 18,027.744 for Dow, or 60% of initial levels due 11/30/2035
Citigroup Global Markets Holdings Inc. 3.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 8,445.867 for Nasdaq, 2,544.787 for S&P, 70% of initial levels due 11/30/2021
Citigroup Global Markets Holdings Inc. 5.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,851.877 for Nasdaq, 19,530.056 for Dow, 1,204.796 for Russell, 65% of initial levels due 11/29/2024
Citigroup Global Markets Holdings Inc. 5.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,297.472 for Russell, 21,032.368 for Dow, 2,544.472 for S&P, 70% of initial levels due 8/28/2025
Citigroup Global Markets Holdings Inc. 8.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,112.119 for Russell, 7,247.886 for Nasdaq, 2,181.246 for S&P, 60% of initial levels due 5/27/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,575.502 for Russell, 3,090.099 for S&P, 85% of initial levels due 11/28/2025
Citigroup Global Markets Holdings Inc. 4% annualized rate, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,726.558, 75% of initial level due 11/15/2030
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,363.017, 65% of initial level due 11/27/2030
Citigroup Global Markets Holdings Inc. 2% initially, stepping up to 2.5% on Nov. 30, 2030; payable semiannually due 11/30/2032
Citigroup Global Markets Holdings Inc. 6.25% annual rate, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 8,455.867 for Nasdaq, 2,544.787 for S&P; 70% of initial levels due 9/6/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2027
Citigroup Global Markets Holdings Inc. 8.00% due 11/30/2021
Citigroup Global Markets Holdings Inc. 6.7% per year, payable semiannually if least-performing asset closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $248.731 for SPDR S&P, $124.25 for iShares due 12/1/2023
Citigroup Global Markets Holdings Inc. 21.75% due 11/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/23/2022
Citigroup Global Markets Holdings Inc. 1% initially, stepping up to 1.1% on Nov. 25, 2023 and up to 1.2% on Nov. 25, 2024; payable semiannually due 11/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if least-performing asset closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 24,036.992 for Dow, $26.736 for Gold Miners, or 80% of initial levels due 11/26/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $20.113 for Financial, $35.276 for Regional Banking, or 74% of initial share prices due 11/26/2021
Citigroup Global Markets Holdings Inc. 25% per year, payable monthly if least-performing stock closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $48.805 for Moderna, $244.805 for Tesla, or 50% of initial share prices due 11/23/2022
Citigroup Global Markets Holdings Inc. 6% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that period; Coupon barriers: 2,774.08 for Stoxx, 2,846.032 for S&P; 80% of initial levels due 11/25/2024
Citigroup Global Markets Holdings Inc. 6.15% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that period; Coupon barriers: 1,160.472 for Russell, 2,312.41 for S&P; 65% of initial levels due 11/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2023
Citigroup Global Markets Holdings Inc. 6.94% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,339.006 for Russell, 8,929.83 for Nasdaq, 21,947.61 for Dow, 75% of initial levels due 8/25/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,071.205 for Russell, 7,143.864 for Nasdaq, 2,134.524 for S&P, 60% of initial levels due 11/25/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,071.205 for Russell, 7,143.864 for Nasdaq, 2,134.524 for S&P, 60% of initial levels due 5/26/2026
Citigroup Global Markets Holdings Inc. 6.45% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,249.739 for Russell, 2,490.278 for S&P, 70% of initial levels due 11/25/2025
Citigroup Global Markets Holdings Inc. 7.4% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $206.731 for Dow, $250.446 for S&P, $124.117 for Russell; 70% of initial levels due 11/28/2023
Citigroup Global Markets Holdings Inc. 9% per year for the first 27 months; after that, 9% per annum for each day the 30-year CMS rate minus the two-year CMS rate is greater than zero and each index closes at or above its accrual barrier level; payable quarterly; Accrual barrier levels: 19,021.262 for Dow, 46.267 for Stoxx, 2,312.401 for S&P, or 65% of initial levels due 11/27/2040
Citigroup Global Markets Holdings Inc. 8.05% per year, payable each quarter if stock closes at or above its coupon threshold level on the related determination date; Coupon threshold: $45.528, 70% of initial level due 11/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 73% coupon barrier on review date for that quarter, plus any previously unpaid coupon due 11/24/2021
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 75% coupon barrier on review date for that quarter, plus any previously unpaid coupon due 11/24/2021
Citigroup Global Markets Holdings Inc. 13.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $16.344 for MGM and $59.25 for Wynn, 60% of initial levels due 5/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2025
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $1,288.074 for Alphabet and $2,298.040 for Amazon, 74% of initial levels due 11/23/2022
Citigroup Global Markets Holdings Inc. 8% annualized rate, plus previously unpaid coupons, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $79.08 for Apple and $96.413 for Disney, 67% of initial levels due 11/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2021
Citigroup Global Markets Holdings Inc. 7.4% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: 845.29 for MSCI and 2,497.45 for S&P 500; 70% of initial levels due 11/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2027
Citigroup Global Markets Holdings Inc. 8.00% due 5/20/2021
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price, on valuation date for that quarter; Coupon barrier levels: $162.726 for Martin and $17.616 for Weyerhaeuser, 60% of initial levels due 11/21/2023
Citigroup Global Markets Holdings Inc. 11.30% due 11/19/2021
Citigroup Global Markets Holdings Inc. 11.25% due 11/19/2021
Citigroup Global Markets Holdings Inc. 7.10% due 11/19/2021
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,249.735 for Russell, 8,409.366 for Nasdaq, 2,538.837 for S&P, 70% of initial levels due 11/20/2025
Citigroup Global Markets Holdings Inc. 9% for the first year; after that, 13 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, subject to a floor of zero and a 10% cap; payable quarterly; Accrual barrier levels: 46.007 for Stoxx, 1,160.468 for Russell, or 65% of initial levels due 11/19/2040
Citigroup Global Markets Holdings Inc. 0.00% due 11/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/7/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2023
Citigroup Global Markets Holdings Inc. Each month, notes pay contingent coupon at rate of 11% per year unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 1,308.032 for Russell, 22,109.858 for Dow, 8,953.38 for Nasdaq; 75% of initial levels due 11/16/2023
Citigroup Global Markets Holdings Inc. 5% annualized rate, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,330.348, 65% of initial level due 11/15/2030
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $17.570 for Financial Select, 2,330.348 for S&P, $30.661 for Regional Banking; 65% of initial levels due 5/18/2023
Citigroup Global Markets Holdings Inc. 14% per year, payable monthly if each index closes at or above its coupon barrier level, 70% of its initial level, on the valuation date for that period due 11/20/2023
Citigroup Global Markets Holdings Inc. 6.5 times the spread of the 30-year CMS rate minus the two-year CMS rate, subject to a floor of zero, calculated quarterly; coupon is paid quarterly, calculated by multiplying the current contingent floating rate times each day the index closes at or above the accrual barrier during the accrual period divided by the number of days in the accrual period; Accrual barrier level: 2,509.605, 70% of initial levels due 11/19/2035
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2022
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each fund closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: $250.67 for S&P ETF, $121.45 for Russell ETF, $84.84 for Technology; 70% of initial levels due 11/18/2024
Citigroup Global Markets Holdings Inc. 6% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,509.605 for S&P, 1,220.8294 for Russell, 20,635.867 for Dow; 70% of initial levels due 11/18/2024
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 22,109.8575 for Dow, 1,308.0315 for Russell, 2,688.8625 for S&P, 75% of initial levels due 11/18/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 9% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 11/17/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2025
Citigroup Global Markets Holdings Inc. 9.42% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: 831.85 for MSCI Emerging Markets and 2,509.61 for S&P 500; 70% of initial levels due 11/18/2025
Citigroup Global Markets Holdings Inc. 7.47% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: 831.85 for MSCI Emerging Markets and 2,509.61 for S&P 500; 70% of initial levels due 11/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/17/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/18/2022
Citigroup Global Markets Holdings Inc. 14.00% due 5/17/2022
Citigroup Global Markets Holdings Inc. 10.65% due 5/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/14/2025
Citigroup Global Markets Holdings Inc. 5.00% due 11/10/2021
Citigroup Global Markets Holdings Inc. 6.75% annual rate, payable semiannually if basket closes above 80% of initial value on related valuation date due 11/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2025
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $64.176 for Industrial, $90.48 for Technology, or 80% of initial share prices due 11/8/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2025
Citigroup Global Markets Holdings Inc. 8.1% per year, paid monthly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 7,895.937 for Nasdaq, 1,130.007 for Russell, 2,358.412 for S&P; 70% of initial levels due 11/8/2027
Citigroup Global Markets Holdings Inc. 15.50% due 11/5/2021
Citigroup Global Markets Holdings Inc. 7.25% due 5/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2022
Citigroup Global Markets Holdings Inc. 6.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 941.155 for Russell, 6,650.856 for Nasdaq, 16,155.03 for Dow, 60% of initial levels due 11/10/2025
Citigroup Global Markets Holdings Inc. 8.3% per year, paid monthly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 5,542.380 for Nasdaq, 784.296 for Russell, 1,655.120 for S&P; 50% of initial levels due 5/5/2022
Citigroup Global Markets Holdings Inc. 7.00% due 2/7/2022
Citigroup Global Markets Holdings Inc. 13% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 18,551.12 for Dow, 1,076.935 for Russell, 7,737.065 for Nasdaq, 70% of initial levels due 10/31/2025
Citigroup Global Markets Holdings Inc. Each month, notes pay contingent coupon at rate of 9.15% per year unless any index closes below coupon barrier level on observation date for that month; Coupon barrier levels: 6,631.77 for Nasdaq, 1,961.976 for S&P; 60% of initial levels due 5/5/2022
Citigroup Global Markets Holdings Inc. 28.75% due 11/5/2021
Citigroup Global Markets Holdings Inc. 13.70% due 5/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2025
Citigroup Global Markets Holdings Inc. 8% per year, paid monthly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 1,076.935 for Russell, 18,551.120 for Dow, 7,737.065 for Nasdaq; 70% of initial levels due 8/4/2022
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 7.75% per year unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 923.087 for Russell, 15,900.96 for Dow, 6,631.77 for Nasdaq; 60% of initial levels due 11/2/2023
Citigroup Global Markets Holdings Inc. 7.5% per year, paid quarterly unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 1,076.935 for Russell, 18,551.120 for Dow, 2,288.972 for S&P; 70% of initial levels due 11/4/2025
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 7.5% per year unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,076.935 for Russell, 18,551.12 for Dow, 2,288.972 for S&P; 70% of initial levels due 5/5/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, paid quarterly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 1,076.935 for Russell, 2,070.747 for Stoxx, 2,288.972 for S&P; 70% of initial levels due 11/2/2023
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 9.5% per year unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,076.935 for Russell, 772.422 for MSCI EM, 2,288.972 for S&P; 70% of initial levels due 11/2/2023
Citigroup Global Markets Holdings Inc. 9.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,076.935 for Russell, 7,737.065 for Nasdaq, 18,551.120 for Dow, 70% of initial levels due 8/4/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier level on every day of that quarter; Coupon barriers: 2,288.972 for S&P, 1,076.935 for Russell and 2,070.747 Stoxx; 70% of initial levels due 11/3/2022
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date that quarter; Coupon barriers: 2,125.474 for S&P, 1,000.011 for Russell and 7,184.418 for Nasdaq; 65% of initial levels due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2024
Citigroup Global Markets Holdings Inc. 7.9% annualized, payable quarterly if each index closes at or above coupon barrier on related quarterly review date; Coupon barriers: 2,317.077 for S&P, 1,093.1039 for Russell and 18,661.377 for Dow, 70% of initial prices due 10/29/2024
Citigroup Global Markets Holdings Inc. 11.15% annualized, payable quarterly if each index closes at or above coupon barrier on related quarterly review date; Coupon barriers: 2,648.088 for S&P, 1,249.2616 for Russell and 21,327.288 for Dow, 80% of initial price due 10/29/2024
Citigroup Global Markets Holdings Inc. 8.8% annualized, payable quarterly if each index closes at or above coupon barrier on related quarterly review date; Coupon barriers: 2,482.5825 for S&P, 1,171.18275 for Russell and 19,994.3325 for Dow, 75% of initial price due 10/27/2023
Citigroup Global Markets Holdings Inc. 17.75% annualized rate, payable quarterly if each stock closes at or above coupon barrier price, on valuation date for that quarter; includes previously unpaid coupons; Coupon barrier levels: $291.888 for Costco and $128.6 for Lowe's, 80% of initial levels due 11/3/2021
Citigroup Global Markets Holdings Inc. 6% annualized rate, payable quarterly if each index closes at or above coupon barrier price, on valuation date for that quarter; Coupon barrier levels: 2,220.023 for Stoxx and 2,482.583 for S&P, 75% of initial levels due 11/1/2024
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each fund closes at or above coupon barrier price on valuation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $193.473 for Invesco and $230.986 for S&P, 70% of initial levels due 11/3/2021
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable semiannually if each fund closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $107.317 for iShares, $185.836 for Dow and $228.662 for S&P, 70% of initial levels due 11/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2025
Citigroup Global Markets Holdings Inc. 9.78% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,093.104 for Russell, 2,317.077 for S&P, 18,661.377 for Dow; 70% of initial levels due 5/4/2023
Citigroup Global Markets Holdings Inc. 6.03% annualized rate, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,317.077, 70% of initial level due 11/3/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable each quarter that each ETF closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: $42.99 for EAFE, $107.317 for Russell, $228.662 for S&P; 70% of initial values due 10/31/2025
Citigroup Global Markets Holdings Inc. 24% per year, payable quarterly if worst performing stock is greater than or equal to barrier price on valuation date for that period due 11/1/2023
Citigroup Global Markets Holdings Inc. 12% annualized, payable quarterly if stock closes at or above coupon barrier on related quarterly review date, plus any previously unpaid coupons; Coupon barrier: $2,245.574, 71% of initial price due 11/2/2021
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if worst performing stock is greater than or equal to barrier price on valuation date for that period due 11/1/2023
Citigroup Global Markets Holdings Inc. 6.9% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 18,563.965 for Dow, 1,080.293 for Russell, 7,779.932 for Nasdaq, 70% of initial levels due 10/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2025
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $16.537 for Financial, $43.96 for Utilities; 70% of initial levels due 11/2/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,033.813 for Russell, 2,203.942 for S&P, 7,539.318 for Nasdaq; 65% of initial levels due 10/31/2024
Citigroup Global Markets Holdings Inc. 5%, payable quarterly if index closes at or above coupon barrier on observation date; Coupon barrier: 2,126.17, 65% of initial level due 10/30/2030
Citigroup Global Markets Holdings Inc. 7.51% per year for the first year; after that, 25 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, subject to a floor of zero and 7.51% cap; payable quarterly; Accrual barrier levels: 1,962.618 for S&P 500, 925.965 for Russell 2000 and 15,911.97 for Dow; 60% of initial levels due 10/30/2035
Citigroup Global Markets Holdings Inc. 7% per year for the first five years; then 7% per year multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is positive and each index closes above its accrual barrier; Accrual barrier levels: 1,799.067 for S&P 500, 848.801 for Russell 2000 and 28.958 for Stoxx; 55% of initial levels due 10/30/2040
Citigroup Global Markets Holdings Inc. 6% per year for the first five years; then 6% per year multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is positive and each index closes above its accrual barrier; payable quarterly; Accrual barrier levels: 1,962.618 for S&P 500, 925.965 for Russell 2000 and 6,685.656 for Nasdaq; 60% of initial levels due 10/30/2040
Citigroup Global Markets Holdings Inc. 5% per year multiplied by the proportion of days on which the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above its accrual barrier level, payable quarterly; Accrual barrier levels: 19,889.963 for Dow and 2,453.273 for S&P, or 75% of initial levels due 10/30/2040
Citigroup Global Markets Holdings Inc. 1.6% initially, stepping up to 1.75% on Oct. 30, 2025, to 2% on Oct. 30, 2027 and to 2.5% on Oct. 30, 2029; payable semiannually due 10/30/2030
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2026
Citigroup Global Markets Holdings Inc. 7.00% due 11/2/2021
Citigroup Global Markets Holdings Inc. 10% annualized, payable monthly if basket closes at or above coupon barrier on related quarterly review date; Coupon barrier: 60% of initial level due 11/1/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 68% coupon barrier on review date for that quarter, plus any previously unpaid coupon due 11/1/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $23.136 for Energy, $93.944 for Biotech, or 80% of initial share prices due 10/30/2025
Citigroup Global Markets Holdings Inc. 6% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month; Coupon barriers: 20,597.393 for Dow, 1,192.862 for Russell, 2,543.01 for S&P, 75% of initial levels due 10/31/2030
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if least-performing asset closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $31.064 for ETF, 21,970.552 for index, or 80% of initial levels due 5/2/2028
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if least-performing asset closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $31.064 for ETF, 2,712.544 for index, or 80% of initial levels due 11/1/2022
Citigroup Global Markets Holdings Inc. 18.65% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $56.343 for Activision, $193.228 for Home Depot, $138.054 for PayPal; 70% of initial levels due 11/1/2022
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $137.106 for Deere, $166.104 for Home Depot, $293.358 for Netflix; 60% of initial levels due 11/1/2023
Citigroup Global Markets Holdings Inc. 3.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2030
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2022
Citigroup Global Markets Holdings Inc. 5.5% per year, paid monthly unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 954.289 for Russell, 16,477.914 for Dow, 2,034.408 for S&P; 60% of initial levels due 10/31/2024
Citigroup Global Markets Holdings Inc. 6.25% per year, paid quarterly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 19,224.233 for Dow, 1,113.337 for Russell, 2,373.476 for S&P; 70% of initial levels due 7/31/2025
Citigroup Global Markets Holdings Inc. 8.1% per year, paid quarterly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 737.094 for MSCI EM, 1,033.813 for Russell, 2,203.942 for S&P; 65% of initial levels due 11/1/2022
Citigroup Global Markets Holdings Inc. 5.5% per year, paid monthly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 1,351.91 for Russell, 2,882.078 for S&P; 85% of initial levels due 10/30/2025
Citigroup Global Markets Holdings Inc. 5% annual rate, payable monthly if index closes at or above coupon barrier on the valuation date for that period; Coupon barrier: 2,543.01; 75% of initial levels due 11/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2027
Citigroup Global Markets Holdings Inc. 8.1% per year, payable quarterly if each ETF closes at or above its coupon barrier on valuation date for that quarter; Coupon barriers: $44.32 for EAFE, $110.73 for Russell, $236.75 for S&P, or 70% of initial levels due 10/30/2025
Citigroup Global Markets Holdings Inc. 11.35% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,373.48 for S&P, 1,113.337 for Russell, 8,119.27 for Nasdaq; 70% of initial levels due 8/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2021
Citigroup Global Markets Holdings Inc. Each month, notes pay contingent coupon at rate of 10.10% per year unless any index closes below coupon barrier level on observation date for that month; Coupon barrier levels: 1,123.646 for Russell, 19,379.766 for Dow, 8,053.164 for Nasdaq; 70% of initial levels due 7/29/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $16.053 for Gold, $126.771 for Silver, or 71% of initial share prices due 10/29/2021
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $19.105 for Gold Miners, $27.625 for Junior Gold Miners, or 50% of initial share prices due 10/31/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,611.228 for Dow, 963.125 for Russell, 6,902.712 for Nasdaq; 60% of initial levels due 10/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2022
Citigroup Global Markets Holdings Inc. 11.11% annualized, payable quarterly if stock closes at or above 75% coupon barrier on review date for that quarter due 10/26/2023
Citigroup Global Markets Holdings Inc. Each month, notes pay contingent coupon at rate of 8.55% per year unless any index closes below coupon barrier level on observation date for that month; Coupon barrier levels: 8,184.799 for Nasdaq, 19,834.899 for Dow, 2,425.773 for S&P; 70% of initial levels due 10/26/2023
Citigroup Global Markets Holdings Inc. 38% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter, in which case any previously unpaid coupons will be paid; Coupon barrier values: $21.37 for DraftKings, $31.40 for Penn, or 50% of initial share prices due 10/28/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable biannually if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $199.318 for QQQ, $198.338 for Dow, $242.046 for S&P, or 70% of initial share prices due 10/30/2023
Citigroup Global Markets Holdings Inc. 13.6% per year, payable quarterly if closing price of stocks is greater than or equal to barrier price on valuation date for that period; includes previously unpaid coupons due 11/2/2023
Citigroup Global Markets Holdings Inc. 8% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier price: $160.01, 74% of initial level due 10/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2022
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 5.5% per year unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,148.351 for Russell, 19,834.899 for Dow, 2,425.773 for S&P; 70% of initial levels due 10/28/2025
Citigroup Global Markets Holdings Inc. 5% per year, paid biannually unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 902.276 for Russell, 15,584.564 for Dow, 1,905.965 for S&P; 55% of initial levels due 4/28/2026
Citigroup Global Markets Holdings Inc. 5.7% per year, paid biannually unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 902.276 for Russell, 15,584.564 for Dow, 1,905.965 for S&P; 55% of initial levels due 10/28/2025
Citigroup Global Markets Holdings Inc. 9.8% per year, payable monthly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,834.899 for Dow, 1,148.351 for Russell, 8,184.799 for Nasdaq; 70% of initial levels due 10/27/2022
Citigroup Global Markets Holdings Inc. 7.25% per year, payable monthly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,834.899 for Dow, 1,148.351 for Russell, 8,184.799 for Nasdaq; 70% of initial levels due 10/26/2023
Citigroup Global Markets Holdings Inc. 9.9% per year, payable monthly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,834.899 for Dow, 1,148.351 for Russell, 8,184.799 for Nasdaq; 70% of initial levels due 4/27/2023
Citigroup Global Markets Holdings Inc. 10.25% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $76.460 for Biotech, $76.986 for Technology; 65% of initial levels due 10/26/2023
Citigroup Global Markets Holdings Inc. 11.5% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $76.46 for Biotech, $76.986 for Technology; 65% of initial levels due 10/26/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,460.427, 71% of initial level due 10/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2025
Citigroup Global Markets Holdings Inc. Each month, notes pay contingent coupon at rate of 4.5% per year unless any index closes below coupon barrier level on observation date for that month; Coupon barrier levels: 1,141.178 for Russell, 19,854.562 for Dow, 2,417.443 for S&P; 70% of initial levels due 10/27/2025
Citigroup Global Markets Holdings Inc. 8.25% due 10/27/2021
Citigroup Global Markets Holdings Inc. Each month, notes pay contingent coupon at rate of 9.2% per year unless any fund closes below coupon barrier level on observation date for that month; Coupon barrier levels: $17.598 for Energy Select and $14.808 for Financial Select; 60% of initial levels due 10/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2025
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,122.643 for Russell, $83.391 for Technology; 70% of initial levels due 10/26/2022
Citigroup Global Markets Holdings Inc. 5.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,122.643 for Russell, 19,747.574 for Dow, 8,165.759 for Nasdaq; 70% of initial levels due 10/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2024
Citigroup Global Markets Holdings Inc. 6.31%, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $32.24 for EM ETF, $239.91 for S&P ETF; 70% of initial values due 10/24/2030
Citigroup Global Markets Holdings Inc. 8.3%, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $32.24 for EM ETF, $239.91 for S&P ETF; 70% of initial values due 10/24/2030
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2022
Citigroup Global Markets Holdings Inc. 7.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,132.394 for Russell, 19,816.153 for Dow, 8,174.488 for Nasdaq; 70% of initial levels due 10/24/2024
Citigroup Global Markets Holdings Inc. 10.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,132.394 for Russell, 19,816.153 for Dow, 8,174.488 for Nasdaq; 70% of initial levels due 10/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2027
Citigroup Global Markets Holdings Inc. 16.52% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter, in which case any previously unpaid coupons will be paid; Coupon barrier values: $48.616 for Bristol-Myers, $137.328 for Cigna, or 80% of initial share prices due 10/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2022
Citigroup Global Markets Holdings Inc. 10.5% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,227.5 for S&P, 1,048.858 for Russell, 7,562.33 for Nasdaq; 65% of initial levels due 7/24/2023
Citigroup Global Markets Holdings Inc. 8% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period, plus any previously unpaid coupon; Coupon barrier price: $1,207.129, 77% of initial level due 4/21/2022
Citigroup Global Markets Holdings Inc. 15% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $20.95, 55% of initial level due 10/20/2022
Citigroup Global Markets Holdings Inc. 13.2% per year, payable quarterly if least-performing asset closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $96.896 for Technology, 1,307.046 for index, or 80% of initial share prices due 10/21/2021
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $84.784 for Technology, $84.434 for Biotech, or 70% of initial share prices due 10/21/2021
Citigroup Global Markets Holdings Inc. 21.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $58.219 for Advanced Micro, $71.057 for JPMorgan, $88.767 for Disney; 70% of initial levels due 4/21/2021
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if each index closes at or above coupon trigger on observation date for that quarter; Coupon triggers: 2,612.8575 for S&P, 1,225.356 for Russell and 8,889.1275 for Nasdaq, or 75% of initial levels due 10/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/14/2022
Citigroup Global Markets Holdings Inc. 10.55% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $42.546 for Communication, $46.389 for Materials, $44.80 for Utilities; 70% of initial levels due 10/20/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,612.858, 75% of initial level due 10/21/2030
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2027
Citigroup Global Markets Holdings Inc. 2.75% due 4/21/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,264.48 for S&P, 1,061.975 for Russell, 7,703.91 for Nasdaq; 65% of initial levels due 7/20/2023
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable quarterly if each fund closes at or above barrier price on valuation date for that quarter due 10/20/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2021
Citigroup Global Markets Holdings Inc. 6.45% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,096.520 for Dow, 2,090.004 for S&P 7,139.142 for Nasdaq; 60% of initial levels due 10/20/2025
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,945.940 for Dow, 2,438.338 for S&P 8,328.999 for Nasdaq; 70% of initial levels due 10/20/2025
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,945.940 for Dow, 2,438.338 for S&P 1,147.218 for Russell; 70% of initial levels due 10/20/2025
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier: $41.66; 50% of initial level due 10/20/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,147.218 for Russell, 2,438.338 for S&P, 8,328.999 for Nasdaq; 70% of initial levels due 10/20/2025
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if closing price of shares is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier price: $26.195, 65% of initial share price due 10/19/2023
Citigroup Global Markets Holdings Inc. 2% initially, stepping up to 2.25% on Oct. 19, 2028, up to 2.5% on Oct. 19, 2030 and to 3% on Oct. 19, 2032; payable semiannually due 4/19/2033
Citigroup Global Markets Holdings Inc. 1.25% initially, stepping up to 1.5% on Oct. 19, 2023, up to 1.75% on Oct. 19, 2025 and to 2.25% on Oct. 19, 2027; payable semiannually due 4/19/2028
Citigroup Global Markets Holdings Inc. 6.40% due 10/20/2021
Citigroup Global Markets Holdings Inc. 10.25% due 10/20/2022
Citigroup Global Markets Holdings Inc. Payable monthly at an annual rate of 15% if each stock closes at or above its coupon barrier on valuation date; Coupon barrier prices: $1,681.855 for Amazon, $270.725 for Netflix, $230.650 for Tesla and $254.625 for Zoom, 50% of initial levels due 10/19/2023
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each fund closes at or above coupon barrier price on valuation date for that period; Coupon barrier prices: $16.905 for silver and $30.720 for gold, 75% of initial share price due 10/17/2025
Citigroup Global Markets Holdings Inc. 16.00% due 10/19/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2025
Citigroup Global Markets Holdings Inc. 7.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,135.156 for Russell, 2,442.069 for S&P, 8,389.752 for Nasdaq; 70% of initial levels due 4/19/2023
Citigroup Global Markets Holdings Inc. 6% annual rate, payable quarterly if index closes at or above coupon barrier on the valuation date for that period; Coupon barrier: 2,442.069; 70% of initial levels due 4/20/2022
Citigroup Global Markets Holdings Inc. 5%, payable quarterly if index closes at or above coupon barrier on observation date; Coupon barrier: 2,093.202, 60% of initial level due 10/16/2030
Citigroup Global Markets Holdings Inc. 7% for the first year; after that, the rate will be 9 times the spread of the 30-year CMS rate minus the two-year CMS rate capped at 9% with a floor of zero and with quarterly payments based on the number days in the quarterly accrual period the index closes above 65% of its initial level divided by the number of days in the period due 10/19/2035
Citigroup Global Markets Holdings Inc. 7% for the first year; after that, 13 times the spread of the 30-year CMS rate minus the two-year CMS rate, subject to a floor of zero and a cap of 9%, calculated quarterly; coupon is paid quarterly, calculated by multiplying the current contingent floating rate times each day the index closes at or above the accrual barrier during the accrual period divided by the number of days in the accrual period; Accrual barrier level: 2,267.636, or 65% of initial level due 10/19/2040
Citigroup Global Markets Holdings Inc. 7% fixed rate for first five years, payable quarterly; starting January 2026 7% contingent rate based on number of days in quarter 30-year CMS rate minus the two-year CMS rate is greater than 0% and each index closes above its 50% accrual barrier due 10/16/2040
Citigroup Global Markets Holdings Inc. 8% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above its accrual barrier, payable quarterly; Accrual barrier levels: 7,790.484 for Nasdaq, 1,054.073 for Russell and 2,267.636 for S&P, or 65% of initial levels due 10/16/2040
Citigroup Global Markets Holdings Inc. 0.00% due 10/19/2027
Citigroup Global Markets Holdings Inc. 4.50% due 1/20/2022
Citigroup Global Markets Holdings Inc. 6.40% due 1/20/2022
Citigroup Global Markets Holdings Inc. 9.35% per year, payable quarterly if closing price of shares of both stocks is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier prices: $136.877 for Microsoft and $125.489 for PayPal, 65% of initial share price due 4/13/2023
Citigroup Global Markets Holdings Inc. 4% annualized, payable quarterly if ETF closes at or above 65% coupon barrier on review date for that quarter, plus any previously unpaid coupon due 10/14/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/17/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/18/2021
Citigroup Global Markets Holdings Inc. 15% per year, paid monthly, unless any stock closes below coupon barrier level on observation date for that period; Coupon barrier levels: $1,914.330 for Amazon, $68.982 for Apple and $126.348 for Microsoft; 60% of initial levels due 10/13/2022
Citigroup Global Markets Holdings Inc. 9% per year, paid monthly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 8,085.658 for Nasdaq, 1,139.983 for Russell, 2,412.781 for S&P; 70% of initial levels due 7/13/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date that quarter; Coupon barriers: 2,412.781 for S&P, 1,139.983 for Russell and 8,085.658 for Nasdaq; 70% of initial levels due 10/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/10/2022
Citigroup Global Markets Holdings Inc. 8.00% due 10/14/2021
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier levels: $963.032 for Alphabet and $2,109.155 for Amazon, 66% of initial levels due 10/13/2021
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly if each stock closes at or above coupon barrier price, on valuation date for that quarter; includes previously unpaid coupons; Coupon barrier level: $2,173.069 for Amazon, 68% of initial levels due 10/13/2021
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable semiannually if each fund closes at or above coupon barrier price, on valuation date for that period; Coupon barrier levels: $101.803 for Russell and $217.705 for S&P, 65% of initial levels due 10/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/10/2025
Citigroup Global Markets Holdings Inc. 7.2% per year, paid quarterly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 966.625 for Russell, 16,982.076 for Dow, 2,051.67 for S&P; 60% of initial levels due 10/13/2026
Citigroup Global Markets Holdings Inc. 11.35% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,225.356 for Russell, 21,454.733 for Dow, 8,889.128 for Nasdaq; 75% of initial levels due 10/23/2023
Citigroup Global Markets Holdings Inc. 8.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,127.729 for Russell, 2,393.615 for S&P, 8,052.233 for Nasdaq; 70% of initial levels due 10/13/2022
Citigroup Global Markets Holdings Inc. 9% annual rate, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $195.94 for Invesco and $251.36 for MidCap; 70% of initial values due 10/10/2025
Citigroup Global Markets Holdings Inc. 7%, payable each quarter that each ETF closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $195.94 for QQQ ETF, $251.26 for S&P ETF; 70% of initial values due 10/10/2025
Citigroup Global Markets Holdings Inc. 32.00% due 10/12/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/9/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/19/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/12/2022
Citigroup Global Markets Holdings Inc. 24.50% due 4/11/2021
Citigroup Global Markets Holdings Inc. 8.00% due 1/11/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2023
Citigroup Global Markets Holdings Inc. 7.00% due 4/9/2021
Citigroup Global Markets Holdings Inc. 6.5% annualized, payable semiannually if each index closes at or above coupon barrier on valuation date for that period; Coupon barriers: 7,316.199 for Nasdaq, 2,176.486 for S&P; 65% of initial levels due 4/8/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if closing price of shares is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier price: $31.656, 80% of initial share price due 4/10/2028
Citigroup Global Markets Holdings Inc. 11.3% per year, payable semiannually if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $1,875.00 for Amazon, $67.812 for Apple, $301.836 for Netflix; 60% of initial levels due 10/13/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2022
Citigroup Global Markets Holdings Inc. 17.35% annualized rate if each stock closes at or above the barrier price, 60% of the initial price, on the quarterly determination date for that period due 10/10/2023
Citigroup Global Markets Holdings Inc. 18.47% annualized rate if each stock closes at or above the barrier price, 80% of the initial price, on the quarterly determination date for that period due 10/7/2021
Citigroup Global Markets Holdings Inc. 7.55% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month, plus any previously unpaid coupon; Coupon barriers: 7,878.983 for Nasdaq, 1,077.508 for Russell, 2,343.908 for S&P, 70% of initial levels due 10/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2021
Citigroup Global Markets Holdings Inc. 6.3% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,690.14 for Dow, 6,949.92 for Nasdaq, 2,028.48 for S&P; 70% of initial levels due 10/7/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/6/2025
Citigroup Global Markets Holdings Inc. 13.15% annualized rate, payable quarterly if each stock closes at or above coupon barrier on determination date for period, plus any previously unpaid coupon; Coupon barrier levels: $866.976 for Alphabet, $1,857.078 for Amazon, $67.368 for Apple, $124.692 for Microsoft, $289.728 for Netflix; 60% of initial levels due 10/6/2021
Citigroup Global Markets Holdings Inc. 5.6% per year, paid semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 5,791.6 for Nasdaq, 13,908.45 for Dow, 1,690.4 for S&P; 50% of initial levels due 10/6/2025
Citigroup Global Markets Holdings Inc. 18.42% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $19.288 for financial, $28.736 for banking, or 80% of initial share prices due 10/6/2021
Citigroup Global Markets Holdings Inc. 9.15% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that month, plus any previously unpaid coupon; Coupon barriers: $134.025 for gold, $16.568 for silver, or 75% of initial share prices due 10/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2023
Citigroup Global Markets Holdings Inc. 7.8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,690.14 for Dow, 6,949.92 for Nasdaq, 2,028.48 for S&P; 60% of initial levels due 10/4/2024
Citigroup Global Markets Holdings Inc. 3% base rate multiplied by the number of London banking days in the applicable interest period when Libor is zero or positive but less than 3% divided by the total number of London banking days in the applicable interest period, paid quarterly due 10/5/2035
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $908.672 for Alphabet, $1,952.213 for Amazon, or 62% of initial share prices due 4/4/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly plus all previously unpaid contingent coupon payments if closing price of Amazon shares is greater than or equal to barrier price on valuation date for that period due 10/5/2021
Citigroup Global Markets Holdings Inc. 15% quarterly rate if each stock closes at or above the barrier price, 60% of the initial price, on the quarterly determination date for that period due 10/10/2023
Citigroup Global Markets Holdings Inc. 12.5% per year, payable quarterly if closing price of shares is greater than or equal to coupon barrier price on valuation date for that period; Coupon barrier price: $27.412, 70% of initial share price due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2022
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,447.19 for Dow, 1,055.384 for Russell, 2,354.1 for S&P; 70% of initial levels due 10/3/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,447.19 for Dow, 1,055.384 for Russell, 2,354.1 for S&P; 70% of initial levels due 4/4/2022
Citigroup Global Markets Holdings Inc. 12.3%, payable monthly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $13.212 for silver and $23.322 for gold, 60% of initial levels due 10/7/2025
Citigroup Global Markets Holdings Inc. 9.65% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,055.384 for Russell, 2,354.1 for S&P, 7,992.642 for Nasdaq; 70% of initial levels due 10/5/2023
Citigroup Global Markets Holdings Inc. 10.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,055.384 for Russell, 2,354.1 for S&P, 7,992.642 for Nasdaq; 70% of initial levels due 4/4/2022
Citigroup Global Markets Holdings Inc. 9.75% per year, paid monthly unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 7,992.642 for Nasdaq, 1,055.384 for Russell, 2,354.1 for S&P; 70% of initial levels due 10/5/2022
Citigroup Global Markets Holdings Inc. 7%, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,281.538 for Russell and 2,858.55 for S&P; 85% of initial levels due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2026
Citigroup Global Markets Holdings Inc. 14%, payable monthly due 10/5/2022
Citigroup Global Markets Holdings Inc. 6.60% due 10/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2023
Citigroup Global Markets Holdings Inc. 28.75% per year, payable quarterly if worst performing stock is greater than or equal to barrier price on valuation date for that period due 10/4/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly plus all previously unpaid contingent coupon payments if worst performing stock closes at or above barrier price on valuation date for that period due 10/4/2023
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $16.34 for Financial, $20.083 for Bank, $120.028 for Semiconductor, or 68.8% of initial share prices due 10/3/2022
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each fund closes at or above barrier level on valuation date for that quarter due 10/4/2021
Citigroup Global Markets Holdings Inc. 9.7% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that period; Coupon barriers: 1,128.54525 for Russell, 8,492.2125 for Nasdaq, 2,501.6025 for S&P, 75% of initial levels due 9/27/2024
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if each index closes at or above 75% coupon barrier on valuation date for that quarter due 10/4/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month; Coupon barriers: 7,926.065 for Nasdaq, 1,053.309 for Russell, 2,334.829 for S&P, 70% of initial levels due 7/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2022
Citigroup Global Markets Holdings Inc. 16.7%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $15.750 for silver and $27.559 for gold, 70% of initial levels due 10/2/2025
Citigroup Global Markets Holdings Inc. 8.15%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 902.836 for Russell, 641.274 for MSCI and 2,001.282 for S&P; 60% of initial levels due 10/4/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 7,926.065 for Nasdaq, 1,053.309 for Russell, 19,216.862 for Dow; 70% of initial levels due 10/2/2025
Citigroup Global Markets Holdings Inc. 11.80% due 10/4/2021
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 8% per year unless stock closes below coupon barrier level on observation date for that quarter; Coupon barrier level: $123.168, 77% of the initial value due 10/1/2021
Citigroup Global Markets Holdings Inc. Payable monthly at an annual rate of 13% if each stock closes at or above its coupon barrier on valuation date; Coupon barrier prices: $1,904.43 for Amazon, $875.196 for Alphabet, $154.092 for Facebook and $294.39 for Netflix, 60% of initial levels due 10/2/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if closing price of Cigna shares is greater than or equal to barrier price on valuation date for that period; previously unpaid coupons will also be paid due 10/1/2021
Citigroup Global Markets Holdings Inc. Payable quarterly at an annual rate of 26.5% if each stock closes at or above its coupon barrier on valuation date, plus any previously unpaid coupon; Coupon barrier prices: $34.134 for DraftKings, $43.752 for Penn National Gaming and $111.74 for Roku, 60% of initial levels due 10/2/2025
Citigroup Global Markets Holdings Inc. 6.1% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month; Coupon barriers: 9,659.783 for Nasdaq, 1,283.791 for Russell, 85% of initial levels due 9/30/2022
Citigroup Global Markets Holdings Inc. 9.75% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that period; Coupon barriers: 19,308.842 for Dow, 7,955.115 Nasdaq, 2,346.12 for S&P, 70% of initial levels due 10/3/2024
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that period; Coupon barriers: 1,057.239 for Russell, 7,955.115 Nasdaq, 2,346.12 for S&P, 70% of initial levels due 10/2/2025
Citigroup Global Markets Holdings Inc. 20% per year, payable monthly plus all previously unpaid contingent coupon payments if closing price of Tesla shares is greater than or equal to barrier price on valuation date for that period due 3/31/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $20.601 for Gold Miners, $29.288 for Junior Gold Miners, or 53% of initial share prices due 10/3/2022
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if each stock closes at or above its coupon barrier level on quarterly observation date; Coupon barriers: $68.976 for Apple, $209.772 for Costco, $17.898 for Kraft, $125.64 for Microsoft; 60% of initial levels due 10/3/2023
Citigroup Global Markets Holdings Inc. 11.75% per year, payable quarterly if each stock closes at or above its coupon barrier level on quarterly observation date; Coupon barriers: $24.702 for Paper and $20.988 for WestRock; 60% of initial levels due 10/3/2023
Citigroup Global Markets Holdings Inc. 5% annual rate, payable quarterly if index finishes above coupon barrier on relevant valuation date; Coupon barrier: 2,346.12, 70% of initial level due 10/1/2025
Citigroup Global Markets Holdings Inc. 7.25% per year for the first five years, payable quarterly; after that, 7.25% per year multiplied by proportion of days on which 30-year CMS rate minus two-year CMS rate is greater than zero and all three indexes close above 55% of their initial levels, payable quarterly due 10/1/2040
Citigroup Global Markets Holdings Inc. 9% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above its accrual barrier, payable quarterly; Accrual barrier levels: 30.525 for Stoxx, 830.688 for Russell and 1,843.38 for S&P, or 55% of initial levels due 10/1/2040
Citigroup Global Markets Holdings Inc. 1.5% initially, stepping up to 2.5% on Sept. 30, 2025 and to 3% on Sept. 30, 2030; payable semiannually due 9/30/2032
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2026
Citigroup Global Markets Holdings Inc. 10%, payable each quarter that each ETF closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $105.01 for Russell ETF, $75.91 for S&P ETF; 70% of initial values due 10/1/2025
Citigroup Global Markets Holdings Inc. 7.75%, payable each quarter that each ETF closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $105.01 for Russell ETF, $75.91 for S&P ETF; 70% of initial values due 10/1/2025
Citigroup Global Markets Holdings Inc. Payable monthly at an annual rate of 13% if each stock closes at or above its coupon barrier on valuation date; Coupon barrier prices: $1,857.078 for Amazon, $67.368 for Apple, $56.082 for JPM and $130.908 for McDonald's, 60% of initial levels due 9/28/2023
Citigroup Global Markets Holdings Inc. 10% per year, paid quarterly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 7,805.791 for Nasdaq, 19,021.772 for Dow, 1,032.436 for Russell; 70% of initial levels due 9/30/2025
Citigroup Global Markets Holdings Inc. 6% per year, paid quarterly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 7,805.791 for Nasdaq, 19,021.772 for Dow, 1,032.436 for Russell; 70% of initial levels due 9/30/2025
Citigroup Global Markets Holdings Inc. 6% per year, paid quarterly, unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,032.436 for Russell, 19,021.772 for Dow, 2,308.922 for S&P; 70% of initial levels due 9/30/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if least-performing asset closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 21,739.168 for index, $30.736 for ETF, or 80% of initial share prices due 3/30/2028
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that month, plus any previously unpaid coupon; Coupon barriers: $21.144 for Energy, $88.648 for S&P Biotech, or 80% of initial share prices due 9/30/2025
Citigroup Global Markets Holdings Inc. 8.1% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that month, plus any previously unpaid coupon; Coupon barriers: $190.092 for QQQ, $102.487 for Russell, $230.111 for S&P, or 70% of initial share prices due 9/30/2024
Citigroup Global Markets Holdings Inc. 6% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 20,380.47 for Dow, 1,106.181 for Russell, 2,473.845 for S&P, 75% of initial levels due 9/30/2030
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 7,805.791 for Nasdaq, 1,032.436 for Russell, 2,308.922 for S&P, 70% of initial levels due 9/30/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if least-performing asset closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 2,638.768 for index, $30.736 for ETF, or 80% of initial share prices due 9/29/2022
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if stock closes at or above 67% coupon barrier on review date for that quarter due 9/30/2021
Citigroup Global Markets Holdings Inc. 7.25% annual rate, payable quarterly if ETF finishes above 75% coupon barrier on relevant valuation date plus any previously unpaid coupon due 9/30/2021
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $74.061 for Technology, $72.027 for Biotech, or 65% of initial share prices due 9/29/2022
Citigroup Global Markets Holdings Inc. 34% per year, payable monthly if each stock closes at or above its coupon barrier level on monthly observation date, plus any previously unpaid coupon; Coupon barriers: $46.833 Advanced Micro, $70.968 for Etsy, $43.722 for Overstock; 60% of initial levels due 9/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2030
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2023
Citigroup Global Markets Holdings Inc. 11.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 20,380.47 for Dow, 8,363.348 for Nasdaq, 1,106.181 for Russell; 75% of initial levels due 10/2/2023
Citigroup Global Markets Holdings Inc. 8.1% per year, paid quarterly, unless any index closes below coupon barrier level on observation date for that period; Coupon barrier levels: 7,248.235 for Nasdaq, 17,663.074 for Dow, 2,143.999 for S&P; 65% of initial levels due 9/29/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,021.772 for Dow, 1,032.436 for Russell, 2,308.922 for S&P; 70% of initial levels due 6/30/2025
Citigroup Global Markets Holdings Inc. 5.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,304.376 for Dow, 884.945 for Russell, 1,979.076 for S&P; 60% of initial levels due 9/30/2024
Citigroup Global Markets Holdings Inc. 8.54%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,032.436 for Russell and 2,308.922 for S&P; 70% of initial levels due 10/2/2023
Citigroup Global Markets Holdings Inc. 5.5%, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,253.672 for Russell and 2,803.691 for S&P; 85% of initial levels due 9/21/2023
Citigroup Global Markets Holdings Inc. 5.5%, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,253.672 for Russell and 2,803.691 for S&P; 85% of initial levels due 9/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable each quarter that index closes at or above its downside threshold level on the determination date for that quarter due 9/30/2030
Citigroup Global Markets Holdings Inc. 5.25% per year, payable each quarter that index closes at or above its downside threshold level on the determination date for that quarter due 9/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 8.25% due 9/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2027
Citigroup Global Markets Holdings Inc. 8.05% per year, payable quarterly if each index closes at or above its coupon barrier related valuation date; Coupon barriers: 741.37 for MSCI, 1,032.436 for Russell and 2,308.92 for S&P, or 70% of initial levels due 9/30/2027
Citigroup Global Markets Holdings Inc. 14.15% annualized rate if each stock closes at or above the barrier price, 70% of the initial price, on the quarterly determination date for that period due 10/3/2022
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 9% per year unless any fund closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: $122.808 for Gold, $15.092 for Silver; 70% of initial levels due 9/29/2021
Citigroup Global Markets Holdings Inc. 9.5% per year, payable each quarter that index closes at or above coupon barrier on related quarterly observation date; Coupon barrier: 8,717.176, 80% of initial index level due 9/25/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month; Coupon barriers: 7,627.529 for Nasdaq, 1,016.273 for Russell, 2,272.613 for S&P, 70% of initial levels due 6/29/2021
Citigroup Global Markets Holdings Inc. 9.25% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $122.353 for S&P Gold, $14.819 for iShares Silver, or 70% of initial share prices due 9/29/2022
Citigroup Global Markets Holdings Inc. 12.75% per year, payable monthly if lesser-performing asset closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: $30.952 for VanEck, 8,717.176 for Nasdaq; 80% of initial levels due 9/29/2022
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on quarterly observation date; Coupon barriers: $37.91 for Advanced Micro and $24.735 for Micron; 50% of initial levels due 3/29/2023
Citigroup Global Markets Holdings Inc. 9.9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,770.808 for Dow, 7,627.529 for Nasdaq, 1,016.273 for Russell; 70% of initial levels due 6/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if closing price of both stocks is greater than or equal to barrier price on valuation date for that period; includes previously unpaid coupons due 9/28/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly plus all previously unpaid contingent coupon payments if closing price of Amazon shares is greater than or equal to barrier price on valuation date for that period due 9/28/2021
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 5.15% per year unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,016.021 for Russell, 18,734.191 for Dow, 7,583.331 for Nasdaq; 70% of initial levels due 9/26/2025
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 12.5% per year unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 7,830.459 for Nasdaq, 19,101.726 for Dow, 1,047.873 for Russell; 70% of initial levels due 9/28/2021
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 9.3% per year unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 6,499.998 for Nasdaq, 16,057.878 for Dow, 1,942.152 for S&P; 60% of initial levels due 9/28/2021
Citigroup Global Markets Holdings Inc. Each month, notes pay contingent coupon at rate of 9.35% per year unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,039.676 for Russell, 19,003.39 for Dow, 2,296.742 for S&P; 70% of initial levels due 9/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2025
Citigroup Global Markets Holdings Inc. 8.25% due 9/28/2021
Citigroup Global Markets Holdings Inc. 17.5%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $14.819 for silver and $26.341 for gold, 70% of initial levels due 9/26/2025
Citigroup Global Markets Holdings Inc. 9.7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 700.505 for MSCI, 2,103.998 for S&P and 943.448 for Russell, 65% of initial levels due 9/28/2022
Citigroup Global Markets Holdings Inc. 7.25%, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 7,583.331 for Nasdaq, 18,734.191 for Dow and 1,016.021 for Russell, 70% of initial levels due 6/28/2022
Citigroup Global Markets Holdings Inc. 9.25%, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 7,583.331 for Nasdaq, 18,734.191 for Dow and 1,016.021 for Russell, 70% of initial levels due 6/28/2022
Citigroup Global Markets Holdings Inc. 12%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 8,666.664 for Nasdaq, 21,410.504 for Dow and 2,589.536 for S&P, 80% of initial levels due 9/28/2023
Citigroup Global Markets Holdings Inc. 9.45% annualized rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 7,583.331 for Nasdaq, 2,265.844 for S&P and 1,016.021 for Russell, 70% of initial levels due 9/28/2023
Citigroup Global Markets Holdings Inc. 9.2% annualized rate, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 7,583.331 for Nasdaq, 2,265.844 for S&P and 1,016.021 for Russell, 70% of initial levels due 6/28/2022
Citigroup Global Markets Holdings Inc. 5% per year times the proportion of days on which the index closes above the accrual barrier level; payable monthly: Accrual barrier level: 2,427.690, 75% of initial level due 9/26/2025
Citigroup Global Markets Holdings Inc. 9% per year, payable for each quarter that each index closes at or above coupon barrier on relevant valuation date; Coupon barriers: 1,298.724 for MSCI, 1,016.021 for Russell, 2,265.844 for S&P; 70% of initial levels due 1/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2024
Citigroup Global Markets Holdings Inc. 9.1%, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $30.17 for EM ETF, $225.85 for SPDR ETF; 70% of initial values due 9/26/2030
Citigroup Global Markets Holdings Inc. 7.1%, payable each quarter that each underlier closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $30.17 for EM ETF, $225.85 for SPDR ETF; 70% of initial values due 9/26/2030
Citigroup Global Markets Holdings Inc. 11.05% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,104.00 for S&P, 943.448 for Russell, 17,396.04 for Dow; 65% of initial levels due 9/28/2023
Citigroup Global Markets Holdings Inc. 12.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price, on the valuation date for that quarter; Coupon barrier prices: $107.640 for Teladoc, $1,564.495 for Amazon, 50% of initial levels due 9/27/2021
Citigroup Global Markets Holdings Inc. 5.65% annual rate, payable semiannually if basket closes above 80% of initial value on related valuation date due 9/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2026
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 20,466.135 for Dow, 2,373.098 for Stoxx, 2,486.678 for S&P; 75% of initial levels due 9/26/2030
Citigroup Global Markets Holdings Inc. 9.9% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,486.678 for S&P, 20,466.135 for Dow, 1,122.721 for Russell; 75% of initial levels due 3/30/2026
Citigroup Global Markets Holdings Inc. 12.17% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $16.611 for Financial, $44.331 for Materials, $40.614 for Utilities; 70% of initial levels due 9/27/2022
Citigroup Global Markets Holdings Inc. 9.1% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,155.121 for S&P, 703.866 for MSCI, 973.025 for Russell; 65% of initial levels due 9/27/2022
Citigroup Global Markets Holdings Inc. 9.91% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,155.121 for S&P, 703.866 for MSCI, 973.025 for Russell; 65% of initial levels due 9/27/2022
Citigroup Global Markets Holdings Inc. 9.35% annualized rate for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 35.464 for Stoxx and 973.025 for Russell, or 65% of initial levels due 9/25/2040
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2025
Citigroup Global Markets Holdings Inc. 7.50% due 9/27/2022
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 10% per year unless any fund closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: $15.794 for Financial Select, $23.423 for Regional Banking; 66% of initial levels due 9/24/2021
Citigroup Global Markets Holdings Inc. 10% annualized rate, payable quarterly plus any previously unpaid coupons if stock closes at or above barrier price on valuation date for that quarter due 9/24/2021
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if lesser-performing index closes at or above barrier level on valuation date for that quarter due 9/26/2023
Citigroup Global Markets Holdings Inc. 10.9%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 19,003.39 for Dow, 7,686.154 for Nasdaq and 1,039.676 for Russell, 70% of initial levels due 5/26/2022
Citigroup Global Markets Holdings Inc. 5.25%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 16,288.62 for Dow, 1,968.636 for S&P and 891.151 for Russell, 60% of initial levels due 9/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2025
Citigroup Global Markets Holdings Inc. 11.15% per year, payable each quarter that stock closes at or above coupon barrier on related quarterly observation date; Coupon barrier: $2,068.437, 70% of initial share price due 9/25/2023
Citigroup Global Markets Holdings Inc. 13.05% annually, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $80.13, 75% of initial level due 9/21/2023
Citigroup Global Markets Holdings Inc. 8.25% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 7,655.886 for Nasdaq, 1,075.745 for Russell, 2,323.629 for S&P, 70% of initial levels due 9/23/2024
Citigroup Global Markets Holdings Inc. Payable monthly at an annual rate of 15.75% plus any previously unpaid contingent coupon payments if each stock closes at or above its coupon barrier on valuation date for that month; Coupon barrier prices: $44.985 for Darden, $49.940 for Marriott, $19.915 for Southwest, 50% of initial levels due 9/21/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on quarterly observation date, plus any previously unpaid coupon; Coupon barriers: $140.151 for Facebook, $817.872 for Alphabet and $111.601 for Microsoft; 55% of initial levels due 9/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2021
Citigroup Global Markets Holdings Inc. 5.75% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 15,211.581 for Dow, 845.228 for Russell, 1,825.709 for S&P; 55% of initial levels due 9/23/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 15,211.581 for Dow, 845.228 for Russell, 1,825.709 for S&P; 55% of initial levels due 3/23/2026
Citigroup Global Markets Holdings Inc. 17%, payable monthly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $17.451 for silver and $28.952 for gold, 70% of initial levels due 9/23/2025
Citigroup Global Markets Holdings Inc. 8.25%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,323.629 for S&P, 7,655.886 for Nasdaq and 1,075.745 for Russell; 70% of initial levels due 9/21/2023
Citigroup Global Markets Holdings Inc. 10.6% per year, payable each quarter that each stock closes at or above downside threshold level on determination date for that quarter due 9/21/2023
Citigroup Global Markets Holdings Inc. 11.1% per year, payable quarterly if each index closes at or above coupon barrier level on observation date that quarter; Coupon barriers: 2,323.629 for S&P, 1,075.745 for Russell and 7,655.886 for Nasdaq; 70% of initial levels due 9/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2023
Citigroup Global Markets Holdings Inc. 8.63% per year, payable quarterly if each ETF closes at or above its coupon barrier on related valuation date; Coupon barriers: $45.59 for EAFE, $107.30 for Russell, $231.46 for S&P, or 70% of initial levels due 3/21/2025
Citigroup Global Markets Holdings Inc. 10% annualized rate if each stock closes at or above the barrier price, 55% of the initial price, on the semiannual determination date for that period due 9/25/2023
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 6.5% per year unless either fund closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: $99.899 for iShares and $218.296 for SPDR; 65% of initial levels due 9/24/2025
Citigroup Global Markets Holdings Inc. 5% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 1,234.078 for Russell, 2,685.608 for S&P, 80% of initial levels due 9/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2021
Citigroup Global Markets Holdings Inc. 7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,200.569 for S&P and 18,221.047 for Dow, 65% of initial levels due 9/25/2023
Citigroup Global Markets Holdings Inc. 1.25% initially, stepping up to 1.6% on Sept. 21, 2023, to 1.8% on Sept. 21, 2025 and to 2% on Sept. 21, 2027; payable semiannually due 9/21/2028
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2025
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each ETF closes at or above its coupon barrier on valuation date for that quarter; Coupon barriers: $45.96 for EAFE, $107.58 for Russell, $235.09 for S&P, or 70% of initial levels due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2025
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,622.666 for Dow, 1,086.630 for Russell, 2,369.843 for S&P; 70% of initial levels due 9/19/2025
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,622.666 for Dow, 1,086.630 for Russell, 2,369.843 for S&P; 70% of initial levels due 6/21/2022
Citigroup Global Markets Holdings Inc. 17.5%, payable monthly if each fund closes at or above coupon barrier on observation date; Coupon barriers: $17.703 for silver and $29.953 for gold, 70% of initial levels due 9/23/2024
Citigroup Global Markets Holdings Inc. 12.25%, payable monthly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $15.174 for silver and $25.674 for gold, 60% of initial levels due 9/23/2024
Citigroup Global Markets Holdings Inc. 7.3%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,369.843 for S&P and 2,031.294 for Russell, 70% of initial levels due 9/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2021
Citigroup Global Markets Holdings Inc. 12% per year, payable monthly if least-performing stock closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $1,893.678 for Amazon, $69.324 for Apple, $59.568 for JPMorgan, $133.422 for McDonald's, 60% of initial levels due 9/20/2023
Citigroup Global Markets Holdings Inc. 13% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month, in which case any previously unpaid coupons will also be paid; Coupon barriers: 22,396.48 for Dow, 9,151.096 Nasdaq, 2,720.96 for S&P, 80% of initial levels due 9/20/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly plus any previously unpaid contingent coupons if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $128.415 for S&P Gold, $29.953 for VanEck, or 70% of initial share prices due 9/20/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly plus any previously unpaid contingent coupons if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $110.070 for S&P Gold, $25.674 for VanEck, or 60% of initial share prices due 9/18/2025
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if each stock closes at or above its coupon barrier level on quarterly observation date; Coupon barriers: $99.90 for Cigna and $70.62 for Universal Health; 60% of initial levels due 9/20/2023
Citigroup Global Markets Holdings Inc. 13% per year, payable monthly if each stock closes at or above its coupon barrier level on monthly observation date; Coupon barriers: $171.348 for Home Depot, $129.462 for Deere and $297.594 for Netflix; 60% of initial levels due 9/20/2023
Citigroup Global Markets Holdings Inc. 3.00% due 9/18/2025
Citigroup Global Markets Holdings Inc. 8.00% due 9/20/2022
Citigroup Global Markets Holdings Inc. 8.2%, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,040.72 for S&P, 16,797.36 for Dow, 6,863.322 for Nasdaq and 922.892 for Russell; 60% of initial levels due 9/18/2025
Citigroup Global Markets Holdings Inc. 5%, payable quarterly if index closes at or above coupon barrier on observation date; Coupon barrier: 2,380.84, 70% of initial level due 9/18/2025
Citigroup Global Markets Holdings Inc. 6% for the first five years; after that at a rate of 6% per annum for each day that the 30-year CMS rate is greater than or equal to the two-year CMS rate and each index closes above its accrual barrier; Accrual barrier levels: 2,040.72 for S&P 500, 922.892 for Russell 2000 and 16,797.36 for Dow; 60% of initial levels due 9/18/2040
Citigroup Global Markets Holdings Inc. 8% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above its accrual barrier, payable quarterly; Accrual barrier levels: 36.588 for Stoxx, 922.892 for Russell and 2,040.72 for S&P, or 60% of initial levels due 9/18/2030
Citigroup Global Markets Holdings Inc. 10% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above its accrual barrier, payable quarterly; Accrual barrier levels: 39.637 for Stoxx, 999.8 for Russell and 2,210.78 for S&P, or 65% of initial levels due 9/18/2040
Citigroup Global Markets Holdings Inc. 0.00% due 9/18/2025
Citigroup Global Markets Holdings Inc. 8.12% per year, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: $77.62 for Invesco S&P, $195.34 for QQQ, 70% of initial levels due 9/20/2023
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above barrier price on valuation date for that quarter due 9/17/2021
Citigroup Global Markets Holdings Inc. 8% annualized rate, payable quarterly if each fund closes at or above barrier level on valuation date for that quarter due 9/17/2021
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if closing price of Slack shares is greater than or equal to barrier price on valuation date for that period due 3/17/2023
Citigroup Global Markets Holdings Inc. 9.75% per year, payable monthly plus any previously unpaid contingent coupons if least-performing ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $127.715 for S&P Gold, $17.43 for silver, or 70% of initial share prices due 9/19/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/18/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/17/2021
Citigroup Global Markets Holdings Inc. 6%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 19,595.331 for Dow, 7,894.432 for Nasdaq and 1,075.882 for Russell, 70% of initial levels due 9/18/2025
Citigroup Global Markets Holdings Inc. 14% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,338.679 for S&P, $45.36 for MSCI EAFE, $30.751 for MSCI EM; 70% of initial levels due 3/17/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,672.776 for S&P, $51.84 for iShares, 1,197.817 for Russell; 80% of initial levels due 9/18/2025
Citigroup Global Markets Holdings Inc. 13.25% per year, payable monthly if least-performing stock closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $38.17 for Advanced, $23.045 for Micron, $102.015 for Microsoft, 50% of initial levels due 9/14/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if lesser-performing index closes at or above barrier on valuation date for that quarter due 9/15/2022
Citigroup Global Markets Holdings Inc. 7.75% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month, in which case any previously unpaid coupons will also be paid; Coupon barriers: 16,500.534 for Dow, 6,640.956 for Nasdaq, 1,999.104 for S&P, 60% of initial levels due 9/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2022
Citigroup Global Markets Holdings Inc. 12.5%, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,338.679 for S&P, 7,761.180 for Nasdaq and 1,048.090 for Russell; 70% of initial levels due 6/16/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 3,340.97 for S&P, 6,652.440 for Nasdaq; 60% of initial levels due 9/15/2022
Citigroup Global Markets Holdings Inc. 11% annual rate, payable quarterly if ETF finishes above coupon barrier on relevant valuation date; Coupon barrier: $24.362, 60% of initial level due 9/15/2022
Citigroup Global Markets Holdings Inc. 14.35% per year, payable each month that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: $40.803 for Bristol-Myers Squibb, $27.699 for Cisco, $41.671 Verizon; 70% of initial levels due 9/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/13/2021
Citigroup Global Markets Holdings Inc. 9.1% per year, payable quarterly if each index closes at or above coupon barrier level on observation date that quarter; Coupon barriers: 2,171.631 for S&P, 973.226 for Russell and 17,982.666 for Dow; 65% of initial levels due 9/15/2022
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date that quarter; Coupon barriers: 2,171.631 for S&P, 973.226 for Russell and 7,206.81 for Nasdaq; 65% of initial levels due 9/14/2023
Citigroup Global Markets Holdings Inc. 12.00% due 9/16/2021
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: 764.25 for MSCI Emerging Markets and 2,338.68 for S&P 500; 70% of initial levels due 9/16/2025
Citigroup Global Markets Holdings Inc. 9.45% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: 7,807.88 for Nasdaq-100 and 2,337.43 for S&P 500; 70% of initial levels due 9/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/14/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable each month that each underlying asset closes at or above barrier value on observation date for that period due 9/15/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,337.433 for S&P, 19,274.206 for Dow, 1,055.426 for Russell; 70% of initial levels due 3/14/2022
Citigroup Global Markets Holdings Inc. 18% per year, payable for each quarter that each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 20,650.935 for Dow, 1,130.813 for Russell, 2,504.393 for S&P; 75% of initial levels due 9/15/2022
Citigroup Global Markets Holdings Inc. 16.00% due 9/15/2022
Citigroup Global Markets Holdings Inc. 7.30% due 9/15/2022
Citigroup Global Markets Holdings Inc. 7.15% due 9/15/2022
Citigroup Global Markets Holdings Inc. 8.9% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,505.7275 for S&P, 1,122.95325 for Russell, 20,749.23 for Dow; 75% of initial levels due 9/19/2022
Citigroup Global Markets Holdings Inc. 18% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $948.726 for Alphabet, $1,976.772 for Amazon, $72.576 for Apple, $169.638 for Facebook, $128.550 for Microsoft; 60% of initial values due 9/14/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly plus any previously unpaid contingent coupons if least-performing ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $121.704 for Russell, $223.880 for Dow $271.832 for S&P, or 80% of initial share prices due 9/14/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly plus any previously unpaid coupons if least-performing ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $223.880 for Dow, $121.704 for Russell, $271.832 for S&P, or 80% of initial share prices due 9/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/12/2025
Citigroup Global Markets Holdings Inc. 9.4% per year, payable quarterly if each asset closes at or above coupon barrier on valuation date for that period; Coupon barriers: 2,379.272 for S&P, 7,977.095 for Nasdaq, 19,558.329 for Dow; 70% of initial levels due 9/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/12/2025
Citigroup Global Markets Holdings Inc. 7.60% due 9/14/2021
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if lesser-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $1,889.904 for Amazon, $80.52 for Walt Disney, 60% of initial levels due 9/11/2025
Citigroup Global Markets Holdings Inc. 9.20% due 9/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/12/2030
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/11/2022
Citigroup Global Markets Holdings Inc. 8.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,332.288 for S&P, 19,250.623 for Dow, 1,053.214 for Russell; 70% of initial levels due 9/11/2025
Citigroup Global Markets Holdings Inc. 9% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above its accrual barrier level, payable quarterly; Accrual barrier levels: 19,250.623 for Dow, 1,053.214 for Russell and 2,332.288 for S&P, or 70% of initial levels due 9/11/2035
Citigroup Global Markets Holdings Inc. 0.00% due 9/13/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/8/2025
Citigroup Global Markets Holdings Inc. 14.5% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month; Coupon barriers: 8,716.598 for Nasdaq, 2,445.443 for Stoxx, 2,570.22 for S&P, 75% of initial levels due 9/20/2021
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 18,989.984 for Dow, 1,036.33 for Russell, 2,313.198 for S&P, 67.5% of initial levels due 9/9/2024
Citigroup Global Markets Holdings Inc. 10.75% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 6,973.278 for Nasdaq, 921.182 for Russell, 2,056.176 for S&P, 60% of initial levels due 3/9/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each fund closes at or above downside threshold level on determination date for that quarter due 9/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/9/2025
Citigroup Global Markets Holdings Inc. 11.25% per year, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $77.756 for Invesco S&P, $106.96 for iShares Russell, 70% of initial levels due 9/9/2025
Citigroup Global Markets Holdings Inc. 8.6% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: $106.96 for Russell and $77.76 for S&P 500; 70% of initial levels due 9/9/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if lesser-performing stock closes at or above coupon barrier value on valuation date for that quarter, in which case any previously unpaid coupon will also be paid; Coupon barriers: $99.30 for Target, $98.287 for Walmart, 68% of initial levels due 9/9/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/8/2022
Citigroup Global Markets Holdings Inc. 10.5% annualized rate, payable semiannually if each stock closes at or above its barrier price, 55% of its initial price, on the semiannual determination date for that period due 9/12/2023
Citigroup Global Markets Holdings Inc. 16.3% per year, payable quarterly if lesser-performing stock closes at or above coupon barrier value on valuation date for that quarter, in which case any previously unpaid coupon will also be paid; Coupon barriers: $120.440 for Target, $118.072 for Walmart, 80% of initial levels due 9/7/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/19/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,944.589 for Dow, 2,439.185 for S&P, 1,095.194 for Russell; 70% of initial levels due 9/7/2021
Citigroup Global Markets Holdings Inc. 5.5% per year, payable semiannually if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,939.658 for S&P and 868.220 for Russell, 55% of initial levels due 9/5/2025
Citigroup Global Markets Holdings Inc. 4.5% per year, payable semiannually if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,939.658 for S&P and 868.220 for Russell, 54.5% of initial levels due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/7/2022
Citigroup Global Markets Holdings Inc. 10.38% per year, payable quarterly if stock closes at or above barrier price on valuation date for that period due 9/6/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if stock closes at or above barrier price on valuation date for that period, in which case coupon will also be paid for any previously unpaid quarter due 9/3/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if ETF closes at or above barrier price on valuation date for that period, plus any previously unpaid coupon due 9/3/2021
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if least-performing ETF closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: $20.489 for Bank, $79.381 for Technology, $71.838 for SPDR Biotech, 64.25% of initial levels due 9/6/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,901.035 for Dow, 2,450.217 for S&P, 1,093.313 for Russell; 70% of initial levels due 3/3/2022
Citigroup Global Markets Holdings Inc. 7.6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,901.035 for Dow, 2,450.217 for S&P, 1,093.313 for Russell; 70% of initial levels due 9/5/2025
Citigroup Global Markets Holdings Inc. 6.2% for each day the difference between the 30-year rate and the two-year rate is greater than or equal to 0% and the closing level of the index is greater than or equal to 75% of the starting value; payable quarterly due 9/4/2035
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2025
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 7.45% per year unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,104.840 for Russell, 20,057.709 for Dow 8,397.095 for Nasdaq; 70% of initial levels due 9/3/2025
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 7.5% per year unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,104.84 for Russell, 20,057.709 for Dow, 2,455.607 for S&P; 70% of initial levels due 9/3/2025
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 6.25% per year unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,025.923 for Russell, $29.608 for iShares; 65% of initial levels due 8/31/2023
Citigroup Global Markets Holdings Inc. 6.25% per year, payable monthly if lesser-performing ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $222.193 for Dow ETF, $271.70 for S&P ETF, 77.5% of initial levels due 9/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2022
Citigroup Global Markets Holdings Inc. 8.45% per year, payable quarterly if each index closes at or above coupon barrier on valuation date for that period; Coupon barriers: 20,057.709 for Dow, 8,397.095 for Nasdaq, 1,104.84 for Russell; 70% of initial levels due 8/31/2023
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter due 9/1/2022
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter due 9/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 11% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $2,040.00 for Amazon, $980.598 for Alphabet, $300.024 for Apple, $135.948 for Microsoft, or 60% of initial share prices due 8/30/2023
Citigroup Global Markets Holdings Inc. 16% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $2,040.00 for Amazon, $126.09 for Goldman, $300.024 for Apple, $315.762 for Netflix, or 60% of initial share prices due 8/30/2023
Citigroup Global Markets Holdings Inc. 22% annualized rate, payable quarterly if each underlier closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: $23.992 for AT&T, $28.584 for Energy Select Sector, 80% of initial levels due 9/1/2022
Citigroup Global Markets Holdings Inc. 13.75% annualized, payable quarterly if each stock closes at or above 60% trigger level on review date for that period due 8/30/2023
Citigroup Global Markets Holdings Inc. 8.9% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $15.630 for BofA, $126.09 for Goldman, $61.41 for JPMorgan and $31.566 for Morgan Stanley, or 60% of initial share prices due 8/30/2023
Citigroup Global Markets Holdings Inc. 10.15% annualized rate, payable quarterly if each underlier closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier prices: 947.006 for index, $23.598 for ETF, 60% of initial levels due 9/1/2022
Citigroup Global Markets Holdings Inc. 11.5% per year, payable quarterly if lesser-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $28.462 for Gold Miners, $126.868 for SPDR, 70% of initial levels due 8/29/2025
Citigroup Global Markets Holdings Inc. 14.06% per year, payable quarterly if each stock closes at or above barrier level on valuation date for that quarter due 9/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2030
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2021
Citigroup Global Markets Holdings Inc. 9.55% per year, payable monthly if each index closes at or above coupon barrier on valuation date for that period; Coupon barriers: 19,944.589 for Dow, 8,348.312 for Nasdaq, 1,095.194 for Russell; 70% of initial levels due 8/30/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each asset closes at or above coupon barrier on valuation date for that period; Coupon barriers: 19,944.589 for Dow, 8,348.312 for Nasdaq, 1,095.194 for Russell; 70% of initial levels due 6/2/2022
Citigroup Global Markets Holdings Inc. 6% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 17,095.362 for Dow, 938.738 for Russell and 2,090.730 for S&P, or 60% of initial levels due 8/31/2040
Citigroup Global Markets Holdings Inc. 10% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 40.580 for Stoxx, 1,016.966 for Russell and 2,264.958 for S&P, or 65% of initial levels due 8/28/2040
Citigroup Global Markets Holdings Inc. 9.5% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 37.458 for Stoxx, 938.738 for Russell and 2,090.730 for S&P, or 60% of initial levels due 8/31/2040
Citigroup Global Markets Holdings Inc. 8.00% due 9/1/2021
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if stock closes at or above barrier price on valuation date for that period due 8/31/2021
Citigroup Global Markets Holdings Inc. 12% per year, payable each month if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $2,065.11 for Amazon, $303.654 for Apple, $59.454 for JPMorgan, $128.256 for McDonald's, or 60% of initial share prices due 8/31/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if lesser-performing asset closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $31.20 for ETF, 21,248.94 for index, 75% of initial levels due 3/2/2028
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if lesser-performing ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $28.584 for Energy, $87.00 for SPDR Biotech, 80% of initial levels due 8/30/2021
Citigroup Global Markets Holdings Inc. 6% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month; Coupon barriers: 1,170.145 for Russell, 21,248.94 for Dow, 2,609.048 for S&P, 75% of initial levels due 8/29/2030
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on valuation date for that period; Coupon barriers: 19,832.344 for Dow, 8,380.358 for Nasdaq, 1,092.135 for Russell; 70% of initial levels due 6/1/2022
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,435.111 for S&P, 19,832.344 for Dow, 1,092.135 for Russell; 70% of initial levels due 5/30/2025
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,087.238 for S&P, 16,999.152 for Dow, 936.116 for Russell; 60% of initial levels due 8/29/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,956.921 for S&P and 1,326.164 for Russell, 85% of initial levels due 3/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 26% per year, payable each month if least-performing stock closes at or above coupon barrier value on valuation date for that month; Coupon barrier values: $54.228 for Fastly, $127.896 for SolarEdge, $22.236 for Southwest, or 60% of initial share prices due 8/28/2025
Citigroup Global Markets Holdings Inc. 13.25% per year, payable quarterly if lesser-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $228.688 for QQQ, $275.296 for SPDR S&P, 80% of initial levels due 8/30/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if trust closes at or above barrier price on valuation date for that period, plus any previously unpaid coupon due 3/2/2022
Citigroup Global Markets Holdings Inc. 8.55% due 8/30/2021
Citigroup Global Markets Holdings Inc. 8.45% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,773.908 for Dow, 8,205.267 for Nasdaq, 1,099.846 for Russell; 70% of initial levels due 8/30/2023
Citigroup Global Markets Holdings Inc. 7.45% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,773.908 for Dow, 8,205.267 for Nasdaq, 1,099.846 for Russell; 70% of initial levels due 8/28/2025
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: 780.3 for MSCI EM and 2,410.53 for S&P 500; 70% of initial levels due 8/29/2025
Citigroup Global Markets Holdings Inc. 6.7% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: 780.3 for MSCI EM and 2,410.53 for S&P 500; 70% of initial levels due 8/29/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if lesser-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $15.681 for financial fund, $24.809 for banking fund, 63% of initial levels due 3/1/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if lesser-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $198.541 for QQQ, $240.044 for SPDR, 70% of initial levels due 8/27/2021
Citigroup Global Markets Holdings Inc. 3.00% due 8/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2021
Citigroup Global Markets Holdings Inc. 9.5% for the first year; after that, 17 times the spread of the 30-year CMS rate over the two-year CMS rate multiplied by the proportion of days on which each index closes at or above its accrual barrier level, subject to a floor of zero and a cap of 10%; payable quarterly; Accrual barrier levels: 37.446 for Stoxx, 16,985.076 for Dow, or 60% of initial levels due 8/27/2035
Citigroup Global Markets Holdings Inc. 5% per year multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is at least zero and each index closes at or above its accrual barrier level, payable quarterly; Accrual barrier levels: 43.687 for Euro Stoxx Banks, 1,097.929 for Russell and 19,815.922 for Dow, or 70% of initial levels due 8/27/2040
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2027
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if closing price of Alphabet shares is greater than or equal to barrier price on valuation date for that period due 8/26/2021
Citigroup Global Markets Holdings Inc. Each month, notes pay contingent coupon at rate of 4.5% per year unless either index closes below coupon barrier level on observation date for that month; Coupon barrier levels: 1,241.981 for Russell, 22,344.264 for Dow; 80% of initial levels due 2/25/2028
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 9% per year unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,086.733 for Russell, 19,551.231 for Dow, 8,088.612 for Nasdaq; 70% of initial levels due 5/26/2022
Citigroup Global Markets Holdings Inc. 18.1% per year, payable monthly if lesser-performing ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $28.623 for Gold Miners, $40.04 for Junior Gold Miners, 70% of initial levels due 8/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2025
Citigroup Global Markets Holdings Inc. 5.85% per year, payable quarterly if each asset closes at or above coupon barrier on valuation date for that period; Coupon barriers: 19,551.231 for Dow, 1,086.733 for Russell, 8,088.612 for Nasdaq; 70% of initial levels due 8/26/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each asset closes at or above coupon barrier on valuation date for that period; Coupon barriers: 19,551.231 for Dow, 1,086.733 for Russell, 8,088.612 for Nasdaq; 70% of initial levels due 5/26/2022
Citigroup Global Markets Holdings Inc. 10.6% per year, payable quarterly if each asset closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 19,551.231 for Dow, 1,086.733 for Russell, 8,088.612 for Nasdaq; 70% of initial levels due 5/26/2022
Citigroup Global Markets Holdings Inc. 6.15% per year, payable quarterly if each asset closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 19,551.231 for Dow, 1,086.733 for Russell, 8,088.612 for Nasdaq; 70% of initial levels due 8/26/2025
Citigroup Global Markets Holdings Inc. 7.1%, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 19,551.231 for Dow, 8,088.612 for Nasdaq and 1,086.733 for Russell, 70% of initial levels due 5/26/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,154.72 for Dow, 7,510.85 for Nasdaq and 1,009.11 q for Russell, 65% of initial levels; 65% of initial levels due 8/26/2025
Citigroup Global Markets Holdings Inc. 10.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,038.296 for S&P, 16,758.198 for Dow, 931.486 for Russell; 60% of initial levels due 8/25/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,208.154 for S&P, 18,154.715 for Dow, 1,009.109 for Russell; 65% of initial levels due 8/26/2027
Citigroup Global Markets Holdings Inc. 5.9% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,378.012 for S&P, 19,551.231 for Dow, 1,086.733 for Russell; 70% of initial levels due 8/26/2025
Citigroup Global Markets Holdings Inc. 12.25% per year, payable monthly if each asset closes at or above coupon barrier on valuation date for that period; Coupon barriers: 2,378.012 for S&P, 19,551.231 for Dow, 1,086.733 for Russell, 8,088.612 for Nasdaq; 70% of initial levels due 8/25/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable semiannually if each index closes at or above coupon barrier on observation date for that semiannual period; Coupon barriers: 1,868.438 for S&P and 853.862 for Russell, 55% of initial levels due 8/26/2025
Citigroup Global Markets Holdings Inc. 6% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,868.438 for S&P, 853.862 for Russell; 55% of initial levels due 8/26/2025
Citigroup Global Markets Holdings Inc. 5.6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,758.20 for Dow, 6,933.10 for Nasdaq, 931.49 for Russell; 60% of initial levels due 8/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2021
Citigroup Global Markets Holdings Inc. 11.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 7,460.08 for Nasdaq, 1,016.796 for Russell, 2,200.58 for S&P, or 65% of initial levels due 5/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2022
Citigroup Global Markets Holdings Inc. 9.55% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,369.857 for S&P, 8,033.935 for Nasdaq, 1,095.011 for Russell; 70% of initial levels due 8/25/2022
Citigroup Global Markets Holdings Inc. 12.2% annual rate, payable quarterly if ETF finishes above coupon barrier on relevant valuation date; Coupon barrier: $27.281, 65% of initial level due 8/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2022
Citigroup Global Markets Holdings Inc. 10.4% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 18,030.82 for Dow, 1,016.796 for Russell, 2,200.58 for S&P, or 65% of initial levels due 5/25/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if stock closes at or above barrier price on valuation date for that period due 8/24/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if least-performing trust closes at or above coupon barrier value on valuation date for that quarter; previously unpaid coupons are also paid; Coupon barriers: $118.456 for gold, $16.172 for silver, or 65% of initial share prices due 8/24/2021
Citigroup Global Markets Holdings Inc. 6% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 1,100.446 for Russell, 19,385.016 for Dow, 2,362.395 for S&P, 70% of initial levels due 8/22/2030
Citigroup Global Markets Holdings Inc. 0.00% due 11/23/2022
Citigroup Global Markets Holdings Inc. 9.45% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,357.116 for Nasdaq, 18,000.372 for Dow, 2,193.653 for S&P; 65% of initial levels due 5/24/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 18,000.37 for Dow, 1,021.843 for Russell, 2,193.65 for S&P, or 65% of initial levels due 5/24/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if lesser-performing stock closes at or above coupon barrier value on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $2,153.119 for Amazon, $88.985 for Target, or 65% of initial share prices due 8/23/2021
Citigroup Global Markets Holdings Inc. 12.65% per year, payable each quarter if least-performing stock closes at or above barrier value on valuation date for that quarter due 8/23/2023
Citigroup Global Markets Holdings Inc. 12.25% per year, payable each month if least-performing stock closes at or above barrier value on valuation date for that month due 8/23/2023
Citigroup Global Markets Holdings Inc. 5.6% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month; Coupon barriers: 941.864 for Russell, 6,839.418 for Nasdaq, 2,033.868 for S&P, 60% of initial levels due 8/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2022
Citigroup Global Markets Holdings Inc. Contingent quarterly coupon at an annualized rate of 11.3% if each asset closes at or above its coupon barrier on the review date for that period; Coupon barrier levels: $27.083 for ETF, 2,302.748 for Stoxx, 1,098.841 for Russell, 70% of initial levels due 8/22/2030
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,372.846 for S&P, 7,979.321 for Nasdaq, 19,444.649 for Dow; 70% of initial levels due 2/24/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,372.846 for S&P, 7,979.321 for Nasdaq, 1,098.841 for Russell; 70% of initial levels due 2/24/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2025
Citigroup Global Markets Holdings Inc. 6.00% due 2/23/2021
Citigroup Global Markets Holdings Inc. 8.65% annualized, payable quarterly if each ETF closes at or above coupon barrier on observation date for that period; Coupon barrier levels: $44.912 for Staples, $74.76 for Health, $42.666 for Utilities; 70% of initial prices due 8/22/2022
Citigroup Global Markets Holdings Inc. 9.6% per year, payable quarterly if stock closes at or above barrier price on valuation date for that period due 8/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/21/2025
Citigroup Global Markets Holdings Inc. 8% annualized, payable semiannually if each ETF closes at or above coupon barrier on observation date for that period; Coupon barrier levels: $176.904 for QQQ, $28.756 for EM ETF, $218.946 for S&P ETF; 65% of initial prices due 8/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/19/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/19/2025
Citigroup Global Markets Holdings Inc. 5% annual rate, payable quarterly if index finishes above coupon barrier on relevant valuation date; Coupon barrier: 19,551.714, 70% of initial level due 8/19/2025
Citigroup Global Markets Holdings Inc. Contingent semiannual coupon at an annualized rate of 7% if each asset closes at or above its coupon barrier on the review date for that period; Coupon barrier levels: $163.296 for QQQ, $167.88 for Dow, $202.104 for S&P, 60% of initial levels due 8/21/2023
Citigroup Global Markets Holdings Inc. Contingent quarterly coupon at an annualized rate of 14.3% if each asset closes at or above its coupon barrier on the review date for that period; Coupon barrier levels: $28.441 for ETF, 19,551.714 for Dow, 1,046.516 for Russell, 70% of initial levels due 8/18/2022
Citigroup Global Markets Holdings Inc. 12.35% annual rate, payable quarterly if ETF finishes above coupon barrier on relevant valuation date; Coupon barrier: $26.228, 65% of initial level due 8/18/2022
Citigroup Global Markets Holdings Inc. 12.75% due 8/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/21/2022
Citigroup Global Markets Holdings Inc. 8.75% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,527.704 for Dow, 7,824.859 for Nasdaq, 1,105.851 for Russell; 70% of initial levels due 8/18/2021
Citigroup Global Markets Holdings Inc. 10.55% due 8/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/17/2023
Citigroup Global Markets Holdings Inc. 18.00% due 8/17/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/17/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/15/2025
Citigroup Global Markets Holdings Inc. 9% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above its accrual barrier, payable quarterly; Accrual barrier levels: 2,360.995 for S&P, 1,104.516 for Russell and 19,551.714 for Dow, or 70% of initial levels due 8/20/2035
Citigroup Global Markets Holdings Inc. 8% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barrier levels: 2,028.21 for S&P, 949.948 for Russell and 16,786.104 for Dow, or 60% of initial levels due 8/14/2035
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 18,184.95 for Dow, 1,029.11 for Russell, 2,197.23 for S&P, or 65% of initial levels due 11/17/2022
Citigroup Global Markets Holdings Inc. 15.75% per year, payable quarterly if lesser-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $306.25 for Apple, $92.204 for Target, or 70% of initial share prices due 8/16/2021
Citigroup Global Markets Holdings Inc. 6% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 22,149.528 for Dow, 8,700.864 for Nasdaq, 2,666.952 for S&P, 80% of initial levels due 11/16/2021
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 2,666.952 for S&P, $31.24 for ETF, 80% of initial levels due 8/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/10/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each asset closes at or above coupon barrier on valuation date for that period; Coupon barriers: 17,831.762 for Dow, 1,019.970 for Russell, 2,178.332 for S&P; 65% of initial levels due 8/17/2026
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if each asset closes at or above coupon barrier on valuation date for that period; Coupon barriers: 22,233.152 for Dow, 1,267.736 for Russell, 2,688.376 for S&P; 80% of initial levels due 8/13/2021
Citigroup Global Markets Holdings Inc. 12.5% annualized, payable monthly if each ETF closes at or above coupon barrier on observation date for that month; Coupon barrier levels: $29.589 for China ETF, $194.033 for Dow ETF, $77.966 for tech fund; 70% of initial prices due 8/14/2026
Citigroup Global Markets Holdings Inc. 14.25% per year, payable quarterly if lesser-performing stock closes at or above coupon barrier value on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $87.50 for Baidu, $124.229 for Workday, or 70% of initial share prices due 2/10/2023
Citigroup Global Markets Holdings Inc. 7.75% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $59.628 for JPMorgan, $124.962 for Goldman, $15.666 for BofA, or 60% of initial share prices due 8/14/2023
Citigroup Global Markets Holdings Inc. 7.1% annualized, payable quarterly if each asset closes at or above 80% threshold on valuation date for that quarter due 8/11/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/9/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,831.762 for Dow, 2,178.332 for S&P, 1,019.97 for Russell; 65% of initial levels due 8/10/2023
Citigroup Global Markets Holdings Inc. 9.9% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,797.573 for Nasdaq, 2,345.896 for S&P, 1,098.43 for Russell; 70% of initial levels due 2/10/2022
Citigroup Global Markets Holdings Inc. 8.3% per year, payable monthly if each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,345.896 for S&P, 7,797.573 for Nasdaq and 1,098.430 for Russell; 70% of initial levels due 2/10/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/12/2025
Citigroup Global Markets Holdings Inc. 7.00% due 2/11/2021
Citigroup Global Markets Holdings Inc. 28% per year, payable quarterly if each stock closes at or above its coupon barrier on observation date that quarter; Coupon barriers: $185.437 for Alibaba, $1,035.363 for Alphabet, $2,243.521 for Amazon, $308.175 for Apple, $174.384 for Facebook, $149.058 for Microsoft, or 70% of initial levels due 8/10/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if least-performing stock closes at or above barrier value on valuation date for that period due 8/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/8/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/10/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/10/2022
Citigroup Global Markets Holdings Inc. 10.00% due 8/10/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/10/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2025
Citigroup Global Markets Holdings Inc. 11.55% due 8/9/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if lesser-performing stock closes at or above coupon barrier value on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $284.777 for Apple, $78.35 for Disney, or 67% of initial share prices due 8/5/2021
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if stock closes at or above barrier price on valuation date for that period, plus any previously unpaid coupon due 8/3/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable each quarter if laggard index closes at or above barrier level on valuation date for that period due 8/5/2024
Citigroup Global Markets Holdings Inc. 9% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month, in which case a coupon will also be paid for any previously unpaid quarter; Coupon barriers: 21,142.656 for Dow, 1,184.342 for Russell, 2,616.896 for S&P, 80% of initial levels due 8/3/2023
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable each quarter that ETF closes at or above coupon barrier on determination date for that quarter, plus any previously unpaid coupon; Coupon barrier: $169.735, 65% of initial price due 8/13/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2023
Citigroup Global Markets Holdings Inc. 5.2% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,799.116 for S&P, 814.235 for Russell; 55% of initial levels due 8/5/2025
Citigroup Global Markets Holdings Inc. 6.3% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,799.116 for S&P, 814.235 for Russell; 55% of initial levels due 8/5/2025
Citigroup Global Markets Holdings Inc. 11.15% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,289.784 for S&P, 1,036.299 for Russell, 18,499.824 for Dow; 70% of initial levels due 8/4/2025
Citigroup Global Markets Holdings Inc. 6% for each day the difference between the 30-year rate and the two-year rate is greater than or equal to 0% and the closing level of the index is greater than or equal to 75% of the starting value; payable quarterly due 8/5/2030
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 12.10% due 8/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2028
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 10.5% annualized, payable monthly if each ETF closes at or above coupon barrier on observation date for that month; Coupon barrier levels: $104.132 for Russell ETF, $226.772 for S&P ETF; 70% of initial prices due 8/2/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if Alphabet stock closes at or above barrier price on valuation date for that period due 8/4/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if Amazon.com stock closes at or above barrier price on valuation date for that period, plus any previously unpaid coupon due 8/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,500.857 for Nasdaq, 1,046.571 for Russell, 18,419.555 for Dow; 70% of initial levels due 8/4/2025
Citigroup Global Markets Holdings Inc. 7.1% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 13,156.825 for Dow, 5,357.755 for Nasdaq, 747.551 for Russell, 1,623.11 for S&P; 50% of initial levels due 8/4/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,500.857 for Nasdaq, 1,046.571 for Russell, 2,272.354 for S&P; 70% of initial levels due 2/3/2022
Citigroup Global Markets Holdings Inc. 8.05% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,500.857 for Nasdaq, 1,046.571 for Russell, 2,272.354 for S&P; 70% of initial levels due 2/3/2022
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on review date for that quarter due 8/3/2021
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if each stock closes at or above the coupon barrier price on the determination date for that period; Coupon barrier prices: $1,820.118 for Amazon, $228.096 for Apple, $121.548 for Goldman and $69.366 for Disney; 60% of initial levels due 8/2/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if stock closes at or above barrier price on valuation date for that period, plus any previously unpaid coupon due 8/3/2021
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $28.812 for Coca-Cola, $195.684 for Costco, $139.974 for Facebook, $75.192 for IBM, or 60% of initial share prices due 8/2/2023
Citigroup Global Markets Holdings Inc. 12% per year, payable each quarter if least-performing stock closes at or above final barrier value on valuation date for that period due 8/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 8.00% due 8/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly when each index closes at or above 70% coupon barrier on the valuation date for that period due 8/2/2021
Citigroup Global Markets Holdings Inc. 12.05% annual rate, payable quarterly if ETF finishes above coupon barrier on relevant valuation date; Coupon barrier: $23.178, 60% of initial level due 8/3/2022
Citigroup Global Markets Holdings Inc. 6% for the first five years; after that, 50 times the spread of the 30-year CMS rate over the two-year CMS rate for each day each index closes at or above its accrual barrier, subject to a floor of zero and a 6% cap; payable quarterly; Accrual barriers: 900.378 for Russell, 15,923.742 for Dow, 1,955.064 for S&P, or 60% of initial levels due 7/31/2035
Citigroup Global Markets Holdings Inc. 8% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the accrual barrier, payable quarterly; Accrual barriers: 1,955.064 for S&P, 900.378 for Russell and 15,923.742 for Dow, or 60% of initial levels due 7/31/2035
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2024
Citigroup Global Markets Holdings Inc. 10.00% due 8/3/2022
Citigroup Global Markets Holdings Inc. 6.45% due 8/3/2021
Citigroup Global Markets Holdings Inc. Libor plus 72 bps, subject to a floor of zero; payable quarterly due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2024
Citigroup Global Markets Holdings Inc. 12% per year, payable monthly if each ETF closes at or above coupon barrier on observation date for that month; Coupon barrier levels: $29.528 for energy ETF, $89.76 for biotech ETF; 80% of initial prices due 2/2/2028
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if least-performing stock closes at or above final barrier value on valuation date for that quarter due 2/2/2022
Citigroup Global Markets Holdings Inc. 7.25% per year, payable each month if basket closes at or above 60% coupon barrier value on valuation date for that period due 8/1/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 19,784.460 for Dow, $32.67 for ETF, 75% of initial levels due 2/2/2028
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 18,465.496 for Dow, 1,028.829 for Russell, 2,252.908 for S&P, 70% of initial levels due 8/1/2030
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 8/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2023
Citigroup Global Markets Holdings Inc. 6.15% per year, payable quarterly if each underlier closes at or above 70% coupon barrier on observation date due 7/31/2025
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,465.496 for Dow, 1,028.829 for Russell, 2,252.908 for S&P; 70% of initial levels due 5/1/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,146.532 for Dow, 955.341 for Russell, 2,091.986 for S&P; 65% of initial levels due 8/2/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 15,827.568 for Dow, 881.853 for Russell, 6,319.50 Nasdaq and 1,931.064 for S&P; 60% of initial levels due 8/1/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,465.496 for Dow, 1,028.829 for Russell, 2,252.908 for S&P; 70% of initial levels due 7/31/2025
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each index closes at or above coupon barrier on valuation date for that period; Coupon barriers: 18,465.496 for Dow, 1,028.829 for Russell, 7,372.750 for Nasdaq and 2,252.908 for S&P; 70% of initial levels due 7/31/2025
Citigroup Global Markets Holdings Inc. 20% per year, payable monthly if each asset closes at or above its coupon barrier on the review date for that period; Coupon barrier levels: $24.757 for ETF, $33.389 for stock, 66% of initial levels due 11/2/2021
Citigroup Global Markets Holdings Inc. 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,735.674 for S&P, 1,249.292 for Russell; 85% of initial levels due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2027
Citigroup Global Markets Holdings Inc. 17% per year, payable quarterly if least-performing stock closes at or above final barrier value on valuation date for that quarter due 2/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2023
Citigroup Global Markets Holdings Inc. 5.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,943.646 for S&P, 890.791 for Russell; 60% of initial levels due 8/1/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,250.941 for S&P, 1,027.289 for Russell; 70% of initial levels due 7/27/2023
Citigroup Global Markets Holdings Inc. 9.25% per year, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,250.941 for S&P, 7,338.191 for Nasdaq and 1,027.289 for Russell; 70% of initial levels due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/8/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 17,280.1 for Dow, 965.023 for Russell, 2,105.62 for S&P, or 65% of initial levels due 5/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 6% per year, payable each quarter if laggard index closes at or above barrier level on valuation date for that period due 7/27/2023
Citigroup Global Markets Holdings Inc. 9.65% due 6/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each asset closes at or above coupon barrier on valuation date for that period; Coupon barriers: 18,528.923 for Dow, 1,027.289 for Russell, 7,338.191 for Nasdaq; 75% of initial levels due 8/1/2030
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,528.923 for Dow, 1,027.289 for Russell, 7,338.191 for Nasdaq; 70% of initial levels due 4/28/2022
Citigroup Global Markets Holdings Inc. 10.25% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,852.418 for Dow, 1,100.666 for Russell, 2,441.723 for S&P; 75% of initial levels due 7/31/2026
Citigroup Global Markets Holdings Inc. 8.75% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,852.418 for Dow, 1,100.666 for Russell, 2,441.723 for S&P; 75% of initial levels due 7/31/2026
Citigroup Global Markets Holdings Inc. 8.25% per year, payable monthly if each asset closes at or above coupon barrier on valuation date for that period; Coupon barriers: 1,619.705 for S&P, 13,292.3852 for Dow, 742.326 for Russell, 5,337.19 for Nasdaq; 50% of initial levels due 7/31/2025
Citigroup Global Markets Holdings Inc. 8.3% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,250.941 for S&P, 1,027.289 for Russell; 70% of initial levels due 7/27/2023
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $13.349 for Financial, $17.386 for Bank, $21.159 for Regional Banking; 55% of initial levels due 7/28/2022
Citigroup Global Markets Holdings Inc. 10.5% per year, payable for each quarter that each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 1,027.289 for Russell, 2,250.941 for S&P, 18,528.923 for Dow; 70% of initial levels due 7/27/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable for each quarter that each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 1,027.289 for Russell, 2,250.941 for S&P, 18,528.923 for Dow; 70% of initial levels due 7/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2022
Citigroup Global Markets Holdings Inc. 8.35% due 7/28/2022
Citigroup Global Markets Holdings Inc. 7.00% due 1/28/2021
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if Alphabet stock closes at or above barrier price on valuation date for that period due 7/28/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if closing price of Amazon shares is greater than or equal to barrier price on valuation date for that period due 7/28/2021
Citigroup Global Markets Holdings Inc. 16.5% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $25.494 for Comcast, $286.548 for Netflix, $70.872 for Disney, or 60% of initial share prices due 7/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/13/2022
Citigroup Global Markets Holdings Inc. 7.00% due 7/28/2021
Citigroup Global Markets Holdings Inc. 8.3% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: 808.20 for Russell, 1,117.652 for MSCI EM and 2,426.75 for S&P 500; 75% of initial levels due 7/26/2030
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2021
Citigroup Global Markets Holdings Inc. 10.10% due 7/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/12/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,203.504 for Dow, 894.805 for Russell, 1,965.612 for S&P; 60% of initial levels due 7/25/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $23.595, 78% of initial level due 7/26/2021
Citigroup Global Markets Holdings Inc. 11% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on review date for that quarter due 1/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2021
Citigroup Global Markets Holdings Inc. 5.7375% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $14.304 for financial, $42.672 for industrial, $35.652 for utilities, 60% of initial levels due 4/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if assets close above barrier levels on observation date, in which case any previously unpaid coupon will also be paid due 7/21/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if index closes at or above coupon barrier level on related quarterly valuation date; Coupon barrier: 2,257.311, 70% of initial price due 7/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/21/2022
Citigroup Global Markets Holdings Inc. 6.4% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,670.365 for Dow, 1,031.323 for Russell, 2,257.311 for S&P; 70% of initial levels due 7/22/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if index closes at or above coupon barrier on determination date for that period; Coupon barrier: 2,579.784, 80% of initial level due 7/22/2021
Citigroup Global Markets Holdings Inc. 6% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,418.548, 75% of initial level due 7/22/2030
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2025
Citigroup Global Markets Holdings Inc. 15.25% per year, payable quarterly if indexes close above barrier level on observation date due 7/21/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/18/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable semiannually, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $99.60, 80% of initial level due 1/21/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly (plus any previously unpaid contingent coupons) if stock closes at or above coupon barrier level on related quarterly valuation date; Coupon barrier: $303.49, 78% of initial price due 7/27/2021
Citigroup Global Markets Holdings Inc. 8%, payable quarterly (plus any previously unpaid contingent coupons) if stock closes at or above coupon barrier level on related quarterly valuation date; Coupon barrier: $293.175, 75% of initial price due 7/20/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/13/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,122.060 for Dow, 886.962 for Russell, 1,935.936 for S&P; 60% of initial levels due 7/18/2024
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,809.070 for Dow, 1,034.789 for Russell, 2,258.592 for S&P; 70% of initial levels due 7/18/2025
Citigroup Global Markets Holdings Inc. 12% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,491.176 for Nasdaq, 18,809.070 for Dow, 1,034.789 for Russell, 2,258.592 for S&P; 60% of initial levels due 1/20/2023
Citigroup Global Markets Holdings Inc. 10% for the first year; after that, 50 times the spread of the 30-year CMS rate over the two-year CMS rate for each day each index closes at or above its accrual barrier, subject to a floor of zero and a 10% cap; payable quarterly; Accrual barrier levels: 16,122.06 for Dow, 40.224 for Stoxx, 1,935.936 for S&P, or 60% of initial levels due 7/20/2035
Citigroup Global Markets Holdings Inc. 7.25% for the first three years; after that, 50 times the spread of the 30-year CMS rate over the two-year CMS rate for each day each index closes at or above its accrual barrier, subject to a floor of zero and a 7.25% cap; payable quarterly; Accrual barrier levels: 16,122.06 for Dow, 886.962 for Russell, 1,935.936 for S&P, or 60% of initial levels due 7/20/2035
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/18/2025
Citigroup Global Markets Holdings Inc. 16.5%, payable quarterly if all assets close above coupon barrier on observation date; Coupon barrier levels: $977.340 for Alphabet, $2,002.722 for Amazon, $158.327 for Apple, 1,503.60 for Facebook, $326.807 for Netflix, 65% of initial levels due 7/13/2023
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter, plus any previously unpaid coupons; Coupon barriers: $19.395 for Gold Miners, $26.655 for Junior Gold Miners, 50% of initial levels due 7/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/10/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/13/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2022
Citigroup Global Markets Holdings Inc. 7.00% due 1/14/2021
Citigroup Global Markets Holdings Inc. 7.00% due 1/14/2021
Citigroup Global Markets Holdings Inc. 16% per year, payable each quarter if laggard stock closes at or above barrier value on valuation date for that period due 1/12/2023
Citigroup Global Markets Holdings Inc. 11.75% per year, payable each quarter if laggard stock closes at or above barrier value on valuation date for that period due 1/12/2023
Citigroup Global Markets Holdings Inc. 11% per year, payable each quarter if laggard stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier values: $245.184 for Nvidia, $108.942 for PayPal, 60% of initial share prices due 1/12/2023
Citigroup Global Markets Holdings Inc. 20.00% due 7/13/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/11/2021
Citigroup Global Markets Holdings Inc. 10.9% per year, payable quarterly if each ETF closes at or above its coupon barrier on every day that quarter; Coupon barriers: $43.30 for EAFE, $98.62 for Russell, $219.65 for S&P, or 70% of initial levels due 7/10/2025
Citigroup Global Markets Holdings Inc. 10.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,366.807 for Nasdaq, 991.197 for Russell, 18,123.126 for Dow; 70% of initial levels due 4/12/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/11/2023
Citigroup Global Markets Holdings Inc. 10%, payable monthly if all assets close above coupon barrier on observation date; Coupon barrier levels: $788.144 for Chipotle, $269.50 for Domino's, $131.95 for McDonald's, $52.808 for Starbucks, 70% of initial levels due 7/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/11/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/11/2022
Citigroup Global Markets Holdings Inc. 10.35% due 7/9/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/11/2022
Citigroup Global Markets Holdings Inc. 7.5%, payable quarterly if assets close above barrier level on observation date for that quarter due 7/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/10/2025
Citigroup Global Markets Holdings Inc. Libor plus 82 bps, subject to a floor of zero; payable quarterly due 7/9/2025
Citigroup Global Markets Holdings Inc. 11.3%, payable monthly if all assets close above coupon barrier on observation date; Coupon barrier levels: $709.025 for Alphabet, $1,379.4 for Amazon, $182.40 for Apple, $113.535 for Facebook, $227.52 for Netflix, 50% of initial levels due 10/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2024
Citigroup Global Markets Holdings Inc. 23% per year, payable monthly if each asset closes at or above its coupon barrier on the review date for that period; Coupon barrier levels: $24.603 for ETF, $147.596 for stock, 65% of initial levels due 7/7/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2022
Citigroup Global Markets Holdings Inc. 6.75%, payable monthly if assets close above coupon barrier on observation date; Coupon barrier levels: 18,069.16 for Dow, 1,008.956 for Russell, 7,109.795 for Nasdaq, 70% of initial levels due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2024
Citigroup Global Markets Holdings Inc. 8.7% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,170.203 for S&P, 18,069.016 for Dow; 70% of initial levels due 7/5/2024
Citigroup Global Markets Holdings Inc. 17%, payable quarterly if all assets close above coupon barrier on observation date; Coupon barrier levels: $1,615.722 for Amazon, $2.12.178 for Apple, $266.04 for Netflix, 60% of initial levels due 7/7/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable each quarter if laggard stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $119.064 for Microsoft, $53.406 for Qualcomm, 70% of initial share prices due 1/4/2023
Citigroup Global Markets Holdings Inc. 8% annual rate, payable quarterly if ETF finishes above 72% coupon barrier on relevant valuation date due 1/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2025
Citigroup Global Markets Holdings Inc. 7.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,442.592 for S&P, 7,968.93 for Nasdaq; 80% of initial levels due 7/5/2024
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 6,972.814 for Nasdaq, 994.845 for Russell, 17,917.06 for Dow; 70% of initial levels due 1/3/2022
Citigroup Global Markets Holdings Inc. 9.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 6,972.814 for Nasdaq, 2,137.268 for S&P, 17,917.06 for Dow; 70% of initial levels due 1/3/2022
Citigroup Global Markets Holdings Inc. 9.35% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 994.845 for Russell, 2,137.268 for S&P, 17,917.06 for Dow; 70% of initial levels due 7/3/2025
Citigroup Global Markets Holdings Inc. 12.2% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 994.845 for Russell, 2,137.268 for S&P, 17,917.06 for Dow; 70% of initial levels due 1/3/2022
Citigroup Global Markets Holdings Inc. 9.4% annualized, payable quarterly if each fund closes at or above coupon barrier on related quarterly observation date; Coupon barriers: $81.219 for Semiconductor ETF, $60.731 for Biotech ETF; 55% of initial values due 6/30/2022
Citigroup Global Markets Holdings Inc. 15.5%, payable quarterly if all assets close above coupon barrier on observation date; Coupon barrier levels: $1,652.748 for Amazon, $218.904 for Apple, $279.546 for Netflix, 60% of initial levels due 7/3/2023
Citigroup Global Markets Holdings Inc. 12.75%, payable quarterly if all assets close above coupon barrier on observation date, in which case a coupon will also be paid for any previously unpaid quarter during life of notes; Coupon barrier levels: $1,615.722 for Amazon, $2.12.178 for Apple, $266.04 for Netflix, 60% of initial levels due 7/3/2023
Citigroup Global Markets Holdings Inc. 11.5%, payable quarterly if all assets close above coupon barrier on observation date, in which case a coupon will also be paid for any previously unpaid quarter; Coupon barrier levels: $1,615.722 for Amazon, $212.178 for Apple, $266.04 for Netflix, 60% of initial levels due 7/3/2023
Citigroup Global Markets Holdings Inc. 11%, payable quarterly if assets close above coupon barrier on observation date; Coupon barrier levels: $1,481.079 for Amazon, $194.497 for Apple, $243.87 for Netflix, $107.982 for Microsoft, 55% of initial levels due 6/28/2023
Citigroup Global Markets Holdings Inc. 15%, payable quarterly if all assets close above coupon barrier on observation date; Coupon barrier levels: $13.89 for BofA, $129.648 for Facebook, $77.646 for Lowe's, $56.202 for NIKE, 60% of initial levels due 6/28/2023
Citigroup Global Markets Holdings Inc. 17.75%, payable quarterly if all assets close above coupon barrier on observation date; Coupon barrier levels: $78.048 for FedEx, $113.514 for Goldman Sachs, $29.094 for Micron, $113.562 for Visa, 60% of initial levels due 6/28/2023
Citigroup Global Markets Holdings Inc. 10.05% annual rate, payable quarterly if stock finishes above 65% coupon barrier on relevant valuation date due 6/30/2022
Citigroup Global Markets Holdings Inc. 13.05% annual rate, payable quarterly if stock finishes above 65% coupon barrier on relevant valuation date due 6/30/2022
Citigroup Global Markets Holdings Inc. 15% annualized, payable quarterly if each fund closes at or above coupon barrier on related quarterly observation date; Coupon barriers: $99.884 for Semiconductor ETF, $15.273 for Financial, 65.956 for Health Care; 67.64% of initial values due 6/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2025
Citigroup Global Markets Holdings Inc. 7.1%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 17,510.885 for Dow, 6,894.549 for Nasdaq and 965.146 for Russell, 70% of initial levels due 7/1/2025
Citigroup Global Markets Holdings Inc. 8.65%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 18,021.92 for Dow, 2,158.632 for S&P and 989.321 for Russell, 70% of initial levels due 6/29/2023
Citigroup Global Markets Holdings Inc. 15.24%, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 17,510.885 for Dow, 2,106.335 for S&P and 965.146 for Russell, 70% of initial levels due 12/30/2022
Citigroup Global Markets Holdings Inc. 11.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 965.146 for Russell, 6,894.549 for Nasdaq, 17,510.885 for Dow; 70% of initial levels due 9/30/2021
Citigroup Global Markets Holdings Inc. 7% for the first four years; after that, 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, subject to a floor of zero and 7% cap; payable quarterly; Accrual barrier levels: 1,805.45 for S&P, 827.268 for Russell and 15,009.33 for Dow, or 60% of initial levels due 7/2/2035
Citigroup Global Markets Holdings Inc. 9.5% for the first year; after that, 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, subject to a floor of zero and 9.5% cap; payable quarterly; Accrual barrier levels: 39.775 for Stoxx, 1,955.883 for S&P, or 65% of initial levels due 7/2/2035
Citigroup Global Markets Holdings Inc. 10.45% for each day that the spread of the 30-year CMS rate over the two-year CMS rate is at least zero and each index closes at or above the 70% accrual barrier, payable quarterly due 7/2/2035
Citigroup Global Markets Holdings Inc. 2.25% initially, stepping up to 2.5% on June 30, 2025, to 3% on June 30, 2028, to 3.5% on June 30, 2030 and to 4% on June 30, 2031; payable semiannually due 6/30/2032
Citigroup Global Markets Holdings Inc. 10.25% per year, payable for each quarter that each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 896.207 for Russell, 1,955.883 for 16,260.108 for Dow; 65% of initial levels due 6/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2021
Citigroup Global Markets Holdings Inc. 8.75% due 7/1/2021
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each asset closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: $210.04 for SPDR S&P 500, $219.02 for MidCap 400; 70% of initial levels due 6/29/2023
Citigroup Global Markets Holdings Inc. 8.5% annual rate, payable quarterly if stock finishes above 75% coupon barrier on relevant valuation date due 6/30/2021
Citigroup Global Markets Holdings Inc. 6%, payable monthly if assets close above coupon barrier on observation date; Coupon barrier levels: 20,596.48 for Dow, 1,130.652 for Russell, 2,467.008 for S&P, 80% of initial levels due 6/29/2023
Citigroup Global Markets Holdings Inc. 6%, payable quarterly if assets close above coupon barrier on observation date; Coupon barrier levels: 18,021.920 for Dow, 989.321 for Russell, 2,158.632 for S&P, 70% of initial levels due 6/28/2030
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 19,309.200 for Dow, $26.220 for ETF, 75% of initial levels due 12/30/2027
Citigroup Global Markets Holdings Inc. 23.25%, payable quarterly if assets close above coupon barrier on observation date; Coupon barrier levels: $25.998 for Las Vegas, $48.564 for Marriott, $266.04 for Netflix, $65.46 for Disney, 60% of initial levels due 6/28/2023
Citigroup Global Markets Holdings Inc. 8%, payable quarterly if assets close above coupon barrier on observation date; Coupon barrier levels: 2,158.632 for S&P, 7,707.281 for Nasdaq, 70% of initial levels due 3/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2021
Citigroup Global Markets Holdings Inc. 8%, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 18,021.92 for Dow, 2,158.632 for S&P and 989.321 for Russell, 70% of initial levels due 6/28/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each index closes at or above barrier level on the valuation date for that period due 12/30/2021
Citigroup Global Markets Holdings Inc. 11.70% due 6/30/2021
Citigroup Global Markets Holdings Inc. 9.00% due 6/30/2021
Citigroup Global Markets Holdings Inc. 8.25% due 6/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2025
Citigroup Global Markets Holdings Inc. 45% per year, payable quarterly if all stocks close at or above barrier level on valuation date for that quarter due 6/29/2023
Citigroup Global Markets Holdings Inc. 8.5% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupon will also be paid; Coupon barrier: $262.844, 73% of initial share price due 6/29/2021
Citigroup Global Markets Holdings Inc. 25% per year, payable quarterly if all stocks close at or above barrier level on valuation date for that quarter due 6/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2021
Citigroup Global Markets Holdings Inc. 9.1% per year, payable quarterly if all assets close at or above coupon barrier level on valuation date; Coupon barrier levels: $40.537 for Consumer Staples, $68.425 for Health Care, $71.589 for Technology, 70% of initial levels due 6/29/2027
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if all assets close at or above coupon barrier level on related valuation date; Coupon barrier levels: $40.537 for Consumer Staples, $68.425 for Health Care, $71.589 for Technology, 70% of initial levels due 6/27/2030
Citigroup Global Markets Holdings Inc. 9.6% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,084.455 for Dow, 1,042.306 for Russell, 1,389.741 for S&P; 75% of initial levels due 7/1/2026
Citigroup Global Markets Holdings Inc. 8.25% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,084.455 for Dow, 1,042.306 for Russell, 1,389.741 for S&P; 75% of initial levels due 7/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupon will also be paid; Coupon barrier: $169.568, 70% of initial share price due 6/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2025
Citigroup Global Markets Holdings Inc. 12.5% per year, payable quarterly if all assets close at or above coupon barrier level on every day that period; Coupon barrier levels: $13.101 for Financial, $17.765 for Bank, $21.478 for Regional Banking, 55% of initial levels due 6/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2027
Citigroup Global Markets Holdings Inc. 7.00% due 12/29/2020
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter, plus any previously unpaid coupon; Coupon barriers: $19.527 for Gold Miners, $26.314 for Junior Gold Miners, 56% of initial levels due 6/25/2021
Citigroup Global Markets Holdings Inc. 22.50% due 6/24/2025
Citigroup Global Markets Holdings Inc. 13.35% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,597.748 for Nasdaq, 2,338.395 for S&P; 75% of initial levels due 6/23/2023
Citigroup Global Markets Holdings Inc. 6.15% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,217.472 for Dow, 1,003.469 for Russell, 2,182.502 for S&P; 70% of initial levels due 6/26/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 709.317 for Russell, 1,548.87 for S&P; 50% of initial levels due 6/25/2021
Citigroup Global Markets Holdings Inc. 7.00% due 6/25/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, plus any previously unpaid coupon; Coupon barrier: $2,059.758, 77% of initial share price due 6/23/2022
Citigroup Global Markets Holdings Inc. 16.15%, payable quarterly if assets close above coupon barrier on observation date; Coupon barrier levels: 18,110.022 for Dow, 992.044 for Russell, 7,006.048 for Nasdaq, 70% of initial levels due 6/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/22/2023
Citigroup Global Markets Holdings Inc. 14.9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 993.044 for Russell, 7,064.048 for Nasdaq, 2,146.613 for S&P; 70% of initial levels due 3/24/2021
Citigroup Global Markets Holdings Inc. 7.75% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier: 18,034.212 for Dow, 2,146.613 for S&P; 70% of initial levels due 6/24/2024
Citigroup Global Markets Holdings Inc. 7.75% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,034.212 for Dow, 2,146.613 for S&P; 70% of initial levels due 6/24/2024
Citigroup Global Markets Holdings Inc. 10.35% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 15,522.876 for Dow, 851.18 for Russell, 1,858.644 for S&P; 60% of initial levels due 6/22/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 851.18 for Russell, 1,858.644 for 1,961.46 for Stoxx; 60% of initial levels due 6/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2023
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if each index closes at or above its coupon barrier on any quarterly valuation date; Coupon barriers: 62.03 for Solactive and 2,168.42 for S&P 500; 70% of initial levels due 6/24/2030
Citigroup Global Markets Holdings Inc. 12.3% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $49.062 for American Electric, $51.462 for Duke, $35.304 for Edison, or 60% of initial share prices due 6/22/2023
Citigroup Global Markets Holdings Inc. 12.5%, payable quarterly if assets close above coupon barrier on observation date; Coupon barrier levels: 18,110.022 for Dow, 992.044 for Russell, 7,006.048 for Nasdaq, 70% of initial levels due 3/24/2021
Citigroup Global Markets Holdings Inc. 9.2%, payable quarterly if assets close above coupon barrier on observation date; Coupon barrier levels: 18,256.070 for Dow, 998.953 for Russell, 2,180.738 for S&P, 70% of initial levels due 6/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2023
Citigroup Global Markets Holdings Inc. 15.84% annualized, payable monthly if each fund closes at or above coupon barrier on related monthly observation date; Coupon barriers: $99.239 for Russell ETF, $183.274 for Dow ETF; 70% of initial values due 12/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2025
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,179.43 for S&P, 998.717 for Russell, 18,283.727 for Dow; 70% of initial levels due 6/24/2024
Citigroup Global Markets Holdings Inc. 13.75% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,490.792 for S&P, 1,141.225 for Russell, 20,895.688 for Dow; 80% of initial levels due 6/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/22/2028
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; previously unpaid coupons are also paid; Coupon barriers: $1,026.994 for Alphabet, $1,856.842 for Amazon, or 71% of initial share prices due 6/21/2021
Citigroup Global Markets Holdings Inc. 15.5% per year, payable quarterly if stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barrier: $146.713, 70% of initial share price due 6/21/2021
Citigroup Global Markets Holdings Inc. 18.30% due 6/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/8/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/8/2021
Citigroup Global Markets Holdings Inc. 8.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,034.212 for Dow, 2,146.613 for S&P; 70% of initial levels due 6/21/2023
Citigroup Global Markets Holdings Inc. 20% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,034.212 for Dow, 993.725 for Russell, 2,146.613 for S&P; 70% of initial levels due 6/21/2021
Citigroup Global Markets Holdings Inc. 13.15% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,402.986 for Dow, 1,016.582 for Russell, 2,187.318 for S&P; 70% of initial levels due 3/21/2024
Citigroup Global Markets Holdings Inc. 13.2% per year, payable quarterly if all assets close at or above coupon barrier level on every day that period; Coupon barrier levels: $49.152 for ETF, 1,161.808 for Russell and 2,499.792 for S&P, 80% of initial levels due 6/20/2024
Citigroup Global Markets Holdings Inc. 13% per year, payable monthly if assets close above barrier levels on observation date for that month due 12/20/2021
Citigroup Global Markets Holdings Inc. 20.1% annualized, payable quarterly if each fund closes at or above coupon barrier on related quarterly observation date; Coupon barriers: $18.120 for financial fund, $75.278 for technology fund; 75% of initial values due 6/18/2021
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if closing price of ETF is greater than or equal to barrier price on valuation date for that quarter due 12/20/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/14/2022
Citigroup Global Markets Holdings Inc. 10.13% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,746.054 for Dow, 922.745 for Russell, 1,993.284 for S&P; 65% of initial levels due 6/20/2023
Citigroup Global Markets Holdings Inc. 8% for the first two years; after that, 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, subject to a floor of zero and 8% cap; payable quarterly; Accrual barrier levels: 922.745 for Russell, 16,746.054 for Dow, 1,993.284 for S&P, or 65% of initial levels due 6/18/2035
Citigroup Global Markets Holdings Inc. 0.00% due 7/19/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/17/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/17/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/17/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/17/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/16/2022
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if all indexes close at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,886.742 for Stoxx, 813.734 for Russell and 1,801.26 for S&P, 60% of initial levels due 6/15/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 971.38 for Russell, 17,923.878 for Dow, 2,128.917 for S&P; 70% of initial levels due 6/17/2024
Citigroup Global Markets Holdings Inc. 7.3% for the first three years; after that, 7.3% per year for each day the spread of the 30-year CMS rate minus the two-year CMS rate is greater than zero and each index closes at or above the accrual barrier, subject to a floor of zero; payable quarterly; Accrual barrier levels: 832.611 for Russell, 15,363.324 for Dow, 1,824.786 for S&P, or 60% of initial levels due 6/18/2035
Citigroup Global Markets Holdings Inc. 8.65% per year, payable for each quarter that each index closes at or above coupon barrier on the related valuation date for that quarter; Coupon barriers: 971.38 for Russell, 2,128.917 for 17,923.878 for Dow; 70% of initial levels due 6/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2021
Citigroup Global Markets Holdings Inc. 2.5% initially, stepping up to 3% on June 15, 2025, to 3.5% on June 15, 2030 and to 4% on June 15, 2033; payable quarterly due 6/15/2035
Citigroup Global Markets Holdings Inc. 0.00% due 6/14/2024
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date for that quarter; Coupon barriers: 596.154 for EM, 813.734 for Russell, 1,886.742 for Stoxx, or 60% of initial levels due 6/14/2030
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupon will also be paid; Coupon barrier: $154.37, 77% of initial share price due 6/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 6,877.074 for Nasdaq, 18,977.686 for Dow, 1,055.007 for Russell; 70% of initial levels due 6/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter due 6/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/8/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/8/2022
Citigroup Global Markets Holdings Inc. 11.6% per year, payable monthly if all stocks close at or above barrier level on valuation date for that month due 9/8/2023
Citigroup Global Markets Holdings Inc. 10.6% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $203.595, 75% of initial share price due 6/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/8/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/8/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/6/2021
Citigroup Global Markets Holdings Inc. 5.75% due 6/7/2021
Citigroup Global Markets Holdings Inc. 7% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupon will also be paid; Coupon barrier: $1,104.85, 77% of initial share price due 12/6/2021
Citigroup Global Markets Holdings Inc. 29% per year, payable monthly if least-performing stock closes at or above coupon barrier value on valuation date for that month; previously unpaid coupons are also paid; Coupon barriers: $718.48 for Tesla, $45.744 for Sysco, or 80% of initial share prices due 6/6/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupon will also be paid; Coupon barrier: $86.702, 73% of initial share price due 6/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2021
Citigroup Global Markets Holdings Inc. 7.5% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupon will also be paid; Coupon barrier: $1,831.778, 75% of initial share price due 12/2/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupon will also be paid; Coupon barrier: $1,856.201, 76% of initial share price due 6/7/2022
Citigroup Global Markets Holdings Inc. 16% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $1,465.422 for Amazon, $135.054 for Facebook, $251.838 for Netflix, or 60% of initial share prices due 6/6/2023
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $1,465.422 for Amazon, $135.054 for Facebook, $251.838 for Netflix, or 60% of initial share prices due 6/6/2023
Citigroup Global Markets Holdings Inc. 11% annualized, payable quarterly if each fund closes at or above coupon barrier on related quarterly observation date; Coupon barriers: $16.247 for Financial, $71.489 for Health Care, $97.875 for VanEck; 69.4% of initial values due 6/3/2022
Citigroup Global Markets Holdings Inc. 9.75% per year, payable monthly if all indexes close at or above coupon barrier levels on valuation date for that period; Coupon barriers: 17,768.177 for Dow, 975.825 for Russell, 2,131.017 for S&P, or 70% of initial levels due 6/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that underlying fund closes at or above coupon barrier on observation date for that period; Coupon barrier: $225.197, 74% of initial level due 12/2/2021
Citigroup Global Markets Holdings Inc. 11.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,768.177 for Dow, 975.825 for Russell, 2,131.017 for S&P; 70% of initial levels due 6/4/2021
Citigroup Global Markets Holdings Inc. 7% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,283.233, 75% of initial level due 6/3/2030
Citigroup Global Markets Holdings Inc. 13.25% per year, payable for each quarter that each index closes at or above coupon barrier on the related valuation date for that quarter; Coupon barriers: 975.825 for Russell, 2,131.017 for 17,768.177 for Dow; 70% of initial levels due 12/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2025
Citigroup Global Markets Holdings Inc. 4.24% due 6/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/6/2030
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2024
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,131.017 for S&P, 975.8245 for Russell, 17,768.177 for Dow; 70% of initial levels due 5/27/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2028
Citigroup Global Markets Holdings Inc. 6.85% due 6/4/2021
Citigroup Global Markets Holdings Inc. 4.80% due 6/4/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; previously unpaid coupons are also paid; Coupon barriers: $21.742 for AT&T, $39.004 for Verizon, or 70% of initial share prices due 6/3/2021
Citigroup Global Markets Holdings Inc. 11.5% per year, payable quarterly if all indexes close at or above barrier level on valuation date for that period due 6/2/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupons will also be paid; Coupon barrier: $85.228, 73% of initial share price due 6/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/11/2022
Citigroup Global Markets Holdings Inc. 9.25% per year, payable monthly if all indexes close at or above coupon barrier levels on valuation date for that period; Coupon barrier levels: 17,780.448 for Dow, 980.471 for Russell and 2,120.811 for S&P, 70% of initial levels due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if both ETFs close at or above their coupon barriers on the valuation date for that quarter; Coupon barrier values: $172.718 for Invesco and $227.648 for SPDR S&P 500; 75% of initial levels due 6/2/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barrier values: $108.668 for Johnson & Johnson, $85.418 for Procter & Gamble, or 75% of initial share prices due 6/2/2021
Citigroup Global Markets Holdings Inc. 22%, payable quarterly if assets close above coupon barrier on observation date; Coupon barriers: $60.8226 for JPMorgan, $18.618 for Kraft, $29.67 for Micron, $47.16 for Chevron, 60% of initial levels due 6/1/2023
Citigroup Global Markets Holdings Inc. 19%, payable quarterly if assets close above barrier levels on observation date due 6/1/2023
Citigroup Global Markets Holdings Inc. 10.00% due 6/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2026
Citigroup Global Markets Holdings Inc. 8% for the first four years; after that, 8% for each day the spread of the 30-year CMS rate minus the two-year CMS rate is greater than zero and each index closes at or above its accrual barrier; payable monthly; Accrual barriers: 861.815 for Russell, 15,328.962 for Dow, 1,821.678 for S&P, or 60% of initial levels due 5/29/2035
Citigroup Global Markets Holdings Inc. 1.3% initially, stepping up to 1.35% on June 1, 2021 and to 1.45% on June 1, 2022; payable quarterly due 12/23/2023
Citigroup Global Markets Holdings Inc. 12.00% due 6/2/2021
Citigroup Global Markets Holdings Inc. 11.45% due 12/2/2021
Citigroup Global Markets Holdings Inc. 6.00% due 6/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 17,496.577 for Dow, $23.856 for ETF, 70% of initial levels due 12/1/2027
Citigroup Global Markets Holdings Inc. 11% annualized, payable semiannually if each stock closes at or above coupon barrier on related semiannual observation date; Coupon barriers: $191.334 for Apple, $1,462.128 for Amazon, $847.944 for Alphabet, $110.178 for Microsoft; 60% of initial values due 6/5/2023
Citigroup Global Markets Holdings Inc. 9.65% due 6/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/12/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,997.066 for Dow, 835.844 for Russell, 1,795.062 for S&P; 60% of initial levels due 5/31/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,997.066 for Dow, 835.844 for Russell, 1,795.062 for S&P; 60% of initial levels due 5/31/2024
Citigroup Global Markets Holdings Inc. 17% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,125.612 for Dow, 948.872 for Russell, 2,068.815 for S&P; 70% of initial levels due 6/1/2021
Citigroup Global Markets Holdings Inc. 10.05% due 6/1/2022
Citigroup Global Markets Holdings Inc. 8.45% due 6/1/2022
Citigroup Global Markets Holdings Inc. 8.55% due 6/1/2023
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $27.585 for Advanced Micro Devices, $88.925 for salesforce.com, or 50% of initial share prices due 5/30/2024
Citigroup Global Markets Holdings Inc. 9.75%, payable quarterly if assets close above coupon barrier on observation date; Coupon barrier levels: 17,125.612 for Dow, 2,068.815 for S&P, 948.872 for Russell, 70% of initial levels due 5/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/8/2021
Citigroup Global Markets Holdings Inc. 16% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,660.72 for Dow, 1,077.542 for Russell, 7,588.016 for Nasdaq; 80% of initial levels due 5/29/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,348.87 for Dow, 1,016.648 for Russell, 2,216.588 for S&P; 75% of initial levels due 5/29/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,125.612 for Dow, 2,068.815 for S&P; 70% of initial levels due 5/29/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier: 17,125.612 for Dow, 2,068.815 for S&P; 70% of initial levels due 5/29/2024
Citigroup Global Markets Holdings Inc. 10% for the first year; after that, 10% for each day the spread of the 30-year CMS rate minus the two-year CMS rate is greater than zero and each index closes at or above the accrual barrier, subject to a floor of zero; payable quarterly; Accrual barrier levels: 948.872 for Russell, 17,125.612 for Dow, 2,068.815 for S&P, or 70% of initial levels due 5/29/2035
Citigroup Global Markets Holdings Inc. 15% per year, payable for each quarter that each index closes at or above coupon barrier on each trading day that quarter; Coupon barriers: 948.872 for Russell, 2,068.815 for 17,125.612 for Dow; 70% of initial levels due 5/26/2022
Citigroup Global Markets Holdings Inc. 16.00% due 5/26/2022
Citigroup Global Markets Holdings Inc. 8.00% due 11/26/2021
Citigroup Global Markets Holdings Inc. 9.15% due 11/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2022
Citigroup Global Markets Holdings Inc. 13% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $74.558 for health care fund, $72.105 for technology fund, or 75% of initial share prices due 5/26/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupon will also be paid; Coupon barrier: $82.481, 70% of initial share price due 5/26/2021
Citigroup Global Markets Holdings Inc. 4.10% due 5/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2021
Citigroup Global Markets Holdings Inc. 11.3% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $36.309 for fund, 1,916.532 for S&P; 65% of initial levels due 5/26/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if both ETFs close at or above their coupon barrier on the valuation date for that quarter; Coupon barrier values: $84.539 for iShares Russell and $189.781 for SPDR S&P 500; 65% of initial levels due 5/27/2021
Citigroup Global Markets Holdings Inc. 11% annualized, payable semiannually if each stock closes at or above coupon barrier on related semiannual observation date; Coupon barriers: $187.884 for Apple, $1,469.598 for Amazon, $824.640 for Alphabet, $110.178 for Microsoft; 60% of initial values due 5/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/25/2021
Citigroup Global Markets Holdings Inc. 21.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,203.130 for Dow, 942.849 for Russell, 2,080.127 for S&P; 70% of initial levels due 5/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 14.75% per year, payable each quarter that underlying fund closes at or above coupon barrier on observation date for that period; Coupon barrier: $20.391, 70% of initial level due 5/22/2025
Citigroup Global Markets Holdings Inc. 16.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,944.802 for Dow, 915.403 for Russell, 2,046.058 for S&P; 70% of initial levels due 5/24/2021
Citigroup Global Markets Holdings Inc. 10.75% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,524.116 for Dow, 784.631 for Russell, 1,753.764 for S&P; 60% of initial levels due 5/24/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,944.802 for Dow, 915.403 for Russell, 2,046.058 for S&P; 70% of initial levels due 5/23/2024
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 6,508.982 for Nasdaq, 16,944.802 for Dow, 915.403 for Russell; 70% of initial levels due 5/22/2025
Citigroup Global Markets Holdings Inc. 12% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $44.128 for EAFE, $100.064 for Russell, $229.024 for S&P, or 80% of initial share prices due 5/22/2025
Citigroup Global Markets Holdings Inc. 24% per year, payable each month if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $11.112 for Pinterest, $29.664 for Zillow, $44.286 for Zscaler, or 60% of initial share prices due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2025
Citigroup Global Markets Holdings Inc. 11.25% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,218.159 for Dow, 933.582 for Russell, 2,067.737 for S&P; 70% of initial levels due 11/23/2021
Citigroup Global Markets Holdings Inc. 15.05% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,218.159 for Dow, 933.582 for Russell, 2,067.737 for S&P; 70% of initial levels due 11/23/2021
Citigroup Global Markets Holdings Inc. 11.6%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $814.116 for Alphabet, $1,433.310 for Amazon.com, $124.086 for Facebook, $185.724 for Apple; 60% of initial levels due 5/23/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 16,579.794 for Dow, $25.599 for ETF, 70% of initial levels due 11/18/2027
Citigroup Global Markets Holdings Inc. 11.12% per year, payable quarterly if all indexes close at or above barrier level on valuation date for that period; Barrier levels: 2,004.590 for S&P 500, 879.894 for Russell and 16,579.794 for Dow, 70% of initial levels due 5/19/2022
Citigroup Global Markets Holdings Inc. 15%, payable quarterly if assets close above coupon barrier on observation date; Coupon barriers: $194.414 for ETF, 1,932.998 for S&P, 6,178.031 for Nasdaq, 67.5% of initial levels due 5/19/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/18/2021
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,211.252 for Dow, 754.195 for Russell, 1,718.220 for S&P; 60% of initial levels due 5/20/2024
Citigroup Global Markets Holdings Inc. 12.5% per year, payable each quarter that underlying fund closes at or above coupon barrier on observation date for that period; Coupon barrier: $20.812, 55% of initial level due 5/24/2022
Citigroup Global Markets Holdings Inc. 6.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,948.336 for Dow, 2,290.960 for S&P; 80% of initial levels due 11/18/2027
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 6,406.847 for Nasdaq, 16,579.794 for Dow, 2,004.590 for S&P; 70% of initial levels due 2/21/2025
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,579.794 for Dow, 879.894 for Russell; 70% of initial levels due 5/20/2030
Citigroup Global Markets Holdings Inc. 8.7% per year, payable each quarter that underlying index closes at or above coupon barrier on observation date for that period; Coupon barrier: 879.894, 70% of initial level due 5/20/2025
Citigroup Global Markets Holdings Inc. 14% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,579.794 for Dow, 879.894 for Russell, 2,004.590 for S&P; 70% of initial levels due 5/20/2021
Citigroup Global Markets Holdings Inc. 2% initially, stepping up to 2.25% on May 19, 2025 and to 2.5% on May 19, 2026; payable quarterly due 5/19/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2022
Citigroup Global Markets Holdings Inc. 13.3% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,147.775 for S&P, 942.744 for Russell, 2,078.025 for Stoxx; 75% of initial levels due 5/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/18/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2028
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/17/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2021
Citigroup Global Markets Holdings Inc. 18.4%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 1,996.750 for S&P, 866.288 for Russell, 16,537.738 for Dow; 70% of initial levels due 5/19/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/17/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/18/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/16/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/16/2025
Citigroup Global Markets Holdings Inc. 10.00% due 5/18/2021
Citigroup Global Markets Holdings Inc. 7% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupon will also be paid; Coupon barrier: $1,072.64, 78% of initial share price due 5/17/2021
Citigroup Global Markets Holdings Inc. 7.5% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupon will also be paid; Coupon barrier: $230.443, 74% of initial share price due 5/17/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/17/2023
Citigroup Global Markets Holdings Inc. 7.25%, payable quarterly if each index closes above coupon barrier on related observation date; Coupon barriers: 16,635.346 for Dow, 6,378.713 for Nasdaq, 892.875 for Russell; 70% of initial levels due 5/15/2025
Citigroup Global Markets Holdings Inc. 1.7% initially, stepping up to 1.75% on May 15, 2023 and to 1.8% on May 15, 2024; payable quarterly due 5/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/17/2021
Citigroup Global Markets Holdings Inc. 14% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $92.19 for Russell, $169.792 for Dow, or 70% of initial share prices due 11/16/2021
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if least-performing trust closes at or above coupon barrier value on valuation date for that quarter; previously unpaid coupons are also paid; Coupon barriers: $111.594 for gold, $10.108 for silver, or 70% of initial share prices due 5/14/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that underlying fund closes at or above coupon barrier on observation date for that period; Coupon barrier: $210.60, 72% of initial level due 11/16/2021
Citigroup Global Markets Holdings Inc. 13.75% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,955.393 for Dow, 2,051.224 for S&P; 70% of initial levels due 8/16/2021
Citigroup Global Markets Holdings Inc. 7.50% due 5/13/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 17,031.924 for Dow, 930.747 for Russell, 2,050.860 for S&P 500; 70% of initial levels due 11/12/2021
Citigroup Global Markets Holdings Inc. 7%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 930.747 for Russell, 2,050.860 for S&P; 70% of initial levels due 5/15/2023
Citigroup Global Markets Holdings Inc. 12%, payable semiannually if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,050.860 for S&P and 930.747 for Russell, 70% of initial levels due 5/15/2023
Citigroup Global Markets Holdings Inc. 14.25% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,031.924 for Dow, 930.747 for Russell, 2,050.86 for S&P; 70% of initial levels due 11/12/2021
Citigroup Global Markets Holdings Inc. 10.2% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter; Downside threshold: $140.833, 70% of initial levels due 5/13/2021
Citigroup Global Markets Holdings Inc. 8.5% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter; Downside threshold: $143.78, 70% of initial level due 5/13/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable for each quarter that each index closes at or above coupon barrier on the related valuation date for that quarter; Coupon barriers: 864.265 for Russell, 1,904.370 for 15,815.358 for Dow; 65% of initial levels due 5/12/2022
Citigroup Global Markets Holdings Inc. 8.90% due 5/13/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/12/2026
Citigroup Global Markets Holdings Inc. 17.25% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,565.248 for Dow, 884.106 for Russell, 1,993.894 for S&P; 70% of initial levels due 5/12/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/9/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2021
Citigroup Global Markets Holdings Inc. 10.6% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,748.480 for Dow, 947.256 for Russell, 2,132.820 for Stoxx; 75% of initial levels due 5/9/2030
Citigroup Global Markets Holdings Inc. 9.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,565.248 for Dow, 884.106 for Russell, 6,289.401 for Nasdaq; 70% of initial levels due 5/9/2025
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,565.248 for Dow, 884.106 for Russell, 1,993.894 for S&P; 70% of initial levels due 5/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/9/2025
Citigroup Global Markets Holdings Inc. 12%, payable quarterly if index closes at or above coupon barrier on quarterly observation date; Coupon barrier: 1,993.89; 70% of initial level due 5/11/2022
Citigroup Global Markets Holdings Inc. 10%, payable quarterly if index closes at or above coupon barrier on quarterly observation date; Coupon barrier: 1,993.89; 70% of initial level due 5/11/2022
Citigroup Global Markets Holdings Inc. 13% per year, payable quarterly if each index closes at or above its coupon barrier on every day that quarter; Coupon barriers: 1,709.05 for S&P, 757.805 for Russell 2000 and 5,390.915 for Nasdaq, or 60% of initial levels due 8/11/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 6,251.433 for Nasdaq, 16,718.163 for Dow, 891.457 for Russell; 70% of initial levels due 5/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2026
Citigroup Global Markets Holdings Inc. 9% per year, payable semiannually if each ETF closes at or above their coupon barrier on valuation date for that period; Coupon barrier values: $142.368 for SPDR Dow, $75.084 for iShares Russell and $169.674 for SPDR S&P, 60% of initial levels due 5/11/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,624.832 for Dow, 884.778 for Russell; 70% of initial levels due 5/9/2030
Citigroup Global Markets Holdings Inc. 18.9% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $187.896 for Apple, $62.413 for Baidu, or 65% of initial share prices due 5/6/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2022
Citigroup Global Markets Holdings Inc. 14.25%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 2,038.701 for S&P, 917.465 for Russell, 6,300.356 for Nasdaq; 70% of initial levels due 5/4/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,234.214 for Dow, 1,698.426 for S&P; 60% of initial levels due 5/8/2025
Citigroup Global Markets Holdings Inc. 13.15% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $86.10 for PayPal, $112.365 for salesforce.com, or 70% of initial share prices due 11/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/7/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2022
Citigroup Global Markets Holdings Inc. 10%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 2,038.701 for S&P, 917.465 for Russell, 17,042.004 for Dow; 70% of initial levels due 5/4/2023
Citigroup Global Markets Holdings Inc. 15%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 2,038.701 for S&P, 917.465 for Russell, 17,042.004 for Dow; 70% of initial levels due 5/5/2021
Citigroup Global Markets Holdings Inc. 14.75%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 2,038.701 for S&P, 917.465 for Russell, 17,042.004 for Dow; 70% of initial levels due 5/5/2021
Citigroup Global Markets Holdings Inc. 10%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 2,038.701 for S&P, 917.465 for Russell, 17,042.004 for Dow; 70% of initial levels due 5/5/2025
Citigroup Global Markets Holdings Inc. 17% per year, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 2,038.701 for S&P, 917.465 for Russell, 17,042.004 for Dow; 70% of initial levels due 5/5/2021
Citigroup Global Markets Holdings Inc. 19.5%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 2,038.701 for S&P, 917.465 for Russell, 17,042.004 for Dow; 70% of initial levels due 5/5/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable for each quarter that each index closes at or above coupon barrier on the related valuation date for that quarter; Coupon barriers: 655.332 for Russell, 1,456.215 for S&P, 12,172.86 for Dow; 50% of initial levels due 5/5/2022
Citigroup Global Markets Holdings Inc. 12% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 786.398 for Russell, 1,747.458 for S&P, 14,607.432 for Dow; 60% of initial levels due 5/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2025
Citigroup Global Markets Holdings Inc. 11.5% per year, payable each six months if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $739.554 for Alphabet, $1,388.448 for Amazon.com, $167.148 for Apple, $101.886 for Microsoft, or 60% of initial share prices due 5/8/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupon will also be paid; Coupon barrier: $22.435, 55% of initial share price due 5/4/2021
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if lesser-performing index closes at or above coupon barrier value on valuation date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter; Coupon barrier levels: 2,097.256 for Stoxx, 2,057.657 for S&P, or 70% of initial levels due 5/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2022
Citigroup Global Markets Holdings Inc. 16.5%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 2,004.373 for S&P, 908.658 for Russell, 16,871.085 for Dow; 70% of initial levels due 5/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 10.25% per year, payable each month if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $1,619.856, 70% of initial share price due 7/30/2021
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; previously unpaid coupons are also paid; Coupon barriers: $153.219 for Apple, $58.416 for Disney, or 55% of initial share prices due 5/3/2021
Citigroup Global Markets Holdings Inc. 20% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $57.174 for JPMorgan, $130.578 for Home Depot, $47.214 for Starbucks, $101.886 for Microsoft, or 60% of initial share prices due 5/2/2023
Citigroup Global Markets Holdings Inc. 19% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $63.726 for Disney, $109.746 for Facebook, $167.148 for Apple, $76.644 for FedEx, or 60% of initial share prices due 5/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/13/2021
Citigroup Global Markets Holdings Inc. 17%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 2,004.373 for S&P, 908.658 for Russell, 16,871.085 for Dow; 70% of initial levels due 5/3/2021
Citigroup Global Markets Holdings Inc. 2.625% initially, stepping up to 3% on April 30, 2025 and to 3.5% on April 30, 2030; payable quarterly due 4/30/2035
Citigroup Global Markets Holdings Inc. 7.50% due 5/3/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupon will also be paid; Coupon barrier: $991.271, 78% of initial share price due 5/4/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period, in which case any previously unpaid contingent coupon will also be paid; Coupon barrier: $991.271, 78% of initial share price due 5/4/2021
Citigroup Global Markets Holdings Inc. 21.5% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $50.28 for Baidu, $64.315 for Roku, or 50% of initial share prices due 11/1/2022
Citigroup Global Markets Holdings Inc. 11.75% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 18,100.335 for Dow, $25.343 for ETF, 75% of initial levels due 11/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2021
Citigroup Global Markets Holdings Inc. 20.25%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 1,985.718 for S&P, 863.137 for Russell, 16,642.689 for Dow; 70% of initial levels due 4/30/2021
Citigroup Global Markets Holdings Inc. 8%, payable quarterly if each index closes above coupon barrier on related observation date; Coupon barriers: 2,014.936 for S&P, 897.315 for Russell, 16,893.646 for Dow; 70% of initial levels due 5/1/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,893.646 for Dow, 897.315 for Russell; 70% of initial levels due 5/2/2030
Citigroup Global Markets Holdings Inc. 11% for the first year; after that, 11% for each day the spread of the 30-year CMS rate minus the two-year CMS rate is greater than zero and each index closes at or above the accrual barrier, subject to a floor of zero; payable quarterly; Accrual barrier levels: 769.127 for Russell, 14,480.268 for Dow, 1,727.088 for S&P, or 60% of initial levels due 4/30/2035
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2025
Citigroup Global Markets Holdings Inc. 12% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 16,642.689 for Dow, 863.137 for Russell, 1,985.718 for S&P 500; 70% of initial levels due 4/27/2023
Citigroup Global Markets Holdings Inc. 35.38% per year, payable quarterly if each stock closes at or above barrier level on valuation date for that quarter; Barrier levels: $143.052 for Alibaba, $893.62 for Alphabet, $1,687.154 for Amazon.com, $198.079 for Apple, $133.049 for Facebook, $122.185 for Microsoft, 70% of initial levels due 4/27/2023
Citigroup Global Markets Holdings Inc. 9.25% annualized rate, payable monthly if each stock closes at or above coupon barrier on determination date for period; Coupon barrier levels: $893.620 for Alphabet, $1,687.154 for Amazon, $198.079 for Apple, $63.497 for JPMorgan Chase, $70.833 for Disney; 70% of initial levels due 4/27/2023
Citigroup Global Markets Holdings Inc. 17% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $97.35 for Goldman, $20.884 for Morgan Stanley, or 55% of initial share prices due 4/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/10/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/10/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/10/2021
Citigroup Global Markets Holdings Inc. 19.5%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 1,985.72 for S&P, 863.14 for Russell, 16,642.69 for Dow; 70% of initial levels due 4/29/2021
Citigroup Global Markets Holdings Inc. 14.75%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 1,985.72 for S&P, 863.14 for Russell, 16,642.69 for Dow; 70% of initial levels due 4/29/2021
Citigroup Global Markets Holdings Inc. 14.35% per year, payable each quarter that underlying fund closes at or above coupon barrier on observation date for that period; Coupon barrier: $17.31, 50% of initial level due 4/28/2022
Citigroup Global Markets Holdings Inc. 7.1% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,020.216 for Dow, 986.442 for Russell; 80% of initial levels due 10/28/2027
Citigroup Global Markets Holdings Inc. 11% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the 60% coupon barrier, payable quarterly; Coupon barriers: 739.832 for Russell and 14,265.162 for Dow due 4/30/2035
Citigroup Global Markets Holdings Inc. 13.02% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 801.484 for Russell, 1,843.881 for S&P, 15,453.926 for Dow; 65% of initial levels due 4/27/2023
Citigroup Global Markets Holdings Inc. 10.85% annualized, payable quarterly if the ETF closes at or above 75% coupon threshold on observation date for that quarter due 4/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2025
Citigroup Global Markets Holdings Inc. 12.8% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier level: 1,958.46, 70% of initial level due 5/11/2021
Citigroup Global Markets Holdings Inc. 14.3% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier level: 1,959.517, 70% of initial level due 5/10/2021
Citigroup Global Markets Holdings Inc. 12.25% per year, payable quarterly if each index closes at or above its coupon barrier on quarterly valuation date; Coupon barriers: 924.790 for Russell, 2,106.80 for Stoxx and 2,127.56 for S&P 500; 75% of initial levels due 4/29/2030
Citigroup Global Markets Holdings Inc. 15.5% per year, payable quarterly if each ETF closes at or above its coupon barrier on every day that quarter; Coupon barriers: $38.65 for EAFE, $85.69 for Russell, $198.08 for S&P, or 70% of initial levels due 4/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2021
Citigroup Global Markets Holdings Inc. 21% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $133.406 for Alibaba, $829.602 for Alphabet, $184.607 for Nvidia, or 65% of initial share prices due 5/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/8/2022
Citigroup Global Markets Holdings Inc. 13.8% per year, payable each quarter that underlying fund closes at or above coupon barrier on observation date for that period; Coupon barrier: $17.27, 50% of initial level due 4/28/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,958.46 for S&P, 6,049.048 for Nasdaq, 16,460.682 for Dow; 70% of initial levels due 4/29/2024
Citigroup Global Markets Holdings Inc. 1.4% initially, stepping up to 1.45% on April 28, 2022 and to 1.5% on April 28, 2023; payable quarterly due 10/28/2023
Citigroup Global Markets Holdings Inc. 16% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 789.142 for Russell, 1,818.57 for S&P, 15,284.919 for Dow; 65% of initial levels due 4/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2023
Citigroup Global Markets Holdings Inc. 11.25% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 16,433.074 for Dow, 841.066 for Russell, 1,984.430 for Stoxx; 70% of initial levels due 4/26/2030
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if each index closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: 961.218 for Russell, 18,780.656 for Dow, 6,931.708 for Nasdaq, 80% of initial levels due 4/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2025
Citigroup Global Markets Holdings Inc. 9.75% per year, payable monthly if both ETFs close at or above their coupon barrier on valuation date for that period; Coupon barrier values: $82.418 for iShares Russell and $191.128 for SPDR S&P, 70% of initial levels due 4/25/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if lesser-performing index closes at or above coupon barrier value on valuation date for that quarter; Coupon barrier levels: 651.802 for Russell, 1,505.108 for S&P, or 55% of initial levels due 4/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2022
Citigroup Global Markets Holdings Inc. 9.25%, payable quarterly if each index closes above coupon barrier on related observation date; Coupon barriers: 16,113.216 for Dow, 829.566 for Russell, 5,882.102 for Nasdaq; 70% of initial levels due 4/24/2025
Citigroup Global Markets Holdings Inc. 16% per year, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 16,113.216 for Dow, 829.566 for Russell, 1,915.592 for S&P; 70% of initial levels due 10/26/2021
Citigroup Global Markets Holdings Inc. 17.5%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 16,113.216 for Dow, 829.566 for Russell, 1,915.592 for S&P; 70% of initial levels due 4/21/2022
Citigroup Global Markets Holdings Inc. 17%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 16,113.216 for Dow, 829.566 for Russell, 1,915.592 for S&P; 70% of initial levels due 10/26/2021
Citigroup Global Markets Holdings Inc. 6.5%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 18,415.104 for Dow, 2,189.248 for S&P; 80% of initial levels due 10/26/2027
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 16,969.743 for Dow, 6,182.690 for Nasdaq, 860.369 for Russell, 70% of initial levels due 4/24/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 16,969.743 for Dow, 6,182.69 for Nasdaq, 860.369 for Russell, 70% of initial levels due 4/24/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2021
Citigroup Global Markets Holdings Inc. 5.82% per year, payable monthly if both indexes close at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 6,182.69 for Nasdaq, 19,969.743 for Dow, 860.369 for Russell, 70% of initial levels due 4/24/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $933.67, 73% of initial share price due 4/22/2021
Citigroup Global Markets Holdings Inc. 11% per year, payable semiannually if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $691.587 for Alphabet, $1,324.505 for Amazon, $157.68 for Apple, $97.372 for Microsoft, or 55% of initial share prices due 4/24/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $96.011, 77% of initial share price due 4/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2026
Citigroup Global Markets Holdings Inc. 11.25%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 16,969.743 for Dow, 6,182.69 for Nasdaq, 2,012.192 for S&P; 70% of initial levels due 4/20/2023
Citigroup Global Markets Holdings Inc. 10.65%, payable quarterly if each index closes above coupon barrier on related observation date; Coupon barriers: 14,545.494 for Dow, 737.459 for Russell, 1,724.736 for S&P; 60% of initial levels due 4/21/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 16,969.743 for Dow, 6,182.690 for Nasdaq, 860.369 for Russell, 70% of initial levels due 4/23/2025
Citigroup Global Markets Holdings Inc. 8.6%, payable semiannually if each index closes above coupon barrier on related observation date; Coupon barriers: 921.824 for Russell, 2,155.92 for S&P; 75% of initial levels due 4/25/2025
Citigroup Global Markets Holdings Inc. 6.7%, payable semiannually if each index closes above coupon barrier on related observation date; Coupon barriers: 921.824 for Russell, 2,155.92 for S&P; 75% of initial levels due 4/25/2025
Citigroup Global Markets Holdings Inc. 2.1% initially, stepping up to 3% on April 21, 2023; payable quarterly due 3/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2025
Citigroup Global Markets Holdings Inc. 7.25%, payable quarterly if each index closes at or above coupon barrier on review date for that quarter; Coupon barriers: 6,182.69 for Nasdaq, 16,969.74 for Dow; 70% of initial levels due 4/23/2030
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $1,733.897, 72% of initial share price due 4/21/2021
Citigroup Global Markets Holdings Inc. 14.5% per year, payable each month if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $226.195 for BlackRock, $87.395 for Facebook, $69.885 for Johnson, or 50% of initial share prices due 4/20/2023
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if lesser-performing index closes at or above coupon barrier value on valuation date for that quarter; Coupon barrier levels: 706.853 for Russell, 1,679.73 for S&P, or 60% of initial levels due 7/21/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/20/2023
Citigroup Global Markets Holdings Inc. 8.85% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,122.608 for Dow, 706.853 for Russell; 60% of initial levels due 4/22/2025
Citigroup Global Markets Holdings Inc. 15.75% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,476.376 for Dow, 824.662 for Russell, 1,959.685 for S&P; 70% of initial levels due 4/21/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/21/2022
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 17,077.946 for Dow, 5,931.741 for Nasdaq, $208.058 for ETF, 72% of initial levels due 4/14/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 16,603.559 for Dow, 5,766.970 for Nasdaq, 872.708 for Russell, 70% of initial levels due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/14/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,603.559 for Dow, 872.708 for Russell, 5,766.970 for Nasdaq; 70% of initial levels due 3/31/2025
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,231.622 for Dow, 748.036 for Russell, 1,673.892 for S&P; 60% of initial levels due 4/16/2024
Citigroup Global Markets Holdings Inc. 12% for the first three years; after that, 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, subject to a maximum of 12% and a floor of zero; payable quarterly; Accrual barrier levels: 748.036 for Russell 2000, 14,231.622 for Dow, or 60% of initial levels due 4/16/2035
Citigroup Global Markets Holdings Inc. 7% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above its accrual barrier level, payable quarterly; Accrual barrier levels: 872.708 for Russell and 16,603.559 for Dow, or 70% of initial levels due 4/16/2035
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2025
Citigroup Global Markets Holdings Inc. 7.00% due 4/14/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/11/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $84.578, 75% of initial share price due 4/12/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 15,857.702 for Dow, 797.419 for Russell, 1,861.587 for S&P, 70% of initial levels due 4/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2023
Citigroup Global Markets Holdings Inc. 7.25% due 4/12/2021
Citigroup Global Markets Holdings Inc. 10.1% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 797.145 for Russell, 15,875.993 for Dow, 70% of initial levels due 4/11/2022
Citigroup Global Markets Holdings Inc. 10.1% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 15,875.993 for Dow, 5,657.164 for Nasdaq, 797.145 for Russell, 70% of initial levels due 4/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/12/2023
Citigroup Global Markets Holdings Inc. 12% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,864.576 for S&P, 15,875.993 for Dow, 797.145 for Russell; 70% of initial levels due 4/11/2024
Citigroup Global Markets Holdings Inc. Amount equal to accrued distribution amount, which is based on ordinary cash distributions that hypothetical holder of index constituents would have been entitled to receive during relevant period, reduced by accrued investor fee; payable quarterly due 7/13/2026
Citigroup Global Markets Holdings Inc. 10.50% due 4/9/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $1,334.613, or 70% of initial share price due 4/8/2021
Citigroup Global Markets Holdings Inc. 19% per year, payable monthly if both ETFs close at or above their coupon barrier on valuation date for that period; Coupon barrier values: $74.662 for iShares Russell and $146.566 for Dow, 70% of initial levels due 1/7/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/8/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2021
Citigroup Global Markets Holdings Inc. 10.95% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,736.771 for Dow, 1,742.055 for S&P; 70% of initial levels due 4/6/2023
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,493.190 for S&P, 12,631.518 for Dow, 631.232 for Russell; 60% of initial levels due 4/8/2024
Citigroup Global Markets Holdings Inc. 10% for the first three years; after that, 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, subject to a maximum of 10% and a floor of zero; payable quarterly due 4/9/2035
Citigroup Global Markets Holdings Inc. 1.6577% initially, stepping up to 1.7577% on April 8, 2021 and to 1.8577% on April 8, 2022; payable quarterly due 4/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/7/2021
Citigroup Global Markets Holdings Inc. 10.00% due 4/8/2021
Citigroup Global Markets Holdings Inc. 13.5% per year, payable quarterly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $173.73 for S&P, $73.23 for Russell 2000 and $35.63 for EAFE, or 70% of initial levels due 3/31/2025
Citigroup Global Markets Holdings Inc. 20.5% per year, payable quarterly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $173.73 for S&P, $73.23 for Russell 2000 and $35.63 for EAFE, or 70% of initial levels due 3/31/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if lesser-performing index closes at or above coupon barrier value on valuation date for that quarter; Coupon barrier levels: 760.066 for Russell, 1,768.83 for S&P, or 70% of initial levels due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2025
Citigroup Global Markets Holdings Inc. 12% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,768.83 for S&P, 14,989.408 for Dow, 760.066 for Russell; 70% of initial levels due 4/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/11/2023
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,469.449 for Nasdaq, 15,342.012 for Dow, 807.172 for Russell; 70% of initial levels due 3/31/2025
Citigroup Global Markets Holdings Inc. 7% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 1,679.984, 65% of initial level due 4/4/2030
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 12.25% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $177.394 for SPDR S&P, 15,145.746 for Dow, 792.392 for Russell; 70% of initial levels due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2025
Citigroup Global Markets Holdings Inc. 20.5% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $94.074 for Facebook, $31.422 for Intel, $52.188 for Lowe's, $89.82 for Microsoft, or 60% of initial share prices due 3/29/2023
Citigroup Global Markets Holdings Inc. 10.85% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $123.858 for Home Depot, $56.537 for Lowe's, or 65% of initial share prices due 3/30/2023
Citigroup Global Markets Holdings Inc. 10.5% annualized, payable quarterly if each index closes at or above coupon barrier on the review date that quarter; Coupon barriers: 15,145.746 for Dow, 792.392 for Russell, 1,779.029 for S&P; 70% of initial levels due 3/17/2022
Citigroup Global Markets Holdings Inc. 30% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $13.91 for Twitter, $139.002 for Nvidia, $80.30 for salesforce.com, $53.02 for Walt Disney, or 55% of initial share prices due 3/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2021
Citigroup Global Markets Holdings Inc. 13.75% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,311.861 for Nasdaq, 15,145.746 for Dow, 792.392 for Russell; 70% of initial levels due 4/1/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 15,145.746 for Dow, 1,613.444 for Russell; 70% of initial levels due 3/31/2027
Citigroup Global Markets Holdings Inc. 10%, payable quarterly if each index closes above coupon barrier on related observation date; Coupon barriers: 679.193 for Russell, 1,524.882 for S&P; 60% of initial levels due 4/1/2025
Citigroup Global Markets Holdings Inc. 17.46%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 680.7 for Russell, 1,524.606 for S&P; 60% of initial levels due 9/30/2021
Citigroup Global Markets Holdings Inc. 2.15% initially, stepping up to 2.5% on March 31, 2022 and to 3.5% on March 31, 2024; payable quarterly due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2023
Citigroup Global Markets Holdings Inc. 19.55% per year, payable each month if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $28.935 for Capital One, $146.150 for Costco, $49.590 for United Rentals, or 50% of initial share prices due 3/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2025
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 15,786.519 for Dow, 826.223 for Russell; 70% of initial levels due 4/1/2027
Citigroup Global Markets Holdings Inc. 16.2%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 15,786.519 for Dow, 5,527.99 for Nasdaq, 826.223 for Russell, 70% of initial levels due 4/3/2023
Citigroup Global Markets Holdings Inc. 13.3%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 15,786.519 for Dow, 5,527.99 for Nasdaq, 826.223 for Russell, 70% of initial levels due 4/3/2023
Citigroup Global Markets Holdings Inc. 3.5% initially, stepping up to 4% on March 30, 2023, to 4.5% on March 30, 2026, to 5% on March 30, 2029 and 5.5% on March 30, 3031; payable quarterly due 3/30/2032
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $95.52 or 80% of initial share price due 3/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2025
Citigroup Global Markets Holdings Inc. 12%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 14,840.385 for Dow, 5,228.731 for Nasdaq, 777.256 for Russell, 70% of initial levels due 3/28/2025
Citigroup Global Markets Holdings Inc. 14.25%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 14,840.385 for Dow, 5,228.731 for Nasdaq, 777.256 for Russell, 70% of initial levels due 3/28/2025
Citigroup Global Markets Holdings Inc. 2.7595% initially, stepping up to 2.8595% on March 30, 2021 and to 2.9595% on March 30, 2022; payable quarterly due 3/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2025
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if lesser-performing index closes at or above coupon barrier value on valuation date for that quarter; Coupon barrier levels: 1,900.577 for Stoxx, 1,713.131 for S&P, or 70% of initial levels due 3/29/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if lesser-performing index closes at or above coupon barrier value on valuation date for that quarter; Coupon barrier value: 6,043.060 for Nasdaq, 1,957.864 for S&P, or 80% of initial levels due 3/29/2022
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if fund closes at or above barrier level on valuation date for that quarter; Barrier level: $182.363, 75% of initial share price due 3/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2023
Citigroup Global Markets Holdings Inc. 16% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,287.678 for Nasdaq, 14,493.437 for Dow, 767.589 for Russell; 70% of initial levels due 3/27/2025
Citigroup Global Markets Holdings Inc. 13% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 4,532.295 for Nasdaq, 12,422.946 for Dow, 657.933 for Russell; 70% of initial levels due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 10.34% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 501.209 for Russell, 1,118.700 for S&P, 9,295.965 for Dow, 50% of initial levels due 3/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2022
Citigroup Global Markets Holdings Inc. 17.15% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 3,853.804 for Nasdaq, 10,225.562 for Dow, 551.329 for Russell; 55% of initial levels due 3/28/2022
Citigroup Global Markets Holdings Inc. 21.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,605.534 for Nasdaq, 14,873.544 for Dow, 801.934 for Russell; 80% of initial levels due 3/28/2030
Citigroup Global Markets Holdings Inc. 27.29% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 4,904.842 for Nasdaq, 13,014.351 for Dow, 701.692 for Russell; 70% of initial levels due 3/27/2025
Citigroup Global Markets Holdings Inc. 15.73% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 4,904.842 for Nasdaq, 13,014.351 for Dow, 701.692 for Russell; 70% of initial levels due 3/27/2025
Citigroup Global Markets Holdings Inc. 17% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 13,014.351 for Dow, 1,566.18 for S&P; 70% of initial levels due 3/28/2023
Citigroup Global Markets Holdings Inc. 2.5% initially, stepping up to 3.25% on March 30, 2027 and to 4.5% on March 30, 2032; payable semiannually due 3/30/2035
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2022
Citigroup Global Markets Holdings Inc. 16.4% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 11,504.388 for Dow, 4,196.575 for Nasdaq, 608.333 for Russell; 60% of initial levels due 3/25/2027
Citigroup Global Markets Holdings Inc. 32% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 13,421.786 for Dow, 1,613.444 for S&P; 70% of initial levels due 12/23/2021
Citigroup Global Markets Holdings Inc. 9.06% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 709.722 for Russell, 1,613.444 for S&P; 70% of initial levels due 3/25/2025
Citigroup Global Markets Holdings Inc. 29% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $38.016 for biotech, $4.538 for oil and gas; 55% of initial levels due 3/27/2023
Citigroup Global Markets Holdings Inc. 31% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $38.016 for biotech, $4.538 for oil and gas; 55% of initial levels due 3/27/2023
Citigroup Global Markets Holdings Inc. 8% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the 60% coupon barrier, payable quarterly; Coupon barriers: 608.333 for Russell and 32.406 for Stoxx Banks due 3/26/2035
Citigroup Global Markets Holdings Inc. 1.65% initially, stepping up to 1.7% on March 25, 2021 and to 1.75% on March 25, 2022; payable quarterly due 3/25/2024
Citigroup Global Markets Holdings Inc. 17% per year, payable for each quarter that each ETF closes at or above coupon barrier on each day during that quarter; Coupon barriers: $32.935 for EAFE ETF, $70.980 for Russell ETF, $160.160 for S&P ETF; 70% of initial levels due 3/23/2023
Citigroup Global Markets Holdings Inc. 20% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 608.333 for Russell, 1,382.952 for S&P, 4,196.575 for Stoxx; 60% of initial levels due 3/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2022
Citigroup Global Markets Holdings Inc. 23% per year, payable quarterly if each index closes at or above its coupon barrier on every day that quarter; Coupon barriers: 1,152.46 for S&P, 506.945 for Russell 2000 and 3,497.146 for Nasdaq, or 50% of initial levels due 9/23/2021
Citigroup Global Markets Holdings Inc. 20% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $64.452 for Home Depot, $27.948 for Lowe's, or 40% of initial share prices due 3/24/2021
Citigroup Global Markets Holdings Inc. 20.79% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,061.033 for Dow, 741.124 for Russell, 5,101.966 for Nasdaq; 70% of initial levels due 3/24/2025
Citigroup Global Markets Holdings Inc. 32.37% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,061.033 for Dow, 741.124 for Russell, 5,101.966 for Nasdaq; 70% of initial levels due 3/24/2025
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 693.812 for Russell, 1,678.67 for S&P; 70% of initial levels due 3/24/2027
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,445.634 for S&P, 12,052.314 for Dow, 635.250 for Russell; 60% of initial levels due 3/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/22/2023
Citigroup Global Markets Holdings Inc. 23% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $15.80 or 40% of initial share price due 3/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2025
Citigroup Global Markets Holdings Inc. 27% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,771.350 for Stoxx, 14,866.166 for Dow, 774.554 for Russell; 70% of initial levels due 3/23/2027
Citigroup Global Markets Holdings Inc. 13.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 774.557 for Russell, 1,770.433 for S&P; 70% of initial levels due 3/21/2025
Citigroup Global Markets Holdings Inc. 29% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 774.557 for Russell, 1,770.433 for S&P; 70% of initial levels due 3/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2025
Citigroup Global Markets Holdings Inc. 15.5% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 1,678.670 for S&P, 693.812 for Russell, 1,670.074 for Stoxx; 70% of initial levels due 3/21/2024
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $27.155 for Verizon, $903.92 for Amazon, or 50% of initial share prices due 3/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2025
Citigroup Global Markets Holdings Inc. 13% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,231.765 for Nasdaq, 14,866.166 for Dow, 1,770.433 for S&P; 70% of initial levels due 3/20/2025
Citigroup Global Markets Holdings Inc. 13.51%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 70% of initial levels due 3/20/2025
Citigroup Global Markets Holdings Inc. 13%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 14,131.964 for Dow, 4,914.264 for Nasdaq, 726.191 for Russell, 70% of initial levels due 3/20/2027
Citigroup Global Markets Holdings Inc. 16%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 14,131.964 for Dow, 4,914.264 for Nasdaq, 726.191 for Russell, 70% of initial levels due 3/20/2027
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2021
Citigroup Global Markets Holdings Inc. 15.45% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,193.065 for S&P, 10,094.260 for Dow, 518.708 for Russell; 50% of initial levels due 3/21/2023
Citigroup Global Markets Holdings Inc. 20% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 4,797.158 for Nasdaq, 13,911.372 for Dow, 725.676 for Russell; 60% of initial levels due 3/24/2025
Citigroup Global Markets Holdings Inc. 17% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $40.233 for Avalara, $47.856 for Twilio, or 55% of initial share prices due 9/16/2022
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable quarterly if each index closes at or above coupon barrier on the review date that quarter; Coupon barriers: 4,358.192 for Nasdaq, 673.758 for Russell, 1,488.384 for S&P, 60% of initial levels due 3/18/2027
Citigroup Global Markets Holdings Inc. 18.3% per year, payable quarterly if index closes at or above barrier level on valuation date for that quarter; Barrier level: 2,033.265, 75% of initial level due 3/18/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/18/2025
Citigroup Global Markets Holdings Inc. 9.05% per year, payable quarterly when each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,551.612 for Stoxx, $31.746 for EAFE, $21.864 for Emerging Markets; 60% of initial levels due 9/16/2022
Citigroup Global Markets Holdings Inc. 10.4% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $42.328 for ETF, 2,168.816 for S&P, 968.108 for Russell; 80% of initial levels due 3/17/2022
Citigroup Global Markets Holdings Inc. 25.41% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,596.684 for Nasdaq, 16,229.934 for Dow, 847.095 for Russell; 70% of initial levels due 12/17/2020
Citigroup Global Markets Holdings Inc. 12.1% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,084.557 for Nasdaq, 1,736.448 for S&P, 786.051 for Russell; 70% of initial levels due 3/18/2024
Citigroup Global Markets Holdings Inc. 11% per year, payable for each quarter that each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 725.676 for Russell, 1,626.612 for S&P, 1,551.612 for Stoxx; 60% of initial levels due 9/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/16/2021
Citigroup Global Markets Holdings Inc. 16% per year, payable quarterly if each ETF closes at or above its coupon barrier on every day that quarter; Coupon barriers: $192.05 for S&P, $88.12 for Russell 2000 and $39.24 for EAFE, or 70% of initial levels due 9/18/2024
Citigroup Global Markets Holdings Inc. 21.24% per year, payable quarterly if each index closes at or above its coupon barrier on every day that quarter; Coupon barriers: 1,612.42 for S&P, 729.905 for Russell 2000 and 4,721.374 for Nasdaq, or 65% of initial levels due 6/16/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable each six months if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $104.295, or 75% of initial share price due 3/16/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 12,720.372 for Dow, 1,488.384 for S&P; 60% of initial levels due 3/20/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 12,720.372 for Dow, 1,488.384 for S&P; 60% of initial levels due 3/20/2023
Citigroup Global Markets Holdings Inc. 11.32% per year, payable quarterly when each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,984.512 for S&P, 898.344 for Russell, $39.912 for ETF; 80% of initial levels due 3/15/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/17/2025
Citigroup Global Markets Holdings Inc. 8.75% annualized, payable quarterly if each index closes at or above coupon barrier on the review date that quarter; Coupon barriers: 662.634 for Emerging Markets, 1,918.966 for S&P, 70% of initial levels due 3/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/18/2025
Citigroup Global Markets Holdings Inc. 15.75% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,037.014 for Stoxx, 17,512.712 for Dow, 945.629 for Russell; 70% of initial levels due 3/16/2027
Citigroup Global Markets Holdings Inc. 11.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,604.283 for Nasdaq, 16,487.254 for Dow, 885.007 for Russell; 70% of initial levels due 3/14/2030
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,604.283 for Nasdaq, 16,487.254 for Dow, 885.007 for Russell; 70% of initial levels due 3/14/2030
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,373.28 for S&P, 11,925.51 for Dow, 656.72 for Russell; 50% of initial levels due 3/16/2023
Citigroup Global Markets Holdings Inc. 7.95% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,918.966 for S&P, 2,033.892 for Stoxx, 885.007 for Russell; 70% of initial levels due 3/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2021
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on valuation date that quarter; Coupon barriers: 662.634 for MSCI Emerging Markets, 885.007 for Russell 2000 and 2,033.892 for Euro Stoxx 50, or 70% of initial levels due 3/15/2030
Citigroup Global Markets Holdings Inc. 10.75% per year, payable quarterly if each index closes at or above its coupon barrier on every day that quarter; Coupon barriers: 1,781.897 for S&P, 821.792 for Russell 2000 and 1,888.614 for Euro Stoxx 50, or 65% of initial levels due 6/15/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $790.605 for Alphabet, $1,172.928 for Amazon, or 62% of initial share prices due 3/15/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $1,513.456, or 80% of initial share price due 9/15/2021
Citigroup Global Markets Holdings Inc. 10.125% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $226.245 or 85% of initial share price due 3/15/2021
Citigroup Global Markets Holdings Inc. 33.25% per year, payable each six months if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $16.448 for BofA, $70.08 for JPMorgan, $28.125 for Morgan Stanley, or 75% of initial share prices due 3/7/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable semiannually if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $49.296 for technology ETF, $427.418 for bank ETF, $62.804 for biotech ETF, or 60% of initial share prices due 3/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2021
Citigroup Global Markets Holdings Inc. 16.5% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $57.85 for FedEx, $86.405 for Goldman Sachs, $18.75 for Morgan Stanley, or 50% of initial share prices due 3/7/2022
Citigroup Global Markets Holdings Inc. 12.55% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $207.894, or 60% of initial share price due 3/12/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2022
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly when each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,118.202 for Nasdaq, 15,518.868 for Dow, 869.533 for Russell; 60% of initial levels due 3/18/2030
Citigroup Global Markets Holdings Inc. 11.8% per year, payable quarterly when each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,080.659 for S&P, 18,105.346 for Dow, 1,014.455 for Russell; 70% of initial levels due 3/17/2025
Citigroup Global Markets Holdings Inc. 13.25% per year, payable monthly when each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,080.659 for S&P, 2,262.449 for Stoxx, $28.091 for ETF; 70% of initial levels due 3/13/2025
Citigroup Global Markets Holdings Inc. 13.2% per year, payable quarterly when each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,080.659 for S&P, 2,262.449 for Stoxx, 1,014.455 for Russell; 70% of initial levels due 3/14/2030
Citigroup Global Markets Holdings Inc. 13.7% per year, payable quarterly when each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,785.264 for S&P, 1,923.396 for Stoxx, 853.736 for Russell; 65% of initial levels due 3/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2022
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $72.52 for health care fund, $67.441 for technology fund, $50.238 for utilities fund, or 74.25% of initial share prices due 3/10/2022
Citigroup Global Markets Holdings Inc. 6.7% per year, payable semiannually if both ETFs close at or above their coupon barrier on valuation date for that period; Coupon barriers: $95.758 for iShares Russell and $196.599 for SPDR S&P 500, 65% of initial share prices due 3/13/2025
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if fund closes at or above barrier level on valuation date for that quarter; Barrier level: $232.019, 78% of initial share price due 3/11/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/8/2021
Citigroup Global Markets Holdings Inc. 8.1% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,791.236 for Nasdaq, 1,014.455 for Russell, 18,105.346 for Dow; 70% of initial levels due 3/11/2025
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 6,397.753 for Nasdaq, 1,086.916 for Russell, 19,398.595 for Dow; 75% of initial levels due 3/11/2025
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 6,824.27 for Nasdaq, 1,159.3776 for Russell; 80% of initial levels due 3/9/2023
Citigroup Global Markets Holdings Inc. 1.65% initially, stepping up to 1.7% on March 11, 2021 and to 1.75% on March 11, 2022; payable quarterly due 9/11/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 1,014.455 for Russell, 2,080.659 for S&P, 2,262.449 for Stoxx; 70% of initial levels due 9/11/2023
Citigroup Global Markets Holdings Inc. 11.5% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 1,086.916 for Russell, 2,229.278 for S&P, 2,424.053 for Stoxx; 75% of initial levels due 9/9/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 869.533 for Russell, 1,783.422 for S&P, 44.994 for Stoxx; 60% of initial levels due 9/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/18/2021
Citigroup Global Markets Holdings Inc. 7.30% due 3/11/2021
Citigroup Global Markets Holdings Inc. 7.36% per year, payable quarterly if each index closes at or above its coupon barrier on valuation date that quarter; Coupon barriers: 708.456 for MSCI Emerging Markets, 1,014.455 for Russell 2000 and 2,262.449 for Euro Stoxx 50, or 70% of initial levels due 3/11/2030
Citigroup Global Markets Holdings Inc. 0.00% due 3/12/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2022
Citigroup Global Markets Holdings Inc. 9.1% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 675.571 for EM, 961.236 for Russell, 1,965.561 for S&P; 65% of initial levels due 9/9/2022
Citigroup Global Markets Holdings Inc. 13% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 1,109.118 for Russell, 2,267.955 for S&P, 2,522.685 for Stoxx; 75% of initial levels due 9/9/2022
Citigroup Global Markets Holdings Inc. 15.5% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on each day during that month; Coupon barriers: 52.579 for Stoxx, $27.203 for EM ETF, 2,034.578 for S&P, $18.935 for gold ETF, 65% of initial levels due 6/9/2021
Citigroup Global Markets Holdings Inc. 18% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on each day during that month; Coupon barriers: 55.005 for Stoxx, $28.458 for EM ETF, 2,128.482 for S&P, $19.808 for gold ETF, 68% of initial levels due 6/9/2021
Citigroup Global Markets Holdings Inc. 18% per year, payable quarterly if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $559.133, or 75% of initial share price due 3/9/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/14/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/8/2022
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,360.379 for Stoxx, 1,040.258 for Russell, 2,102.359 for S&P; 70% of initial levels due 3/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2025
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,142.187 for Dow, 1,040.258 for Russell, 6,016.144 for Nasdaq; 70% of initial levels due 3/6/2025
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,402.696 for S&P, 2,697.576 for Stoxx, 1,188.866 for Russell; 80% of initial levels due 3/8/2022
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,102.359 for S&P, 1,040.258 for Russell, 2,360.379 for Stoxx; 70% of initial levels due 3/8/2023
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly when each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,102.359 for S&P, 1,040.258 for Russell, $28.784 for ETF; 70% of initial levels due 3/8/2023
Citigroup Global Markets Holdings Inc. 10.6% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 668.083 for EM, 965.954 for Russell, 1,952.191 for S&P; 65% of initial levels due 9/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2022
Citigroup Global Markets Holdings Inc. 15.75% per year, payable monthly if all stocks close at or above coupon barrier level on valuation date for that month; Coupon barrier levels: $736.588 for Alphabet, $22.237 for Comcast, $49.159 for NIKE and $140.228 UnitedHealth, 55% of initial share prices due 3/7/2022
Citigroup Global Markets Holdings Inc. 12.15% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $70.585 for FedEx, $100.385 for Goldman Sachs, $22.515 for Morgan Stanley, or 50% of initial share prices due 3/7/2022
Citigroup Global Markets Holdings Inc. 5% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month; Coupon barriers: 18,692.324 for Dow, 1,062.944 for Russell, 70% of initial levels due 12/7/2020
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $11.528 for oil and gas ETF, $20.468 for gold ETF or 75% of initial share prices due 3/7/2022
Citigroup Global Markets Holdings Inc. 15% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $63.333 for technology ETF, $427.418 for bank ETF, $62.804 for biotech ETF, or 67.75% of initial share prices due 3/7/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/8/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2025
Citigroup Global Markets Holdings Inc. 10.45% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,080.659 for S&P, 1,014.455 for Russell, 2,262.449 for Stoxx; 70% of initial levels due 12/9/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,132.259 for S&P 1,047.759 for Russell, 2,303.793 for Stoxx; 69% of initial levels due 3/6/2025
Citigroup Global Markets Holdings Inc. 9.5% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $36.216 for energy ETF, $28.840 for gold ETF, or 80% of initial share prices due 3/5/2025
Citigroup Global Markets Holdings Inc. 11.15% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 54.730 for Stoxx, 959.680 for Russell, $17.043 for gold ETF, $26.338 for EM ETF, 65% of initial levels due 6/3/2021
Citigroup Global Markets Holdings Inc. 6.5% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month; Coupon barriers: 17,786.552 for Dow, 1,033.502 for Russell, 5,923.285 for Nasdaq, 70% of initial levels due 3/5/2025
Citigroup Global Markets Holdings Inc. 9.55% due 3/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2021
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,419.144 for Stoxx, 721.469 for EM, 1,296.267 for S&P MidCap; 70% of initial levels due 3/10/2025
Citigroup Global Markets Holdings Inc. 6.3% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,497.118, 75% of initial level due 3/5/2030
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2021
Citigroup Global Markets Holdings Inc. 10% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier price: $93.366, 75.15% of initial price due 3/17/2021
Citigroup Global Markets Holdings Inc. 10% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier price: $159.341, 59% of initial price due 3/17/2021
Citigroup Global Markets Holdings Inc. 12.95% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier level: $64.788, 60% of initial price due 3/17/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $986.213 for Alphabet, $1,413.225 for Amazon, or 75% of initial share prices due 9/1/2021
Citigroup Global Markets Holdings Inc. 9.55% per year, payable monthly if all stocks close at or above barrier level on valuation date for that month; Barrier levels: $920.465 for Alphabet, $1,319.010 for Amazon, $191.464 for Apple, $1,314.95 for Facebook, $260.197 for Netflix, 70% of initial share prices due 3/2/2023
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if each stock closes at or above coupon barrier price, on valuation date for that quarter; Coupon barriers: $70.096 for PayPal and $51.552 for Square, 65% of initial levels due 3/4/2021
Citigroup Global Markets Holdings Inc. 6.825% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $13.305 for Slack, $35.575 for Wayfair, or 50% of initial share prices due 3/2/2023
Citigroup Global Markets Holdings Inc. 9.75% due 3/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2030
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2022
Citigroup Global Markets Holdings Inc. 7.37% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 669.936 for EM, 973.616 for Russell, 1,936.194 for S&P; 65% of initial levels due 9/7/2022
Citigroup Global Markets Holdings Inc. 9.9% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 773.003 for EM, 1,123.403 for Russell, 2,234.070 for S&P; 75% of initial levels due 6/2/2023
Citigroup Global Markets Holdings Inc. 2.15% initially, stepping up to 2.25% on March 26, 2024, to 2.5% on March 26, 2025 and 3% on March 26, 2026; payable quarterly due 3/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2025
Citigroup Global Markets Holdings Inc. 5.6% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 1,936.194 for S&P, 973.6155 for Russell, 2,246.348 for Stoxx; 65% of initial levels due 2/29/2024
Citigroup Global Markets Holdings Inc. 10.5% annualized, payable quarterly if each index closes at or above 80% coupon threshold on observation date for that quarter due 2/29/2024
Citigroup Global Markets Holdings Inc. 26% per year, payable quarterly if each stock closes at or above its coupon barrier on observation date that quarter; Coupon barriers: $146.118 for Alibaba, $973.329 for Alphabet, $1,385.713 for Amazon, $204.855 for Apple, $138.04 for Facebook, $119.119 for Microsoft, or 70% of initial levels due 3/2/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $63.655 for AbbVie, $154.469 for Amgen, or 72% of initial share prices due 3/3/2021
Citigroup Global Markets Holdings Inc. 5.4% annualized, payable quarterly if each index closes at or above coupon barrier on the review date that quarter; Coupon barriers: 6,655.181 for Nasdaq, 1,164.571 for Russell, 2,337.293 for S&P, 75% of initial levels due 3/3/2022
Citigroup Global Markets Holdings Inc. 7.03% per year, payable quarterly if lesser-performing index closes at or above coupon barrier on valuation date for that quarter; Coupon barrier values: 1,086.933for Russell, 2,181.473for S&P, or 70% of initial levels due 3/3/2021
Citigroup Global Markets Holdings Inc. 6.05% per year, payable monthly if lesser-performing index closes at or above coupon barrier on valuation date for that month; Coupon barrier value: 1,242.209 for Russell, 2,493.112 for S&P, or 80% of initial levels due 3/3/2027
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 405.752 for index, $23.896 for ETF, 80% of initial levels due 8/31/2027
Citigroup Global Markets Holdings Inc. 12.75% per year, payable monthly if worst performer closes above 80% of its initial value on relevant valuation date due 8/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2022
Citigroup Global Markets Holdings Inc. 8.61% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 730.317 for EM, 1,086.933 for Russell, 2,181.473 for S&P; 70% of initial levels due 3/7/2022
Citigroup Global Markets Holdings Inc. 13.1% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 1,164.571 for Russell, 2,337.293 for S&P, 2,683.260 for Stoxx; 75% of initial levels due 8/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2025
Citigroup Global Markets Holdings Inc. 7.4% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $85.722 for Consumer, $34.552 for Energy, $47.635 for Utilities, or 70% of initial share prices due 2/28/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $39.488 for energy, $72.856 for biotech, or 80% of initial share prices due 2/28/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 68.460 for index, $12.540 for ETF, 75% of initial levels due 8/30/2027
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if closing level of index is greater than or equal to coupon barrier level on valuation date for that period; Coupon barrier: 63.896, 70% of initial level due 2/28/2030
Citigroup Global Markets Holdings Inc. 8% yearly, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $113.568, 78% of initial level due 3/2/2021
Citigroup Global Markets Holdings Inc. 7% per year, payable semiannually if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $129.222 for Invesco, $93.786 for Russell, $22.386 for Stoxx, $187.590 for S&P, or 60% of initial share prices due 3/5/2025
Citigroup Global Markets Holdings Inc. 4% annualized, payable monthly if each index closes at or above 70% coupon barrier on valuation date for that month due 2/28/2025
Citigroup Global Markets Holdings Inc. 12% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $54.642 for biotech ETF, $10.032 for oil ETF, or 60% of initial share prices due 3/2/2022
Citigroup Global Markets Holdings Inc. 10.4% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $10.032 for oil ETF, $17.982 for gold ETF, or 60% of initial share prices due 2/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2022
Citigroup Global Markets Holdings Inc. 5.75% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,956.952 for Dow, 1,100.328 for Russell, 6,184.406 for Nasdaq; 70% of initial levels due 2/28/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 21,665.088 for Dow, 1,257.518 for Russell, 7,067.892 for Nasdaq; 80% of initial levels due 2/28/2030
Citigroup Global Markets Holdings Inc. 8.65% per year, payable each quarter that each underlying asset closes at or above coupon barrier on related observation date; Coupon barriers: $75.128 for health care, 2,419.418 for S&P, $71.498 for technology fund; 75% of initial levels due 8/30/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that underlying index closes at or above coupon barrier on observation date for that period; Coupon barrier: 54.768, 60% of initial level due 2/28/2030
Citigroup Global Markets Holdings Inc. 5.65% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the 75% coupon barrier, payable quarterly due 2/28/2040
Citigroup Global Markets Holdings Inc. 2.5% initially, stepping up to 3% on Feb. 27, 2025 and to 4% on Feb. 27, 2031; payable quarterly due 2/27/2032
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2023
Citigroup Global Markets Holdings Inc. 3.08% for first two years, then Libor plus 60 bps, subject to a floor of zero; payable quarterly due 2/28/2030
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if stock closes at or above barrier value on valuation date for that period; Barrier value: $38.750, or 78% of initial share price due 3/1/2021
Citigroup Global Markets Holdings Inc. 5.00% due 3/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2022
Citigroup Global Markets Holdings Inc. 3% initially, stepping up to 3.25% on Feb. 26, 2034 and to 3.5% on Feb. 26, 2036; payable quarterly due 2/26/2037
Citigroup Global Markets Holdings Inc. 23.05% per year, payable quarterly if each stock closes at or above its coupon barrier on observation date that quarter; Coupon barriers: $148.813 for Alibaba, $1,038.422 for Alphabet, $1,467.179 for Amazon, $219.135 for Apple, $147.126 for Facebook, $125.013 for Microsoft, or 70% of initial levels due 3/1/2023
Citigroup Global Markets Holdings Inc. 11.3% per year, payable each quarter if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $1,039.577 for Amazon, $1,467.179 for Amazon, $219.135 for Apple, or 70% of initial share prices due 2/28/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $29.684 for AT&T, $44.814 for Verizon, or 77% of initial share prices due 8/26/2021
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price, on valuation date for that quarter; Coupon barrier prices: $32.80 for Las Vegas Sands, $63.975 for Wynn, 50% of initial levels due 8/25/2022
Citigroup Global Markets Holdings Inc. 10.4% per year, payable quarterly if stock closes at or above barrier value on valuation date for that period; Barrier value: $42.640, or 65% of initial share price due 2/25/2022
Citigroup Global Markets Holdings Inc. 11.5% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 7,085.016 for index, $14.10 for ETF, 75% of initial levels due 8/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2030
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2022
Citigroup Global Markets Holdings Inc. 9.7% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $53.493 for biotech, $10.340 for oil and gas; 55% of initial levels due 2/28/2023
Citigroup Global Markets Holdings Inc. 11% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $53.493 for biotech, $10.340 for oil and gas; 55% of initial levels due 2/28/2023
Citigroup Global Markets Holdings Inc. 4.5% for each day the difference between the 30-year rate and the two-year rate is greater than or equal to 0% and the closing level of the index is greater than or equal to 75% of the starting value; payable quarterly due 2/26/2035
Citigroup Global Markets Holdings Inc. 10.1% per year, payable quarterly if Anthem shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $221.033, 75% of initial share price due 2/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2025
Citigroup Global Markets Holdings Inc. 7%, payable semiannually if stock closes at or above coupon barrier level on related period; Coupon barrier: $109.992, 80% of initial price due 8/25/2021
Citigroup Global Markets Holdings Inc. 7% annual rate, payable quarterly if stock finishes above coupon barrier on relevant valuation date; Coupon barrier: $1,722.480, 80% of initial level due 8/25/2021
Citigroup Global Markets Holdings Inc. 2.25% initially, stepping up to 3% on Feb. 24, 2025, to 3.5% on Feb. 24, 2028 and to 4% on Feb. 24, 2029; payable quarterly due 2/24/2030
Citigroup Global Markets Holdings Inc. 0.00% due 8/25/2021
Citigroup Global Markets Holdings Inc. 8% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier level: $27.671, 79.4% of initial price due 2/23/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $10.522 for oil and gas ETF, $37.945 for EAFE ETF, 930.915 for index, 55% of initial levels due 2/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2021
Citigroup Global Markets Holdings Inc. 2.25% for first six months, then Libor plus 35 bps, subject to a floor of 0.35%; payable quarterly due 2/24/2023
Citigroup Global Markets Holdings Inc. 8.00% due 2/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2025
Citigroup Global Markets Holdings Inc. 21% per year, payable each month if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $31.992 for Etsy, $106.644 for Universal Display, $31.434 for Zillow, or 60% of initial share prices due 2/21/2025
Citigroup Global Markets Holdings Inc. 16.1% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $26.298 for Kohl's, $179.226 for Ulta Beauty, or 60% of initial share prices due 8/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/17/2021
Citigroup Global Markets Holdings Inc. 5.15% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 20,462.533 for Dow, 1,178.465 for Russell, 6,740.862 for Nasdaq; 70% of initial levels due 2/21/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2025
Citigroup Global Markets Holdings Inc. 10% annualized, payable each quarter if stock closes at or above coupon barrier on determination date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter during the life of the notes; Coupon barriers: $103.355, 74.9% of initial level due 3/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/11/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/18/2021
Citigroup Global Markets Holdings Inc. 8.3% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 1,265.688 for Russell, 2,535.120 for S&P, 2,880.728 for Stoxx; 75% of initial levels due 8/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2025
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $1,504.909 for Amazon, $82.208 for Walmart, or 70% of initial share prices due 2/17/2022
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if stock closes at or above barrier value on valuation date for that period; Barrier value: $259.896, or 80% of initial share price due 2/19/2021
Citigroup Global Markets Holdings Inc. 1.75% initially, stepping up to 1.8% on Feb. 19, 2021 and to 1.85% on Feb. 19, 2022; payable quarterly due 2/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/22/2021
Citigroup Global Markets Holdings Inc. 4% annualized, payable monthly if each index closes at or above 70% coupon barrier on valuation date for that month due 2/18/2025
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 22,163.565 for Dow, 1,267.033 for Russell, 7,209.901 for Nasdaq, 75% of initial levels due 2/15/2030
Citigroup Global Markets Holdings Inc. 5.75% annualized, payable monthly if each index closes at or above coupon barrier on the review date that month; Coupon barriers: 22,163.565 for Dow, 1,267.033 for Russell, 7,209.901 for Nasdaq, 70% of initial levels due 2/18/2025
Citigroup Global Markets Holdings Inc. 20.8% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $222.642 for Netflix, $462.768 for Tesla, or 60% of initial share prices due 2/19/2021
Citigroup Global Markets Holdings Inc. 4.75% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,638.170 for Dow, 838.758 for Russell, 1,678.875 for S&P; 50% of initial levels due 2/16/2023
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if closing price of BofA shares is greater than or equal to barrier price on valuation date for that period; Barrier price: $25.958, 75% of initial share price due 2/10/2022
Citigroup Global Markets Holdings Inc. 10.2% per year, payable each six months if least-performing stock closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $121.824 for Visa, $126.51 for Facebook, $1,230.138 for Amazon.com, $220.17 for Netflix, or 60% of initial share prices due 2/14/2023
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $32.52 for EM ETF, $14.408 for Oil & Gas Exploration & Production ETF, 75% of initial levels due 8/12/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2025
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2021
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,170.604 for Nasdaq, 911.228 for Russell, 16,006.481 for Dow; 55% of initial levels due 2/14/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly when each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,469.019 for S&P, 2,163.012 for Stoxx, $28.184 for ETF; 65% of initial levels due 2/14/2025
Citigroup Global Markets Holdings Inc. 13.75% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 2,495.783 for S&P, 1,242.584 for Russell, 74.73 for Stoxx; 75% of initial levels due 8/11/2022
Citigroup Global Markets Holdings Inc. 22% per year, payable quarterly if each stock closes at or above its coupon barrier on observation date that quarter; Coupon barriers: $151.571 for Alibaba, $148.631 for Facebook, $128.723 for Microsoft, $1,455.496 for Amazon, $224.021 for Apple, $1,035.377 for Alphabet, or 70% of initial levels due 2/16/2023
Citigroup Global Markets Holdings Inc. 14.55% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $54.957 for Square, $113.869 for Splunk, or 70% of initial share prices due 8/11/2022
Citigroup Global Markets Holdings Inc. 10.15% due 2/11/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/10/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/8/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2021
Citigroup Global Markets Holdings Inc. 10% for the first year; after that, 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, subject to a maximum of 10% and a floor of zero; payable quarterly due 2/10/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/18/2021
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $37.051 for energy ETF, $21.322 for financial ETF, 2,308.313 for index, 70% of initial levels due 8/9/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/9/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/9/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/9/2021
Citigroup Global Markets Holdings Inc. 12.75% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 70.455 for Stoxx, 1,242.574 for Russell, 2,473.193 for S&P; 75% of initial levels due 2/7/2030
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2021
Citigroup Global Markets Holdings Inc. 18% per year, payable quarterly if stock closes at or above barrier value on valuation date for that period; Barrier value: $37.001, or 85% of initial share price due 2/8/2022
Citigroup Global Markets Holdings Inc. 6.85% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 1,142.544 for Russell, 2,562.889 for Stoxx, 17,039.886 for Dow, 70% of initial levels due 2/7/2030
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2022
Citigroup Global Markets Holdings Inc. 6.25% annualized, payable monthly if each index closes at or above 70% coupon barrier on valuation date for that month due 2/5/2025
Citigroup Global Markets Holdings Inc. 13.175% per year, payable quarterly if stock closes at or above barrier value on valuation date for that period; Barrier value: $15.104, or 80% of initial share price due 2/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2021
Citigroup Global Markets Holdings Inc. 12% per year, payable each month that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: $41.08 for Gilead, $5.213 for Alerian, $12.454 for oil and gas; 65% of initial levels due 2/5/2025
Citigroup Global Markets Holdings Inc. 4.85% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,820.455 for Stoxx, 807.031 for Russell, 1,612.760 for S&P; 50% of initial levels due 2/7/2025
Citigroup Global Markets Holdings Inc. 9.35% for first year, then 9.35% for each day that the spread of the 30-year CMS rate over the two-year CMS rate is at least zero and each index closes at or above the 70% coupon barrier, payable quarterly due 2/5/2035
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2025
Citigroup Global Markets Holdings Inc. 1.9% initially, stepping up to 1.95% on Feb. 4, 2021 and to 2% on Feb. 4, 2022; payable quarterly due 2/4/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,462.745 for S&P, 1,236.16425 for Russell, 2,768.085 Stoxx; 75% of initial levels due 1/29/2024
Citigroup Global Markets Holdings Inc. 18.75% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $41.888 for Square, $122.777 for Facebook, $30.415 for Micron, $23.491 for Spirit, or 55% of initial share prices due 2/1/2023
Citigroup Global Markets Holdings Inc. 12.5% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $1,114.80 for Amazon.com, $140.412 for Home Depot, $72.252 for Lowe's, $17.772 for Kraft, or 60% of initial share prices due 2/1/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if lesser-performing index closes at or above knock-in value on valuation date for that quarter; Knock-in value: 2,989.088 for Stoxx, 2,618.720 for S&P, or 80% of initial levels due 2/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/8/2021
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,615.452 for Stoxx, 768.257 for EM, 1,432.662 for MidCap; 70% of initial levels due 2/7/2025
Citigroup Global Markets Holdings Inc. 8% for the first year; after that, 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, subject to a maximum of 8% and a floor of zero; payable quarterly due 1/31/2035
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2025
Citigroup Global Markets Holdings Inc. Libor minus 35 bps, subject to floor of zero; payable quarterly due 1/31/2070
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2023
Citigroup Global Markets Holdings Inc. 9.1% per year, payable quarterly if each index closes at or above its coupon barrier on valuation date that quarter; Coupon barriers: 768.257 for MSCI Emerging Markets, 1,154.455 for Russell 2000 and 2,615.452 for Euro Stoxx 50, or 70% of initial levels due 2/1/2030
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $44.24 for energy fund, $73.424 for biotech ETF, 80% of initial levels due 8/2/2025
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 69.728 for Stoxx, $14.978 for ETF, 75% of initial levels due 8/2/2027
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if closing level of index is greater than or equal to barrier level on valuation date for that period; Barrier level: 55.782, 60% of initial share level due 1/31/2030
Citigroup Global Markets Holdings Inc. 4.5% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 1,160.82 for Russell, 6,363.653 for Nasdaq, 20,105.995 for Dow, 70% of initial levels due 1/31/2025
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if lesser-performing index closes at or above knock-in value on valuation date for that quarter; Knock-in value: 6,363.653 for Nasdaq, 2,293.368 for S&P, or 70% of initial levels due 8/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2022
Citigroup Global Markets Holdings Inc. 7.15% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 20,105.995 for Dow, 2,603.454 for Stoxx, 1,160.82 for Russell; 70% of initial levels due 1/31/2030
Citigroup Global Markets Holdings Inc. 6.15% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 20,105.995 for Dow, 6,363.653 for Nasdaq, 1,160.820 for Russell; 70% of initial levels due 1/31/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 22,978.280 for Dow, 7,272.746 for Nasdaq, 1,326.651 for Russell; 80% of initial levels due 1/31/2030
Citigroup Global Markets Holdings Inc. 12.4% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 69.728 for Stoxx, 1,243.736 for Russell, 2,457.180 for S&P; 75% of initial levels due 1/31/2030
Citigroup Global Markets Holdings Inc. 2.25% initially, stepping up to 2.5% on Jan. 30, 2023 and to 3% on Jan. 30, 2023; payable semiannually due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2023
Citigroup Global Markets Holdings Inc. 11.28% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 59.475 for Stoxx, 1,068.69 for Russell, $18.902 for gold ETF, $27.989 for EM ETF, 65% of initial levels due 4/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,150.897 for Russell, 2,270.541 for S&P; 70% of initial levels due 1/30/2025
Citigroup Global Markets Holdings Inc. 10.75% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $1,023.902 for Amazon, $26.692 for Floor & Decor, or 55% of initial share prices due 1/31/2023
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if stock closes at or above barrier value on valuation date for that period; Barrier value: $162.812, or 65% of initial share price due 1/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2026
Citigroup Global Markets Holdings Inc. 6.6% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,246.674 for Russell, 21,742.298 for Dow; 75% of initial levels due 1/29/2030
Citigroup Global Markets Holdings Inc. 10.3% per year, payable each six months that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: $49.913 for biotech, $11.242 for oil and gas; 55% of initial levels due 1/31/2023
Citigroup Global Markets Holdings Inc. 11.5% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $49.913 for biotech, $11.242 for oil and gas; 55% of initial levels due 1/31/2023
Citigroup Global Markets Holdings Inc. 6.4% for the first year; after that, 15 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, subject to a maximum of 6.4% and a floor of zero; payable quarterly; Accrual barrier levels: 1,163.562 for Russell 2000, 2,306.829 for S&P 500, or 70% of initial levels due 1/29/2035
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2021
Citigroup Global Markets Holdings Inc. 7% annualized rate, payable quarterly if each stock closes at or above coupon barrier price, on valuation date for that quarter; Coupon barrier prices: $1,113.518 for Alphabet, $ $1,413.435 for Amazon, 75% of initial levels due 1/28/2021
Citigroup Global Markets Holdings Inc. 7.25% per year, payable every six months if closing price of Amazon shares is greater than or equal to barrier price on valuation date for that period; Barrier price: $1,507.664, 80% of initial share price due 7/28/2021
Citigroup Global Markets Holdings Inc. Payable quarterly at an annual rate of 9.5% plus any previously unpaid contingent coupon payments if each stock closes at or above its coupon barrier on valuation date; Coupon barrier prices: $17.790 for Corning, $109.650 for salesforce.com, $78.066 for Take-Two, 60% of initial levels due 7/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2022
Citigroup Global Markets Holdings Inc. 6.55% per year, payable monthly if least-performing stock closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $112.541 for Norfolk, $130.68 for Amgen, CHF 6.815 for UBS, or 55% of initial share prices due 10/29/2021
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $34.342 for Cisco, $27.328 for AT&T, or 70% of initial share prices due 7/27/2021
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if least-performing fund closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $24.688 for financial fund, $83.784 for health care fund, or 80% of initial share prices due 1/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $94.518 for FedEx, $70.434 for UPS, or 60% of initial share prices due 1/24/2025
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 927.244 for Russell, $11.897 for oil and gas ETF, $38.401 for EAFE ETF, 55% of initial levels due 1/25/2024
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $37.709 for Walgreens, $110.271 for FedEx, or 70% of initial share prices due 7/26/2022
Citigroup Global Markets Holdings Inc. 11.4% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 1,104.763 for Russell, 62.218 for Stoxx, $18.473 for Gold Miners, $30.05 for EM ETF, 65% of initial levels due 4/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2025
Citigroup Global Markets Holdings Inc. 9.2% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $5.304 for ETF, 57.432 for Stoxx, 688.098 for MSCI Emerging; 60% of initial levels due 1/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2025
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if stock closes at or above barrier value on valuation date for that period; Barrier value: $252.192, or 80% of initial share price due 7/21/2021
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if stock closes at or above barrier value on valuation date for that period; Barrier value: $40.815, or 75% of initial share price due 1/21/2022
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 1/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/21/2025
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $33.607 for Cisco, $41.258 for Intel, or 70% of initial share prices due 7/20/2022
Citigroup Global Markets Holdings Inc. 4.25% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 1,177.677 for Russell, 6,324.967 for Nasdaq, 20,321.154 for Dow, 70% of initial levels due 1/21/2025
Citigroup Global Markets Holdings Inc. 6.25% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 1,177.677 for Russell, 6,324.967 for Nasdaq, 20,321.154 for Dow, 70% of initial levels due 1/21/2025
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $70.758 for UPS, $95.49 for FedEx, or 60% of initial share prices due 1/20/2023
Citigroup Global Markets Holdings Inc. 6.35% due 1/21/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/21/2025
Citigroup Global Markets Holdings Inc. 5.7% per year, payable monthly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 20,321.154 for Dow, 2,302.503 for S&P, 1,177.677 for Russell; 70% of initial levels due 10/18/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 21,772.665 for Dow, 2,466.968 for S&P, 1,261.797 for Russell; 75% of initial levels due 1/18/2030
Citigroup Global Markets Holdings Inc. 9.3% for the first year; after that, 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the accrual barrier, subject to a maximum of 9.3% and a floor of zero; payable quarterly due 1/22/2035
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2021
Citigroup Global Markets Holdings Inc. 19.15% per year, payable semiannually if stock closes at or above barrier value on valuation date for that period; Barrier value: $15.848, or 80% of initial share price due 1/13/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable semiannually if Halliburton stock closes at or above barrier value on valuation date for that period; Barrier value: $28.024, or 80% of initial share price due 1/14/2021
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $428.189 for CoStar, $56.073 for Welltower, or 68% of initial share prices due 7/14/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 64.077 for index, $15.236 for oil & gas fund, or 65% of initial levels due 7/14/2027
Citigroup Global Markets Holdings Inc. 10% per year, payable each quarter that underlying ETF closes at or above coupon barrier on observation date for that period; Coupon barrier: $14.767, 63% of initial level due 1/14/2025
Citigroup Global Markets Holdings Inc. 9.48% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $94.278 for FedEx, $69.996 for UPS, or 60% of initial share prices due 1/13/2025
Citigroup Global Markets Holdings Inc. 11.5% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $66.927 for biotech fund, $16.485 for oil & gas fund, or 70% of initial levels due 10/14/2020
Citigroup Global Markets Holdings Inc. 23% per year, payable semiannually if stock closes at or above barrier value on valuation date for that period; Barrier value: $31.672, or 80% of initial share price due 1/13/2022
Citigroup Global Markets Holdings Inc. 5.00% due 1/13/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/13/2022
Citigroup Global Markets Holdings Inc. 9% annualized rate, payable quarterly if worst performing index closes at or above coupon barrier value; Coupon barrier levels: 6,192.514 Nasdaq, 1,160.814 for Russell and 20,008.576 for Dow, 70% of initial levels due 1/13/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2025
Citigroup Global Markets Holdings Inc. 13.1% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 833.55 for EM, 2,427.885 for S&P, 73.208 for Stoxx; 75% of initial levels due 7/12/2023
Citigroup Global Markets Holdings Inc. 17.2% per year, payable semiannually if Halliburton stock closes at or above barrier value on valuation date for that period; Barrier value: $19.808, or 80% of initial share price due 1/11/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2021
Citigroup Global Markets Holdings Inc. 10.65% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 838.815 for EM, 2,415.968 for S&P, 107.528 for Stoxx; 75% of initial levels due 7/7/2023
Citigroup Global Markets Holdings Inc. 6.25% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,415.968, 75% of initial level due 1/7/2030
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2021
Citigroup Global Markets Holdings Inc. 11%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $83.892 for FedEx, $120.984 for Home Depot, $65.775 for Walmart and $66.127 for Lowe's; 55% of initial prices due 12/29/2022
Citigroup Global Markets Holdings Inc. 18%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $48.84 for Qualcomm, $15.642 for American Airlines, $181.00 for Netflix and $33.044 for Intel; 55% of initial prices due 12/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2025
Citigroup Global Markets Holdings Inc. 6.25% annualized rate, payable quarterly if worst performing index closes at or above coupon barrier value; Coupon barrier levels: 5,262.587 Nasdaq, 1,001.420 for Russell and 1,944.012 for S&P, 60% of initial levels due 1/2/2025
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 1/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 722.852 for MSCI EM, 1,090.486 for Russell, 2,105.942 for S&P; 65% of initial levels due 6/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2021
Citigroup Global Markets Holdings Inc. 9.15% per year, payable monthly if least-performing asset closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 63.544 for index, $15.418 for ETF, or 65% of initial share prices due 6/28/2027
Citigroup Global Markets Holdings Inc. 7.95%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 19,986.071 for Dow, 1,171.899 for Russell 2000 and 6,087.205 for Nasdaq-100; 70% of initial levels due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if all indexes close at or above barrier level on valuation date for that period; Barrier levels: 1,003.141 for Russell, 17,073.054 for Dow, 5,207.095 for Nasdaq, 60% of initial levels due 12/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/15/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2022
Citigroup Global Markets Holdings Inc. 9%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 19,918.563 for Dow, 1,170.331 for Russell 2000 and 6,074.944 for Nasdaq-100; 70% of initial levels due 12/26/2025
Citigroup Global Markets Holdings Inc. 8.65%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 19,918.563 for Dow, 1,170.331 for Russell 2000 and 6,074.944 for Nasdaq-100; 70% of initial levels due 12/26/2024
Citigroup Global Markets Holdings Inc. 7.85% per year, payable each month that each underlying asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,003.141 for Russell, $58.020 for biotech fund, $35.154 for banking fund; 60% of initial levels due 12/22/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable semiannually if both indexes close at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 19,918.563 for Dow, 1,170.331 for Russell, 70% of initial levels due 12/30/2024
Citigroup Global Markets Holdings Inc. 5.2% per year, payable semiannually if both indexes close at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 19,918.563 for Dow, 1,170.331 for Russell, 70% of initial levels due 12/30/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, payable for each quarter that each fund closes at or above coupon barrier on relevant determination date; Downside thresholds: $20.556 for Financial, $54.565 for Industrial and $60.937 for Technology; 67% of initial levels due 12/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2022
Citigroup Global Markets Holdings Inc. 7.00% due 12/24/2020
Citigroup Global Markets Holdings Inc. 12%, payable monthly if stocks close above coupon barrier on observation date; Coupon barriers: $1,254.59 for Amazon, $33.740 for Schwab and $114.33 for salesforce; 70% of initial prices due 12/24/2020
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $49.096 for energy fund, $77.144 for biotech fund, or 80% of initial levels due 12/24/2024
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 833.547 for index, $34.565 for EAFE, $11.70 for oil & gas fund, or 50% of initial levels due 12/22/2023
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if lesser-performing index closes at or above knock-in value on valuation date for that quarter; Knock-in value: 2,991.336 for Stoxx, 2,564.296 for S&P, or 80% of initial levels due 12/22/2023
Citigroup Global Markets Holdings Inc. 5.5% per year, payable quarterly if lesser-performing index closes at or above knock-in value on valuation date for that quarter; Knock-in value: 2,243.759 for S&P and 1,166.966 for Russell, or 70% of initial levels due 6/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2026
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2024
Citigroup Global Markets Holdings Inc. 6.5%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 19,863.872 for Dow, 1,166.966 for Russell 2000 and 6,048.904 for Nasdaq-100; 70% of initial levels due 12/24/2024
Citigroup Global Markets Holdings Inc. 8%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 21,282.720 for Dow, 1,250.320 for Russell 2000 and 6,480.968 for Nasdaq-100; 75% of initial levels due 12/24/2029
Citigroup Global Markets Holdings Inc. 10%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,108.618 for Russell 2000 and 65.529 for Euro Stoxx Banks; 66.5% of initial levels due 12/24/2029
Citigroup Global Markets Holdings Inc. 8.25% per year, payable each quarter that underlying index closes at or above coupon barrier on observation date for that period; Coupon barrier: 59.124, 60% of initial level due 12/24/2029
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/22/2023
Citigroup Global Markets Holdings Inc. Libor minus 30 bps, subject to floor of zero; payable quarterly due 12/23/2059
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2024
Citigroup Global Markets Holdings Inc. 7.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price, on the valuation date for that quarter; Coupon barrier prices: $1,013.933 for Alphabet, $1,338.023 for Amazon, 75% of initial levels due 12/23/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2024
Citigroup Global Markets Holdings Inc. 6.05%, payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barrier levels: 19,767.496 for Dow, 1,163.212 for Russell 2000 and 6,006.437 for Nasdaq-100; 70% of initial levels due 12/23/2024
Citigroup Global Markets Holdings Inc. 10.45% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $115.514 for Russell, $198.247 for Dow, $146.685 for QQQ; 70% of initial levels due 12/21/2029
Citigroup Global Markets Holdings Inc. 5.25% per year, payable each quarter that each index closes at or above coupon barrier on the valuation date for that quarter; Coupon barriers: 19,787.012 for Dow, 1,160.295 for Russell, 2,234.764 for S&P; 70% of initial levels due 9/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2024
Citigroup Global Markets Holdings Inc. 9.75% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $67.568 for Eli Lilly, $36.366 for Gilead Sciences, or 55% of initial share prices due 12/19/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: $226.456 for Dow and $167.416 for QQQ, or 80% of initial levels due 12/21/2022
Citigroup Global Markets Holdings Inc. 9.3% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $36.252 for Lincoln, $30.228 for MetLife, or 60% of initial share prices due 12/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2021
Citigroup Global Markets Holdings Inc. 0.17% due 12/23/2026
Citigroup Global Markets Holdings Inc. 11.50% due 12/21/2020
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $72.918 for Eli Lilly, $39.462 for Gilead Sciences, or 60% of initial share prices due 12/16/2022
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $12.86 for Marvell, $75.65 for VMWare, or 50% of initial share prices due 12/16/2022
Citigroup Global Markets Holdings Inc. 10.75% per year, payable quarterly if BofA shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $27.552, 80% of initial share price due 12/16/2022
Citigroup Global Markets Holdings Inc. 9.25% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 2,376.6 for S&P, 1,228.482 for Russell, 6,365.781 for Nasdaq; 75% of initial levels due 12/16/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if Amazon.com stock closes at or above barrier value on valuation date for that quarter; Barrier value: $1,408.264, or 80% of initial share price due 6/17/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if Square stock closes at or above barrier value on valuation date for that period; Barrier value: $40.833, or 62% of initial share price due 12/17/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2021
Citigroup Global Markets Holdings Inc. 8.55%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 19,692.435 for Dow, 1,151.369 for Russell 2000 and 5,926.827 for Nasdaq-100; 70% of initial levels due 12/15/2023
Citigroup Global Markets Holdings Inc. 7.75% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 19,692.435 for Dow, 5,926.827 for Nasdaq, 1,151.369 for Russell; 70% of initial levels due 12/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if all indexes close at or above barrier level on valuation date for that period; Coupon barrier levels: 1,142.348 for Russell, 19,537.910 for Dow, 5,881.826 for Nasdaq, 70% of initial levels due 12/16/2024
Citigroup Global Markets Holdings Inc. 9.9% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,765.588 for Stoxx, 1,223.945 for Russell, $42.683 for ETF; 75% of initial levels due 12/14/2029
Citigroup Global Markets Holdings Inc. 10.25% per year, payable monthly if each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,305.541 for index, $47.736 for fund; 80% of initial values due 12/15/2022
Citigroup Global Markets Holdings Inc. 8.85% per year, payable monthly if each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,223.945 for index, $$44.753 for fund; 75% of initial values due 12/15/2022
Citigroup Global Markets Holdings Inc. 6% annualized, payable quarterly if each index closes at or above 65% coupon threshold on observation date for that quarter due 12/14/2023
Citigroup Global Markets Holdings Inc. 6% per year, payable each month that each underlying index closes at or above coupon barrier on observation date for that month; Coupon barriers: 19,517.204 for Dow, 2,192.764 for S&P, 1,142.1998 for Russell; 70% of initial levels due 12/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/14/2022
Citigroup Global Markets Holdings Inc. 11.05% annual rate, payable quarterly if stock closes above 65% coupon barrier value on relevant valuation date due 12/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,473.868 for Stoxx, $28.857 for ETF; 67% of initial levels due 12/13/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $81.41 for Russell, $150.35 for Dow, $157.244 for S&P; 50% of initial levels due 12/13/2023
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if AT&T shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $28.65, 75% of initial share price due 12/9/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if Goldman Sachs shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $168.458, 75% of initial share price due 12/9/2022
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if Home Depot shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $171.424, 80% of initial share price due 12/9/2022
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if MetLife shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $37.125, 75% of initial share price due 12/9/2022
Citigroup Global Markets Holdings Inc. 9.85% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 2,359.433 for S&P, 1,225.378 for Russell, 2,769.255 for Stoxx; 75% of initial levels due 12/9/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/11/2024
Citigroup Global Markets Holdings Inc. 12% per year, payable monthly if least-performing asset closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 1,211.125 for index, $15.368 for ETF, or 75% of initial share prices due 6/10/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/8/2021
Citigroup Global Markets Holdings Inc. 6.75%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,553.691 for Stoxx, 1,130.383 for Russell 2000 and 2,182.201 for S&P 500; 70% of initial levels due 12/8/2022
Citigroup Global Markets Holdings Inc. 8%, payable quarterly if each underlying closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $29.974 for MSCI EM, 1,130.383 for Russell 2000 and 2,182.201 for S&P 500; 70% of initial levels due 12/8/2022
Citigroup Global Markets Holdings Inc. 11.2% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 101.995 for Stoxx, 2,338.073 for S&P, 782.138 for EM; 75% of initial levels due 12/8/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/10/2024
Citigroup Global Markets Holdings Inc. 9.65%, payable monthly if stocks close above coupon barrier on observation date; Coupon barriers: $20.955 for AT&T, $92.714 for Automatic Data Processing, $45.144 for Qualcomm; 55% of initial prices due 6/9/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/9/2024
Citigroup Global Markets Holdings Inc. One-month Libor minus 16 bps, floor of zero; payable at maturity due 2/1/2021
Citigroup Global Markets Holdings Inc. 10.6% per year, payable each quarter that each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 2,562.014 for Euro Stoxx, 1,129.727 for Russell and 725.599 for MSCI Emerging Markets; 70% of initial levels due 12/7/2029
Citigroup Global Markets Holdings Inc. 15.3%, payable semiannual if ETF closes at or above coupon barrier level on related semiannual valuation date; Coupon barrier: $16.032, 80% of initial price due 12/8/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2024
Citigroup Global Markets Holdings Inc. 6.85% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 2,041.637 for S&P, 1,055.927 for Russell, 2,407.372 for Stoxx; 65% of initial levels due 6/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2021
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if lesser-performing index closes at or above knock-in value on valuation date for that quarter; Knock-in value: 2,522.904 for S&P and 2,970.82 for Stoxx, or 80% of initial levels due 11/30/2023
Citigroup Global Markets Holdings Inc. 6.15% per year, payable quarterly if lesser-performing index closes at or above knock-in value on valuation date for that quarter; Knock-in value: 2,049.86 for S&P and 1,062.168 for Russell, or 65% of initial levels due 12/2/2020
Citigroup Global Markets Holdings Inc. 8.3% per year, payable quarterly if each index closes at or above coupon barrier value on determination date for that quarter; Coupon barrier values: 2,207.541 for S&P 500, 5,911.296 for Nasdaq-100 and 19,714.80 for Dow, or 70% of initial levels due 11/30/2029
Citigroup Global Markets Holdings Inc. Libor minus 30 bps, subject to a floor of zero; payable quarterly due 12/1/2059
Citigroup Global Markets Holdings Inc. 12.2% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $27.186 for Cisco, $54.744 for Xilinx, or 60% of initial share prices due 12/2/2024
Citigroup Global Markets Holdings Inc. 17.5%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $88.617 for Microsoft, $17.028 for Twitter, $88.825 for FedEx, $15.978 for American; 55% of initial prices due 11/30/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if least-performing index closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 5,870.022 for Nasdaq-100, 1,136.962 for Russell 2000 and 19,685.176 for Dow, or 70% of initial levels due 12/2/2024
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if least-performing asset closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 5,023.157 for Nasdaq-100, 973.142 for Russell 2000 and $25.206 for ETF, or 60% of initial levels due 11/29/2029
Citigroup Global Markets Holdings Inc. 19.75%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $171.87 for Netflix, $17.028 for Twitter, $88.825 for FedEx, $15.978 for American; 55% of initial prices due 11/30/2022
Citigroup Global Markets Holdings Inc. 12.4% per year, payable monthly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that period; Coupon barriers: 1,218.173 for index and $15.525 for ETF, or 75% of initial levels due 6/1/2027
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if lesser-performing index closes at or above knock-in value on valuation date for that quarter; Knock-in value: 2,198.364 for S&P 500 and 1,136.962 for Russell 2000, or 70% of initial levels due 6/1/2021
Citigroup Global Markets Holdings Inc. 9.5%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $109.97 for Visa, $119.382 for Facebook, $20.01 for BofA; 60% of initial prices due 11/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable monthly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,279.092 for Dow, 1,055.75 for Russell, 2,041.338 for S&P; 65% of initial levels due 11/28/2029
Citigroup Global Markets Holdings Inc. 6.5% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 974.539 for Russell, $25.902 for ETF; 60% of initial levels due 12/2/2024
Citigroup Global Markets Holdings Inc. 6.95% per year, payable quarterly if each index closes at or above coupon barrier value on determination date for that quarter; Coupon barrier values: 19,685.176 for Dow, 1,139.962 for Russell 2000 and 5,870.022 for Nasdaq-100, or 70% of initial levels due 6/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, payable monthly if least-performing ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $47.912 for energy ETF, $73.512 for biotech ETF, or 80% of initial share prices due 11/29/2024
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if least-performing asset closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 75.68 for index, $16.984 for ETF, or 70% of initial share prices due 5/28/2027
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if least-performing index closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 5,860.35 for Nasdaq-100, 1,135.333 for Russell 2000 and 19,646.529 for Dow, or 70% of initial levels due 11/29/2024
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if lesser-performing index closes at or above knock-in value on valuation date for that quarter; Knock-in value: 2,193.548 for S&P 500 and 1,135.333 for Russell 2000, or 70% of initial levels due 5/28/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $14.41 for gold ETF, $11.677 for oil ETF, or 55% of initial share prices due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,646.529 for Dow, 1,135.333 for Russell, 5,860.35 for Nasdaq; 70% of initial levels due 11/29/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 21,049.853 for Dow, 1,216.428 for Russell, 6,278.946 for Nasdaq; 75% of initial levels due 11/29/2029
Citigroup Global Markets Holdings Inc. 0.00% due 12/8/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2023
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 11/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2025
Citigroup Global Markets Holdings Inc. 12.85% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $157.068 for Apple, $133.11 for DexCom, or 60% of initial share prices due 11/30/2023
Citigroup Global Markets Holdings Inc. 5.30% due 5/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2029
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2025
Citigroup Global Markets Holdings Inc. 13% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,112.26 for Russell, 2,177.203 for S&P, $30.212 for ETF; 70% of initial levels due 12/2/2024
Citigroup Global Markets Holdings Inc. 5.35% per year, payable semiannually if both indexes close at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 19,512.934 for Dow, 1,112.26 for Russell, 70% of initial levels due 11/29/2024
Citigroup Global Markets Holdings Inc. 6.1% per year, payable semiannually if both indexes close at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 19,512.934 for Dow, 1,112.26 for Russell, 70% of initial levels due 11/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $142.051 for Home Depot, $76.063 for Lowe's, or 65% of initial share prices due 11/25/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $222.176 for SPDR Dow, $161.360 for Invesco, or 80% of initial share prices due 11/25/2022
Citigroup Global Markets Holdings Inc. 8.75% per year, payable monthly if ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $15.75, or 75% of initial share price due 5/26/2027
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2024
Citigroup Global Markets Holdings Inc. 7.20% due 11/27/2020
Citigroup Global Markets Holdings Inc. 8.5% annual rate, payable quarterly if index closes above 60% coupon barrier value on relevant valuation date due 11/23/2029
Citigroup Global Markets Holdings Inc. 11%, payable monthly if stocks close above coupon barrier on observation date; Coupon barriers: $198.354 for Netflix, $846.209 for Alphabet, $128.382 for Facebook, $1,134.595 for Amazon; 65% of initial prices due 11/24/2020
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if least-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $16.404 for gold ETF, $12.42 for oil ETF, or 60% of initial share prices due 11/22/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if both indexes close at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: 65.24 for Stoxx, 1,114.126 for Russell, 70% of initial levels due 11/23/2022
Citigroup Global Markets Holdings Inc. 7.00% due 11/24/2020
Citigroup Global Markets Holdings Inc. 7.50% due 11/24/2020
Citigroup Global Markets Holdings Inc. 9.5% per year, payable each quarter that each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 2,587.592 for Euro Stoxx, 1,118.804 for Russell and 740.012 for MSCI Emerging Markets; 70% of initial levels due 11/27/2029
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2021
Citigroup Global Markets Holdings Inc. 6.05% per year, payable monthly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,625.354 for Dow, 1,114.639 for Russell, 1,114.639 for Nasdaq; 70% of initial levels due 11/21/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,029.32 for S&P, 1,035.022 for Russell and 683.878 for MSCI Emerging Markets; 65% of initial levels due 5/25/2023
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if least-performing asset closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 74.92 for index, $15.372 for ETF, or 70% of initial share prices due 5/20/2027
Citigroup Global Markets Holdings Inc. 10.85% per year, payable quarterly if least-performing stock closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $132.88 for Apple, $23.855 for Micron, or 50% of initial share prices due 11/18/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if least-performing index closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 5,820.866 for Nasdaq-100, 1,117.518 for Russell 2000 and 19,603.423 for Dow, or 70% of initial levels due 11/20/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/17/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/17/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2021
Citigroup Global Markets Holdings Inc. 9.2% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,271.029 for Russell, 2,477.304 for S&P, $54.312 for ETF; 80% of initial levels due 11/17/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2020
Citigroup Global Markets Holdings Inc. Libor minus 30 bps, subject to a floor of zero; payable quarterly due 11/19/2059
Citigroup Global Markets Holdings Inc. 0.00% due 11/15/2024
Citigroup Global Markets Holdings Inc. 10.5% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,318.88 for Stoxx, 2,784.15 for S&P, $42.458 for ETF; 75% of initial levels due 11/15/2029
Citigroup Global Markets Holdings Inc. 11.2%, payable monthly if stocks close above coupon barrier on observation date; Coupon barriers: $41.785 for Philip Morris, $16.63 for Bank of America, $72.98 for Microsoft; 50% of initial prices due 11/14/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/10/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/10/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/10/2022
Citigroup Global Markets Holdings Inc. 9.75% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 734.433 for EM index, 1,388.450 for S&P MidCap, $30.254 for EM ETF; 70% of initial levels due 11/8/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2024
Citigroup Global Markets Holdings Inc. 8.4% per year, payable quarterly if CVS shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $43.706, 75% of initial share price due 11/4/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if least-performing index closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 5,658.683 for Nasdaq-100, 1,093.716 for Russell 2000 and 18,932.361 for Dow, or 70% of initial levels due 11/5/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if lesser-performing index closes at or above knock-in value on valuation date for that quarter; Knock-in value: 2,126.292 for S&P 500 and 1,093.716 for Russell 2000, or 70% of initial levels due 5/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2029
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,312.014 for Dow, 943.708 for Russell, 1,828.062 for S&P; 60% of initial levels due 11/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/12/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2023
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if least-performing asset closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 18,950.022 for Dow, $47.11 for EAFE ETF and $251.881 for MidCap 400, or 70% of initial share prices due 11/3/2026
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if Eli Lilly stock closes at or above barrier value on valuation date for that period; Barrier value: $83.753, or 75% of initial share price due 11/3/2021
Citigroup Global Markets Holdings Inc. 14.5%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $104.121 for Facebook, $44.913 for Qualcomm, $86.906 for FedEx, $78.557 for Microsoft; 55% of initial prices due 11/2/2022
Citigroup Global Markets Holdings Inc. 10.4% per year, payable quarterly if lesser-performing ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $49.332 for biotech ETF and $35.652 for energy fund, or 60% of initial share prices due 11/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2024
Citigroup Global Markets Holdings Inc. 2.5% initially, stepping up to 3% on Oct. 31, 2023; payable quarterly due 4/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2024
Citigroup Global Markets Holdings Inc. 7.5% yearly, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $199.240, 80% of initial level due 5/3/2021
Citigroup Global Markets Holdings Inc. 10.5%, payable monthly if stocks close above coupon barrier on observation date; Coupon barriers: $88.557 for JPMorgan, $174.355 for Apple, $42.126 for Verizon; 70% of initial prices due 11/2/2020
Citigroup Global Markets Holdings Inc. 18%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $85.30 for salesforce.com, $44.913 for Qualcomm, $34.326 for Square, $30.987 for Intel; 55% of initial prices due 11/2/2022
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if both indexes close at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: 67.701 for Stoxx, 1,139.651 for Russell, 72.5% of initial levels due 11/1/2029
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that each index closes at or above coupon barrier on the valuation date for that quarter; Coupon barriers: 6,083.002 for Nasdaq, 1,178.95 for Russell; 75% of initial levels due 11/1/2029
Citigroup Global Markets Holdings Inc. 2.6% initially, stepping up to 3% on Oct. 30, 2024, to 3.5% on Oct. 30, 2026, to 4% on Oct. 30, 2027 and finally to 4.5% on Oct. 30, 2028; payable semiannually due 10/30/2029
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2025
Citigroup Global Markets Holdings Inc. 7.25% due 11/2/2020
Citigroup Global Markets Holdings Inc. 10% annual rate, payable quarterly if stock closes above 75% coupon barrier value on relevant valuation date due 10/29/2020
Citigroup Global Markets Holdings Inc. 7.05% per year, payable monthly if ETF closes at or above 80% coupon barrier value on valuation date for that period due 10/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable semiannually when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,826.933 for Dow, 857.289 for Russell, 1,662.403 for S&P; 55% of initial levels due 11/1/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if AT&T shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $27.683, 75% of initial share price due 10/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if lesser-performing asset closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $155.272 for QQQ and $240.296 for S&P trust, or 80% of initial share prices due 10/27/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable semiannually if Alphabet stock closes at or above barrier value on valuation date for that semiannual period; Barrier value: $1,006.104, or 80% of initial share price due 10/28/2021
Citigroup Global Markets Holdings Inc. 10.15%, payable monthly if assets close above coupon barrier on observation date; Coupon barrier levels: $47.432 for energy fund, 2,403.616 for S&P, 80% of initial levels due 10/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2024
Citigroup Global Markets Holdings Inc. 6.45% per year, payable each quarter that each index closes at or above coupon barrier on the valuation date for that quarter; Coupon barriers: 5,118.5 for Nasdaq, 1,008.063 for Russell, 17,412.265 for Dow; 65% of initial levels due 10/24/2024
Citigroup Global Markets Holdings Inc. 10%, payable semiannually if stocks close above coupon barrier on observation date; Coupon barriers: $1,142.382 for Amazon.com, $153.667 for Apple, $808.867 for Alphabet, $89.317for Microsoft; 65% of initial prices due 10/25/2022
Citigroup Global Markets Holdings Inc. 11.15% per year, payable monthly if lesser-performing ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $32.992 for China ETF and $21.696 for gold ETF, or 80% of initial share prices due 4/22/2027
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2023
Citigroup Global Markets Holdings Inc. 9.35% due 10/22/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/27/2025
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/12/2022
Citigroup Global Markets Holdings Inc. 6.7% per year, payable each month that each index closes at or above coupon barrier on the valuation date for that month; Coupon barriers: 5,507.944 for Nasdaq, 1,074.837 for Russell, 18,739.14 for Dow; 70% of initial levels due 10/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/14/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2024
Citigroup Global Markets Holdings Inc. 8.75%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $876.96 for Alphabet, $133.273 for Facebook; 70% of initial prices due 4/22/2021
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if Amazon.com stock closes at or above barrier value on valuation date for that quarter; Barrier value: $1,429.984, or 80% of initial share price due 10/22/2020
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if Starbucks stock closes at or above barrier value on valuation date for that quarter; Barrier value: $69.032, or 80% of initial share price due 4/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2022
Citigroup Global Markets Holdings Inc. 12.6% per year, payable monthly if lesser-performing ETF closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $14.595 for oil ETF and $18.697 for gold ETF, or 70% of initial share prices due 4/21/2027
Citigroup Global Markets Holdings Inc. 7.50% due 10/21/2021
Citigroup Global Markets Holdings Inc. 21.85% due 10/21/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/16/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/13/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if stock closes at or above coupon barrier value on valuation date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter during life of notes; Coupon barrier: $28.899, or 78% of initial level due 4/14/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if stock closes at or above coupon barrier value on valuation date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter during life of notes; Coupon barrier: $168.544, or 63% of initial level due 10/15/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/14/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/15/2024
Citigroup Global Markets Holdings Inc. 12.25% due 10/14/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2020
Citigroup Global Markets Holdings Inc. 10%, payable monthly if stocks close above coupon barrier on observation date; Coupon barriers: $1,130.773 for Amazon.com, $147.557 for Apple, $785.85 for Alphabet, $117.402 for Microsoft; 65% of initial prices due 10/17/2022
Citigroup Global Markets Holdings Inc. 9.1%, payable monthly if assets close above coupon barrier on observation date; Barrier levels: $28.749 for ETF, 18,547.669 for Dow, 2,056.691 for S&P, 5,418.253 for Nasdaq, 70% of initial levels due 1/14/2021
Citigroup Global Markets Holdings Inc. 11.6%, payable monthly if assets close above coupon barrier on observation date; Barrier levels: $28.749 for ETF, 18,547.669 for Dow, 2,056.691 for S&P, 5,418.253 for Nasdaq, 70% of initial levels due 1/14/2021
Citigroup Global Markets Holdings Inc. 9.5% per year, payable each quarter that each index closes at or above coupon barrier on the valuation date for that quarter; Coupon barriers: 5,407.590 for Nasdaq, 1,048.451 for Russell, 18,534.614 for Dow; 70% of initial levels due 10/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/13/2020
Citigroup Global Markets Holdings Inc. 11% yearly, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $100.10, 70% of initial level due 10/8/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/7/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/8/2021
Citigroup Global Markets Holdings Inc. 8.1% yearly, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $153.272, 70% of initial level due 10/11/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/14/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2021
Citigroup Global Markets Holdings Inc. 13.6% annual rate, payable quarterly if ETF finishes at or above 80% coupon barrier on relevant valuation date due 10/5/2020
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 18,841.781 for Dow, 5,424.614 for Nasdaq, 1,066.361 for Russell, 70% of initial levels due 10/3/2024
Citigroup Global Markets Holdings Inc. 9.35% per year, payable quarterly if each underlier closes at or above its coupon barrier on the valuation date for that quarter; Coupon barrier levels: 1,628.985 for S&P, 836.262 for Russell, 47.933 for Stoxx and 4,224.868 for Nasdaq, 55% of initial levels due 10/3/2030
Citigroup Global Markets Holdings Inc. 8.25% per year, payable each quarter that each index closes at or above coupon barrier on any quarterly valuation date; Coupon barriers: 2,083.718 for S&P, 1,066.361 for Russell; 70% of initial levels due 4/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,232.555, 75% of initial level due 10/3/2029
Citigroup Global Markets Holdings Inc. 6.6% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,232.555, 75% of initial level due 10/3/2029
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2022
Citigroup Global Markets Holdings Inc. 19.5%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $150.682 for UnitedHealth, $46.564 for Teladoc; 70% of initial prices due 3/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2024
Citigroup Global Markets Holdings Inc. 8.25% annualized rate, payable quarterly is worst performing index closes above coupon barrier value; Coupon barrier levels: 16,092.150 for Dow, 912.286 for Russell and 4,608.947for Nasdaq, 60% of initial levels due 10/2/2029
Citigroup Global Markets Holdings Inc. 8.25% per year, payable each quarter that each index closes at or above coupon barrier on the valuation date for that quarter; Coupon barriers: 2,482.116 for Stoxx, 1,064.333 for Russell, 2,073.253 for S&P; 70% of initial levels due 9/29/2022
Citigroup Global Markets Holdings Inc. 10.4%, payable quarterly if Teradata stock closes at or above barrier level on observation date for that quarter; Barrier level: $20.079; 65% of initial level due 9/30/2021
Citigroup Global Markets Holdings Inc. Each month, notes pay contingent coupon at rate of 7.05% per year unless either index closes below coupon barrier level on observation date for that month; Coupon barrier levels: 1,064.333 for Russell, 18,774.175 for Dow; 70% of initial levels due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/15/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2023
Citigroup Global Markets Holdings Inc. If SVB shares close at or above the downside threshold on a quarterly determination date, contingent coupon at 14.75% per year plus any previously unpaid contingent coupons; Downside threshold: $144.305, 70% of initial price due 10/15/2020
Citigroup Global Markets Holdings Inc. 8.5% yearly, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $131.25, 75% of initial level due 10/1/2020
Citigroup Global Markets Holdings Inc. 10.5%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $90.055 for Facebook, $131.655 for Netflix, $620.695 for Alphabet, $109.945 for Apple; 50% of initial prices due 9/28/2022
Citigroup Global Markets Holdings Inc. 5.5% per year, payable quarterly if ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barrier: $74.095, or 85% of initial level due 9/29/2022
Citigroup Global Markets Holdings Inc. 17%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $83.787 for salesforce.com, $42.543 for Qualcomm, $33.44 for Square, $28.006 for Intel; 55% of initial prices due 9/28/2022
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if lesser-performing ETF closes at or above barrier value on valuation date for that quarter; Barrier values: $237.600 for S&P, $151.504 for Invesco, or 80% of initial share prices due 9/29/2023
Citigroup Global Markets Holdings Inc. 10.5%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $65.065 for Walmart, $956.912 for Amazon.com, $126.385 for Home Depot, $60.896 for Lowe's; 55% of initial prices due 9/28/2022
Citigroup Global Markets Holdings Inc. 26.20% due 3/30/2020
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each underlier closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 2,084.334 for S&P 500, 1,073.328 for Russell 2000 and $28.819 for ETF, or 70% of initial levels due 9/29/2022
Citigroup Global Markets Holdings Inc. Initially 2.5% per year; steps up to 3% per year on Sept. 30, 2025, to 4% per year on Sept. 30, 2027 and to 5% per year on Sept. 30, 2028; payable semiannually due 9/30/2029
Citigroup Global Markets Holdings Inc. Initially 2.15% per year; steps up to 3% per year on March 30, 2023 and to 4% per year on Sept. 30, 2024; payable semiannually due 3/30/2025
Citigroup Global Markets Holdings Inc. 9.00% due 9/30/2020
Citigroup Global Markets Holdings Inc. 5.65% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 18,879.497 for Dow, 5,462.479 for Nasdaq, 1,085.458 for Russell, 70% of initial levels due 9/30/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if lesser-performing ETF closes at or above barrier value on valuation date for that quarter; Barrier values: $36.258 for energy fund and $17.058for gold miners ETF, or 60% of initial share prices due 9/30/2024
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if lesser-performing index closes at or above knock-in value on valuation date for that quarter; Knock-in value: 2,089.409 for S&P 500 and 1,085.458 for Russell 2000, or 70% of initial levels due 3/30/2021
Citigroup Global Markets Holdings Inc. 6.5% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 2,298.35 for S&P, 2,705.033 for Stoxx, 77% of initial levels due 9/28/2023
Citigroup Global Markets Holdings Inc. 5.08% due 9/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2026
Citigroup Global Markets Holdings Inc. 10.4% annualized, payable each quarter if stock closes at or above coupon barrier on determination date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter during the life of the notes; Coupon barriers/final barriers: $230.808, 80% of initial level due 10/13/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2022
Citigroup Global Markets Holdings Inc. 8.5% annualized rate, payable quarterly is worst performing index closes above coupon barrier value; Coupon barrier levels: 5,852.657 for Nasdaq, 1,162.991 for Russell and 2,238.653 for S&P, 75% of initial levels due 9/28/2029
Citigroup Global Markets Holdings Inc. 8%, payable quarterly if each underlying index closes at or above coupon barrier level on valuation date for that period; Coupon barriers: 1,162.991 for Russell, 5,852.657 for Nasdaq, 75% of initial levels due 9/28/2029
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each index closes at or above barrier level on determination date for that quarter; Barrier levels: 18,879.497 for Dow, 1,085.458 for Russell 2000 and 5,462.479 for Nasdaq-100, or 70% of initial levels due 9/30/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 2,238.653 for S&P 500, 1,162.991 for Russell 2000 and 5,852.657 for Nasdaq-100, or 75% of initial levels due 9/28/2029
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2025
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if stock closes at or above coupon barrier value on valuation date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter during life of notes; Coupon barrier: $169.79, or 78% of initial level due 9/29/2020
Citigroup Global Markets Holdings Inc. 9.9% per year, payable quarterly if ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barrier: $48.264, or 80% of initial level due 9/29/2020
Citigroup Global Markets Holdings Inc. 18.4% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $132.96 for Netflix and $120.615 for Tesla, or 50% of initial levels due 9/29/2020
Citigroup Global Markets Holdings Inc. 7.75% per year, payable monthly if ETF closes at or above coupon barrier value on valuation date for that month; Coupon barrier: $23.592, or 80% of initial level due 3/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2024
Citigroup Global Markets Holdings Inc. 7.50% due 9/29/2020
Citigroup Global Markets Holdings Inc. 7% per year, payable each six months if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $111.312 or 80% of initial level due 9/28/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that month; Coupon barriers: $23.328 for gold ETF and $32.424 for China ETF, or 80% of initial levels due 9/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2026
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/15/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2022
Citigroup Global Markets Holdings Inc. 5.3% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 18,854.549 for Dow, 5,476.487 for Nasdaq, 1,091.831 for Russell, 70% of initial levels due 9/25/2024
Citigroup Global Markets Holdings Inc. 9.5% per year, payable monthly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 58.143 for index and $15.464 for ETF, or 65% of initial levels due 3/25/2027
Citigroup Global Markets Holdings Inc. 10.4% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 1,944.846 for index and $53.762 for ETF, or 65% of initial levels due 9/27/2022
Citigroup Global Markets Holdings Inc. 10.15% per year, payable monthly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 1,795.242 for index and $14.274 for ETF, or 60% of initial levels due 9/25/2024
Citigroup Global Markets Holdings Inc. 12.55% per year, payable quarterly if ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barrier: $14.274, or 60% of initial level due 9/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2024
Citigroup Global Markets Holdings Inc. 12% per year, payable each six months that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,944.846 for S&P, $53.762 for fund; 65% of initial levels due 9/27/2022
Citigroup Global Markets Holdings Inc. 9.6% per year, payable quarterly if AT&T shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $28.073, 75% of initial share price due 9/30/2022
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if JPMorgan shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $95.12, 80% of initial share price due 9/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2023
Citigroup Global Markets Holdings Inc. 5.4% per year, payable quarterly if both indexes close at or above barrier level on valuation date for that period; Barrier levels: 5,531.254 for Nasdaq, 18,966.353 for Dow, 70% of initial levels due 9/22/2023
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each underlying close at or above its coupon barrier on the valuation date for that quarter; Coupon/barrier levels: 936.884 for Russell, $14.226 for oil ETF and $39.426 for EAFE ETF, 60% of initial levels due 9/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2024
Citigroup Global Markets Holdings Inc. 2% initially, stepping up to 2.25% on Sept. 24, 2021; payable quarterly due 9/24/2022
Citigroup Global Markets Holdings Inc. 6.00% due 9/24/2020
Citigroup Global Markets Holdings Inc. 6.50% due 9/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2024
Citigroup Global Markets Holdings Inc. 6.6% annualized rate, payable quarterly is worst performing index closes above 70% coupon barrier value due 9/23/2024
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 12/23/2021
Citigroup Global Markets Holdings Inc. 9.8% annualized, payable quarterly if the ETF closes at or above 75% coupon threshold on observation date for that quarter due 9/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/20/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 2,088.572 for S&P, 1,109.218 for Russell, 70% of initial levels due 9/21/2022
Citigroup Global Markets Holdings Inc. 5.05% due 1/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2022
Citigroup Global Markets Holdings Inc. 8.55% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $153.93 or 70% of initial level due 9/19/2022
Citigroup Global Markets Holdings Inc. 16.5%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $109.164 for Nvidia, $12.162 for Halliburton, $43.83 for Philip Morris, $140.166 for United Health; 60% of initial prices due 9/15/2022
Citigroup Global Markets Holdings Inc. 9.8% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $17.319 for Gold Miners, $19.236 for Latin America, 60% of initial levels due 9/16/2022
Citigroup Global Markets Holdings Inc. 13.8% annualized, payable each quarter if stock closes at or above 65% coupon barrier on determination date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter during the life of the notes due 9/30/2020
Citigroup Global Markets Holdings Inc. 8.85% due 9/17/2020
Citigroup Global Markets Holdings Inc. 10.15% due 9/16/2022
Citigroup Global Markets Holdings Inc. 8.85%, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 1,181.300 for Russell and 2,654.145 for Stoxx, 75% of initial levels due 9/18/2029
Citigroup Global Markets Holdings Inc. 0.00% due 7/13/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/17/2026
Citigroup Global Markets Holdings Inc. 10%, payable quarterly if fund closes at or above coupon barrier on any quarterly valuation date; Final barrier: $151.33, 69.05% of initial level due 9/17/2024
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if fund closes at or above coupon barrier on quarterly valuation date; Coupon barrier: $11.625, 50% of initial price due 9/17/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2023
Citigroup Global Markets Holdings Inc. 15.5%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $35.862 for Verizon, $94.968 for Clorox, $129.378 for Goldman Sachs, $37.926 for Hess; 60% of initial prices due 9/15/2022
Citigroup Global Markets Holdings Inc. 9.05% annual rate plus any previously unpaid coupons, payable quarterly if stock finishes at or above coupon barrier on quarterly valuation date; Coupon barrier: $107.026, 66% of initial level due 9/14/2020
Citigroup Global Markets Holdings Inc. 20.5% annualized rate, payable quarterly if each stock closes at or above coupon barrier price, on valuation for that quarter; Coupon barrier prices: $126.350 for Nvidia, $149.919 for Apple, $1,281.945 for Amazon, 70% of initial levels due 9/16/2021
Citigroup Global Markets Holdings Inc. 10.75% annualized rate, payable quarterly if each stock closes at or above coupon barrier on related valuation date; Coupon barrier prices: $108.30 for Nvidia, $17.178 for Bank of America, 60% of initial levels due 9/14/2022
Citigroup Global Markets Holdings Inc. 10.25% annualized rate, payable quarterly if each stock closes at or above coupon barrier price, on the valuation date for that quarter; Coupon barrier prices: $161.476 for UnitedHealth, $113.512 for Cigna, 70% of initial levels due 9/14/2022
Citigroup Global Markets Holdings Inc. 10.15% annual rate plus any previously unpaid coupons if stock finishes at or above 52% coupon barrier on quarterly valuation date due 9/14/2020
Citigroup Global Markets Holdings Inc. 10.1% per year, payable monthly due 9/14/2021
Citigroup Global Markets Holdings Inc. 17.75%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $35.436 for Verizon, $97.224 for Clorox, $124.326 for Goldman Sachs, $38.424 for Hess; 60% of initial prices due 9/2/2022
Citigroup Global Markets Holdings Inc. 7.5% per year, payable each month that each index closes at or above coupon barrier on any monthly valuation date; Coupon barriers: 2,382.968 for S&P, 1,204.134 for Russell; 80% of initial levels due 9/14/2022
Citigroup Global Markets Holdings Inc. 6% per year, payable each quarter that each index closes at or above coupon barrier on the valuation date for that quarter; Coupon barriers: 18,758.222 for Dow, 1,053.604 for Russell, 2,085.097 for S&P; 70% of initial levels due 9/11/2024
Citigroup Global Markets Holdings Inc. 1.00% due 9/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/16/2020
Citigroup Global Markets Holdings Inc. One-month Libor minus 15 bps, subject to minimum of zero; resets monthly; payable at maturity due 10/13/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/7/2020
Citigroup Global Markets Holdings Inc. 17.15%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $71.40 for Caterpillar, $24.894 for Morgan Stanley, $21.33 for Pfizer, $100.506 for Nvidia; 60% of initial prices due 9/2/2022
Citigroup Global Markets Holdings Inc. 7.18% per year, payable monthly if least-performing index closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 5,383.699 for Nasdaq-100, 1,046.387 for Russell 2000 and 18,482.296 for Dow, or 70% of initial levels due 9/5/2024
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 2,048.522 for S&P, 1,046.387 for Russell, 70% of initial levels due 3/4/2021
Citigroup Global Markets Holdings Inc. 6.5% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: $17.319 for Gold Miners, $23.809 for Junior Gold Miners, 58% of initial levels due 9/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2022
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if Amgen shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $156.456, 75% of initial share price due 9/2/2022
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if Goldman Sachs shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $142.737, 70% of initial share price due 9/2/2022
Citigroup Global Markets Holdings Inc. 8.85% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 2,048.522 for S&P, 1,046.387 for Russell, 2,398.732 for Stoxx; 70% of initial levels due 9/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/8/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/7/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2021
Citigroup Global Markets Holdings Inc. 7.32% per year, payable monthly if least-performing index closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 5,391.68 for Nasdaq-100, 1,047.704 for Russell 2000 and 18,453.575 for Dow, or 70% of initial levels due 9/4/2024
Citigroup Global Markets Holdings Inc. 9%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $40.558 for Verizon, $33.089 for Cisco; 70% of initial prices due 9/3/2022
Citigroup Global Markets Holdings Inc. 14.50% due 9/4/2020
Citigroup Global Markets Holdings Inc. 7.00% due 9/2/2020
Citigroup Global Markets Holdings Inc. 7.2% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barriers: 2,021.558 for S&P, 1,030.899 for Russell; 70% of initial levels due 9/4/2029
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $1,376.115, or 78% of initial level due 9/2/2020
Citigroup Global Markets Holdings Inc. 16.75%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $99.968 for Facebook, $23.7325 for Micron, $160.4735 for Netflix; 55% of initial prices due 8/31/2022
Citigroup Global Markets Holdings Inc. 18.75%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $99.968 for Facebook, $22.924 for Twitter, $83.5065 for salesforce, $13.9315 for American; 55% of initial prices due 8/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 5,690.922 for Nasdaq, 1,104.535 for Russell, 2,165.955 for S&P; 75% of initial levels due 8/30/2029
Citigroup Global Markets Holdings Inc. 3% initially, stepping up to 3.5% on Aug. 30, 2024 and to 4% on Aug. 30, 2028; payable semiannually due 8/30/2031
Citigroup Global Markets Holdings Inc. Each month, notes pay contingent coupon at rate of 6% per year unless either index closes below coupon barrier level on observation date for that month; Coupon barrier/buffers: 1,178.17 for Russell, 2,310.352 for S&P; 80% of initial levels due 8/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2024
Citigroup Global Markets Holdings Inc. 8.85% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barriers: 2,355.766 for Stoxx, 675.745 for EM; 70% of initial levels due 8/31/2029
Citigroup Global Markets Holdings Inc. 7.15% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barriers: 2,355.766 for Stoxx, 675.745 for EM; 70% of initial levels due 8/31/2029
Citigroup Global Markets Holdings Inc. 10.2% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,008.412 for S&P, 1,019.227 for Russell and 5,296.219 for Nasdaq; 70% of initial levels due 6/2/2023
Citigroup Global Markets Holdings Inc. 11.54%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $15.882 for BofA, $97.08 for Nvidia; 60% of initial prices due 9/1/2022
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 47.772 for index and $12.36 for ETF, or 60% of initial levels due 3/4/2027
Citigroup Global Markets Holdings Inc. 8% per year, payable each six months if stock closes at or above coupon barrier value on valuation date for that period; Coupon barrier: $108.592, or 80% of initial level due 9/1/2022
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if least-performing index closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 5,296.219 for Nasdaq-100, 1,019.227 for Russell 2000 and 18,044.530 for Dow, or 70% of initial levels due 8/30/2024
Citigroup Global Markets Holdings Inc. 7.45% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 2,008.412 for index and $27.531for ETF, or 70% of initial levels due 8/30/2024
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 2,209.253 for S&P and 2,595.262 for Stoxx, or 77% of initial levels due 3/2/2023
Citigroup Global Markets Holdings Inc. 5% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 2,008.412 for S&P and 1,019.227 for Russell, or 70% of initial levels due 3/4/2021
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 1,721.496 for S&P and 873.623 for Russell, or 60% of initial levels due 12/2/2020
Citigroup Global Markets Holdings Inc. 7.5% per year, payable each six months if index closes at or above coupon barrier value on valuation date for that period; Coupon barrier: 1,923.772, or 67.05% of initial level due 8/30/2024
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if both ETFs close at or above their coupon barrier on the valuation date for that quarter; Coupon barriers: $12.360 for oil, $18.336 for gold, 60% of initial levels due 8/30/2024
Citigroup Global Markets Holdings Inc. 8.6% annual rate, payable quarterly if ETF finishes above 70% coupon barrier on relevant valuation date due 8/31/2023
Citigroup Global Markets Holdings Inc. 7.5% annual rate, payable monthly if ETF finishes above 80% coupon barrier on relevant valuation date due 3/4/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2020
Citigroup Global Markets Holdings Inc. 6.85% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 5,296.219 for Nasdaq, 1,019.227 for Russell, 18,044.530 for Dow; 70% of initial levels due 8/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2025
Citigroup Global Markets Holdings Inc. 10.3% per year, payable quarterly if each index closes at or above coupon barrier level on each day during that quarter; Coupon barriers: 2,008.412 for S&P 500, 1,019.227 for Russell 2000 and 2,359.329 for Euro Stoxx 50, or 70% of initial levels due 9/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2020
Citigroup Global Markets Holdings Inc. 8.5% yearly, payable quarterly, if stock closes at or above coupon barrier price on valuation date for that period; Coupon barrier price: $165.192, 80% of initial level due 8/31/2020
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 885.601 for index and $17.52 for ETF, or 60% of initial levels due 8/31/2022
Citigroup Global Markets Holdings Inc. 11.75%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $165.11 for Ulta Beauty, $165.11 for Lululemon; 50% of initial prices due 8/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2024
Citigroup Global Markets Holdings Inc. 2.3% initially, stepping up to 2.5% on Aug. 30, 2021 and to 3% on Aug. 30, 2023; payable semiannually due 8/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2021
Citigroup Global Markets Holdings Inc. 6.5%, payable semiannually if each underlying index closes at or above coupon barrier level on valuation date for that period; Coupon barriers: 1,021.64 for Russell and 2,333.975 for Stoxx, 70% of initial levels due 8/30/2022
Citigroup Global Markets Holdings Inc. 7.75%, payable semiannual if each underlying index closes at or above coupon barrier level on valuation date for that period; Coupon barriers: 1,021.64 for Russell and 2,333.975 for Stoxx, 70% of initial levels due 8/30/2022
Citigroup Global Markets Holdings Inc. 6.05% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 17,940.23 for Dow, 1,021.64 for Russell, 1,992.977 for S&P; 70% of initial levels due 8/28/2024
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if General Mills shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $37.541, 70% of initial share price due 8/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2023
Citigroup Global Markets Holdings Inc. 5.10% due 12/29/2020
Citigroup Global Markets Holdings Inc. 10.2% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,046.065 for S&P, 1,054.201 for Russell and 5,395.199 for Nasdaq; 70% of initial levels due 2/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2021
Citigroup Global Markets Holdings Inc. 9.75% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 18,376.568 for Dow, 1,054.201 for Russell, 5,395.199 for Nasdaq; 70% of initial levels due 8/27/2024
Citigroup Global Markets Holdings Inc. 9.2% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 18,376.568 for Dow, 1,054.201 for Russell, 5,395.199 for Nasdaq; 70% of initial levels due 8/25/2023
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 6% per year unless either index closes below coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: 2,597.7259 for Stoxx, 2,250.6715 for S&P; 77% of initial levels due 8/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2021
Citigroup Global Markets Holdings Inc. 7.6% per year, payable monthly if least-performing underlier closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 8,650.697 for index, $33.448 for ETF, or 85% of initial levels due 8/26/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if least-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 905.91 for index, $37.716 for EAFE and $13.344 for oil ETF, or 60% of initial levels due 8/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2026
Citigroup Global Markets Holdings Inc. 5.3% per year, payable each month that each underlying index closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,754.658 for S&P, 905.91 for Russell, 4,639.9296 for Nasdaq; 60% of initial levels due 8/24/2023
Citigroup Global Markets Holdings Inc. 7.7% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,754.658 for S&P, 905.910 for Russell, $49.956 for fund; 60% of initial levels due 8/24/2023
Citigroup Global Markets Holdings Inc. 7.00% due 8/26/2020
Citigroup Global Markets Holdings Inc. 12.5% per year, payable monthly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 55.3 for index and $17.712 for ETF, or 70% of initial levels due 8/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/23/2024
Citigroup Global Markets Holdings Inc. 10.4% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,320.408 for S&P, 1,198.405 for Russell, $49.36 for fund; 80% of initial levels due 8/24/2023
Citigroup Global Markets Holdings Inc. 8.5% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,046.555 for S&P, 1,056.195 for Russell and 5,403.526 for Nasdaq; 70% of initial levels due 8/24/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2020
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 8/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 11.3% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,022.076 for S&P, 1,045.548 for Russell and 5,322.876 for Nasdaq; 70% of initial levels due 8/19/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2020
Citigroup Global Markets Holdings Inc. 12.20% due 8/19/2020
Citigroup Global Markets Holdings Inc. 9% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,130.45 for S&P, 1,100.642 for Russell, $43.988 for fund; 75% of initial levels due 8/20/2020
Citigroup Global Markets Holdings Inc. 3% initially, stepping up to 3.5% on Aug. 20, 2025, to 4% on Aug. 20, 2027 and to 5% on Aug. 20, 2028; payable semiannually due 8/20/2029
Citigroup Global Markets Holdings Inc. 0.00% due 9/18/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/19/2021
Citigroup Global Markets Holdings Inc. 12.7% per annum, payable quarterly if both stocks close above 65% of initial levels on relevant valuation date due 8/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if lesser-performing underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barriers: 1,057.403 for index and $15.463 for ETF, or 70% of initial levels due 8/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/18/2021
Citigroup Global Markets Holdings Inc. 7%, payable quarterly if each underlying index closes at or above coupon barrier level on valuation date for that period; Coupon barriers: 896.565 for Russell and 15,544.422 for Dow, 60% of initial levels due 8/16/2029
Citigroup Global Markets Holdings Inc. 0.00% due 8/14/2029
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each underlier closes at or above barrier level on determination date for that month; Barrier levels: 1,751.190 for S&P 500, 907.826 for Russell 2000 and $23.922 for ETF, or 60% of initial levels due 8/14/2025
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if Home Depot shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $168.016, 80% of initial share price due 8/12/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if Home Depot shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $168.016, 80% of initial share price due 8/12/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/13/2026
Citigroup Global Markets Holdings Inc. 8% annual rate, payable quarterly if stock finishes above 80% coupon barrier on relevant valuation date due 8/13/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2023
Citigroup Global Markets Holdings Inc. 14% per year, payable each month that each underlying asset closes at or above coupon barrier on observation date for that month; Coupon barriers: $14.625 for ETF, 995.886 for Russell, $51.194 for Valero; 65% of initial levels due 8/13/2024
Citigroup Global Markets Holdings Inc. 10.25% annualized, payable quarterly if stock closes at or above 75% coupon barrier on review date for that quarter due 8/12/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/11/2021
Citigroup Global Markets Holdings Inc. 10-year CMS rate plus 405 bps for each day that each index closes at or above its accrual barrier level; payable monthly; Accrual barrier levels: 1,729.062 for S&P, 901.252 for Russell, 1,974.996 for Stoxx; 60% of initial levels due 8/31/2029
Citigroup Global Markets Holdings Inc. 0.00% due 8/12/2021
Citigroup Global Markets Holdings Inc. 7.5% annual rate, payable quarterly if stock closes above 77% coupon barrier value on relevant valuation date due 8/11/2020
Citigroup Global Markets Holdings Inc. 5.50% due 2/11/2021
Citigroup Global Markets Holdings Inc. 9.3% annualized rate payable quarterly if worst performing closes above 70% coupon barrier value on relevant valuate date due 2/10/2027
Citigroup Global Markets Holdings Inc. 0.00% due 2/10/2021
Citigroup Global Markets Holdings Inc. 8.908% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 18,002.418 for Dow, 1,041.19 for Russell and 5,190.984 for Nasdaq, 70% of initial levels due 8/8/2025
Citigroup Global Markets Holdings Inc. 7.95% annualized rate, payable quarterly is worst performing index closes above 70% coupon barrier value due 8/10/2022
Citigroup Global Markets Holdings Inc. 8.4647% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 18,002.418 for Dow, 1,041.19 for Russell, 5,190.983 for Nasdaq; 70% of initial levels due 8/8/2025
Citigroup Global Markets Holdings Inc. 0.00% due 9/10/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if least-performing index closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 5,515.146 for Nasdaq-100, 1,102.224 for Russell 2000 and 18,804.989 for Dow, or 70% of initial levels due 8/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2022
Citigroup Global Markets Holdings Inc. 9.09% per year, payable quarterly if each underlying asset closes at or above coupon barrier level on the related quarterly observation date; Coupon barriers: $143.325 for QQQ, $117.42 for Russell, $201.39 for Dow, 75% of initial levels due 2/3/2022
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 7.25% per year unless either index closes below coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: 2,086.266 for S&P 500 and 1,102.224 for Russell 2000; 70% of initial levels due 2/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2020
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if stock closes at or above 75% coupon barrier on review date for that quarter due 8/4/2020
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if lesser-performing ETF closes at or above barrier value on valuation date for that quarter; Barrier values: $240.576 for S&P trust and $155.024 for Invesco trust, or 80% of initial share prices due 8/4/2021
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 6.25% per year unless either index closes below coupon barrier level on observation date for that quarter; Coupon barrier/barrier level: 2,597.138 for Stoxx, 2,259.885 for S&P; 75% of initial levels due 8/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2024
Citigroup Global Markets Holdings Inc. 18.5% annualized rate if each stock closes at or above the barrier price, 55% of the initial price, on the determination date for that period due 8/2/2022
Citigroup Global Markets Holdings Inc. 8.1%, payable quarterly if ETF closes at or above coupon barrier level on related quarterly valuation date; Coupon barrier: $20.196, 85% of initial price due 8/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2021
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if all indexes close at or above barrier level on valuation date for that period; Barrier levels: 1,812.582 for S&P 500, 941.415 for Russell and 4,793.449 for Nasdaq, 60% of initial levels due 8/5/2024
Citigroup Global Markets Holdings Inc. 7.5% for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year Constant Maturity Swap rate is at least zero and each index closes at or above the 70% coupon barrier, payable quarterly; the rate will step up to 8.5% on July 31, 2024 and to 10% on July 31, 2029 due 7/31/2034
Citigroup Global Markets Holdings Inc. 3% initially, stepping up to 3.5% on July 31, 2024 and to 4% on July 31, 2028; payable semiannually due 7/31/2031
Citigroup Global Markets Holdings Inc. 2.5% initially, stepping up to 2.75% on July 31, 2021, to 3% on July 31, 2022 and to 3.5% on July 31, 2023; payable semiannually due 7/31/2024
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barriers: 2,466.506 for Stoxx, 732.011 for EM; 70% of initial levels due 8/2/2029
Citigroup Global Markets Holdings Inc. 5% per year, payable monthly if least-performing index closes at or above coupon barrier value on valuation date for that month; Coupon barriers: 5,611.867 for Nasdaq-100, 1,105.277 for Russell 2000 and 19,034.715 for Dow, or 70% of initial levels due 7/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2024
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if both indexes close at or above barrier level on valuation date for that quarter; Barrier levels: 53.736 for Stoxx, 947.380 for Russell, 60% of initial levels due 7/31/2029
Citigroup Global Markets Holdings Inc. 7% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 19,034.715 for Dow, 1,105.277 for Russell, 5,611.867 for Nasdaq; 70% of initial levels due 7/31/2024
Citigroup Global Markets Holdings Inc. 8.65% per year, payable quarterly if each index closes at or above barrier level on determination date for that quarter; Barrier levels: 2,118.102 for S&P 500, 1,105.277 for Russell 2000 and 734.062 for MSCI Emerging Markets, or 70% of initial levels due 7/29/2022
Citigroup Global Markets Holdings Inc. 2.5% initially, stepping up to 2.75% on July 30, 2021 and to 3.5% on July 30, 2023; payable semiannually due 1/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2021
Citigroup Global Markets Holdings Inc. 3% initially, stepping up to 3.25% on July 29, 2024; payable semiannually due 7/29/2026
Citigroup Global Markets Holdings Inc. 8%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $797.811 for Alphabet, $143.262 for Facebook; 70% of initial prices due 7/29/2020
Citigroup Global Markets Holdings Inc. 14%, payable monthly if stocks close above coupon barrier on observation date; Coupon barriers: $1,400.967 for Amazon.com, $797.811 for Alphabet, $222.558 for Netflix, $166.069 for Apple; 70% of initial levels due 7/29/2020
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if stock closes at or above coupon barrier on review date for that quarter; Coupon barrier/trigger level: $35.49, 78% of initial level due 1/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/4/2020
Citigroup Global Markets Holdings Inc. 10% per year, payable semiannually if each underlying asset closes at or above coupon barrier level on the related semiannual observation date; Coupon barriers: 1,166.222 for Russell, 2,649.653 for Stoxx, $40.155 for ETF, 75% of initial levels due 7/26/2029
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2020
Citigroup Global Markets Holdings Inc. 7.00% due 7/27/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2021
Citigroup Global Markets Holdings Inc. 6.5%, payable semiannually if each underlying index closes at or above coupon barrier level on valuation date for that period; Coupon barriers: 1,083.527 for Russell and 2,436.126 for Stoxx, 70% of initial levels due 7/26/2022
Citigroup Global Markets Holdings Inc. 7.8%, payable semiannually if each underlying index closes at or above coupon barrier level on valuation date for that period; Coupon barriers: 1,083.527 for Russell and 2,436.126 for Stoxx, 70% of initial levels due 7/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/16/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2025
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 7% per year unless either index closes below coupon barrier level on observation date for that quarter; Coupon barrier/buffer level: 2,396.088 for S&P 500 and 1,244.499 for Russell 2000; 80% of initial levels due 7/22/2022
Citigroup Global Markets Holdings Inc. Each quarter, notes pay contingent coupon at rate of 6.25% per year unless either index closes below coupon barrier level on observation date for that quarter; Coupon barrier/buffer level: 2,387.536 for S&P 500 and 1,240.622 for Russell 2000; 80% of initial levels due 7/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if closing price of each stock is greater than or equal to barrier price on valuation date for that quarter; Barrier prices: $44.775 for Electronic Arts, $23.495 for Activision Blizzard, 50% of initial share prices due 7/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/9/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/7/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/14/2021
Citigroup Global Markets Holdings Inc. 7.8% per year, payable quarterly if both indexes close at or above barrier level on valuation date for that quarter; Barrier levels: 1,092.971 for Russell, 18,764.298 for Dow, 5,450.051 for Nasdaq, 70% of initial levels due 7/11/2024
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if index closes at or above 75% coupon barrier on review date for that quarter; Barrier level: 794.948, 75% of initial level due 7/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2021
Citigroup Global Markets Holdings Inc. 9.00% due 7/8/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/7/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/7/2023
Citigroup Global Markets Holdings Inc. 2.5% initially, stepping up to 3% on July 3, 2021; payable semiannually due 1/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2020
Citigroup Global Markets Holdings Inc. 7.75% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 18,619.972 for Dow, 1,096.6 for Russell, 5,369.753 for Nasdaq; 70% of initial levels due 7/3/2024
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if least-performing index closes at or above knock-in value on valuation date for that quarter; Knock-in value: 2,431.583 for Stoxx, 1,096.6 for Russell 2000 and 2,059.232 for S&P 500, or 70% of initial levels due 10/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2022
Citigroup Global Markets Holdings Inc. 6.6% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,608.706 for S&P, 850.603 for Russell and 580.173 for MSCI Emerging Markets; 55% of initial levels due 7/1/2021
Citigroup Global Markets Holdings Inc. 6.25% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,581.785 for Stoxx, 2,193.690 for S&P; 75% of initial levels due 7/2/2024
Citigroup Global Markets Holdings Inc. 9%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $807.473 for Alphabet, $1,428.210 for Amazon; 75% of initial prices due 7/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2021
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon/downside thresholds: 2,193.69 for S&P, 2,581.785 for Stoxx, 1,159.9125 for Russell, 75% of initial levels due 6/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2023
Citigroup Global Markets Holdings Inc. 7.00% due 7/2/2020
Citigroup Global Markets Holdings Inc. 7.00% due 7/2/2020
Citigroup Global Markets Holdings Inc. 7.25% annualized, payable quarterly if stock closes at or above 80% coupon barrier on review date for that quarter; Coupon barrier/trigger level: $22.328, 80% of initial level due 7/1/2020
Citigroup Global Markets Holdings Inc. 8.2%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $59.544 for Lowe's, $123.852 for Home Depot; 60% of initial prices due 6/30/2022
Citigroup Global Markets Holdings Inc. 8.5%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $105.30 for Disney, $82.62 for Walmart; 75% of initial prices due 12/31/2020
Citigroup Global Markets Holdings Inc. 16.50% due 12/30/2019
Citigroup Global Markets Holdings Inc. 16.50% due 12/30/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2024
Citigroup Global Markets Holdings Inc. 3.25% initially, stepping up to 4% on June 28, 2024 and to 5% on June 28, 2028; payable semiannually due 6/28/2029
Citigroup Global Markets Holdings Inc. 3% initially, stepping up to 3.25% on June 28, 2023 and to 4% on June 28, 2024; payable semiannually due 12/28/2024
Citigroup Global Markets Holdings Inc. 3.5% initially, stepping up to 4% on June 28, 2024, to 4.25% on June 28, 2029 and to 5% on June 28, 2032; payable semiannually due 6/28/2034
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2024
Citigroup Global Markets Holdings Inc. 7.1% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barriers: 2,410.065 for Stoxx, 733.537 for EM; 70% of initial levels due 6/29/2029
Citigroup Global Markets Holdings Inc. 5.75% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 18,583.754 for Dow, 1,064.7245 for Russell, 5,314.0752 for Nasdaq; 70% of initial levels due 6/28/2024
Citigroup Global Markets Holdings Inc. 9.5%, payable monthly if stocks close above coupon barrier on observation date; Coupon barriers: $117.342 for Apple, $80.058 for Microsoft, $89.604 for salesforce; 60% of initial levels due 6/30/2022
Citigroup Global Markets Holdings Inc. 18% per year, payable quarterly if least-performing stock closes at or above final barrier value on valuation date for that quarter;Final barrier values: $39.903 for Qualcomm, $83.314 for Nvidia and $38.429 for Square, or 55% of initial share prices due 6/30/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if lesser-performing index closes at or above knock-in value on valuation date for that quarter; Knock-in value: 1,096.6 for Russell 2000 and 2,059.232 for S&P 500, or 70% of initial levels due 12/31/2020
Citigroup Global Markets Holdings Inc. 6% per year, payable quarterly if lesser-performing index closes at or above knock-in value on valuation date for that quarter; Knock-in value: 1,064.725 for Russell 2000 and 2,042.166 for S&P 500, or 70% of initial levels due 12/31/2020
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if both ETFs close at or above their coupon barrier on the valuation date for that quarter; Coupon barriers: $15.594 for oil, $15.378 for gold, 60% of initial levels due 6/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/20/2022
Citigroup Global Markets Holdings Inc. 8.35% per year, payable quarterly if each index closes at or above barrier level on determination date for that quarter; Barrier levels: 1,896.297 for S&P 500, 988.673 for Russell 2000 and 679.445 for MSCI EM, or 65% of initial levels due 1/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/16/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2024
Citigroup Global Markets Holdings Inc. 11.25%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $27.996 for Morgan Stanley, $128.269 for Goldman, $70.629 for JPMorgan; 65% of initial levels due 6/29/2022
Citigroup Global Markets Holdings Inc. 8.5%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $85.655 for Walmart, $158.235 for Home Depot; 77% of initial prices due 6/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2020
Citigroup Global Markets Holdings Inc. 8.6% annualized, payable quarterly if index closes at or above 75% coupon barrier on review date for that quarter; Barrier level: 789.915, 75% of initial level due 6/26/2025
Citigroup Global Markets Holdings Inc. 10.1% annualized, payable quarterly if stock closes at or above 70% coupon barrier on review date for that quarter; Coupon barrier: $109.788, 70% of initial level due 6/28/2022
Citigroup Global Markets Holdings Inc. 10.5% annualized, payable quarterly if ETF closes at or above 80% coupon barrier on review date for that quarter; Coupon barrier: $20.168, 80% of initial level due 6/26/2020
Citigroup Global Markets Holdings Inc. 7.1% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,622.753 for S&P, 852.295 for Russell, 4,250.830 for Nasdaq; 55% of initial levels due 6/28/2024
Citigroup Global Markets Holdings Inc. 13% per year, payable semiannually if each underlying asset closes at or above coupon barrier level on the related semiannual observation date; Coupon barriers: 1,917.799 for index, $17.362 for ETF, 65% of initial levels due 6/28/2022
Citigroup Global Markets Holdings Inc. 11.4% per year, payable semiannually if each underlying asset closes at or above coupon barrier level on the related semiannual observation date; Coupon barriers: 1,917.799 for index, $17.362 for ETF, 65% of initial levels due 6/28/2022
Citigroup Global Markets Holdings Inc. 15.3% per year, payable semiannually if each underlying fund closes at or above coupon barrier level on observation date that period; Coupon barriers: $61.082 for biotech and $44.492 for energy, 70% of initial levels due 6/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/29/2020
Citigroup Global Markets Holdings Inc. 18%, payable monthly if stocks close above coupon barrier on observation date; Coupon barriers: $13.728 for Halliburton, $14.712 for Dropbox, $47.004 for AbbVie; 60% of initial levels due 6/25/2025
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/16/2020
Citigroup Global Markets Holdings Inc. 6% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 4,971.700 for Nasdaq, 1,004.546 for Russell, 17,188.912 for Dow; 64.25% of initial levels due 6/25/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/22/2022
Citigroup Global Markets Holdings Inc. 13.05% due 6/24/2020
Citigroup Global Markets Holdings Inc. 5.25% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 21,172.432 for Dow, 2,334.2 for S&P; 80% of initial levels due 6/23/2020
Citigroup Global Markets Holdings Inc. 4% for first two years; beginning June 19, 2021, 10-year CMS rate, subject to minimum of zero; payable quarterly due 6/19/2026
Citigroup Global Markets Holdings Inc. 13.25% due 6/20/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2020
Citigroup Global Markets Holdings Inc. 7.7% per year, payable each month that each underlying asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,733.802 for S&P, 919.651 for Russell and $51.21 for ETF; 60% of initial values due 6/22/2023
Citigroup Global Markets Holdings Inc. 2.4% initially, stepping up to 2.5% on June 19, 2020 and to 2.6% on June 19, 2021; payable semiannually due 6/19/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/21/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2020
Citigroup Global Markets Holdings Inc. 14%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $709.157 for Alphabet, $1,215.695 for Amazon.com, $223.230 for Netflix, $126.198 for Apple; 65% of initial levels due 6/22/2020
Citigroup Global Markets Holdings Inc. 8.55% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,168.730 for S&P, 1,151.853 for Russell, 2,542.875 for Stoxx; 75% of initial levels due 6/18/2029
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/12/2021
Citigroup Global Markets Holdings Inc. 9.5%, payable semiannually if stocks close above coupon barrier on observation date; Coupon barriers: $75.444 for Caterpillar, $49.158 for Starbucks, $49.548 for Nike; 60% of initial levels due 12/17/2020
Citigroup Global Markets Holdings Inc. 10.2%, payable semiannually if stocks close above coupon barrier on observation date; Coupon barriers: $30.804 for General Mills, $57.306 for Electronic Arts, $43.816 for Colgate-Palmolive; 60% of initial levels due 12/17/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2022
Citigroup Global Markets Holdings Inc. 5.1% base rate multiplied by the number of London banking days in the applicable interest period when Libor is zero or positive but less than 4% divided by the total number of London banking days in the applicable interest period, paid quarterly due 6/12/2036
Citigroup Global Markets Holdings Inc. 0.00% due 12/10/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2020
Citigroup Global Markets Holdings Inc. 6.3%, payable quarterly if each underlying index closes at or above coupon barrier level on valuation date for that period; Coupon barriers: 832.915 for Russell and 1,580.337 for S&P 500, 55% of initial levels due 6/14/2024
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if Cisco shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $41.948, 75% of initial share price due 6/10/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/14/2020
Citigroup Global Markets Holdings Inc. 11.1% per year, payable quarterly if each underlying asset closes at or above coupon barrier level on the related quarterly observation date; Coupon barriers: 1,990.443 for S&P, $28.602 for EM ETF, $45.318 for EAFE ETF, 70% of initial levels due 6/11/2024
Citigroup Global Markets Holdings Inc. 8.25% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,695.69 for S&P, 904.076 for Russell and 15,323.742 for Dow; 60% of initial levels due 6/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/8/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/14/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2024
Citigroup Global Markets Holdings Inc. 9.25% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,788.839 for S&P, 952.567 for Russell, 4,633.171 for Nasdaq; 65% of initial levels due 6/7/2024
Citigroup Global Markets Holdings Inc. 12.75%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $54.964 for Starbucks, $76.384 for Texas Instruments; 70% of initial prices due 6/9/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/7/2020
Citigroup Global Markets Holdings Inc. 9.8% per year, payable each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,921.115 for S&P, 1,028.988 for Russell, 4,884.613 for Nasdaq; 70% of initial levels due 6/9/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/8/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/18/2020
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 17,370.528for Dow, 1,025.841 for Russell, 4,989.569 for Nasdaq; 70% of initial levels due 6/5/2024
Citigroup Global Markets Holdings Inc. 9% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,296.301 for Stoxx, 1,025.841 for Russell, 1,926.442 for S&P; 70% of initial levels due 9/3/2020
Citigroup Global Markets Holdings Inc. 10.5% annualized, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $30.828, 70% of initial price due 6/4/2021
Citigroup Global Markets Holdings Inc. 8.35% per year, payable quarterly if lesser-performing index closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier/knock-in levels: 1,926.442 for S&P, 1,025.841 for Russell; 70% of initial levels due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2021
Citigroup Global Markets Holdings Inc. 8.51% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,926.442 for S&P, 1,025.841 for Russell, 698.600 for EM; 70% of initial levels due 12/3/2021
Citigroup Global Markets Holdings Inc. 9.31% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,926.442 for S&P, 1,025.841 for Russell, 698.600 for EM; 70% of initial levels due 12/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2022
Citigroup Global Markets Holdings Inc. 6.5% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 18,877.410 for Dow, 1,114.148 for Russell, 5,434.052 for Nasdaq; 75% of initial levels due 6/4/2029
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if stock closes at or above 75% coupon barrier on review date for that quarter; Coupon barrier: $113.3025, 75% of initial level due 12/3/2020
Citigroup Global Markets Holdings Inc. 8%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $1,307.75 for Amazon, $807.415 for Alphabet; 72% of initial prices due 6/4/2020
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 80% coupon barrier on review date for that quarter due 12/3/2020
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if lesser-performing stock closes at or above barrier price on valuation date for that quarter; Barrier prices: $124.81 for Apple and $128.107 for Facebook; 70% of initial share prices due 6/4/2020
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if lesser-performing index closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier/barrier levels: 2,091.645 for S&P, 2,488.613 for Stoxx; 75% of initial levels due 6/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2022
Citigroup Global Markets Holdings Inc. 8.2% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon/downside thresholds: 2,091.645 for S&P, 2,488.6125 for Stoxx, 1,114.14825 for Russell, 75% of initial levels due 5/30/2023
Citigroup Global Markets Holdings Inc. 9.1% annualized, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $97.951, 66% of initial price due 6/3/2020
Citigroup Global Markets Holdings Inc. 8% annualized, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $145.752, 80% of initial price due 6/3/2020
Citigroup Global Markets Holdings Inc. 8.1% annualized, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $29.634, 67% of initial price due 6/3/2020
Citigroup Global Markets Holdings Inc. 9.71% annualized, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $206.022, 59% of initial price due 6/3/2020
Citigroup Global Markets Holdings Inc. 9.1% annualized, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $39.203, 62% of initial price due 6/3/2020
Citigroup Global Markets Holdings Inc. 9.53%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $115.297 for Apple, $18.038 for BofA; 65% of initial prices due 6/3/2020
Citigroup Global Markets Holdings Inc. 13.75%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $68.715 for F5, $16.21 for Nordstrom, $11.285 for Weyerhaeuser; 50% of initial levels due 5/31/2022
Citigroup Global Markets Holdings Inc. 12.8%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $16.645 for Micron, $22.115 for Intel, $909.595 for Amazon.com; 50% of initial prices due 6/3/2022
Citigroup Global Markets Holdings Inc. 9.05%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $88.152 for Disney, $1,218.857 for Amazon; 67% of initial prices due 6/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2024
Citigroup Global Markets Holdings Inc. 2.65% initially, stepping up to 3% on May 31, 2020; payable semiannually due 11/30/2021
Citigroup Global Markets Holdings Inc. 3.1% initially, stepping up to 3.5% on Nov. 30, 2022 and to 4% on May 31, 2024; payable semiannually due 11/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2022
Citigroup Global Markets Holdings Inc. 8% annualized, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 893.97 for Russell, 1,669.81 for S&P, 15,075.85 for Dow 4,330.12 for Nasdaq, 60% of initial levels due 6/3/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 6.75% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barriers: 1,948.114 for S&P, 2,308.467 for Stoxx; 70% of initial levels due 6/1/2029
Citigroup Global Markets Holdings Inc. 8.45% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barriers: 1,948.114 for S&P, 689.808 for EM; 70% of initial levels due 5/31/2024
Citigroup Global Markets Holdings Inc. 5.5% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 17,743.439 for Dow, 1,052.813 for Russell, 5,094.863 for Nasdaq; 70% of initial levels due 5/31/2024
Citigroup Global Markets Holdings Inc. 9.5%, payable monthly if stocks close above coupon barrier on observation date; Coupon barriers: $89.115 for Apple, $177.390 for Netflix, $567.075 for Alphabet, $918.215 for Amazon; 50% of initial prices due 6/3/2022
Citigroup Global Markets Holdings Inc. 9.5%, payable monthly if stocks close above coupon barrier on observation date; Coupon barriers: $71.665 for Nvidia, $14.365 for American, $32.910 for Square; 50% of initial levels due 6/3/2022
Citigroup Global Markets Holdings Inc. 6.05% per year, payable quarterly if lesser-performing index closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: 1,961.673 for S&P 500 and 1,052.813 for Russell 2000, or 70% of initial levels due 12/3/2020
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each underlier closes at or above coupon barrier value on valuation date for that quarter; Coupon barrier values: $16.026 for oil and gas ETF, $12.252 for Gold Miners, or 60% of initial levels due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2022
Citigroup Global Markets Holdings Inc. 8.3% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,821.554 for S&P, 977.612 for Russell and 642.304 for EM; 65% of initial values due 6/3/2022
Citigroup Global Markets Holdings Inc. 8.25% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,101.793 for S&P, 1,128.014 for Russell and 5,458.782 for Nasdaq; 75% of initial levels due 6/1/2029
Citigroup Global Markets Holdings Inc. 2.75% initially, stepping up to 3% on May 31, 2020 and to 3.25% on Nov. 30, 2021; payable semiannually due 5/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/12/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2024
Citigroup Global Markets Holdings Inc. 10.12% per year, payable for each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,961.673 for S&P, 1,052.813 for Russell and 5,094.863 for Nasdaq; 70% of initial levels due 3/3/2022
Citigroup Global Markets Holdings Inc. 9% annualized, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 677.335, 68.65% of initial level due 5/30/2024
Citigroup Global Markets Holdings Inc. 17%, payable quarterly if stocks close above coupon barrier on observation date; $103.668 for Lululemon, $39.726 for Qualcomm, $27.204 for Zions; 60% of initial prices due 5/27/2021
Citigroup Global Markets Holdings Inc. 20%, payable quarterly if stocks close above coupon barrier on observation date; Coupon barriers: $212.634 for Netflix, $103.668 for Lululemon, $93.00 for Alibaba; 60% of initial prices due 5/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2021
Citigroup Global Markets Holdings Inc. 10.4% per year, payable semiannually if each underlying asset closes at or above coupon barrier level on the related semiannual observation date; Coupon barriers: 1,836.939 for index, $53.892 for ETF, 65% of initial levels due 5/27/2022
Citigroup Global Markets Holdings Inc. 11.85% per year, payable semiannually if each underlying asset closes at or above coupon barrier level on the related semiannual observation date; Coupon barriers: 1,836.939 for index, $53.892 for ETF, 65% of initial levels due 5/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2020
Citigroup Global Markets Holdings Inc. 9.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $35.873, 75% of initial share price due 5/27/2022
Citigroup Global Markets Holdings Inc. 12.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $57.10, 50% of initial share price due 5/27/2022
Citigroup Global Markets Holdings Inc. 9.5% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 2,119.545 for S&P, 1,135.582 for Russell, 5,475.721 for Nasdaq; 75% of initial levels due 4/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2022
Citigroup Global Markets Holdings Inc. 12.5% per year, payable monthly if all stocks close at or above coupon barrier level on the valuation date for month; Coupon barrier levels: $58.718 for Procter & Gamble, $44.501 for United Continental, $67.243 for Caterpillar and $30.553 for Norwegian Cruise Lines, 55 % of initial share prices due 5/26/2022
Citigroup Global Markets Holdings Inc. 11.1%, payable quarterly if stock closes at or above coupon barrier level on related quarterly valuation date; Coupon barrier: $38.25, 60% of initial price due 5/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2020
Citigroup Global Markets Holdings Inc. 6.05% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 900.828 for Russell, 1,693.344 for S&P; 60% of initial levels due 5/29/2029
Citigroup Global Markets Holdings Inc. 8.5% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,975.568 for S&P, 1,050.966 for Russell and 5,115.554 for Nasdaq; 70% of initial levels due 5/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2024
Citigroup Global Markets Holdings Inc. 5.4% per year, payable quarterly if lesser-performing index closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: 1,999.389 for S&P 500 and 1,072.138 for Russell 2000, or 70% of initial levels due 5/26/2022
Citigroup Global Markets Holdings Inc. 6.1% per year, payable quarterly if lesser-performing index closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: 1,999.389 for S&P 500 and 1,072.138 for Russell 2000, or 70% of initial levels due 5/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2020
Citigroup Global Markets Holdings Inc. 10%, payable quarterly if stocks close above coupon barrier on observation date; Downside thresholds: $22.195 for Morgan Stanley, $67.045 for Disney and $26.380 for Walgreens; 50% of initial prices due 5/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2029
Citigroup Global Markets Holdings Inc. 0.00% due 7/8/2020
Citigroup Global Markets Holdings Inc. 11.45% per year, payable for each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,988.161 for S&P, 1,067.474 for Russell and 5,163.692 for Nasdaq; 70% of initial levels due 8/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/14/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2020
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if Intel shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $31.423, 70% of initial share price due 5/20/2022
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if Northrop Grumman shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $245.352, 80% of initial share price due 5/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2024
Citigroup Global Markets Holdings Inc. 2.5% initially, stepping up to 2.6% on May 20, 2020 and to 2.7% on May 20, 2021; payable semiannually due 5/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2020
Citigroup Global Markets Holdings Inc. 8.13% due 11/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2021
Citigroup Global Markets Holdings Inc. 6.00% due 11/19/2020
Citigroup Global Markets Holdings Inc. 10%, payable quarterly if stock closes at or above coupon barrier level on related quarterly valuation date; Coupon barrier: $107.746, 68% of initial price due 5/18/2020
Citigroup Global Markets Holdings Inc. 6.8% per year, payable quarterly if lesser-performing index closes at or above knock-in value on valuation date for that quarter; 2,016.980 for S&P 500 and 5,310.572 for Nasdaq, or 70% of initial levels due 11/16/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/13/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2020
Citigroup Global Markets Holdings Inc. 8.5% per year, payable each six months that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,310.572 for Nasdaq-100, 1,101.095 for Russell and 18,159.659 for Dow; 70% of initial levels due 5/15/2025
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each underlying asset closes at or above coupon barrier level on the related quarterly observation date; Coupon barriers: 2,016.980 for S&P, 1,101.095 for Russell and $40.117 for ETF, 70% of initial levels due 5/13/2021
Citigroup Global Markets Holdings Inc. 9.15% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,887.317 for S&P, 1,030.310 for Russell and 676.903 for EM; 65.5% of initial values due 11/16/2021
Citigroup Global Markets Holdings Inc. 8.3% per year, payable quarterly if Comcast shares close at or above downside threshold level on determination date for that quarter; $34.52, 80% of initial share price due 5/13/2022
Citigroup Global Markets Holdings Inc. 5.85% due 12/13/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/13/2020
Citigroup Global Markets Holdings Inc. 16.5% annualized, payable quarterly if each stock closes at or above 60% barrier level on review date for that period due 5/14/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2029
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/12/2020
Citigroup Global Markets Holdings Inc. 9.85%, payable semiannually if stocks close above coupon barrier on observation date; $1,152.60 for Amazon, $707.316 for Alphabet, $121.716 for Apple, $75.312 for Microsoft; 60% of initial prices due 5/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2020
Citigroup Global Markets Holdings Inc. 10.75% per year, payable quarterly if each underlier closes at or above coupon barrier value on valuation date for that quarter; $130.368 for QQQ, $73.941 for biotech ETF and $110.271 for Russell ETF, or 70% of initial levels due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/12/2022
Citigroup Global Markets Holdings Inc. 5.15% per year, payable quarterly if each underlying close at or above its coupon barrier on the valuation date for that quarter; Coupon barrier levels: 1,759.482 for S&P, 968.986 for Russell 2000 and 4,676.456 for Nasdaq, 60% of initial levels due 5/9/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/11/2021
Citigroup Global Markets Holdings Inc. 6.75% per year, payable monthly if each underlying close at or above its coupon barrier on the valuation date for that month; Coupon barrier levels: 2,209.230 for S&P, 1,210.517 for Russell 2000 and 2,626.860 for Stoxx, 75% of initial levels due 8/6/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/8/2021
Citigroup Global Markets Holdings Inc. 6.30% due 5/6/2021
Citigroup Global Markets Holdings Inc. 5.60% due 11/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2021
Citigroup Global Markets Holdings Inc. 11.45% annualized, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,914.790 for S&P, 1,034.287 for Russell, 701.506 for MSCI EM, $13.579 for Gold Miners ETF; 65% of initial levels due 8/4/2020
Citigroup Global Markets Holdings Inc. 7.5% per year, payable monthly if each underlying close at or above its coupon barrier on the valuation date for that month; Coupon barrier levels: 18,615.037 for Dow, 1,113.848 for Russell 2000 and 5,447.019 for Nasdaq, 70% of initial levels due 5/3/2024
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if lesser-performing index closes at or above 75% barrier value on valuation date for that quarter due 5/3/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if lesser-performing index closes at or above 70% knock-in value on valuation date for that quarter due 11/4/2020
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each underlier closes at or above 80% coupon barrier value on valuation date for that quarter due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/4/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2021
Citigroup Global Markets Holdings Inc. 7% annualized, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $163.688, 80% of initial price due 11/3/2020
Citigroup Global Markets Holdings Inc. 6.25% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 18,588.073 for Dow, 5,487.327 for Nasdaq; 70% of initial levels due 11/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2023
Citigroup Global Markets Holdings Inc. 2.6% in year one, 2.7% in year two and 2.8% in year three; payable semiannually due 5/1/2022
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if each stock closes at or above barrier level on review date for that period due 4/27/2020
Citigroup Global Markets Holdings Inc. 2.75% initially, stepping up to 3.5% on April 30, 2021; payable semiannually due 4/30/2022
Citigroup Global Markets Holdings Inc. 3.25% initially, stepping up to 4% on April 30, 2023 and to 5% on April 30, 2026; payable semiannually due 4/30/2029
Citigroup Global Markets Holdings Inc. 3.1% in year one, stepping up to 3.5% on Oct. 30, 2022, and to 4% on Oct. 30, 2023; payable semiannually due 10/30/2024
Citigroup Global Markets Holdings Inc. 3.1% in initially, stepping up to 3.5% on Oct. 30, 2022, and to 4% on Oct. 30, 2023; payable semiannually due 10/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2020
Citigroup Global Markets Holdings Inc. 5.5% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 18,523.456 for Dow, 1,102.928 for Russell, 5,471.843 for Nasdaq; 70% of initial levels due 4/30/2024
Citigroup Global Markets Holdings Inc. 8.75% annualized, payable each quarter that each asset closes at or above 60% coupon barrier on observation date for that quarter; due 4/30/2024
Citigroup Global Markets Holdings Inc. 5.5% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,048.319 for S&P, 1,102.928 for Russell; 70% of initial levels due 10/29/2020
Citigroup Global Markets Holdings Inc. 8.5%, payable quarterly if stock closes at or above coupon barrier level on related quarterly valuation date; Coupon barrier: $39.923, 75% of initial price due 4/30/2020
Citigroup Global Markets Holdings Inc. 15.2% annualized, payable quarterly if each stock closes at or above barrier level on review date for that period due 4/27/2020
Citigroup Global Markets Holdings Inc. 9.5%, payable quarterly if ETF closes at or above coupon barrier level on related quarterly valuation date; Coupon barrier: $22.253, 70% of initial price due 4/29/2021
Citigroup Global Markets Holdings Inc. 9.50% due 5/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. 9% annualized, payable each quarter that ETF closes at or above coupon barrier on determination date for that quarter; Coupon barrier: $29.793, 85% of initial price due 4/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2022
Citigroup Global Markets Holdings Inc. 8.45% per year, payable each quarter that each underlying index closes at or above 65% coupon barrier on observation date for that quarter; due 10/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2024
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each stock closes at or above barrier level on review date for that period due 4/27/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2020
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2023
Citigroup Global Markets Holdings Inc. 5% for first two years; beginning April 26, 2021, 10-year CMS rate, subject to minimum of zero; payable quarterly due 4/26/2029
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2020
Citigroup Global Markets Holdings Inc. 2.00% due 4/27/2029
Citigroup Global Markets Holdings Inc. 0.00% due 5/6/2020
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2024
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each stock closes at or above barrier level on review date for that period due 4/27/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/25/2025
Citigroup Global Markets Holdings Inc. 7.7% per year, payable monthly if each underlying asset closes at or above coupon barrier level on the related monthly observation date; Coupon barriers: 1,744.782 for S&P, 936.027 for Russell and $50.712 for ETF, 60% of initial levels due 4/27/2023
Citigroup Global Markets Holdings Inc. 7.00% due 3/9/2020
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2029
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/5/2020
Citigroup Global Markets Holdings Inc. 10.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 4/21/2022
Citigroup Global Markets Holdings Inc. 9.7% annualized, payable each quarter that each stock closes at or above coupon barrier on observation date for that period; Coupon barriers: $85.165 for Baidu, $15.975 for AT&T, $95.79 for Constellation Brands; 50% of initial prices due 4/20/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 940.558 for Russell, $40.026 for EAFE, $19.29 for Oil & Gas; 60% of initial levels due 4/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/21/2022
Citigroup Global Markets Holdings Inc. 12.5% annualized, payable each month that each stock closes at or above coupon barrier on observation date for that period; Coupon barriers: $125.209 for Facebook, $862.337 for Alphabet, $251.622 for Netflix, $1,304.128 for Amazon; 70% of initial prices due 10/21/2019
Citigroup Global Markets Holdings Inc. 7% annualized, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $36.676, 78% of initial price due 4/21/2020
Citigroup Global Markets Holdings Inc. 11.65% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,889.817 for S&P, 1,030.121 for Russell, 707.909 for Emerging Markets, $14.437 for ETF; 65% of initial levels due 7/21/2020
Citigroup Global Markets Holdings Inc. 7.85% due 4/21/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/16/2020
Citigroup Global Markets Holdings Inc. 7.8% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers/barriers: 1,877.408 for S&P, 1,026.442 for Russell and 16,992.983 for Dow; 65% of initial levels due 10/21/2025
Citigroup Global Markets Holdings Inc. 8%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 4/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/21/2020
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each stock closes at or above 80% coupon barrier on review date for that period due 4/15/2020
Citigroup Global Markets Holdings Inc. 5.50% due 10/15/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/12/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/12/2021
Citigroup Global Markets Holdings Inc. 14.65% annualized, payable quarterly if stock closes at or above coupon barrier on observation date for that period; Barrier level: $134.47, 70% of initial level due 4/14/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/14/2022
Citigroup Global Markets Holdings Inc. 10%, payable quarterly if ETF closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $20.98, 65.86% of initial price due 4/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/13/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/13/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/11/2024
Citigroup Global Markets Holdings Inc. 21.28% due 4/9/2020
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2020
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2020
Citigroup Global Markets Holdings Inc. 7.42% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barriers: 759.598 for Emerging Markets, 1,107.791 for Russell 2000; 70% of initial levels due 4/10/2029
Citigroup Global Markets Holdings Inc. 2.3% initially, stepping up to 2.4% on April 8, 2020 and to 2.5% on April 8, 2021; payable semiannually due 4/8/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/8/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/7/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2020
Citigroup Global Markets Holdings Inc. 10.55% per year, payable each month that each underlying asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,007.033 for S&P, 1,089.245 for Russell and 749.063 for Emerging Markets; 70% of initial levels due 4/10/2025
Citigroup Global Markets Holdings Inc. 0.00% due 4/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/17/2020
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 18,150.076 for Dow, 1,077.817 for Russell, 5,165.140 for Nasdaq; 70% of initial levels due 4/4/2024
Citigroup Global Markets Holdings Inc. 9.3% annualized, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $64.316, 70% of initial price due 10/2/2020
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,984.080 for S&P, 1,077.817 for Russell; 70% of initial values due 10/2/2020
Citigroup Global Markets Holdings Inc. 20.75% annualized, payable monthly if each stock closes at or above coupon barrier on related monthly observation date; Coupon barriers: $33.672 for Alaska Air, $32.358 for CVS, $71.592 for Wynn; 60% of initial values due 4/4/2024
Citigroup Global Markets Holdings Inc. 9% annualized, payable semiannually if each stock closes at or above coupon barrier on related semiannual observation date; Coupon barriers: $123.468 for Apple, $1,157.488 for Amazon, $762.652 for Alphabet, $76.661 for Microsoft; 65% of initial values due 4/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2020
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/27/2021
Citigroup Global Markets Holdings Inc. 7.15% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,700.640 for S&P, 923.843 for Russell; 60% of initial levels due 4/4/2024
Citigroup Global Markets Holdings Inc. 9.5% per year, payable for each quarter that each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 2,125.800 for S&P, 1,154.804 for Russell, 2,513.783 for Stoxx; 75% of initial levels due 4/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2020
Citigroup Global Markets Holdings Inc. 7% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,111.580 for S&P, 2,490.218 for Stoxx, 75% of initial levels due 4/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2021
Citigroup Global Markets Holdings Inc. 2.7% initially, stepping up to 2.75% on April 1, 2020 and to 2.8% on April 1, 2021; payable semiannually due 4/1/2022
Citigroup Global Markets Holdings Inc. 13.65% annualized, payable quarterly if stock closes at or above coupon barrier on observation date for that period; Barrier level: $40.020, 75% of initial level due 4/2/2020
Citigroup Global Markets Holdings Inc. 16.25% annualized, payable quarterly if stock closes at or above coupon barrier on observation date for that period; Barrier level: $124.075, 70% of initial level due 4/2/2020
Citigroup Global Markets Holdings Inc. 7.8% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 17,937.913 for Dow, 1,065.562 for Russell, 5,115.735 for Nasdaq; 70% of initial levels due 4/2/2024
Citigroup Global Markets Holdings Inc. 6.3% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,963.759 for S&P, 5,115.735 for Nasdaq, 70% of initial levels due 10/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2021
Citigroup Global Markets Holdings Inc. 8% for the first year; after that, 8% for each day that the spread of the 30-year CMS rate over the two-year CMS rate is at least zero and each index closes at or above the 70% coupon barrier; payable quarterly due 3/29/2034
Citigroup Global Markets Holdings Inc. 10% for the first 18 months; after that, 30 times the spread of the 30-year CMS rate over the two-year CMS rate for each day that each index closes above its accrual barrier, subject to a maximum of 10% and a floor of zero; Accrual barrier levels: 1,963.759 for S&P 500, 1,065.562 for Russell 2000 and 2,325.428 for Stoxx; 70% of initial levels due 3/29/2034
Citigroup Global Markets Holdings Inc. 8% for the first year; after that, 50 times the spread of the 30-year CMS rate over the two-year CMS rate for each day that each index closes above its 70% accrual barrier, subject to a maximum of 10% and a floor of zero due 3/29/2034
Citigroup Global Markets Holdings Inc. 8% for the first year; after that, 50 times the spread of the 30-year CMS rate over the two-year CMS rate for each day that each index closes above its accrual barrier, subject to a maximum of 8% and a floor of zero; Accrual barrier levels: 1,823.491 for S&P 500, 989.450 for Russell 2000 and 4,750.325 for Nasdaq-100; 65% of initial levels due 3/29/2029
Citigroup Global Markets Holdings Inc. 4% initially, stepping up to 4.5% on March 29, 2025 and to 5% on March 29, 2029; payable quarterly due 3/29/2034
Citigroup Global Markets Holdings Inc. 3.25% initially, stepping up to 4% on March 29, 2022 and to 5% on Sept. 29, 2023; payable quarterly due 3/29/2024
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that period due 4/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2024
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barriers: 1,963.759 for S&P, 735.312 for EM; 70% of initial levels due 3/29/2029
Citigroup Global Markets Holdings Inc. 9% per year, payable for each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,963.759 for S&P, 1,065.562 for Russell and 2,325.428 for Stoxx; 70% of initial levels due 12/30/2022
Citigroup Global Markets Holdings Inc. 18.35% annualized, payable each quarter that each stock closes at or above coupon barrier on observation date for that period; Coupon barriers: $15.105 for American, $88.435 for Nvidia, $16.53 for Twitter; 50% of initial prices due 3/31/2022
Citigroup Global Markets Holdings Inc. 5.51% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 17,960.411 for Dow, 1,069.716 for Russell, 5,145.805 for Nasdaq; 70% of initial levels due 4/2/2024
Citigroup Global Markets Holdings Inc. 5.15% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,972.922 for S&P, 1,069.716 for Russell, 70% of initial levels due 10/1/2020
Citigroup Global Markets Holdings Inc. 9% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon/final barriers: $14.01 for Gold Miners, $18.42 for oil ETF; 60% of initial levels due 4/1/2024
Citigroup Global Markets Holdings Inc. 23.85% due 10/2/2019
Citigroup Global Markets Holdings Inc. 11.95% due 4/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2022
Citigroup Global Markets Holdings Inc. 9.05%, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,972.922 for S&P, 1,069.716 for Russell and 735.315 for EM, 70% of initial levels due 3/31/2021
Citigroup Global Markets Holdings Inc. 8.2% for the first two years; after that, 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day each index closes at or above the 70% accrual barrier, subject to a maximum of 8.2% and a floor of zero; payable quarterly due 3/29/2039
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2023
Citigroup Global Markets Holdings Inc. 15.6% annualized, payable each quarter that each stock closes at or above coupon barrier on observation date for that period; Coupon barriers: $28.020 for CVS, $14.365 for Halliburton, $69.500 for Spotify; 50% of initial prices due 3/25/2022
Citigroup Global Markets Holdings Inc. 18.5% annualized, payable each month that each stock closes at or above coupon barrier on observation date for that period; Coupon barriers: $60.762 for PayPal, $45.054 for Square, $24.972 for Micron; 60% of initial prices due 3/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/23/2020
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if index closes at or above 75% coupon barrier on determination date for that quarter due 3/25/2021
Citigroup Global Markets Holdings Inc. 11.3% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon/final barriers: 1,855.672 for S&P, 1,015.566 for Russell, $28.412 for Gold Miners, $14.788 for MSCI; 65% of initial levels due 6/25/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2020
Citigroup Global Markets Holdings Inc. 8% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon/final barriers: 925.895 for Russell, $18.618 for oil and gas, $39.366 for MSCI; 60% of initial levels due 3/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/24/2022
Citigroup Global Markets Holdings Inc. 12.6% annualized, payable quarterly if stock closes at or above coupon barrier on observation date for that period; Barrier level: $35.694, 60% of initial level due 3/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2024
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2020
Citigroup Global Markets Holdings Inc. 3% per year to but excluding Sept. 21, 2020, 3.25% per year from and including Sept. 21, 2020 to but excluding March 21, 2021, 3.5% per year from and including March 21, 2021 to but excluding Sept. 21, 2021 and 4% per year from and including Sept. 21, 2021 to but excluding maturity; payable semiannually due 3/21/2022
Citigroup Global Markets Holdings Inc. 6.10% due 12/24/2019
Citigroup Global Markets Holdings Inc. 4% initially, stepping up to 4.25% on March 20, 2027 and to 4.5% on March 20, 2029; payable semiannually due 3/20/2031
Citigroup Global Markets Holdings Inc. 9% per year, payable for each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,983.058 for S&P, 1,094.752 for Russell and 2,371.558 for Stoxx; 70% of initial levels due 9/20/2022
Citigroup Global Markets Holdings Inc. 7.15% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,975.736 for S&P, 1,087.477 for Russell and 2,370.256 for Stoxx; 70% of initial levels due 6/18/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2024
Citigroup Global Markets Holdings Inc. 8.4% per year, payable monthly if each underlying asset closes at or above coupon barrier level on the related monthly observation date; Coupon barriers: 1,693.488 for S&P, 932.123 for Russell and $17.862 for ETF, 60% of initial levels due 3/20/2023
Citigroup Global Markets Holdings Inc. 13.827% annualized, payable quarterly if ETF closes at or above 75% coupon barrier on observation date for that period due 3/20/2024
Citigroup Global Markets Holdings Inc. 8.4% per year, payable quarterly if each index closes at or above coupon barrier level on each day during that quarter; Coupon barriers: 2,370.256 for Stoxx, 1,975.736 for S&P and 1,087.477 for Russell, 70% of initial levels due 3/18/2021
Citigroup Global Markets Holdings Inc. 9%, payable monthly if each asset closes above coupon barrier on the valuation date that month; Coupon barriers: $74.265 for JPMorgan, $80.786 for Microsoft; 70.5% of initial levels due 3/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/17/2020
Citigroup Global Markets Holdings Inc. 10.85% per year, payable quarterly if all stocks close at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: $36.600 for Walgreens, $32.790 for CVS, $69.942 for PepsiCo and $27.630 for Coca-Cola, 60% of initial share prices due 3/16/2020
Citigroup Global Markets Holdings Inc. 9.2%, payable quarterly if stock closes at or above coupon barrier level on related quarterly valuation date; Coupon barrier: $1,183.567, 70% of initial price due 3/18/2021
Citigroup Global Markets Holdings Inc. 8.5%, payable quarterly if stock closes at or above coupon barrier level on related quarterly valuation date; Coupon barrier: $78.030, 75% of initial price due 3/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/14/2021
Citigroup Global Markets Holdings Inc. 7.25% for first year; after that, 7.25% per year multiplied by proportion of days on which each index closes at or above barrier level and spread of 30-year CMS rate over two-year CMS rate is greater than zero; payable quarterly; Barrier levels: 1,674.912 for S&P 500, 929.901 for Russell 2000 and 4,320.769 for Nasdaq-100; 60% of initial levels due 3/15/2029
Citigroup Global Markets Holdings Inc. 6% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,374.465 for S&P, 761.815 for Russell and 12,736.615 for Dow; 50% of initial levels due 3/16/2022
Citigroup Global Markets Holdings Inc. 25.1% annualized, payable each quarter that stock closes at or above coupon barrier on determination date for that quarter; Coupon barrier: $95.672, 80% of initial price due 3/25/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2020
Citigroup Global Markets Holdings Inc. 10.2% per year, payable quarterly if each underlier closes at or above coupon barrier level on each day during that quarter; Coupon barriers: 2,194.456 for S&P 500, 1,217.507 for Russell 2000 and $50.776 for ETF; 80% of initial share prices due 3/13/2023
Citigroup Global Markets Holdings Inc. 8.2% per year, payable quarterly if least-performing index closes at or above barrier level on valuation date for that quarter due 3/11/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/10/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/10/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/25/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/13/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2026
Citigroup Global Markets Holdings Inc. 0.00% due 3/16/2022
Citigroup Global Markets Holdings Inc. 9.7245% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on review date for that period due 3/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/9/2023
Citigroup Global Markets Holdings Inc. 10.25% due 3/9/2020
Citigroup Global Markets Holdings Inc. 16.55% annualized, payable each quarter that stock closes at or above coupon barrier on determination date for that quarter; Coupon barrier: $29.50, 70% of initial price due 3/18/2020
Citigroup Global Markets Holdings Inc. 6.7%, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 874.302 for Russell and 1,542.030 for S&P 500, 55% of initial levels due 3/6/2023
Citigroup Global Markets Holdings Inc. 9.7% per year, payable quarterly if Cisco shares close at or above downside threshold level on determination date for that quarter due 3/4/2022
Citigroup Global Markets Holdings Inc. 15.6% annualized, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $364.518 for Chipotle, $214.860 for Netflix, $67.218 for Microsoft; 60% of initial prices due 3/4/2021
Citigroup Global Markets Holdings Inc. 8.25% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 18,141.200 for Dow, 1,102.884 for Russell, 4,968.268 for Nasdaq; 70% of initial levels due 3/4/2024
Citigroup Global Markets Holdings Inc. 8% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,949.143 for S&P, 1,102.884 for Russell, 70% of initial levels due 9/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2020
Citigroup Global Markets Holdings Inc. 2.75% initially, stepping up to 2.85% on March 5, 2020 and to 2.95% on March 5, 2021; payable semiannually due 3/5/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2021
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if each ETF closes at or above 80% coupon barrier on valuation date for that period due 3/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2021
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 77% coupon barrier on observation date for that period due 3/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/17/2020
Citigroup Global Markets Holdings Inc. 8.2% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 3/1/2029
Citigroup Global Markets Holdings Inc. 10.25% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on review date for that period due 3/2/2021
Citigroup Global Markets Holdings Inc. 8%, payable quarterly, for first year; then 50 times the spread of the 30-year Constant Maturity Swap rate over the two-year CMS rate for each day that each index closes above its 60% accrual barrier; subject to a maximum of 8% and a floor of zero due 3/2/2026
Citigroup Global Markets Holdings Inc. 3% initially, stepping up to 3.5% on Aug. 28, 2020 and to 4% on Aug. 28, 2021; payable quarterly due 8/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2020
Citigroup Global Markets Holdings Inc. 1.00% due 3/3/2025
Citigroup Global Markets Holdings Inc. 8.05% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 745.458 for Emerging Markets, 1,104.238 for Russell 2000; 70% of initial levels due 3/3/2022
Citigroup Global Markets Holdings Inc. Libor plus 395 basis points per year, payable quarterly if each index closes at or above its downside threshold on observation date that quarter; floor of zero due 2/28/2029
Citigroup Global Markets Holdings Inc. 14.2% for each day that each stock closes at or above its accrual barrier level with floor of zero; payable quarterly; Accrual barrier levels: $2.025 for Gerdau, $5.935 for Banco Bradesco, 50% of initial levels due 3/2/2022
Citigroup Global Markets Holdings Inc. 6.25% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date for that month due 2/29/2024
Citigroup Global Markets Holdings Inc. 6% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 8/28/2020
Citigroup Global Markets Holdings Inc. 10.25% due 2/28/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2026
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2025
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/29/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/13/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2022
Citigroup Global Markets Holdings Inc. 3.00% due 3/1/2022
Citigroup Global Markets Holdings Inc. 8.75%, payable quarterly if stock closes at or above coupon barrier level on related quarterly valuation date; Coupon barrier: $90.142, 65% of initial price due 3/1/2022
Citigroup Global Markets Holdings Inc. 7.5%, payable quarterly if stock closes at or above coupon barrier level on related quarterly valuation date; Coupon barrier: $86.557, 78% of initial price due 2/27/2020
Citigroup Global Markets Holdings Inc. 12.00% due 2/27/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2020
Citigroup Global Markets Holdings Inc. 7.1% per year, payable semiannually if both ETFs close at or above their coupon barrier on the valuation date for that quarter; Coupon barrier values: $110.173 for iShares Russell and $194.887 for SPDR S&P 500 due 2/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2021
Citigroup Global Markets Holdings Inc. 7.6% per year, payable quarterly if each underlying close at or above its coupon barrier on the valuation date for that quarter; Coupon/barrier levels: 944.681 for Russel, $18.522 for oil ETF and $38.316 for EAFE ETF, 60% of initial levels due 2/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/23/2024
Citigroup Global Markets Holdings Inc. 7% annualized, payable semiannually if each ETF closes at or above 70% coupon barrier on valuation date for that period due 2/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2020
Citigroup Global Markets Holdings Inc. 8.3% per year, payable semiannually if each underlying fund closes at or above coupon barrier level on observation date that period; Coupon barriers: $38.136 for Materials Select, $52.983 for Industrial Select, 70% of initial levels due 2/17/2022
Citigroup Global Markets Holdings Inc. 6.2%, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,526.580 for S&P and 863.086 for Russell 2000, 55% of initial levels due 2/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/19/2020
Citigroup Global Markets Holdings Inc. 10.75% per year, payable quarterly if Wynn shares close at or above downside threshold level on determination date for that quarter due 2/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/21/2024
Citigroup Global Markets Holdings Inc. 12%, payable quarterly if stock closes at or above coupon barrier value on related quarterly valuation date; Coupon barrier: $215.442, 60% of initial price due 2/20/2020
Citigroup Global Markets Holdings Inc. 5.50% due 8/19/2020
Citigroup Global Markets Holdings Inc. 0.00% due 4/14/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/17/2022
Citigroup Global Markets Holdings Inc. 9.7% annualized, payable quarterly if each index closes at or above its coupon barrier on each trading day for that quarter; Coupon barriers: 1,081.574 for Russell, 1,922.011 for S&P and 4,915.693 for Nasdaq, 70% of initial levels due 8/18/2022
Citigroup Global Markets Holdings Inc. 14.5% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on review date for that period due 8/20/2021
Citigroup Global Markets Holdings Inc. 18.15% annualized, payable each quarter if stock closes at or above 80% coupon barrier on determination date for that quarter due 3/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/16/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2020
Citigroup Global Markets Holdings Inc. 9.5% per year, payable for each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,927.121 for S&P, 1,080.60 for Russell and 2,241.659 for Stoxx; 70% of initial levels due 8/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/14/2020
Citigroup Global Markets Holdings Inc. 8% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 17,574.431 for Dow, 1,054.476 for Russell and 4,839.191 for Nasdaq, 70% of initial levels due 2/13/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2024
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if Deere shares close at or above downside threshold level on determination date for that quarter due 2/11/2022
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if ETF closes at or above 80% coupon barrier on determination date for that quarter due 2/11/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/16/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/12/2020
Citigroup Global Markets Holdings Inc. 8.7% per year, payable for each quarter that each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,758.933 for S&P, 978.656 for Russell and 2,047.994 for Stoxx; 65% of initial levels due 8/12/2021
Citigroup Global Markets Holdings Inc. 6.75% due 2/10/2022
Citigroup Global Markets Holdings Inc. 10.5% for first year; after that, contingent rate multiplied by proportion of days on which each index closes at or above barrier level; contingent rate is 10 times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero; Barrier levels: 1,775.547 for S&P 500 and 986.714 for Russell 2000, or 65% of initial levels due 2/8/2034
Citigroup Global Markets Holdings Inc. 4% in years one through six and 5% in years seven through 10; payable quarterly due 2/8/2029
Citigroup Global Markets Holdings Inc. 3.75% in years one through four, 4.25% in years five and six and 5% in year seven; payable quarterly due 2/8/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2021
Citigroup Global Markets Holdings Inc. 6% for first year; after that, contingent rate multiplied by proportion of days on which each index closes at or above barrier level; contingent rate is 12.3 times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero; Barrier levels: 1,757.665 for S&P 500 and 974.622 for Russell 2000, or 65% of initial levels due 2/8/2034
Citigroup Global Markets Holdings Inc. 8.55% per year, payable monthly if each underlying closes at or above its coupon barrier on the related monthly valuation date; Coupon barriers: 4,125.311 for Nasdaq-100, $18.420 for SPDR S&P Oil & Gas and $50.394 for SPDR S&P Biotech due 2/6/2020
Citigroup Global Markets Holdings Inc. 10.75% per year, payable monthly if each underlying close at or above its coupon barrier on the valuation date for that month; Coupon/barrier levels: 4,125.311 for Nasdaq-100, $18.420 for SPDR S&P Oil & Gas, and $50.394 for SPDR S&P Biotech due 8/6/2020
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if Home Depot shares close at or above downside threshold level on determination date for that quarter due 2/4/2022
Citigroup Global Markets Holdings Inc. 9.25% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 8/5/2020
Citigroup Global Markets Holdings Inc. 9.25% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date for that month due 2/5/2024
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 5/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2022
Citigroup Global Markets Holdings Inc. 10.45% per year, payable quarterly if Kroger shares close at or above downside threshold level on determination date for that quarter due 2/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2020
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if stock closes at or above 73% coupon barrier on observation date for that period due 2/4/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2021
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon/downside thresholds: 1,876.735 for S&P, 2,213.218 for Stoxx, 1,040.894 for Russell, 70% of initial levels due 1/27/2022
Citigroup Global Markets Holdings Inc. One-month Libor minus 15 bps, subject to a floor of zero; payable monthly due 3/10/2020
Citigroup Global Markets Holdings Inc. 7.85% due 2/4/2020
Citigroup Global Markets Holdings Inc. 8.70% due 2/4/2020
Citigroup Global Markets Holdings Inc. 9.80% due 2/4/2020
Citigroup Global Markets Holdings Inc. 3.25% initially, stepping up to 4.25% on Jan. 31, 2021; payable quarterly due 1/31/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that index closes at or above the coupon barrier on the valuation date for that quarter; Coupon barrier: 17,205.972, 70% of initial level due 1/31/2022
Citigroup Global Markets Holdings Inc. 13.25% annualized, payable monthly if each asset closes at or above coupon barrier on related monthly valuation date; Coupon barriers: 1,718.503 for S&P, 957.798 for Russell, $27.144 for EM ETF, $13.943 for gold ETF, 65% of initial levels due 5/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2024
Citigroup Global Markets Holdings Inc. 9.05% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 1/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/28/2022
Citigroup Global Markets Holdings Inc. 11.25% per year, payable quarterly if CVS Health shares close at or above downside threshold level on determination date for that quarter due 1/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/28/2021
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if each index closes at or above 75% coupon barrier on valuation date for that quarter due 1/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/18/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2024
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if stock closes at or above 77% coupon barrier on observation date for that quarter due 1/28/2020
Citigroup Global Markets Holdings Inc. 9.45% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on valuation date for that quarter due 1/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/27/2022
Citigroup Global Markets Holdings Inc. 10.5% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on review date for that quarter due 1/25/2022
Citigroup Global Markets Holdings Inc. 10% annualized, payable each quarter if stock closes at or above 82.1% coupon barrier on determination date for that quarter due 2/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2021
Citigroup Global Markets Holdings Inc. 10.75% annualized, payable semiannually if each asset closes at or above 70% coupon barrier on valuation date for that period due 1/14/2022
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable semiannually if each asset closes at or above 70% coupon barrier on valuation date for that period due 1/14/2022
Citigroup Global Markets Holdings Inc. 8.1% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 4,409.995 for Nasdaq-100, 1,735.962 for S&P 500 and 963.626 for Russell 2000, 65% of initial levels due 1/23/2024
Citigroup Global Markets Holdings Inc. 10.1% per year, payable quarterly if each index closes at or above coupon barrier level on each day during that quarter; Coupon barriers: 2,194.444 for Stoxx, 1,869.497 for S&P and 1,037.751 for Russell, 70% of initial levels due 1/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/21/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if both stocks close at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: $135.833 for McDonald's, $48.21 for Starbucks, 75% of initial share prices due 1/23/2020
Citigroup Global Markets Holdings Inc. 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly valuation date; Coupon barrier: $116.895, 75% of initial price due 1/23/2020
Citigroup Global Markets Holdings Inc. 7.50% due 1/23/2020
Citigroup Global Markets Holdings Inc. 12.75% annualized, payable monthly if each asset closes at or above 60% coupon barrier on valuation date for that month due 1/20/2023
Citigroup Global Markets Holdings Inc. 6.60% due 7/21/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/20/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/21/2022
Citigroup Global Markets Holdings Inc. 9.7% per year, payable quarterly if each index closes at or above coupon barrier level on each day during that quarter; Coupon barriers: 1,827.210 for S&P 500, 1,011.653 for Russell 2000 and 4,668.747 for Nasdaq-100; 70% of initial levels due 7/20/2021
Citigroup Global Markets Holdings Inc. 17.85% per year, payable quarterly if the fund closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier level: $7.665, 77.35% of initial share price due 1/12/2024
Citigroup Global Markets Holdings Inc. 9.20% due 1/17/2029
Citigroup Global Markets Holdings Inc. 17.85% per year, payable quarterly if the fund closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier level: $7.17, 75% of initial share price due 1/11/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/12/2023
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable monthly if stock closes at or above 70% coupon barrier on observation date for that period due 1/7/2021
Citigroup Global Markets Holdings Inc. 11.1% annualized, payable quarterly if stock closes at or above 65% coupon barrier on determination date for that quarter due 1/7/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2024
Citigroup Global Markets Holdings Inc. 8.1% annualized, payable quarterly if index closes at or above 80% coupon barrier on determination date for that quarter due 12/31/2020
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier level on each day during that quarter; Coupon barriers: 1,791.918 for Stoxx, 1,491.444 for S&P and 802.754 for Russell, 60% of initial levels due 12/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2020
Citigroup Global Markets Holdings Inc. 9% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month; Coupon barriers: 16,197.174 for Dow, 932.272 for Russell 2000, 4,401.811 for Nasdaq-100, 70% of initial levels due 1/2/2024
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if each index closes at or above 70% coupon barrier on valuation date for that quarter due 7/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2021
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon/downside thresholds: 1,617.7395 for S&P, 1,909.284 for Stoxx, 865.68105 for Russell, 65% of initial levels due 12/29/2022
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 14,870.993 for Dow, 1,604.005 for S&P 500, 4,070.799 for Nasdaq-100, 65% of initial levels due 1/3/2022
Citigroup Global Markets Holdings Inc. 10.80% due 12/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2020
Citigroup Global Markets Holdings Inc. 7.25% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date for that month due 12/27/2023
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if each index closes at or above 70% coupon barrier on valuation date for that quarter due 6/25/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2020
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable semiannually if each asset closes at or above 70% coupon barrier on observation date for that period due 12/15/2021
Citigroup Global Markets Holdings Inc. 7.5% per year, payable semiannually if each underlying fund closes at or above coupon barrier level on observation date that period; Coupon barriers: $34.02 for Materials Select, $43.575 for Industrial Select, 70% of initial levels due 12/15/2021
Citigroup Global Markets Holdings Inc. 11% annualized, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 12/27/2021
Citigroup Global Markets Holdings Inc. 12.5% per year, payable quarterly if each index closes at or above coupon barrier level on each day during that quarter; Coupon barriers: 2,250.458 for Stoxx, 1,812.456 for S&P and 959.065 for Russell, 75% of initial levels due 12/17/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2021
Citigroup Global Markets Holdings Inc. 8.3% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 12/26/2023
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 12/23/2021
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if both stocks close at or above barrier level on valuation date for that quarter due 12/26/2019
Citigroup Global Markets Holdings Inc. 7.35% per year, payable quarterly if each underlying closes at or above its coupon barrier on the valuation date for that quarter; Coupon/barrier levels: 1,800.036 for Stoxx and $12.402 for Gold, 60% of initial levels due 12/23/2021
Citigroup Global Markets Holdings Inc. 13.26% annualized, payable quarterly if each asset closes at or above 80% coupon barrier on each trading day for that quarter due 12/23/2022
Citigroup Global Markets Holdings Inc. 8% for one year; after that, contingent coupon at an annualized rate of 8% for each day that spread of 30-year CMS rate is greater than two-year CMS rate and each index closes at or above the 60% coupon barrier due 12/26/2033
Citigroup Global Markets Holdings Inc. 10% for one year; after that, 50 times spread of 30-year CMS rate over two-year CMS rate per day that each index closes at or above the 60% coupon barrier, capped at 10% due 12/26/2028
Citigroup Global Markets Holdings Inc. 3% initially, stepping up to 4% Dec. 24, 2019 and to 4.5% June 24, 2020; payable quarterly due 12/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2021
Citigroup Global Markets Holdings Inc. 3.1% initially; beginning Dec. 26, 2019, Libor with floor of zero; payable quarterly due 12/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2020
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if all stocks close at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: $67.913 for Walmart, $151.058 for Costco, 75% of initial share prices due 12/24/2019
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2019
Citigroup Global Markets Holdings Inc. 8.00% due 12/24/2019
Citigroup Global Markets Holdings Inc. 6.1% annualized, payable monthly if each index closes at or above 60% coupon barrier on valuation date for that month due 12/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable monthly if each index closes at or above 60% coupon barrier on valuation date for that month due 12/19/2023
Citigroup Global Markets Holdings Inc. 13.5% annualized, payable quarterly if ETF closes at or above 70% coupon barrier on observation date for that quarter due 12/19/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2021
Citigroup Global Markets Holdings Inc. 18.38% per year, payable quarterly if each underlying asset closes at or above coupon barrier level every day that period; Coupon barriers: 1,949.963 for S&P, $21.818 for oil and gas ETF, $46.568 for Energy Select, 75% of initial levels due 12/19/2022
Citigroup Global Markets Holdings Inc. 10.5% annualized, payable quarterly if stock closes at or above 80% coupon barrier on determination date for that quarter due 12/17/2021
Citigroup Global Markets Holdings Inc. 11.75% per year, payable quarterly if each index closes at or above coupon barrier level on each day during that quarter; Coupon barriers: 728.925 for MSCI Emerging Markets, 1,949.963 for S&P and 16,031.123 for Nikkei, 75% of initial levels due 12/17/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2023
Citigroup Global Markets Holdings Inc. 11.03% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,819.965 for S&P, 987.569 for Russell and 2,164.82 for Stoxx; 70% of initial levels due 12/17/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/16/2020
Citigroup Global Markets Holdings Inc. 15.5% annualized, payable quarterly if ETF closes at or above 75% coupon barrier on observation date for that quarter due 12/18/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2023
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on review date for that quarter due 12/18/2025
Citigroup Global Markets Holdings Inc. 12.7% annualized, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that period due 12/16/2021
Citigroup Global Markets Holdings Inc. 7%, payable quarterly, for first year; beginning in March 2020, 7% for each day that 30-year Constant Maturity Swap rate is greater than two-year CMS rate and each index closes above accrual barrier level; Accrual barrier levels: 15,852.818 for Dow, 941.258 for Russell, 4,298.629 for Nasdaq, 65% of initial levels due 12/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/11/2023
Citigroup Global Markets Holdings Inc. 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $115.49, 69% of initial price due 12/10/2021
Citigroup Global Markets Holdings Inc. 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $73.41, 54% of initial price due 12/10/2021
Citigroup Global Markets Holdings Inc. 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $33.91, 50% of initial price due 12/10/2021
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,752.368 for S&P, 930.318 for Russell and 1,979.861 for Stoxx; 65% of initial levels due 12/10/2021
Citigroup Global Markets Holdings Inc. 10.4% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,752.368 for S&P, 930.318 for Russell and 1,979.861 for Stoxx; 65% of initial levels due 12/10/2021
Citigroup Global Markets Holdings Inc. 7.1% annualized, payable monthly if each index closes at or above 70% coupon barrier on valuation date for that month due 12/11/2023
Citigroup Global Markets Holdings Inc. 12.76% annualized, payable quarterly if each asset closes at or above 65% coupon barrier on valuation date for that quarter due 3/11/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/11/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2020
Citigroup Global Markets Holdings Inc. 9% annualized, payable monthly if each index closes at or above 70% coupon barrier on valuation date for that month due 12/5/2023
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if each index closes at or above 70% coupon barrier on valuation date for that quarter due 6/4/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2020
Citigroup Global Markets Holdings Inc. 9.25% annualized, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 12/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/18/2019
Citigroup Global Markets Holdings Inc. 3% initially, stepping up to 3.1% on Dec. 4, 2019 and to 3.5% on Dec. 4, 2020; payable quarterly due 12/6/2021
Citigroup Global Markets Holdings Inc. 6.9% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon/downside thresholds: 1,779.544 for S&P, 2,063.204 for Stoxx, 991.50155 for Russell, 65% of initial levels due 11/30/2022
Citigroup Global Markets Holdings Inc. 8.2% annualized, payable quarterly if each index closes at or above 65% coupon barrier on valuation date for that quarter due 12/6/2021
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if each index closes at or above 75% coupon barrier on valuation date for that quarter due 12/1/2023
Citigroup Global Markets Holdings Inc. 9.85% per year, payable quarterly if all stocks close at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: $43.128 for Target, $128.204 for Costco, 60% of initial share prices due 12/6/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2020
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if all stocks close at or above barrier level on valuation date due 12/2/2021
Citigroup Global Markets Holdings Inc. 6.75% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month; Coupon barriers: 17,324.111 for Dow, 1,044.999 for Russell, 4,690.725 for Nasdaq-100, 70% of initial levels due 11/30/2023
Citigroup Global Markets Holdings Inc. 6.75% per year, payable quarterly if each index closes at or above its coupon barrier on the valuation date for that quarter; Coupon barriers: 1,877.519 for S&P 500 and 1,044.999 for Russell 2000 due 6/1/2020
Citigroup Global Markets Holdings Inc. 13.2% annualized, payable monthly if each asset closes at or above 65% coupon barrier on valuation date for that month due 3/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/13/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2021
Citigroup Global Markets Holdings Inc. 5.2% initially; beginning Nov. 28, 2021, equal to 10-Year CMS rate, with floor of zero, payable quarterly due 11/28/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2020
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 11/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2019
Citigroup Global Markets Holdings Inc. 8.5%, payable quarterly, for first year; beginning in December 2019, 8.5% for each day that 30-year Constant Maturity Swap rate is greater than two-year CMS rate and each index closes above barrier level; Barrier levels: 897.925 for Russell and 1,614.438 for S&P, 60% of initial levels due 11/21/2038
Citigroup Global Markets Holdings Inc. 12%, payable quarterly, for first year; beginning in February 2020, 50 times spread of 30-year Constant Maturity Swap rate over two-year CMS rate for each day each index closes above barrier level; ceiling 11.5% and floor of zero; Barrier levels:897.925 for Russell and 1,614.438 for S&P, 60% of initial levels due 11/21/2038
Citigroup Global Markets Holdings Inc. 3.5% initially, stepping up to 4% on Nov. 21, 2021 and to 6% on Nov. 21, 2022; payable quarterly due 11/21/2023
Citigroup Global Markets Holdings Inc. 7.35% due 8/22/2019
Citigroup Global Markets Holdings Inc. 8.00% due 11/22/2019
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on review date for that quarter due 11/21/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2023
Citigroup Global Markets Holdings Inc. 7.90% due 2/25/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2022
Citigroup Global Markets Holdings Inc. 10.8% annualized, payable semiannually if stock closes at or above 75% coupon barrier on observation date for that period due 11/21/2019
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if stock closes at or above 78% coupon barrier on observation date for that period due 5/21/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/19/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2019
Citigroup Global Markets Holdings Inc. Year-over-year change in index plus 130 bps, subject to a floor of 0%; payable monthly due 11/20/2023
Citigroup Global Markets Holdings Inc. 10.00% due 11/21/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2023
Citigroup Global Markets Holdings Inc. 9.05% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 690.41 for Emerging Markets and 1,915.389 for S&P 500; 70% of initial levels due 11/21/2023
Citigroup Global Markets Holdings Inc. 18.6% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on review date for that period due 11/19/2020
Citigroup Global Markets Holdings Inc. 17.1% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on review date for that period due 11/19/2020
Citigroup Global Markets Holdings Inc. 7%, payable monthly if each asset closes above coupon barrier on the valuation date that month; Coupon barriers: 1,120.992 for Russell, 2,008.062 for S&P; 73.55% of initial levels due 11/18/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/6/2021
Citigroup Global Markets Holdings Inc. 4.125% initially; beginning Nov. 20, 2020, equal to 10-Year CMS rate, with floor of zero, payable quarterly due 11/20/2023
Citigroup Global Markets Holdings Inc. 4.125% initially; beginning in Nov. 20, 2020, equal to 10-Year CMS rate, with floor of zero, payable quarterly due 11/20/2033
Citigroup Global Markets Holdings Inc. One-month Libor minus 15 bps, floor of zero; payable at maturity due 12/23/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2023
Citigroup Global Markets Holdings Inc. 7.00% due 11/19/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/17/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/25/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/18/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/18/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/19/2022
Citigroup Global Markets Holdings Inc. 9.10% due 11/20/2028
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on review date for that period due 11/17/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/12/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/12/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2020
Citigroup Global Markets Holdings Inc. 9.05% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,791.043 for S&P, -1,011.464 for Russell and 2,084.823 for Stoxx; 65% of initial levels due 11/12/2021
Citigroup Global Markets Holdings Inc. 9% for the first year; after that, 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day that the 30-year CMS rate is higher than the two-year CMS rate and the index closes at or above its 60% barrier level, subject to a cap of 11% and floor of 0%; payable quarterly due 11/9/2028
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each index closes at or above coupon barrier level on each day during that quarter; Coupon barriers: 2,405.565 for Stoxx, 2,066.588 for S&P and 1,167.074 for Russell, 75% of initial levels due 11/12/2021
Citigroup Global Markets Holdings Inc. 9.8% annualized, payable quarterly if ETF closes at or above 75% coupon barrier on observation date for that quarter due 11/9/2023
Citigroup Global Markets Holdings Inc. One-month Libor minus 15 bps, subject to a floor of zero; payable monthly due 12/12/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 80% coupon barrier on determination date for that quarter due 11/5/2021
Citigroup Global Markets Holdings Inc. 10.00% due 2/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2023
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if each index closes at or above 70% coupon barrier on valuation date for that quarter due 5/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/9/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/9/2020
Citigroup Global Markets Holdings Inc. 8.4% per year, payable quarterly if each underlying asset closes at or above coupon barrier level every day that period; Coupon barriers: 2,033.805 for S&P, 1,133.56 for Russell, $46.845 for ETF, 75% of initial levels due 5/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2021
Citigroup Global Markets Holdings Inc. 6.55%, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,877.841 for S&P and 1,954.646 for Russell 2000, 70% of initial levels due 11/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2021
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if each index closes at or above 65% coupon barrier on valuation date for that quarter due 10/27/2022
Citigroup Global Markets Holdings Inc. 8.55% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on valuation date for that quarter due 11/7/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2024
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/7/2024
Citigroup Global Markets Holdings Inc. 8.5% initially; beginning in Oct. 31, 2019, 50 times spread of the 30-year U.S. dollar ICE swap rate over the two-year U.S. dollar ICE swap rate, capped at 8.5%, payable quarterly due 10/31/2038
Citigroup Global Markets Holdings Inc. 12% annualized, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 11/1/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2023
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on each day that quarter due 10/31/2028
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if basket closes at or above its 65% coupon barrier on each day that quarter due 10/29/2021
Citigroup Global Markets Holdings Inc. 12% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on review date for that quarter due 10/29/2021
Citigroup Global Markets Holdings Inc. 9.1% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on review date for that quarter due 11/8/2021
Citigroup Global Markets Holdings Inc. 6% annualized, payable monthly if each index closes at or above coupon barrier on valuation date for that month; Coupon barriers: 17,281.817 for Dow, 1,038.675 for Russell, 4,769.683for Nasdaq, 70% of initial levels due 10/31/2023
Citigroup Global Markets Holdings Inc. 5.25% annualized, payable quarterly if each index closes at or above 70% coupon barrier on valuation date for that quarter due 4/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/8/2020
Citigroup Global Markets Holdings Inc. 12%, payable quarterly, for first year; beginning in January 2020, 50 times spread of 30-year Constant Maturity Swap rate over two-year CMS rate for each day each index closes above barrier level; ceiling 11% and floor of zero; Barrier levels: 890.293 for Russell and 1,595.214 for S&P, 60% of initial levels due 10/31/2033
Citigroup Global Markets Holdings Inc. 8%, payable quarterly, for first two years; beginning in January 2021, 8% annualized for each day that spread of 30-year Constant Maturity Swap rate over two-year CMS rate is at least zero and each index closes at or above the 60% coupon barrier; Barrier levels: 890.293 for Russell and 1,595.214 for S&P, 60% of initial levels due 10/31/2033
Citigroup Global Markets Holdings Inc. 8.2% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 10/31/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/4/2019
Citigroup Global Markets Holdings Inc. 11.8% annualized, payable quarterly if each asset closes at or above 80% coupon barrier on each day that quarter due 10/27/2022
Citigroup Global Markets Holdings Inc. 8.706% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on every day that quarter due 7/28/2021
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 80% coupon barrier on review date for that quarter due 10/28/2019
Citigroup Global Markets Holdings Inc. 8.71% per year, payable quarterly if each underlying asset closes at or above coupon barrier level every day that period; Coupon barriers: 2,055.518 for S&P, 1,144.94 for Russell, $47.145 for ETF, 75% of initial levels due 7/28/2021
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly for each day that spread of 30-year Constant Maturity Swap rate over two-year CMS rate is at least zero and index closes at or above the 60% coupon barrier due 10/26/2028
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 10/28/2019
Citigroup Global Markets Holdings Inc. 14% annualized, payable quarterly if each index closes at or above its 75% coupon barrier on each day during that quarter due 10/28/2020
Citigroup Global Markets Holdings Inc. 7.6% annualized, payable quarterly if each asset closes at or above 65% coupon barrier on observation date due 10/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2024
Citigroup Global Markets Holdings Inc. 8.55% annualized, payable monthly if each asset closes at or above 65% coupon barrier on observation date for that month due 10/27/2025
Citigroup Global Markets Holdings Inc. 8.00% due 10/25/2019
Citigroup Global Markets Holdings Inc. 7.52% due 1/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/22/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/24/2023
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable quarterly if each stock closes at or above 78% coupon barrier on review date for that quarter due 10/22/2020
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if stock closes at or above 80% coupon barrier on review date for that quarter due 10/23/2019
Citigroup Global Markets Holdings Inc. 6.05% annualized, payable quarterly if each index closes at or above 65% coupon barrier on valuation date for that quarter due 10/21/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2020
Citigroup Global Markets Holdings Inc. 0.00% due 4/22/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/18/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/18/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2020
Citigroup Global Markets Holdings Inc. 6.7%, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,545.456 for S&P and 878.26 for Russell 2000, 55% of initial levels due 10/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/21/2019
Citigroup Global Markets Holdings Inc. 21% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on review date for that quarter due 10/18/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/8/2020
Citigroup Global Markets Holdings Inc. 5% until Oct. 17, 2019; after that, equal to 10 times the spread of the 30-year CMS rate over the two-year CMS rate, subject to a maximum rate of 10% and floor of 0%; payable quarterly due 10/17/2024
Citigroup Global Markets Holdings Inc. 9% for the first year; after that, 50 times the spread of the 30-year CMS rate minus the two-year CMS rate for each day that the 30-year CMS rate is higher than the two-year CMS rate and the index closes at or above its 50% barrier level, subject to a cap of 11% and floor of 0%; payable quarterly due 10/17/2028
Citigroup Global Markets Holdings Inc. Libor plus 100 bps for first two years, then 6 times spread of 10-year CMS rate minus two-year CMS rate, in each case subject to a floor of zero; payable quarterly due 10/18/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/20/2020
Citigroup Global Markets Holdings Inc. 13.25% if each asset closes above coupon barrier on the valuation date quarter; Coupon barriers: $60.280 for Energy Select, 83.424 for Stoxx; 80% of initial levels due 10/20/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/13/2021
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,016.238 for S&P, 1,135.306 for Russell and 2,325.253 for Stoxx; 70% of initial levels due 10/15/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/8/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/9/2020
Citigroup Global Markets Holdings Inc. 9.7% per year, payable quarterly if each index closes at or above downside threshold level on each day during that quarter due 4/9/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/7/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2020
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,047.213 for S&P, 1,171.094 for Russell and 2,389.912 for Stoxx; 70% of initial levels due 4/6/2022
Citigroup Global Markets Holdings Inc. 7.2% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date due 10/3/2023
Citigroup Global Markets Holdings Inc. 9.05% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date due 10/3/2028
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if stock closes at or above 74% coupon barrier on review date for that quarter due 10/3/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2020
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on review date that quarter due 10/2/2023
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if stock closes at or above 75% coupon barrier on review date for that quarter due 4/1/2020
Citigroup Global Markets Holdings Inc. 5.4% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date due 10/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2020
Citigroup Global Markets Holdings Inc. 8% until Oct. 4, 2019; after that, equal to 40 times the spread of the 30-year CMS rate over the two-year CMS rate, subject to a maximum rate of 9% and floor of 0%; payable quarterly due 10/4/2026
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2021
Citigroup Global Markets Holdings Inc. 9.3% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on review date for that quarter due 9/30/2021
Citigroup Global Markets Holdings Inc. 8.1% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on review date for that quarter due 10/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2026
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2019
Citigroup Global Markets Holdings Inc. 9%, payable quarterly, for first two years; beginning Oct. 1, 2020, 9% annualized for each day that spread of 30-year Constant Maturity Swap rate over two-year CMS rate is at least zero and each index closes at or above the 60% coupon barrier due 10/1/2033
Citigroup Global Markets Holdings Inc. 8% initially; beginning in Sept. 28, 2019, 50 times spread of the 30-year U.S. dollar ICE swap rate over the two-year U.S. dollar ICE swap rate, capped at 8%, payable quarterly due 9/28/2033
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2023
Citigroup Global Markets Holdings Inc. 6.7% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on each day that quarter due 9/29/2028
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2019
Citigroup Global Markets Holdings Inc. 9% annualized, payable monthly if each stock closes at or above 50% coupon barrier on review date for that month due 9/30/2021
Citigroup Global Markets Holdings Inc. 12% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on review date for that quarter due 9/30/2021
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable monthly if each stock closes at or above 60% coupon barrier on review date for that month due 9/30/2019
Citigroup Global Markets Holdings Inc. 11.5% annualized, payable monthly if each stock closes at or above 55% coupon barrier on review date for that month due 9/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly for each day that spread of 30-year Constant Maturity Swap rate over two-year CMS rate is at least zero and each index closes at or above the 60% coupon barrier due 9/28/2033
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2023
Citigroup Global Markets Holdings Inc. 5% initially; beginning in Sept. 26, 2020, equal to 10-year Constant Maturity Swap plus 37 bps, payable quarterly due 9/26/2028
Citigroup Global Markets Holdings Inc. 5.66% due 9/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2023
Citigroup Global Markets Holdings Inc. 8% until Sept. 25, 2019; after that, equal to 60 times the spread of the 30-year CMS rate over the two-year CMS rate, subject to a maximum rate of 8% and floor of 0%; payable quarterly due 9/25/2038
Citigroup Global Markets Holdings Inc. 9% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 9/26/2019
Citigroup Global Markets Holdings Inc. 11% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 9/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/19/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2023
Citigroup Global Markets Holdings Inc. 7.50% due 9/25/2019
Citigroup Global Markets Holdings Inc. 9.00% due 9/23/2019
Citigroup Global Markets Holdings Inc. 9.25% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date; Coupon barriers/final barriers: $69.276 for Valero, $44.544 for ConocoPhillips; 60% of initial prices due 9/22/2021
Citigroup Global Markets Holdings Inc. 10.9% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date; Coupon barriers/final barriers: $165.858 for Nvidia, $27.324 for Intel; 60% of initial prices due 9/21/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2023
Citigroup Global Markets Holdings Inc. 9.93% per year, payable quarterly if each underlying asset closes at or above coupon barrier level every day that period; Coupon barriers: 2,323.984 for S&P, 1,377.375 for Russell, $53.408 for ETF, 80% of initial levels due 9/19/2022
Citigroup Global Markets Holdings Inc. 9% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 9/19/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/19/2020
Citigroup Global Markets Holdings Inc. 7.1% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 719.971 for Emerging Markets and 2,033.486 for S&P 500; 70% of initial levels due 9/19/2028
Citigroup Global Markets Holdings Inc. 4.35% annualized, payable each quarter if stock closes at or above 60% coupon barrier on determination date for that quarter due 10/2/2019
Citigroup Global Markets Holdings Inc. 17.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/2/2019
Citigroup Global Markets Holdings Inc. 0.00% due 9/16/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/17/2019
Citigroup Global Markets Holdings Inc. 10.1% per year, payable quarterly if each index closes at or above downside threshold level on each day during that quarter due 9/16/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/14/2023
Citigroup Global Markets Holdings Inc. 5.5% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date due 9/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/10/2021
Citigroup Global Markets Holdings Inc. 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/25/2019
Citigroup Global Markets Holdings Inc. One-month Libor minus 15 bps, subject to a floor of zero; payable monthly due 10/15/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/10/2020
Citigroup Global Markets Holdings Inc. 7.1% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 16,897.316 for Dow, 1,870.733 for S&P 500 and 1,114.404 for Russell 2000, 65% of initial levels due 9/11/2023
Citigroup Global Markets Holdings Inc. Year-over-year change in index plus 65 bps, subject to a floor of 0%; payable monthly due 9/7/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2023
Citigroup Global Markets Holdings Inc. 8.25% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 9/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2019
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2021
Citigroup Global Markets Holdings Inc. 7.25% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on review date that quarter due 9/5/2023
Citigroup Global Markets Holdings Inc. 10.05% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date; Coupon/final barriers: $64.49 for Schlumberger, $40.72 for Halliburton, $43.39 for BP; 60% of initial prices due 9/8/2025
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2021
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on review date that quarter due 8/25/2022
Citigroup Global Markets Holdings Inc. 11.8% annualized, payable monthly if each stock closes at or above coupon barrier price on review date; Coupon/final barriers: $15.03 for Advanced Micro, $41.868 for Qualcomm, $221.094 for Netflix; 60% of initial prices due 9/3/2019
Citigroup Global Markets Holdings Inc. 12% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date; Coupon/final barriers: $176.26 for Facebook, $1,932.82 for Amazon, $1,245.86 for Alphabet, $21.094 for Netflix; 60% of initial prices due 9/2/2021
Citigroup Global Markets Holdings Inc. 11% annualized, payable monthly if each stock closes at or above coupon barrier price on review date; Coupon/final barriers: $52.34 for Micron, $274.38 for Nvidia, $368.49 for Netflix; 55% of initial prices due 9/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. Year-over-year change in index plus 135 bps, subject to a floor of 0%; payable monthly due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2019
Citigroup Global Markets Holdings Inc. 7%, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 2,027.718 for S&P and 1,209.884 for Russell 2000, 70% of initial levels due 8/31/2028
Citigroup Global Markets Holdings Inc. 6.7% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on each trading day for that quarter due 11/29/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2020
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 77% coupon barrier on review date for that quarter due 8/28/2019
Citigroup Global Markets Holdings Inc. 8.4% annualized, payable quarterly if stock closes at or above 80% coupon barrier on review date for that quarter due 8/28/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2020
Citigroup Global Markets Holdings Inc. 6.9% per year, payable monthly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 17,959.886 for Dow and 1,201.936 for Russell 2000, 70% of initial levels due 8/28/2025
Citigroup Global Markets Holdings Inc. 8.15% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on observation date due 8/25/2022
Citigroup Global Markets Holdings Inc. 18.25% due 2/27/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/25/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2020
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date; Coupon barriers/final barriers: $1,412.565 for Amazon, $161.28 for Apple; 75% of initial prices due 8/26/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/26/2020
Citigroup Global Markets Holdings Inc. 8.4% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 2,545.253 for Stoxx and 1,274.02 for Russell 2000, 75% of initial levels due 8/24/2028
Citigroup Global Markets Holdings Inc. 8% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 8/20/2021
Citigroup Global Markets Holdings Inc. 10.75% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 8/20/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/19/2021
Citigroup Global Markets Holdings Inc. 9.2%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $89.39, 60% of initial price due 8/20/2020
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if stock closes at or above 77% coupon barrier on review date for that quarter due 8/20/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/18/2023
Citigroup Global Markets Holdings Inc. Fixed at 7% for the first year; after that, 30-year CMS rate plus 300 bps for each day that each index closes at or above its accrual barrier level, 10.5% maximum and floor of zero; payable monthly due 8/16/2033
Citigroup Global Markets Holdings Inc. 10-year CMS rate plus 400 bps for each day that each index closes at or above its accrual barrier level; payable monthly; Accrual barrier levels: 1,738.512 for S&P, 1,037.053 for Russell, 2,068.542 for Stoxx; 60% of initial levels due 8/31/2028
Citigroup Global Markets Holdings Inc. 0.00% due 9/12/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/14/2019
Citigroup Global Markets Holdings Inc. 10% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 8/13/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 743.659 for Emerging Markets and 1,983.296 for S&P 500; 70% of initial levels due 8/13/2021
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,180.763 for Russell and 1,983.296 for S&P 500; 70% of initial levels due 8/13/2021
Citigroup Global Markets Holdings Inc. 5.7% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,014.532 for Russell, 4,480.177 for Nasdaq and 1,712.148 for S&P 500; 60% of initial levels due 8/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/26/2019
Citigroup Global Markets Holdings Inc. 0.00% due 9/11/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2020
Citigroup Global Markets Holdings Inc. 13.6%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/26/2019
Citigroup Global Markets Holdings Inc. Payable monthly at an annual rate if each underlying asset closes at or above coupon barrier level observation date for that period; rate is 9% for first year, 8% from September 2019 through August 2020 and 7% thereafter; Coupon barriers: 2,130.263 for S&P and 1,255.029 for Russell 2000, 75% of initial levels due 8/10/2028
Citigroup Global Markets Holdings Inc. Libor plus 100 bps initially; beginning Aug. 9, 2020, 6 times the spread of the 10-year U.S. dollar ICE swap rate over the two-year U.S. dollar ICE swap rate, payable quarterly due 8/9/2022
Citigroup Global Markets Holdings Inc. 10.25% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 8/6/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2020
Citigroup Global Markets Holdings Inc. 18.45% annualized, payable quarterly if each asset closes at or above 80% coupon barrier on observation date due 8/4/2023
Citigroup Global Markets Holdings Inc. 12.25% annualized, payable quarterly if fund closes at or above 79.25% coupon barrier on each trading day for that quarter due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2019
Citigroup Global Markets Holdings Inc. 12.4125% annualized, payable quarterly if ETF closes at or above its 75% coupon barrier on observation date for that quarter due 8/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2021
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date; Coupon barriers/final barriers: $805.025 for Alphabet, $69.992 for Microsoft, $124.137 for Apple; 65% of initial prices due 8/3/2020
Citigroup Global Markets Holdings Inc. 12% annualized, payable each month if each stock closes at or above downside threshold level on determination date for that month due 7/30/2021
Citigroup Global Markets Holdings Inc. 8.25% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 8/1/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2023
Citigroup Global Markets Holdings Inc. Fixed at 10% for the first two years; after that, 20 times the spread of 30-year CMS rate over two-year CMS rate for each day that each index closes at or above its accrual barrier level, up to a maximum rate of 10% per year, floor of zero; payable monthly due 7/31/2033
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2020
Citigroup Global Markets Holdings Inc. 6.5% annualized, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,612.483, 75% of initial level due 7/27/2023
Citigroup Global Markets Holdings Inc. 11% annualized, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/threshold: $186.533, 75% of initial level due 7/29/2019
Citigroup Global Markets Holdings Inc. 7.6% annualized, payable semiannually if each index closes at or above 80% coupon barrier on review date, in which case any previously unpaid contingent coupon will also be paid due 7/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2020
Citigroup Global Markets Holdings Inc. 21.50% due 8/26/2019
Citigroup Global Markets Holdings Inc. 2.5% initially, stepping up to 2.75% on July 26, 2019 and to 3.1% on July 26, 2020; payable quarterly due 7/26/2021
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on observation date due 7/25/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2022
Citigroup Global Markets Holdings Inc. 9.25% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 7/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2020
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if asset closes at or above 70% coupon barrier on observation date for that quarter due 7/26/2021
Citigroup Global Markets Holdings Inc. 5.5% initially; beginning July 23, 2019, 25 times spread of 30-year U.S. dollar ICE swap rate minus two-year U.S. dollar ICE swap rate, capped at 10%; payable monthly due 7/23/2024
Citigroup Global Markets Holdings Inc. 9.25% due 7/23/2019
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 7/22/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/20/2023
Citigroup Global Markets Holdings Inc. 10.34% per year, payable quarterly if each underlying asset closes at or above coupon barrier level every day that period; Coupon barriers: 2,247.64 for S&P, 1,349.811 for Russell, $54.304 for ETF, 80% of initial levels due 7/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2020
Citigroup Global Markets Holdings Inc. 7.55% annualized, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 7/21/2021
Citigroup Global Markets Holdings Inc. 14.5% annualized, payable monthly if each stock closes at or above coupon barrier price on review date for that month; Coupon barriers/final barriers: $96.656 for Caterpillar, $162.008 for Goldman, $1,275.743 for Amazon; 70% of initial prices due 1/22/2021
Citigroup Global Markets Holdings Inc. 8.00% due 7/21/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/21/2020
Citigroup Global Markets Holdings Inc. Fixed at 7% for the first three years; after that, 30-year CMS rate plus 130 bps for each day that each index closes at or above its accrual barrier level, floor of zero; payable monthly due 7/19/2028
Citigroup Global Markets Holdings Inc. 9.1% per year, payable monthly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 17,545.052 for Dow, 1,958.901 for S&P 500 and 1,174.981 for Russell 2000, 70% of initial levels due 7/20/2023
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 16,291.834 for Dow, 1,818.98 for S&P 500 and 1,091.054 for Russell 2000, 65% of initial levels due 7/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/9/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/10/2020
Citigroup Global Markets Holdings Inc. 9.8% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 7/9/2021
Citigroup Global Markets Holdings Inc. 12.1% annualized, payable quarterly if index closes at or above 80% coupon barrier on observation date for that quarter due 7/10/2023
Citigroup Global Markets Holdings Inc. 10.95% annualized, payable monthly if each asset closes at or above 65% coupon barrier on observation date for that month due 10/9/2019
Citigroup Global Markets Holdings Inc. 11.1% annualized, payable quarterly if asset closes at or above 65% coupon barrier on observation date for that quarter due 7/7/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2023
Citigroup Global Markets Holdings Inc. 8.75% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 7/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2023
Citigroup Global Markets Holdings Inc. 2.45% for first year; after that, equal to Libor, subject to a floor of 0%; payable quarterly due 7/5/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2020
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,902.859 for S&P, 1,150.148 for Russell and 2,376.92 for Stoxx; 70% of initial levels due 12/31/2021
Citigroup Global Markets Holdings Inc. 8.65% annualized, payable monthly if each f index closes at or above 70% coupon barrier on each trading day for that month due 7/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/17/2019
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2023
Citigroup Global Markets Holdings Inc. 9.5% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date for that quarter; Coupon barriers/final barriers: $108.29 for Allergan, $38.922 for Merck; 65% of initial prices due 7/6/2021
Citigroup Global Markets Holdings Inc. 11.36% due 7/2/2019
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2019
Citigroup Global Markets Holdings Inc. 5.7% per year for each day that the index closes between 93% and 107% of the initial level, inclusive; payable quarterly due 6/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2023
Citigroup Global Markets Holdings Inc. 10.1% annualized, payable monthly if each stock closes at or above coupon barrier price on review date for that month; Coupon barriers/final barriers: $28.05 for Altria, $61.015 for Expedia, $7.75 for Advanced Micro; 50% of initial prices due 7/1/2021
Citigroup Global Markets Holdings Inc. 14% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date for that quarter; Coupon barriers/final barriers: $119.88 for Apple, $129.35 for Facebook, $736.203 for Alphabet and $259.604 for Netflix, 65% of initial levels due 7/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2023
Citigroup Global Markets Holdings Inc. Fixed at 10% for the first two years; after that, 20 times the spread of 30-year CMS rate over two-year CMS rate for each day that each index closes at or above its accrual barrier level, up to a maximum rate of 10% per year, floor of zero; payable monthly; Accrual barrier levels: 2,021.232 for Stoxx, 1,684.36 for S&P, 1,001.116 for Russell; 60% of initial levels due 6/29/2038
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 2,358.104 for Stoxx and 1,167.969 for Russell 2000, 70% of initial levels due 7/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2019
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 9/3/2019
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2021
Citigroup Global Markets Holdings Inc. 10% annualized, payable each quarter if stock closes at or above 80.25% coupon barrier on determination date for that quarter due 7/10/2019
Citigroup Global Markets Holdings Inc. 10% annualized, payable each quarter if stock closes at or above 78% coupon barrier on determination date for that quarter due 7/10/2019
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2020
Citigroup Global Markets Holdings Inc. 5.5% initially; beginning June 27, 2019, 25 times spread of 30-year U.S. dollar ICE swap rate minus two-year U.S. dollar ICE swap rate, capped at 10%; payable monthly due 6/27/2025
Citigroup Global Markets Holdings Inc. 13.75% annualized, payable each month if stock closes at or above downside threshold level on determination date for that month due 12/28/2018
Citigroup Global Markets Holdings Inc. 3% initially; beginning June 27, 2020, 10.25 times spread of 10-year U.S. dollar ICE swap rate minus two-year U.S. dollar ICE swap rate; payable quarterly due 6/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2020
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if closing price of Amazon shares is greater than or equal to barrier price on valuation date for that quarter due 12/27/2019
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if each underlying index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers/final barriers: 2,062.32 for S&P, 2,552.633 for Stoxx; 75% of initial levels due 6/23/2021
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 78% coupon barrier on observation date for that quarter due 12/31/2019
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if stock closes at or above 73% coupon barrier on observation date for that quarter due 6/25/2019
Citigroup Global Markets Holdings Inc. 6% annualized, payable quarterly if each underlying index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers/final barriers: 1,941.625 for S&P, 1,184.722 for Russell, 2,426.655 for Stoxx; 70% of initial levels due 6/23/2021
Citigroup Global Markets Holdings Inc. 7% if each index closes above coupon barrier on the valuation date quarter; Coupon barriers: 2,219.00 for S&P, 1,353.968 for Russell, 80% of initial levels due 6/25/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/19/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2019
Citigroup Global Markets Holdings Inc. 0.00% due 1/5/2021
Citigroup Global Markets Holdings Inc. 6.65% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 13,799.764 for Dow and 926.149 for Russell 2000, 55% of initial levels due 6/20/2023
Citigroup Global Markets Holdings Inc. 7.3% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 2,253.323 for Stoxx, 1,802.938 for S&P 500 and 1,100.099 for Russell 2000, 65% of initial levels due 6/26/2023
Citigroup Global Markets Holdings Inc. 6.3% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,528.813 for S&P 500 and 926.149 for Russell 2000, 55% of initial levels due 6/20/2023
Citigroup Global Markets Holdings Inc. 4% initially, stepping up to 4.5% on June 20, 2028, to 5% on June 20, 2030, to 5.5% on June 20, 2032, to 6% on June 20, 2034 and to 7% on June 20, 2036; payable semiannually due 6/20/2038
Citigroup Global Markets Holdings Inc. 8.9% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 6/18/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2019
Citigroup Global Markets Holdings Inc. 6.75% annualized, payable quarterly if each fund closes at or above its 70% coupon barrier on observation date for that quarter due 6/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/17/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/19/2020
Citigroup Global Markets Holdings Inc. 14% annualized, payable quarterly if ETF closes at or above its 85% coupon barrier on observation date for that quarter due 6/16/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/16/2023
Citigroup Global Markets Holdings Inc. 12% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 6/16/2022
Citigroup Global Markets Holdings Inc. 17.1% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date for that quarter; Coupon barriers/final barriers: $133.296 for Alibaba, $39.169 for Qualcomm, $50.70 for Las Vegas Sands; 65% of initial prices due 6/17/2020
Citigroup Global Markets Holdings Inc. 18.5% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date for that quarter; Coupon barriers/final barriers: $133.296 for Alibaba, $39.169 for Qualcomm, $50.70 for Las Vegas Sands; 65% of initial prices due 6/17/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2021
Citigroup Global Markets Holdings Inc. Fixed at 10.75% for the first two years; after that, 20 times the spread of 30-year CMS rate over two-year CMS rate for each day that each index closes at or above its accrual barrier level, up to a maximum rate of 10% per year, floor of zero; payable monthly; Accrual barrier levels: 1,667.418 for S&P, 1,003.494 for Russell; 60% of initial levels due 6/8/2033
Citigroup Global Markets Holdings Inc. 9.4% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 6/11/2021
Citigroup Global Markets Holdings Inc. 8.75% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 6/11/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2020
Citigroup Global Markets Holdings Inc. 4% until June 13, 2020; after that, equal to 8 times the spread of the 10-year CMS rate over the two-year CMS rate, subject to 0% floor; payable quarterly due 6/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/11/2020
Citigroup Global Markets Holdings Inc. 14% for first year; then, 20 times spread of 30-year U.S. dollar ICE swap rate minus two-year U.S. dollar ICE swap rate for each day that each index closes at or above barrier level, cap of 14%, floor of zero; payable monthly due 6/8/2038
Citigroup Global Markets Holdings Inc. Fixed at 8% for the first year; after that, 17 times the spread of 30-year CMS rate over two-year CMS rate plus 25 basis points for each day that each index closes at or above its accrual barrier level, up to a maximum rate of 8% per year, floor of zero; payable monthly; Accrual barrier levels: 1,785.466 for S&P, 1,074.691 for Russell; 65% of initial levels due 6/7/2023
Citigroup Global Markets Holdings Inc. 10.5% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 6/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2020
Citigroup Global Markets Holdings Inc. 13.86% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date for that quarter; Coupon barriers/final barriers: $41.40 for Intel, $61.553 for PayPal; 75% of initial prices due 6/5/2019
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2019
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2019
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date for that quarter; Coupon barriers/final barriers: $45.984 for Starbucks, $129.456 for McDonald’s; 80% of initial prices due 6/4/2019
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2019
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2023
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if stock closes at or above 77% coupon barrier on observation date for that quarter due 12/4/2019
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date for that quarter; Coupon barriers/final barriers: $127.231 for 3M, $27.612 for General Mills; 65% of initial prices due 6/8/2021
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date for that quarter; Coupon barriers/final barriers: $33.976 for Bristol-Myers, $77.61 for Johnson & Johnson; 65% of initial prices due 6/8/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2023
Citigroup Global Markets Holdings Inc. 8.6% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,217.737 for Russell, $34.013 for ETF, 75% of initial levels due 6/2/2028
Citigroup Global Markets Holdings Inc. 3.25% initially, stepping up to 4.5% on May 31, 2021, to 5% on May 31, 2022 and to 6% on Nov. 30, 2022; payable quarterly due 5/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2019
Citigroup Global Markets Holdings Inc. One-month Libor minus 21 bps, floor of zero; payable at maturity due 7/11/2019
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,399.698 for Stoxx and 1,882.902 for S&P 500; 70% of initial levels due 6/2/2023
Citigroup Global Markets Holdings Inc. 6% annualized, payable quarterly if each index closes at or above its 55% coupon barrier on each day that quarter due 5/31/2028
Citigroup Global Markets Holdings Inc. 11.1% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,217.737 for Russell, 2,571.105 for Stoxx and 2,017.395 for S&P 500; 75% of initial levels due 6/3/2021
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,136.554 for Russell, 2,399.698 for Stoxx and 1,882.902 for S&P 500; 70% of initial levels due 6/3/2021
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,136.554 for Russell, 2,399.698 for Stoxx and 1,882.902 for S&P 500; 70% of initial levels due 11/30/2021
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if each stock closes at or above coupon barrier on determination date; Coupon barriers: $1,046.598 for Amazon, $120.98 for Facebook; 65% of initial share prices due 11/29/2019
Citigroup Global Markets Holdings Inc. 10% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 5/28/2021
Citigroup Global Markets Holdings Inc. Fixed at 10% per year for the first two years; after that, 20 times the spread of 30-year CMS rate over two-year CMS rate for each day that each index closes at or above its accrual barrier level, up to a maximum rate of 10% per year, floor of zero; payable monthly; Accrual barrier levels: 1,760.88 for Stoxx, 1,363.88 for S&P, 814.111 for Russell; 50% of initial levels due 5/30/2038
Citigroup Global Markets Holdings Inc. 5% until May 29, 2019; after that, equal to 20 times the spread of the 30-year CMS rate over the two-year CMS rate, subject to a maximum rate of 10% and floor of 0%; payable quarterly due 5/29/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2023
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2021
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if each stock closes at or above coupon barrier price on review date for that quarter; Coupon barriers/final barriers: $137.85 for Facebook, $140.37 for Apple; 75% of initial prices due 5/28/2019
Citigroup Global Markets Holdings Inc. 9.7% annualized, payable monthly if each underlying asset closes at or above coupon barrier on valuation date for that month; Coupon barriers/knock-in levels: 1,770.886 for S&P, 1,056.404 for Russell, 2,331.713 for Stoxx, $14.385 for gold miners, 65% of initial levels due 11/27/2019
Citigroup Global Markets Holdings Inc. 12.05% due 5/28/2019
Citigroup Global Markets Holdings Inc. 7.3% annualized, payable quarterly if each underlying asset closes at or above coupon barrier on valuation date for that quarter; Coupon barrier/barriers: 982.465 for Russell, 2,143.542 for Stoxx, $26.532 for SPDR, 60% of initial levels due 5/26/2022
Citigroup Global Markets Holdings Inc. 8% annualized, payable each quarter that stock closes at or above its coupon barrier on observation date for that quarter; Coupon barrier/barrier price: $1,212.265, 77% of initial share price due 5/23/2019
Citigroup Global Markets Holdings Inc. 5% until May 23, 2020; after that, equal to 21 times the spread of the 30-year CMS rate over the two-year CMS rate, subject to a maximum rate of 10% and floor of 0%; payable quarterly due 5/23/2025
Citigroup Global Markets Holdings Inc. 11.5% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter due 5/23/2019
Citigroup Global Markets Holdings Inc. 8.75% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter due 5/21/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2021
Citigroup Global Markets Holdings Inc. 10% until May 18, 2020; after that, equal to 9 times the spread of the 30-year CMS rate over the two-year CMS rate, subject to a maximum rate of 10% and floor of 0%; payable quarterly due 5/18/2038
Citigroup Global Markets Holdings Inc. 0.00% due 6/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2019
Citigroup Global Markets Holdings Inc. 13.85% annualized, payable quarterly if each stock closes at or above coupon barrier on review date for that quarter; Coupon barrier/barriers: $27.473 for General Motors and $74.903 for Prudential, 75% of initial levels due 5/17/2019
Citigroup Global Markets Holdings Inc. 2% for the first year; beginning May 17, 2019, equal to Libor plus 10 bps, subject to 0% floor; payable quarterly due 5/17/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2020
Citigroup Global Markets Holdings Inc. 8.7% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter due 5/7/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter due 5/7/2021
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if closing price of Bank of America shares is greater than or equal to barrier price on valuation date for that quarter due 5/3/2019
Citigroup Global Markets Holdings Inc. 7% initially; beginning May 3, 2020, equal to 14 times the spread of the 30-year CMS rate minus the two-year CMS rate, subject to a maximum interest rate of 10% and a floor of 0%; payable quarterly due 5/3/2033
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2019
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each stock closes at or above coupon barrier on review date for that quarter; Coupon barrier/barriers: $153.332 for Costco and $68.086 for Walmart, 78% of initial levels due 5/2/2019
Citigroup Global Markets Holdings Inc. 2.4% initially, stepping up to 2.6% on May 2, 2019 and to 2.75% on May 2, 2020; payable quarterly due 5/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2020
Citigroup Global Markets Holdings Inc. 7.00% due 5/2/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2021
Citigroup Global Markets Holdings Inc. 8% annualized, payable each quarter that stock closes at or above its coupon barrier on observation date for that quarter; Coupon barrier/barrier price: $127.665, 75% of initial share price due 4/30/2019
Citigroup Global Markets Holdings Inc. 12% annualized, payable quarterly if each stock closes at or above coupon barrier on review date for that quarter; Coupon barrier/barriers: $15.07 for BofA, $5.555 for Ford and $152.88 for Netflix, 50% of initial levels due 4/29/2021
Citigroup Global Markets Holdings Inc. 9.25% annualized, payable quarterly if each stock closes at or above coupon barrier on review date for that quarter; Coupon barrier/barriers: $67.496 for Chevron and $9.884 for Marathon, 55% of initial levels due 5/3/2021
Citigroup Global Markets Holdings Inc. 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barrier/barriers: 1,847.58 for S&P, 1,085.327 for Russell, 70% of initial levels due 7/30/2019
Citigroup Global Markets Holdings Inc. 5% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barrier/barriers: 1,847.58 for S&P, 1,085.327 for Russell, 70% of initial levels due 7/30/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2021
Citigroup Global Markets Holdings Inc. 7% until April 30, 2019; after that, equal to 16 times the spread of the 30-year CMS rate over the two-year CMS rate, subject to a maximum rate of 15% and floor of 0%; payable quarterly due 4/30/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2021
Citigroup Global Markets Holdings Inc. 17.5% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on review date for that quarter due 4/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/17/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2021
Citigroup Global Markets Holdings Inc. 7% annualized, payable each quarter that stock closes at or above its coupon barrier on observation date for that quarter; Coupon barrier/barrier price: $138.24, 80% of initial share price due 4/25/2019
Citigroup Global Markets Holdings Inc. 7.65% annualized, payable quarterly if each underlying asset closes at or above coupon barrier on valuation date for that quarter; Coupon barrier/barriers: 944.291 for Russell, $42.792 for iShares and $23.338 for SPDR, 60% of initial levels due 4/22/2022
Citigroup Global Markets Holdings Inc. 8.8% annualized, payable quarterly if each index closes at or above 70% coupon barrier on review date for that quarter due 4/20/2023
Citigroup Global Markets Holdings Inc. 7.1% annualized, payable quarterly if each index closes at or above 65% coupon barrier on review date for that quarter due 4/22/2022
Citigroup Global Markets Holdings Inc. 11% annualized, payable each quarter that stock closes at or above its coupon barrier on observation date for that quarter; Coupon barrier/barrier price: $162.043, 70% of initial share price due 4/22/2019
Citigroup Global Markets Holdings Inc. 5% until April 18, 2019; after that, equal to 18.5 times the spread of the 30-year CMS rate over the two-year CMS rate, subject to a maximum rate of 10% and floor of 0%; payable quarterly due 4/18/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/13/2021
Citigroup Global Markets Holdings Inc. 11.5% annualized, payable each quarter that stock closes at or above its coupon barrier on observation date for that quarter; Coupon barrier: $111.538, 70% of initial share price due 5/1/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/12/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/11/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/7/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2021
Citigroup Global Markets Holdings Inc. 7% for the first year; beginning April 3, 2019, 16 times the spread of the 30-year CMS rate minus the two-year CMS rate, subject to a maximum interest rate of 15% and a minimum interest rate of 0%; payable quarterly due 4/3/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2020
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable each quarter that each stock closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $68.022 for Wal-Mart, $142.298 for Costco; 77.5% of initial prices due 10/3/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2021
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if each stock closes at or above its 75% coupon barrier on observation date for that quarter due 4/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2021
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if all stocks close at or above barrier level on valuation date; Coupon barrier levels: $31.70 for Bristol-Myers, $12.895 for H&R Block, $17.995 for General Motors, 50% of initial share prices due 3/31/2021
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if each ETF closes at or above its 60% coupon barrier on observation date for that quarter due 3/30/2023
Citigroup Global Markets Holdings Inc. 8.25% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barrier/barriers: 2,295.104 for Stoxx, 1,080.602 for Russell, 70% of initial levels due 10/1/2019
Citigroup Global Markets Holdings Inc. 12.51% due 3/29/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2022
Citigroup Global Markets Holdings Inc. 2% initially, stepping up to 2.5% on March 29, 2019, to 3% on March 29, 2020 and to 5% on March 29, 2022; payable quarterly due 3/29/2023
Citigroup Global Markets Holdings Inc. 9.5% initially; beginning March 29, 2020, 10 times the spread of 10-year CMS rate over two-year CMS rate, capped at 10% and floor of 0%, payable quarterly due 3/29/2038
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/27/2021
Citigroup Global Markets Holdings Inc. 7.85% annualized, payable quarterly if each index closes at or above 60% coupon barrier on valuation date for that quarter due 3/24/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2028
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2028
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2020
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if each stock closes at or above its coupon barrier on observation date for that quarter; Barrier levels: $142.492 for Facebook, $891.723 for Alphabet, 77.5% of initial levels due 3/20/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/20/2020
Citigroup Global Markets Holdings Inc. 14 times the spread of the 30-year CMS rate over the two-year CMS rate, subject to a maximum rate of 10% and floor of 0%; payable quarterly due 3/20/2028
Citigroup Global Markets Holdings Inc. 12.75% annualized, payable quarterly if each stock closes at or above its 70% coupon barrier on observation date for that quarter due 9/17/2020
Citigroup Global Markets Holdings Inc. 12% annualized, payable each quarter that stock closes at or above its coupon barrier on observation date for that quarter; Coupon barrier: $174.118, 70% of initial price due 3/19/2019
Citigroup Global Markets Holdings Inc. 8% annualized, payable each quarter that stock closes at or above its coupon barrier on observation date for that quarter; Coupon barrier: $74.128, 80% of initial price due 3/19/2019
Citigroup Global Markets Holdings Inc. 17% annualized, payable quarterly if each stock closes at or above its 65% coupon barrier on observation date for that quarter due 3/12/2021
Citigroup Global Markets Holdings Inc. 17% annualized, payable quarterly if each stock closes at or above its 65% coupon barrier on observation date for that quarter due 3/12/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/17/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 6/13/2019
Citigroup Global Markets Holdings Inc. 8.75% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter due 3/12/2021
Citigroup Global Markets Holdings Inc. 9.5% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter due 3/12/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/12/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2021
Citigroup Global Markets Holdings Inc. 8.4%, payable quarterly if index closes at or above coupon barrier level on observation date; Coupon barrier: 2,701.888, 80% of initial level due 3/12/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2020
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if stock closes at or above downside threshold level on determination date for that quarter due 3/5/2021
Citigroup Global Markets Holdings Inc. 8.25% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter due 3/5/2021
Citigroup Global Markets Holdings Inc. Year-over-year change in index plus 100 bps, subject to a floor of 0%; payable monthly due 3/6/2028
Citigroup Global Markets Holdings Inc. 9.75% annualized, payable quarterly if ETF closes at or above its 85% coupon barrier on observation date for that quarter due 3/6/2023
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/2/2023
Citigroup Global Markets Holdings Inc. 8.25% annualized, payable quarterly if each stock closes at or above its 65% coupon barrier on observation date for that quarter due 3/5/2021
Citigroup Global Markets Holdings Inc. 11% annualized, payable quarterly if each fund closes at or above its 80% coupon barrier on observation date for that quarter due 3/1/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2023
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 68.5% coupon barrier on review date for that quarter due 2/26/2021
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 79.5% coupon barrier on review date for that quarter due 2/26/2021
Citigroup Global Markets Holdings Inc. 8% annualized, payable quarterly if stock closes at or above 76.9% coupon barrier on review date for that quarter due 2/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if all stocks close at or above barrier level on valuation date for that quarter due 3/2/2020
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if all stocks close at or above coupon barrier level on valuation date for that month; Coupon/barrier levels: $81.205 for Caterpillar, $16.015 for Bank of America, $142.965 for Netflix, 50% of initial share prices due 2/26/2021
Citigroup Global Markets Holdings Inc. 10.25% per year, payable quarterly if the fund closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier level: $94.078, 85% of initial share price due 2/28/2023
Citigroup Global Markets Holdings Inc. 8.55% annualized, payable quarterly if each stock closes at or above its 65% coupon barrier on observation date for that quarter due 3/2/2021
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barrier/barriers: 2,409.022 for Stoxx, 1,084.4302 for Russell, 70% of initial levels due 8/28/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2020
Citigroup Global Markets Holdings Inc. 9% for three years; after that, 10 times spread of 30-year CMS rate and two-year CMS rate, capped at 9%, for each day that each index closes at or above 60% accrual barrier due 2/28/2038
Citigroup Global Markets Holdings Inc. 10.5% for three years; after that, 10 times spread of 30-year CMS rate and two-year CMS rate, capped at 10%, for each day that each index closes at or above 70% accrual barrier due 2/28/2038
Citigroup Global Markets Holdings Inc. 0.00% due 4/26/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2023
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if stock closes at or above its 80% coupon barrier on observation date for that quarter due 2/27/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2023
Citigroup Global Markets Holdings Inc. 3.4% initially, stepping up to 3.6% on Feb. 23, 2023, to 3.75% on Feb. 23, 2028, to 4% on Feb. 23, 2033, to 4.5% on Feb. 23, 2034, to 5.5% on Feb. 23, 2035, to 6.5% on Feb. 23, 2036 and to 7.5% on Feb. 23, 2037; payable semiannually. due 2/23/2038
Citigroup Global Markets Holdings Inc. 0.00% due 2/25/2021
Citigroup Global Markets Holdings Inc. 7.05% annualized, payable quarterly if each index closes at or above 60% coupon barrier on valuation date for that quarter due 2/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2025
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if each index closes at or above downside threshold level on each day during that quarter due 8/20/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2020
Citigroup Global Markets Holdings Inc. 9% annualized, payable quarterly if stock closes at or above its 80% coupon barrier on observation date for that quarter due 2/21/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/20/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/19/2021
Citigroup Global Markets Holdings Inc. 12.58% per year, payable quarterly if stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier/barrier price: $61.816, 80% of initial share price due 2/20/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/17/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/19/2021
Citigroup Global Markets Holdings Inc. 8.7% annualized, payable quarterly if each stock closes at or above its 50% coupon barrier on observation date for that quarter due 2/19/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2020
Citigroup Global Markets Holdings Inc. 12.00% due 2/19/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/12/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2019
Citigroup Global Markets Holdings Inc. 9.1% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each day during that quarter due 2/16/2023
Citigroup Global Markets Holdings Inc. 10% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter due 2/12/2021
Citigroup Global Markets Holdings Inc. 10.1% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter due 2/12/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/14/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/13/2020
Citigroup Global Markets Holdings Inc. 9.1%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 85.852 for Stoxx Banks, 2,161.894 for Stoxx 50; 65% of initial levels due 2/12/2021
Citigroup Global Markets Holdings Inc. 12% annualized, payable quarterly if each stock closes at or above its 80% coupon barrier on observation date for that quarter due 2/13/2019
Citigroup Global Markets Holdings Inc. 11% annualized, payable quarterly if each stock closes at or above its 75% coupon barrier on observation date for that quarter due 2/13/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/11/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/11/2021
Citigroup Global Markets Holdings Inc. 10% annualized, payable quarterly if each fund closes at or above its 60% coupon barrier on observation date for that quarter due 2/7/2023
Citigroup Global Markets Holdings Inc. 12.45% due 2/7/2019
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2020
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if ETF closes at or above barrier price on valuation date for that quarter due 2/1/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2021
Citigroup Global Markets Holdings Inc. 6.8% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 2/2/2023
Citigroup Global Markets Holdings Inc. 9% annualized, payable monthly if each stock closes at or above its 50% coupon barrier on observation date for that month due 1/29/2021
Citigroup Global Markets Holdings Inc. 12% annualized, payable monthly if each stock closes at or above its 50% coupon barrier on observation date for that month due 1/29/2021
Citigroup Global Markets Holdings Inc. 8.5% annualized, payable quarterly if each stock closes at or above its 65% coupon barrier on observation date for that quarter due 2/2/2021
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if each index closes at or above 70% coupon barrier on valuation date for that quarter due 7/31/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2019
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2021
Citigroup Global Markets Holdings Inc. 9.8% annualized, payable quarterly if each index closes at or above downside threshold on review date for that quarter due 1/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2021
Citigroup Global Markets Holdings Inc. Eight times the spread of the 30-year CMS rate minus the two-year CMS rate, subject to a minimum interest rate of 0% and a maximum interest rate of 10%; payable quarterly due 1/31/2028
Citigroup Global Markets Holdings Inc. 7.20% due 1/25/2019
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each stock closes at or above barrier price on valuation date for that quarter due 1/30/2019
Citigroup Global Markets Holdings Inc. 11.5% per year, payable quarterly if stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier/barrier price: $171.354, 72.5% of initial share price due 1/30/2019
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/26/2023
Citigroup Global Markets Holdings Inc. 7.05% annualized, payable quarterly if each fund closes at or above 70% coupon barrier on valuation date for that quarter due 1/27/2022
Citigroup Global Markets Holdings Inc. 7% annualized, payable quarterly if each index closes at or above 60% coupon barrier on valuation date for that quarter due 1/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2019
Citigroup Global Markets Holdings Inc. 8.01% annualized, payable monthly if each index closes at or above 61.5% coupon barrier on valuation date for that month due 1/24/2028
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2019
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2023
Citigroup Global Markets Holdings Inc. 6.9%, payable quarterly if each index closes at or above coupon barrier level on observation date; Coupon barriers: 1,103.71for Russell, 2,534.637 for Stoxx, 70% of initial levels due 1/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2019
Citigroup Global Markets Holdings Inc. 0.00% due 1/23/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/22/2021
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each stock closes at or above barrier price on valuation date for that quarter due 1/15/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2019
Citigroup Global Markets Holdings Inc. 0.00% due 1/15/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/14/2021
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each stock closes at or above barrier price on valuation date for that quarter due 1/14/2019
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each stock closes at or above barrier price on valuation date for that quarter due 1/14/2019
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if lesser-performing stock closes at or above barrier price on valuation date for that quarter due 1/11/2019
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if stock closes at or above barrier price on valuation date for that quarter due 1/11/2019
Citigroup Global Markets Holdings Inc. 0.00% due 1/12/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/10/2023
Citigroup Global Markets Holdings Inc. 9.85%, payable quarterly if stock closes at or above coupon barrier on quarterly observation date; Barrier/downside threshold: $10.56, 80% of initial price due 1/9/2020
Citigroup Global Markets Holdings Inc. 8.7%, payable quarterly if stock closes at or above coupon barrier on quarterly observation date; Barrier/downside threshold: $30.807, 70% of initial price due 1/9/2020
Citigroup Global Markets Holdings Inc. 7.1%, payable quarterly if both ETFs close at or above coupon barriers on quarterly observation date; Coupon barriers: $108.129 for Russell, $29.246 for Stoxx; 70% of initial prices due 1/7/2021
Citigroup Global Markets Holdings Inc. 3.55% per year, payable quarterly if each index closes at or above 60% coupon barrier on valuation date for that quarter due 7/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/4/2023
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2020
Citigroup Global Markets Holdings Inc. 6.00% due 1/2/2019
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if each index closes at or above 70% coupon barrier on valuation date for that quarter due 7/2/2019
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2022
Citigroup Global Markets Holdings Inc. 8.85% per year, payable quarterly if lesser-performing stock closes at or above barrier price on valuation date for that quarter due 1/5/2021
Citigroup Global Markets Holdings Inc. 10.5% per year, payable monthly if least-performing stock closes at or above barrier price on valuation date for that month due 12/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2019
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2022
Citigroup Global Markets Holdings Inc. 8.15% per year, payable quarterly if least-performing asset closes at or above coupon barrier on valuation date for that quarter; Barrier/knock-in levels: 2,009.438 for S&P, 1,155.057 for Russell and $52.26 for ETF; 75% of initial share prices due 12/30/2024
Citigroup Global Markets Holdings Inc. 3.3% initially, stepping up to 3.5% on Dec. 22, 2022, to 3.75% on Dec. 22, 2027, to 4% on Dec. 22, 2032, to 4.5% on Dec. 22, 2033, to 5.5% on Dec. 22, 2034, to 6.5% on Dec. 22, 2035 and to 7.5% on Dec. 22, 2036; payable semiannually due 12/22/2037
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if lesser-performing stock closes at or above barrier price on valuation date for that quarter due 12/24/2018
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if lesser-performing stock closes at or above barrier price on valuation date for that quarter due 12/27/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/23/2021
Citigroup Global Markets Holdings Inc. 11.5% per year, payable quarterly if stock closes at or above barrier price on valuation date for that quarter due 12/20/2018
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/18/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/15/2019
Citigroup Global Markets Holdings Inc. 0.00% due 12/19/2018
Citigroup Global Markets Holdings Inc. 0.00% due 10/18/2019
Citigroup Global Markets Holdings Inc. 8.25% per year, payable each quarter that stock closes at or above downside threshold level on determination date for that quarter due 12/11/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/6/2022
Citigroup Global Markets Holdings Inc. 14% per year, payable quarterly if stock closes at or above barrier price on valuation date for that quarter due 12/5/2018
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each stock closes at or above coupon barrier on valuation date for that quarter; Barrier prices: $870.953 for Amazon and $131.348 for Facebook; 75% of initial share prices due 12/4/2018
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each stock closes at or above coupon barrier on valuation date for that quarter; Barrier prices: $106.997 for Caterpillar and $39.316 for ConocoPhillips; 77.5% of initial share prices due 12/4/2018
Citigroup Global Markets Holdings Inc. 0.00% due 12/4/2019
Citigroup Global Markets Holdings Inc. 4% initially; beginning Dec. 1, 2020, 10-year CMS rate with floor of zero; payable quarterly due 12/1/2027
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2019
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2022
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if each asset closes at or above 70% coupon barrier on valuation date for that quarter due 5/31/2019
Citigroup Global Markets Holdings Inc. 11.75% per year, payable each month that each stock closes at or above its coupon barrier on observation date for that month; Coupon barriers: $12.745 for H&R Block, $97.525 for Netflix, $24.50 for Morgan Stanley; 50% of initial prices due 12/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/29/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2027
Citigroup Global Markets Holdings Inc. 9.47% per year, payable quarterly if each stock closes at or above coupon barrier on valuation date for that quarter; Barrier prices: $33.528 for Target and $57.972 for Wal-Mart; 60% of initial share prices due 12/2/2020
Citigroup Global Markets Holdings Inc. 8.7% per year, payable each quarter that the stock closes at or above downside threshold level on determination date for that quarter due 11/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2019
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if stock closes at or above barrier price on valuation date for that quarter due 11/27/2018
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2020
Citigroup Global Markets Holdings Inc. 2.1% for the first year; after that, Libor plus a spread of 40 basis with a floor of zero; payable quarterly due 11/27/2020
Citigroup Global Markets Holdings Inc. 3% for the first two years; after that, Libor plus a spread of 90 basis with a floor of zero; payable quarterly due 11/24/2027
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if stock closes at or above barrier price on valuation date for that quarter due 11/26/2018
Citigroup Global Markets Holdings Inc. 10.65% due 5/22/2019
Citigroup Global Markets Holdings Inc. 0.00% due 1/13/2023
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/24/2020
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if stock closes at or above barrier price on valuation date for that quarter due 11/19/2018
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/16/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable each quarter that each stock closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $18.557 for Bank of America, $37.667 for Wells Fargo, $68.257 for JPMorgan; 70% of initial prices due 11/14/2019
Citigroup Global Markets Holdings Inc. 0.00% due 5/15/2019
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each stock closes at or above coupon barrier on valuation date for that quarter; Barrier prices: $875.076 for Amazon and $138.958 for Facebook; 77.5% of initial share prices due 11/15/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/21/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each stock closes at or above 77.5% coupon barrier on valuation date for that quarter due 11/5/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/9/2019
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each stock closes at or above coupon barrier on valuation date for that quarter; Barrier prices: $888.680 for Amazon and $143.896 for Facebook; 80% of initial share prices due 11/4/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2019
Citigroup Global Markets Holdings Inc. 8.5% per year, payable each quarter that the stock closes at or above downside threshold level on determination date for that quarter due 10/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/2/2019
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each stock closes at or above 50% coupon barrier on valuation date for that month due 10/31/2019
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each stock closes at or above coupon barrier on valuation date for that quarter; Barrier prices: $61.148 for Lowe’s and $125.738 for Home Depot; 75% of initial share prices due 10/29/2020
Citigroup Global Markets Holdings Inc. 6.25% per year, payable quarterly if each index closes at or above 70% coupon barrier on valuation date for that quarter due 5/1/2019
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if each index closes at or above 70% coupon barrier on valuation date for that quarter due 5/1/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2018
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2020
Citigroup Global Markets Holdings Inc. 0.75% due 5/1/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/28/2022
Citigroup Global Markets Holdings Inc. 10.9% per year, payable semiannually if each stock closes at or above 60% coupon barrier on valuation date for that period due 4/26/2019
Citigroup Global Markets Holdings Inc. 7.9% per year, payable quarterly if each stock closes at or above coupon barrier on valuation date for that quarter; Barrier prices: $64.939 for Procter & Gamble $82.11 for Kimberly-Clark and $38.647 for Starbucks; 70% of initial share prices due 10/26/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/23/2019
Citigroup Global Markets Holdings Inc. 2% in years one through three, 2.5% in year four and 3% in year five; payable semiannually due 10/20/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/20/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if ETF closes at or above coupon barrier on valuation date for that quarter; Barrier price: $25.965; 75% of initial share prices due 10/18/2018
Citigroup Global Markets Holdings Inc. 13.369% per year, payable monthly if each stock closes at or above coupon barrier on valuation date for that month; Barrier prices: $120.561 for Facebook $108.710 for Apple, $138.614 for Netflix and $695.548 for Alphabet; 70% of initial share prices due 10/11/2018
Citigroup Global Markets Holdings Inc. 0.00% due 10/10/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/7/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/6/2022
Citigroup Global Markets Holdings Inc. One-month Libor minus 13 bps, subject to a floor of zero; payable monthly due 11/13/2018
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each stock closes at or above coupon barrier on valuation date for that quarter; Barrier prices: $36.683 for Anadarko and $34.523 for Halliburton; 75% of initial share prices due 10/4/2018
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each stock closes at or above coupon barrier on valuation date for that quarter; Barrier prices: $132.424 for Facebook and $754.633 for Alphabet; 77.5% of initial share prices due 10/4/2018
Citigroup Global Markets Holdings Inc. 0.00% due 10/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2018
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2022
Citigroup Global Markets Holdings Inc. 7% per year, payable monthly if each stock closes at or above 50% coupon barrier on valuation date for that month due 10/1/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2020
Citigroup Global Markets Holdings Inc. 2% in years one through three, 2.25% in year four and 3% in year five; payable semiannually due 9/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2018
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2022
Citigroup Global Markets Holdings Inc. 5% for the first year; after that, Libor plus a spread of 100 basis with a 6% cap and floor of zero; payable quarterly due 9/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/29/2022
Citigroup Global Markets Holdings Inc. 10.9% per year, payable quarterly if each stock closes at or above 70% coupon barrier on valuation date for that quarter due 9/27/2018
Citigroup Global Markets Holdings Inc. 3.25% for the first five years, stepping up to 3.5% in September 2022, to 3.75% in September 2027, to 4% in September 2032, to 4.5% in September 2034, to 5% in September 2035 and to 6.5% in September 2036; payable semiannually due 9/22/2037
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each stock closes at or above 80% coupon barrier on valuation date for that quarter due 9/24/2018
Citigroup Global Markets Holdings Inc. 4% initially; beginning Sept. 21, 2020, 10-year CMS rate with floor of zero; payable quarterly due 9/21/2027
Citigroup Global Markets Holdings Inc. 9.75% per year, payable quarterly if Nvidia stock closes at or above barrier price on valuation date for that quarter due 9/20/2018
Citigroup Global Markets Holdings Inc. 0.00% due 9/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/18/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/18/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/17/2020
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if each stock closes at or above 77.5% coupon barrier on valuation date for that quarter due 9/17/2018
Citigroup Global Markets Holdings Inc. 0.00% due 9/17/2019
Citigroup Global Markets Holdings Inc. 0.00% due 9/17/2019
Citigroup Global Markets Holdings Inc. 0.00% due 9/16/2019
Citigroup Global Markets Holdings Inc. 0.00% due 9/15/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/14/2023
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 9/11/2020
Citigroup Global Markets Holdings Inc. 10.05% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 3/12/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/13/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2019
Citigroup Global Markets Holdings Inc. 8.35% per year, payable quarterly if each underlier closes at or above barrier on determination date for that period; Barrier levels: 973.927 for Russell, 2,382.597 for Stoxx and $31.332 for ETF; 70% of initial levels due 9/8/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if lesser-performing stock closes at or above barrier price on valuation date for that quarter due 9/6/2019
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2019
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if lesser-performing stock closes at or above barrier price on valuation date for that quarter due 9/4/2018
Citigroup Global Markets Holdings Inc. 8.9% per year, payable semiannually if index closes at or above coupon barrier level on valuation date for that period; Coupon barrier: 2,541.165, 75% of initial level due 9/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2022
Citigroup Global Markets Holdings Inc. 11% for one year; thereafter, quarterly amount equal to 10 times the spread between the 30-year CMS rate and the two-year CMS rate, capped at 11% and with a floor of 0%, multiplied by the proportion of days on which both indexes stay at or above their accrual barrier due 9/2/2037
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2023
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2019
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if American Airlines stock closes at or above barrier price on valuation date for that quarter due 8/29/2018
Citigroup Global Markets Holdings Inc. 9% per year, payable quarter if lesser-performing stock closes at or above barrier price on valuation date for that quarter due 8/29/2018
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2020
Citigroup Global Markets Holdings Inc. 3.3% initially, stepping up to 3.5% on Aug. 25, 2022, to 3.75% on Aug. 25, 2027, to 4% on Aug. 25, 2032, to 4.5% on Aug. 25, 2033, to 5.5% on Aug. 25, 2034, to 6.5% on Aug. 25, 2035 and to 7.5% on Aug. 25, 2036; payable semiannually due 8/25/2037
Citigroup Global Markets Holdings Inc. 2.05% initially, stepping up to 2.5% on Aug. 25, 2020, to 3% on Feb. 25, 2021, to 4% on Aug. 25, 2021 and to 6% on Feb. 25, 2022; payable semiannually due 8/25/2022
Citigroup Global Markets Holdings Inc. 4% initially; beginning Aug. 25, 2019, 10-year CMS rate plus 150 bps with floor of zero; payable quarterly due 8/25/2029
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2019
Citigroup Global Markets Holdings Inc. 9.4% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 8/21/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/24/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/21/2019
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2018
Citigroup Global Markets Holdings Inc. 0.00% due 8/16/2032
Citigroup Global Markets Holdings Inc. 0.00% due 8/16/2032
Citigroup Global Markets Holdings Inc. 4% initially; beginning Aug. 17, 2020, 10-year CMS rate with floor of zero; payable quarterly due 8/17/2027
Citigroup Global Markets Holdings Inc. One-month Libor minus 16 bps, subject to a floor of zero; payable monthly due 9/14/2018
Citigroup Global Markets Holdings Inc. 7% annualized for each day on which Libor is 5% or less and index closes at or above index accrual barrier; payable quarterly; Index accrual barrier: 1,129.857, 80% of initial level due 8/10/2037
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 8/7/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2020
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if both stocks close at or above barrier level on valuation date for that quarter due 8/3/2018
Citigroup Global Markets Holdings Inc. 0.00% due 8/5/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 4% initially; beginning Aug. 2, 2020, 10-year CMS rate with floor of zero; payable quarterly due 8/2/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2022
Citigroup Global Markets Holdings Inc. 17.50% due 7/31/2018
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date for that quarter due 7/29/2027
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2020
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if each stock closes at or above coupon barrier on determination date for that quarter; Coupon barriers: $28.664 for Goodyear, $117.576 for Home Depot; 80% of initial prices due 7/30/2018
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each stock closes at or above coupon barrier on determination date for that quarter; Coupon barriers: $47.512 for NIKE, $46.84 for Starbucks; 80% of initial prices due 1/30/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2022
Citigroup Global Markets Holdings Inc. 3% initially, stepping up to 3.5% on July 28, 2022, to 4% on July 28, 2027, to 5% on July 28, 2032, to 6% on July 28, 2034, to 7% on July 28, 2035 and to 8% on July 28, 2036; payable semiannually due 7/28/2037
Citigroup Global Markets Holdings Inc. 2.75% initially, stepping up to 3.5% on July 28, 2022, to 4% on July 28, 2024 and to 5% on July 28, 2026; payable semiannually due 7/28/2027
Citigroup Global Markets Holdings Inc. 0.50% due 1/30/2023
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/25/2019
Citigroup Global Markets Holdings Inc. 0.00% due 1/25/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/24/2019
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/21/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/5/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/22/2019
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2019
Citigroup Global Markets Holdings Inc. 2.15% initially, stepping up to 3.25% on July 6, 2020, to 3.5% on July 6, 2021, to 4% on July 6, 2022 and to 5% on July 6, 2023; payable semiannually due 7/6/2024
Citigroup Global Markets Holdings Inc. 6.5% per year, payable each quarter that fund closes at or above its initial share price on the valuation date for that quarter due 1/5/2022
Citigroup Global Markets Holdings Inc. 4.25% initially; beginning July 6, 2020, 10-year CMS rate with floor of zero; payable quarterly due 7/6/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2018
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if stock closes at or above barrier level on valuation date for that quarter due 7/3/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2022
Citigroup Global Markets Holdings Inc. If index gains, 4%; if index falls, 3%; payable annually due 6/30/2022
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if each stock closes at or above 75% coupon barrier on determination date for that quarter due 7/2/2018
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each stock closes at or above 80% coupon barrier on determination date for that quarter due 1/2/2019
Citigroup Global Markets Holdings Inc. 9% per year, payable semiannually if each stock closes at or above 80% coupon barrier on determination date for that period due 7/2/2019
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each stock closes at or above 50% coupon barrier on determination date for that period due 7/2/2019
Citigroup Global Markets Holdings Inc. 13.50% due 7/2/2018
Citigroup Global Markets Holdings Inc. 7.125% per year, payable quarterly if each index closes at or above 67.5% coupon barrier on determination date for that quarter due 7/1/2032
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date for that quarter due 7/1/2032
Citigroup Global Markets Holdings Inc. 7% for the first year; then 7% annualized if index closes above barrier level on quarterly observation date; payable quarterly; Coupon barrier level: 1,693.566, 70% of initial index level due 7/1/2032
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2019
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2020
Citigroup Global Markets Holdings Inc. 0.60% due 12/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2021
Citigroup Global Markets Holdings Inc. 7.15% per year, payable semiannually if each component closes at or above 70% coupon barrier on determination date for that period due 6/30/2020
Citigroup Global Markets Holdings Inc. 8.75% per year, payable semiannually if each component closes at or above 70% coupon barrier on determination date for that period due 6/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2022
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarter if lesser-performing stock closes at or above barrier price on valuation date for that quarter due 6/27/2018
Citigroup Global Markets Holdings Inc. 3% initially, stepping up to 3.5% on June 21, 2022, to 4% on June 21, 2027, to 5% on June 21, 2031, to 6% on June 21, 2034, to 7% on June 21, 2035 and to 9% in June 21, 2036; payable semiannually due 6/21/2037
Citigroup Global Markets Holdings Inc. Contingent rate of 5.5% per annum multiplied by proportion of days on which Libor is 5% or less and index closes at or above index accrual barrier; payable quarterly; Index accrual barrier: 1,824.863, 75% of initial level due 6/21/2032
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2018
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2018
Citigroup Global Markets Holdings Inc. 9.05% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/12/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/14/2018
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if each asset closes at or above 70% coupon barrier on determination date for that period due 6/10/2021
Citigroup Global Markets Holdings Inc. 13.5% per year, payable quarterly if each stock closes at or above 70% coupon barrier on determination date for that quarter due 6/7/2019
Citigroup Global Markets Holdings Inc. 0.00% due 6/7/2022
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2019
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2018
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2022
Citigroup Global Markets Holdings Inc. 0.75% due 12/1/2022
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2018
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2022
Citigroup Global Markets Holdings Inc. 7.55%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 967.571 for Russell, 2,505.314 for Stoxx; 70% of initial levels due 5/28/2027
Citigroup Global Markets Holdings Inc. 7%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 1,691.074 for S&P, 2,505.314 for Stoxx; 70% of initial levels due 5/28/2027
Citigroup Global Markets Holdings Inc. If index gains, 4%; if index falls, 3%; payable annually due 5/31/2022
Citigroup Global Markets Holdings Inc. 14.25% per year, payable monthly if all stocks close at or above barrier level on valuation date for that month due 5/31/2019
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each stock closes at or above barrier level on valuation date for that quarter due 5/31/2018
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if both stocks close at or above barrier level on valuation date for that quarter due 11/29/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2018
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2022
Citigroup Global Markets Holdings Inc. 7.76%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 968.3716 for Russell, 2,509.185 for Stoxx; 70% of initial levels due 5/28/2027
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if closing price of T-Mobile shares is greater than or equal to barrier price on valuation date for that quarter due 5/30/2018
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 5/30/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/30/2020
Citigroup Global Markets Holdings Inc. 9.00% due 5/30/2018
Citigroup Global Markets Holdings Inc. Fixed at 15% per year for the first year; after that, 10 times the spread of 30-year CMS rate over two-year CMS rate for each day that each index closes at or above its 75% accrual barrier level, up to a maximum rate of 14% per year, floor of zero; payable monthly due 5/28/2037
Citigroup Global Markets Holdings Inc. 3% initially, stepping up to 4% in May 2022, to 4.5% in May 2027, to 5% in May, 26, 2033, to 6% in May 2034, to 7% in May 2035 and to 8% in May 2036; payable semiannually due 5/26/2037
Citigroup Global Markets Holdings Inc. 2.25% initially, stepping up to 3.5% in November 2020, to 4% in November 2021, to 5% in November 2022 and to 7% in November 2023; payable semiannually due 5/26/2024
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2022
Citigroup Global Markets Holdings Inc. 2.2% initially; beginning May 26, 2019, 10-year CMS rate plus 10 bps; payable quarterly due 5/26/2022
Citigroup Global Markets Holdings Inc. 12% per year, payable quarterly if closing price of American Airlines shares is greater than or equal to barrier price on valuation date for that quarter due 5/25/2018
Citigroup Global Markets Holdings Inc. 0.00% due 5/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2020
Citigroup Global Markets Holdings Inc. 7.15% per year, payable semiannually if each asset closes at or above 70% barrier on determination date for that period due 5/27/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/15/2018
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2018
Citigroup Global Markets Holdings Inc. 12.75% per year, payable monthly if Marathon shares close at or above downside threshold level on observation date for that month due 11/14/2017
Citigroup Global Markets Holdings Inc. 7.75% per year, payable quarterly if each stock closes at or above 50% coupon barrier on determination date for that quarter due 5/13/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/17/2018
Citigroup Global Markets Holdings Inc. 0.00% due 5/7/2019
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if both stocks close at or above barrier level on valuation date for that quarter due 11/1/2018
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/13/2020
Citigroup Global Markets Holdings Inc. 8.05% per year, payable quarterly if shares close at or above downside threshold level on determination date for that period due 5/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2018
Citigroup Global Markets Holdings Inc. One-month Libor minus 12 bps, subject to a minimum of zero; payable at maturity due 6/5/2018
Citigroup Global Markets Holdings Inc. 0.00% due 8/3/2018
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2019
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if both stocks close at or above barrier level on valuation date for that quarter due 5/2/2018
Citigroup Global Markets Holdings Inc. 0.00% due 9/25/2018
Citigroup Global Markets Holdings Inc. 0.00% due 5/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2019
Citigroup Global Markets Holdings Inc. 4.06% initially; after Nov. 3, 2019, 10-year CMS rate, floor of zero; payable quarterly due 5/3/2027
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2019
Citigroup Global Markets Holdings Inc. 7%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 1,671.215 for S&P, 2,505.097 for Stoxx; 70% of initial levels due 4/30/2027
Citigroup Global Markets Holdings Inc. If index gains, 4.25%; if index falls, 3%; payable annually due 4/28/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if each stock closes at or above 80% coupon barrier on determination date for that quarter due 7/30/2018
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if each stock closes at or above 50% coupon barrier on determination date for that month due 4/30/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2019
Citigroup Global Markets Holdings Inc. 8.25% per year, payable monthly if each index closes at or above 70% coupon barrier on determination date for that month due 5/3/2032
Citigroup Global Markets Holdings Inc. 2.35% initially, stepping up to 3.5% in October 2020, to 4.5% in October 2021, to 5.5% in October 2022 and to 6% in October 2023; payable semiannually due 4/28/2024
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2018
Citigroup Global Markets Holdings Inc. 0.00% due 6/29/2018
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2020
Citigroup Global Markets Holdings Inc. 4.05% for the first two years; after that, 10-year CMS rate plus 10 basis points with floor of zero; payable quarterly due 4/28/2027
Citigroup Global Markets Holdings Inc. 4.15% for the first three years; after that, 10-year CMS rate with floor of zero; payable quarterly due 4/28/2027
Citigroup Global Markets Holdings Inc. 0.75% due 10/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2027
Citigroup Global Markets Holdings Inc. 0.00% due 6/28/2018
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if closing price of each stock is greater than or equal to barrier price on valuation date for that quarter due 7/26/2018
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/28/2021
Citigroup Global Markets Holdings Inc. 9.15% per year, payable quarterly if each index closes at or above 75% coupon barrier on determination date for that quarter due 4/26/2027
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that period due 4/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2019
Citigroup Global Markets Holdings Inc. 9.25% per year, payable quarterly if both stocks close at or above barrier level on valuation date for that quarter due 4/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2020
Citigroup Global Markets Holdings Inc. Fixed at 15% per year for the first 18 months; after that, 7.25 times the spread of 30-year CMS rate over two-year CMS rate for each day that each index closes at or above its accrual barrier level, up to a maximum rate of 14% per year, floor of zero; payable monthly due 4/22/2032
Citigroup Global Markets Holdings Inc. 0.00% due 5/21/2018
Citigroup Global Markets Holdings Inc. 3.25% initially, stepping up to 3.75% in April 2024, to 4.25% in April 2026, to 5% in April 2029, to 6% in April 2030 and to 9% in April 2031; payable semiannually due 4/20/2032
Citigroup Global Markets Holdings Inc. 11.15% due 4/12/2018
Citigroup Global Markets Holdings Inc. 0.00% due 12/12/2024
Citigroup Global Markets Holdings Inc. 0.00% due 4/11/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/10/2019
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if ConocoPhillips shares close at or above barrier level on valuation date for that quarter due 4/9/2018
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2018
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2018
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/23/2018
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2018
Citigroup Global Markets Holdings Inc. 0.00% due 4/13/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2019
Citigroup Global Markets Holdings Inc. If index gains, 4.25%; if index falls, 3%; payable annually due 3/31/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if closing price of ETF is greater than or equal to barrier price on valuation date for that quarter due 4/3/2018
Citigroup Global Markets Holdings Inc. 9% per year, payable monthly if closing price of each stock is greater than or equal to barrier price on valuation date for that month due 4/2/2019
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2018
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2018
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 4/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/2/2020
Citigroup Global Markets Holdings Inc. 4.1% for the first three years; after that, 10-year CMS rate with floor of zero; payable quarterly due 3/31/2027
Citigroup Global Markets Holdings Inc. 3.65% for the first three years; after that, Libor plus a spread of 110 basis with a 6% cap and floor of zero; payable quarterly due 3/31/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/31/2021
Citigroup Global Markets Holdings Inc. 7.50% due 3/29/2018
Citigroup Global Markets Holdings Inc. 0.75% due 9/29/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if closing price of each stock is greater than or equal to barrier price on valuation date for that quarter due 3/28/2018
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if closing price of each stock is greater than or equal to barrier price on valuation date for that quarter due 3/28/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2018
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2019
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if stock closes at or above barrier level on valuation date for that quarter due 3/26/2018
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if closing price of each stock is greater than or equal to barrier price on valuation date for that quarter due 3/23/2018
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2018
Citigroup Global Markets Holdings Inc. 0.00% due 3/21/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/20/2020
Citigroup Global Markets Holdings Inc. 0.00% due 3/19/2021
Citigroup Global Markets Holdings Inc. 3.1% initially, stepping up to 3.5% on March 20, 2022, to 4% on March 20, 2025 and to 5% on March 20, 2026; payable semiannually due 3/20/2027
Citigroup Global Markets Holdings Inc. 1.5% initially, stepping up to 2% on March 20, 2018 and to 2.5% on March 20, 2019; payable semiannually due 3/20/2020
Citigroup Global Markets Holdings Inc. 3.5% initially, stepping up to 3.65% in March 2025, to 4% in March 2029, to 5% in March 2031, to 6% in March 2033, to 7% in March 2035 and to 8% in March 2036; payable semiannually due 3/20/2037
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2018
Citigroup Global Markets Holdings Inc. 0.00% due 3/19/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/18/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/31/2018
Citigroup Global Markets Holdings Inc. 0.00% due 3/18/2018
Citigroup Global Markets Holdings Inc. 0.00% due 3/14/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2018
Citigroup Global Markets Holdings Inc. 0.00% due 9/28/2018
Citigroup Global Markets Holdings Inc. 10% for the first year; after that, 7.5 times 30-year CMS rate minus two-year CMS rate for each day index closes above accrual barrier, subject to a minimum rate of zero and a maximum rate of 10% per year; payable quarterly; Accrual barrier: 1,776.293, 75% of the initial index level due 3/10/2037
Citigroup Global Markets Holdings Inc. 4.05% for the first three years; after that, 10-year CMS rate with floor of zero; payable quarterly due 3/10/2027
Citigroup Global Markets Holdings Inc. 0.00% due 3/11/2019
Citigroup Global Markets Holdings Inc. 13.75% per year, payable quarterly if stock closes at or above barrier level on valuation date for that quarter due 3/8/2018
Citigroup Global Markets Holdings Inc. 0.00% due 9/7/2018
Citigroup Global Markets Holdings Inc. 0.00% due 9/7/2018
Citigroup Global Markets Holdings Inc. 0.00% due 9/7/2018
Citigroup Global Markets Holdings Inc. 0.00% due 8/9/2018
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2019
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if closing price of each stock is greater than or equal to barrier price on valuation date for that quarter due 8/31/2018
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/27/2020
Citigroup Global Markets Holdings Inc. Contingent rate multiplied by proportion of days on which Libor is 5% or less and index closes at or above index accrual barrier; contingent rate is 5% until Feb. 28, 2022, stepping up to 6.5% until Feb. 28, 2027, then to 8% until maturity; payable quarterly; Index accrual barrier: 1,775.505, 75% of initial level due 2/28/2032
Citigroup Global Markets Holdings Inc. 0.00% due 3/1/2022
Citigroup Global Markets Holdings Inc. If index gains, 4.5%; if index falls, 3%; payable annually due 2/28/2022
Citigroup Global Markets Holdings Inc. 11% per year, payable monthly if closing price of each stock is greater than or equal to barrier price on observation date that month due 2/28/2019
Citigroup Global Markets Holdings Inc. 7.5% per year, payable semiannually if closing price of Facebook shares is greater than or equal to barrier price on valuation date for that period due 2/28/2019
Citigroup Global Markets Holdings Inc. 9.75% per year, payable monthly if each stock closes at or above barrier price on observation date for that month due 2/28/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/28/2019
Citigroup Global Markets Holdings Inc. 3.65% initially, stepping up to 4% in February 2025, to 4.5% in February 2032, to 5% in February 2035 and to 7% in February 2038; payable semiannually due 2/28/2042
Citigroup Global Markets Holdings Inc. 2.2% initially, stepping up to 2.5% in February 2020 and to 3% in February 2021; payable semiannually due 2/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2018
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2018
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/27/2020
Citigroup Global Markets Holdings Inc. 0.75% due 8/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/26/2021
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly ETF closes at or above barrier on valuation date for that quarter due 2/27/2018
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2020
Citigroup Global Markets Holdings Inc. 9% per year, payable semiannually if closing price of each stock is greater than or equal to its barrier price on valuation date for that period due 8/24/2018
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if closing price of Halliburton shares is greater than or equal to barrier price on valuation date for that quarter due 2/26/2018
Citigroup Global Markets Holdings Inc. 3.1% initially; beginning Feb. 24, 2020, Libor plus 150 bps, capped at 6.5%; payable quarterly due 2/24/2027
Citigroup Global Markets Holdings Inc. 3.1% initially; beginning Feb. 24, 2019, Libor plus 150 bps, capped at 6.5%; payable quarterly due 2/24/2027
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if closing price of Caterpillar shares is greater than or equal to barrier price on valuation date for that quarter due 2/25/2020
Citigroup Global Markets Holdings Inc. 0.00% due 2/24/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/16/2018
Citigroup Global Markets Holdings Inc. 8.25% due 2/22/2018
Citigroup Global Markets Holdings Inc. 0.00% due 6/5/2018
Citigroup Global Markets Holdings Inc. 0.00% due 2/18/2021
Citigroup Global Markets Holdings Inc. 0.00% due 2/19/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/27/2018
Citigroup Global Markets Holdings Inc. 4.25% for the first three years; after that, 10-year CMS rate with floor of zero; payable quarterly due 2/16/2027
Citigroup Global Markets Holdings Inc. 0.00% due 8/9/2018
Citigroup Global Markets Holdings Inc. 0.00% due 11/9/2018
Citigroup Global Markets Holdings Inc. 3.5% initially, stepping up to 4% in February 2025, to 4.5% in February 2031, to 5% in February 2033, to 6% in February 2034, to 7% in February 2035 and to 8% in February 2036; payable semiannually due 2/9/2037
Citigroup Global Markets Holdings Inc. 2.5% initially, stepping up to 4% in August 2020, to 5% in February 2022 and to 6% in February 2023; payable semiannually due 2/9/2024
Citigroup Global Markets Holdings Inc. One-month Libor minus 14 bps, subject to a floor of zero; payable monthly due 3/16/2018
Citigroup Global Markets Holdings Inc. 0.00% due 8/9/2018
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/22/2018
Citigroup Global Markets Holdings Inc. 0.00% due 8/6/2018
Citigroup Global Markets Holdings Inc. 0.00% due 12/6/2018
Citigroup Global Markets Holdings Inc. 0.00% due 2/6/2019
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if the stock closes at or above barrier level on valuation date for that quarter due 2/5/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/4/2019
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2018
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if the stock closes at or above barrier level on valuation date for that quarter due 1/31/2019
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if the stock closes at or above barrier level on valuation date for that quarter due 2/1/2018
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2018
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2020
Citigroup Global Markets Holdings Inc. If index return is zero or positive, 4.5%; if index return is negative, 3%; payable annually due 1/31/2022
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if both indexes close at or above barrier level on valuation date for that quarter due 1/29/2027
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if each stock closes at or above barrier level on valuation date for that quarter due 2/4/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2025
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/8/2019
Citigroup Global Markets Holdings Inc. 0.00% due 1/31/2022
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if the stock closes at or above barrier level on valuation date for that quarter due 1/30/2018
Citigroup Global Markets Holdings Inc. 0.00% due 1/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/9/2018
Citigroup Global Markets Holdings Inc. 0.50% due 7/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2018
Citigroup Global Markets Holdings Inc. 0.00% due 1/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 7/26/2018
Citigroup Global Markets Holdings Inc. 8.75% per year, payable quarterly if each stock closes at or above barrier level on valuation date for that quarter due 1/25/2018
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if stock closes at or above 75% coupon barrier on valuation date for that quarter due 1/25/2018
Citigroup Global Markets Holdings Inc. 10.75% due 1/25/2018
Citigroup Global Markets Holdings Inc. 3.5% initially, stepping up to 4% on Jan. 25, 2025, to 4.5% on Jan. 25, 2031, to 5% on Jan. 25, 2033, to 6% on Jan. 25, 2034, to 7% on Jan. 25, 2035 and to 8% on Jan. 25, 2036; payable semiannually due 1/25/2037
Citigroup Global Markets Holdings Inc. 0.00% due 11/6/2018
Citigroup Global Markets Holdings Inc. 0.00% due 11/23/2018
Citigroup Global Markets Holdings Inc. 0.00% due 6/15/2018
Citigroup Global Markets Holdings Inc. 0.00% due 1/7/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2019
Citigroup Global Markets Holdings Inc. 18% per year, payable monthly if closing price of Hertz shares is greater than or equal to barrier price on valuation date for that month due 1/5/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/5/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/3/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2018
Citigroup Global Markets Holdings Inc. 0.00% due 2/28/2018
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if each stock closes at or above barrier level on valuation date for that quarter due 1/4/2019
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2019
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2019
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2019
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2024
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/2/2019
Citigroup Global Markets Holdings Inc. 10% for the first year, payable quarterly; after that, the notes will pay contingent coupon at rate of 10% per year if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,695.72 for S&P, 1,021.994 for Russell and 2,452.13 for Euro Stoxx; 75% of initial levels due 12/30/2031
Citigroup Global Markets Holdings Inc. 3.5% initially; beginning Dec. 28, 2019, Libor plus 100 bps, capped at 6%; payable quarterly due 12/28/2026
Citigroup Global Markets Holdings Inc. 0.50% due 6/27/2022
Citigroup Global Markets Holdings Inc. 0.00% due 12/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2018
Citigroup Global Markets Holdings Inc. 0.00% due 12/24/2020
Citigroup Global Markets Holdings Inc. 0.00% due 12/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/25/2020
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if stock closes at or above 80% coupon barrier on valuation date for that quarter due 12/22/2017
Citigroup Global Markets Holdings Inc. 10.5% per year, payable quarterly if both stocks close at or above barrier level on valuation date for that quarter due 12/21/2017
Citigroup Global Markets Holdings Inc. 0.00% due 12/21/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/20/2018
Citigroup Global Markets Holdings Inc. 9.5% per year, payable quarterly if stock closes at or above 80% coupon barrier on valuation date for that quarter due 12/20/2017
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2018
Citigroup Global Markets Holdings Inc. 0.00% due 4/4/2018
Citigroup Global Markets Holdings Inc. 0.00% due 10/22/2018
Citigroup Global Markets Holdings Inc. 9% for the first year; after that, five times the modified spread, subject to a minimum rate of zero and a maximum rate of 10% per year; modified spread is 30-year CMS rate minus two-year CMS rate minus 25 bps; payable quarterly due 12/14/2036
Citigroup Global Markets Holdings Inc. 0.00% due 12/16/2019
Citigroup Global Markets Holdings Inc. Initially 1.25%; beginning Dec. 13, 2021, Libor, subject to minimum rate of zero; payable quarterly due 12/13/2046
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2031
Citigroup Global Markets Holdings Inc. 0.00% due 12/15/2031
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2018
Citigroup Global Markets Holdings Inc. Contingent rate multiplied by proportion of days on which Libor is 6% or less and index closes at or above index accrual barrier; contingent rate is 6% in years one through seven, 7% per year in years eight through 14 and 8% per year in years 15 through 20; payable quarterly; Index accrual barrier: 1,014.501, 75% of initial level due 12/9/2036
Citigroup Global Markets Holdings Inc. 0.00% due 6/8/2018
Citigroup Global Markets Holdings Inc. 0.00% due 6/26/2018
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2018
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each stock closes at or above barrier level on valuation date for that month due 12/3/2018
Citigroup Global Markets Holdings Inc. 10% per year, payable monthly if each stock closes at or above barrier level on valuation date for that quarter due 12/3/2018
Citigroup Global Markets Holdings Inc. If index return is zero or positive, 4.5%; if index return is negative, 3%; index return measured compared to year earlier; payable annually due 11/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/23/2018
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2020
Citigroup Global Markets Holdings Inc. 0.00% due 11/27/2019
Citigroup Global Markets Holdings Inc. 0.25% due 5/26/2022
Citigroup Global Markets Holdings Inc. 9.932% per year, payable quarterly if stock closes at or above 70% coupon barrier on valuation date for that quarter due 11/27/2017
Citigroup Global Markets Holdings Inc. 0.00% due 11/26/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2020
Citigroup Global Markets Holdings Inc. 8.05% due 11/29/2017
Citigroup Global Markets Holdings Inc. 8.25% due 11/29/2017
Citigroup Global Markets Holdings Inc. Contingent semiannual coupon of 8.25% if index closes at or above 75% barrier level on the determination date for that semiannual period due 11/23/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2018
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/23/2018
Citigroup Global Markets Holdings Inc. 11% per year, payable quarterly if the fund closes at or above barrier level on valuation date for that quarter due 11/22/2017
Citigroup Global Markets Holdings Inc. 0.00% due 5/22/2018
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if both stocks close at or above barrier level on valuation date for that quarter due 11/21/2017
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if Halliburton stock closes at or above barrier price on valuation date for that quarter due 11/21/2017
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2018
Citigroup Global Markets Holdings Inc. 0.00% due 11/15/2018
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2019
Citigroup Global Markets Holdings Inc. 0.00% due 12/6/2018
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/8/2018
Citigroup Global Markets Holdings Inc. One-month Libor minus 12 bps, subject to a floor of zero; payable monthly due 12/13/2017
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/28/2018
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2022
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2021
Citigroup Global Markets Holdings Inc. If index return is zero or positive, 4%; if index return is negative, 3%; index return measured compared to year earlier; payable annually due 11/1/2021
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if Amazon shares close at or above 80% coupon barrier on valuation date for that quarter due 10/31/2018
Citigroup Global Markets Holdings Inc. 9.5% per year, payable each month that each stock closes at or above the barrier price on the valuation date for that month due 10/31/2018
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2018
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2018
Citigroup Global Markets Holdings Inc. 0.00% due 10/26/2022
Citigroup Global Markets Holdings Inc. 0.00% due 10/25/2018
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if DISH shares close at or above barrier level on valuation date for that quarter due 10/25/2017
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if Celgene shares close at or above barrier level on valuation date for that quarter due 10/24/2017
Citigroup Global Markets Holdings Inc. 0.00% due 6/21/2018
Citigroup Global Markets Holdings Inc. 11.62%, payable quarterly if Halliburton stock closes at or above barrier price on the valuation date for that quarter; Coupon barrier: $35.303, 75% of initial price due 10/23/2017
Citigroup Global Markets Holdings Inc. 0.00% due 7/23/2018
Citigroup Global Markets Holdings Inc. 13.80% due 10/20/2017
Citigroup Global Markets Holdings Inc. 5.00% due 10/14/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/12/2018
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2018
Citigroup Global Markets Holdings Inc. 0.00% due 4/5/2018
Citigroup Global Markets Holdings Inc. 0.00% due 10/18/2017
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2024
Citigroup Global Markets Holdings Inc. 0.00% due 2/1/2018
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2021
Citigroup Global Markets Holdings Inc. If index return is zero or positive, 4%; if index return is negative, 3%; index return measured compared to year earlier; payable annually due 9/30/2021
Citigroup Global Markets Holdings Inc. 9.5% per year, payable monthly if worst-performing stock closes at or above barrier price on valuation date for that month due 10/2/2018
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if Valero shares close at or above barrier level on valuation date for that quarter due 10/2/2017
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/1/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/2/2019
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2017
Citigroup Global Markets Holdings Inc. 0.00% due 3/29/2018
Citigroup Global Markets Holdings Inc. 0.25% due 3/31/2022
Citigroup Global Markets Holdings Inc. 0.00% due 9/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2018
Citigroup Global Markets Holdings Inc. 7.38% due 10/1/2018
Citigroup Global Markets Holdings Inc. 10% per year, payable quarterly if worst-performing stock closes at or above barrier price on valuation date for that quarter due 9/25/2017
Citigroup Global Markets Holdings Inc. 0.00% due 3/22/2018
Citigroup Global Markets Holdings Inc. 0.00% due 10/4/2017
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2018
Citigroup Global Markets Holdings Inc. 17.1% per year, payable quarterly if each stock closes at or above barrier level on valuation date for that quarter due 9/18/2017
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if Facebook shares close at or above barrier level on valuation date for that quarter due 3/15/2018
Citigroup Global Markets Holdings Inc. 0.00% due 9/10/2018
Citigroup Global Markets Holdings Inc. 0.00% due 3/7/2018
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if Halliburton stock closes at or above barrier price on valuation date for that quarter due 9/6/2017
Citigroup Global Markets Holdings Inc. 0.00% due 9/6/2019
Citigroup Global Markets Holdings Inc. 0.00% due 9/5/2018
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2019
Citigroup Global Markets Holdings Inc. 0.00% due 3/3/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable semiannually if ETF closes at or above barrier price on applicable semiannual valuation date due 9/4/2019
Citigroup Global Markets Holdings Inc. 0.00% due 9/2/2021
Citigroup Global Markets Holdings Inc. If index return is zero or positive, 4.25%; if index return is negative, 3%; index return measured compared to year earlier; payable annually due 8/31/2021
Citigroup Global Markets Holdings Inc. 4.25% if index return is at least zero; otherwise, 3%; payable annually due 8/31/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2018
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 8/29/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/31/2026
Citigroup Global Markets Holdings Inc. 10.5% per year, payable monthly if worst-performing stock closes at or above barrier price on valuation date for that month due 8/30/2018
Citigroup Global Markets Holdings Inc. 0.00% due 8/30/2021
Citigroup Global Markets Holdings Inc. 18.05% per year, payable monthly if each stock closes at or above barrier level on valuation date for that month due 8/29/2017
Citigroup Global Markets Holdings Inc. 17.08% per year, payable quarterly if each stock closes at or above barrier level on valuation date for that quarter due 8/21/2017
Citigroup Global Markets Holdings Inc. 0.00% due 8/16/2018
Citigroup Global Markets Holdings Inc. 0.00% due 1/9/2019
Citigroup Global Markets Holdings Inc. Amount equal to accrued distribution amount, which is based on ordinary cash distributions that hypothetical holder of index constituents would have been entitled to receive during relevant period, reduced by accrued investor fee; payable quarterly due 7/13/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/14/2018
Citigroup Global Markets Holdings Inc. 0.00% due 2/7/2018
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if each fund closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier: $152.005 for SPDR S&P 500, $22.778 for SPDR Euro Stoxx 50 and $28.511 for WisdomTree Japan; 70% of initial share prices due 8/1/2019
Citigroup Global Markets Holdings Inc. 0.00% due 8/1/2019
Citigroup Global Markets Holdings Inc. 0.00% due 2/5/2024
Citigroup Global Markets Holdings Inc. 0.00% due 8/2/2021
Citigroup Global Markets Holdings Inc. 0.30% due 2/2/2022
Citigroup Global Markets Holdings Inc. 8.25% per year, payable quarterly if Amazon shares close at or above barrier level on valuation date for that quarter due 8/3/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2026
Citigroup Global Markets Holdings Inc. 4.5% if index return is zero or positive; otherwise, 3%; payable annually due 7/29/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if each index closes at or above its coupon barrier level on the observation date for that quarter; Coupon barrier levels: 1,626.885 for S&P, 912.644 for Russell; 75% of initial levels due 7/31/2031
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/30/2020
Citigroup Global Markets Holdings Inc. 0.00% due 10/3/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/24/2019
Citigroup Global Markets Holdings Inc. 7% per year, payable quarterly if JPMorgan shares close at or above barrier level on valuation date for that quarter due 7/17/2017
Citigroup Global Markets Holdings Inc. 0.00% due 8/4/2017
Citigroup Global Markets Holdings Inc. 0.00% due 1/7/2019
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2022
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if Amazon stock closes at or above barrier price on valuation date for that quarter due 1/4/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2021
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2022
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 1/3/2020
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2026
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2020
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if Apple stock closes at or above barrier price on valuation date for that quarter due 7/2/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2020
Citigroup Global Markets Holdings Inc. 0.00% due 7/2/2019
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 6/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 8/28/2018
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2018
Citigroup Global Markets Holdings Inc. Contingent rate multiplied by proportion of days on which Libor is 6% or less and index closes at or above index accrual barrier; contingent rate is 6% in years one through eight, 7% in years nine through 14 and 8% in years 15 through 20; payable quarterly; Index accrual barrier: 861.728, 75% of initial level due 6/27/2036
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if Valero shares close at or above barrier level on valuation date for that quarter due 6/22/2017
Citigroup Global Markets Holdings Inc. 13.5% per year, payable quarterly if Netflix stock closes at or above barrier price on valuation date for that quarter due 6/14/2018
Citigroup Global Markets Holdings Inc. 13.5% per year, payable quarterly if Regeneron stock closes at or above barrier price on valuation date for that quarter due 6/14/2018
Citigroup Global Markets Holdings Inc. 0.00% due 6/7/2018
Citigroup Global Markets Holdings Inc. 4.82% due 6/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2023
Citigroup Global Markets Holdings Inc. 0.00% due 12/3/2019
Citigroup Global Markets Holdings Inc. 9% per year, payable quarterly if Halliburton shares close at or above barrier level on valuation date for that quarter due 6/1/2017
Citigroup Global Markets Holdings Inc. 0.00% due 12/2/2019
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2017
Citigroup Global Markets Holdings Inc. 0.00% due 6/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 0.00% due 5/29/2026
Citigroup Global Markets Holdings Inc. 4.5% if index return is zero or positive; otherwise, 3%; payable annually due 6/1/2021
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if Apple stock closes at or above barrier price on valuation date for that quarter due 5/31/2018
Citigroup Global Markets Holdings Inc. 0.00% due 7/31/2017
Citigroup Global Markets Holdings Inc. 0.40% due 12/1/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/28/2021
Citigroup Global Markets Holdings Inc. 7.25% per year, payable quarterly if Facebook stock closes at or above barrier price on valuation date for that quarter due 12/1/2017
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 5/27/2021
Citigroup Global Markets Holdings Inc. 0.00% due 7/6/2017
Citigroup Global Markets Holdings Inc. 0.00% due 5/23/2019
Citigroup Global Markets Holdings Inc. 4.25% for first year; after that, 30-year CMS rate minus two-year CMS rate plus 120 bps, floor of 1.2%; payable quarterly due 5/23/2021
Citigroup Global Markets Holdings Inc. 11.11% per year, payable quarterly if Apple stock closes at or above barrier price on valuation date for that quarter due 5/22/2017
Citigroup Global Markets Holdings Inc. 0.00% due 12/5/2018
Citigroup Global Markets Holdings Inc. 10.75% per year, payable quarterly if ETF closes at or above barrier price on valuation date for that quarter due 5/2/2019
Citigroup Global Markets Holdings Inc. 0.00% due 11/1/2017
Citigroup Global Markets Holdings Inc. 0.00% due 5/3/2019
Citigroup Global Markets Holdings Inc. 0.00% due 5/4/2021
Citigroup Global Markets Holdings Inc. 0.00% due 11/3/2023
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2019
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2026
Citigroup Global Markets Holdings Inc. Payable annually; if index return is zero or positive, coupon will be 5%; if index return is negative, coupon will be 3%; index's return is measured from its level a year earlier due 4/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/31/2018
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 10/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/29/2021
Citigroup Global Markets Holdings Inc. 0.00% due 4/30/2021
Citigroup Global Markets Holdings Inc. Accrues each day that Libor is 5% or less and index closes at or above accrual barrier level: 3% until April 28, 2018, stepping up to 4% until April 28, 2020, to 5% until April 28, 2023, then to 6% until maturity; payable quarterly; Accrual barrier level: 1,565.843, 75% of initial index level due 4/28/2026
Citigroup Global Markets Holdings Inc. Accrues each day that Libor is 5% or less and index closes at or above accrual barrier level: 5% until April 28, 2021, stepping up to 6% until April 28, 2026 and to 7% until maturity; payable quarterly; Accrual barrier level: 1,565.843, 75% of initial index level due 4/28/2031
Citigroup Global Markets Holdings Inc. 7.5% per year, payable quarterly if Apple shares close at or above barrier level on valuation date for that quarter due 4/26/2018
Citigroup Global Markets Holdings Inc. 8% per year, payable quarterly if Amazon.com shares close at or above downside threshold level on valuation date for that quarter due 4/24/2017
Citigroup Global Markets Holdings Inc. 8.5% per year, payable quarterly if Facebook shares close at or above downside threshold level on valuation date for that quarter due 4/24/2017
Citigroup Global Markets Holdings Inc. 0.00% due 4/23/2018
Citigroup Global Markets Holdings Inc. 4% in years one through five, 4.25% in years six through 10, 4.5% in years 11 through 15, 4.75% in years 16 through 20, 5% in years 21 through 24 and 5.5% in year 25; payable semiannually due 3/31/2036
Citigroup Global Markets Holdings Inc. 0.000% due 10/30/2008
Citigroup Global Markets Holdings Inc. 4.570% due 6/5/2006
Citigroup Global Markets Holdings Inc. 7.250% due 6/1/2006
Citigroup Global Markets Holdings Inc. 8.500% due 5/1/2006
Citigroup Global Markets Holdings Inc. 2.870% due 5/1/2006
Citigroup Global Markets Holdings Inc. 7.500% due 4/3/2006
Citigroup Global Markets Holdings Inc. 7.020% due 4/3/2006
Citigroup Global Markets Holdings Inc. 5.350% due 3/29/2006
Citigroup Global Markets Holdings Inc. 3.400% due 3/29/2006
Citigroup Global Markets Holdings Inc. 3.820% due 3/20/2006
Citigroup Global Markets Holdings Inc. 5.750% due 2/27/2006
Citigroup Global Markets Holdings Inc. 0.500% due 2/13/2012
Citigroup Global Markets Holdings Inc. 8.000% due 2/6/2006
Citigroup Global Markets Holdings Inc. 7.600% due 1/6/2006
Citigroup Global Markets Holdings Inc. 0.500% due 12/16/2011
Citigroup Global Markets Holdings Inc. 0.000% due 11/30/2007
Citigroup Global Markets Holdings Inc. 4.000% due 11/25/2005
Citigroup Global Markets Holdings Inc. 8.000% due 10/28/2005
Citigroup Global Markets Holdings Inc. 9.000% due 9/26/2005
Citigroup Global Markets Holdings Inc. 7.500% due 8/30/2005
Citigroup Global Markets Holdings Inc. 8.000% due 8/1/2005
Citigroup Global Markets Holdings Inc. 10.000% due 6/30/2005
Citigroup Global Markets Holdings Inc. 6.000% due 6/24/2005
Citigroup Global Markets Holdings Inc. 6.000% due 5/2/2005
Citigroup Global Markets Holdings Inc. 7.000% due 5/2/2005
Citigroup Global Markets Holdings Inc. 7.000% due 4/11/2005
Citigroup Global Markets Holdings Inc. 7.000% due 1/30/2006
Citigroup Global Markets Holdings Inc. L+5 due 4/6/2009
Citigroup Global Markets Holdings Inc. 7.500% due 1/18/2005
Citigroup Global Markets Holdings Inc. 0.500% due 10/6/2010
Citigroup Global Markets Holdings Inc. 7.000% due 9/29/2005
Citigroup Global Markets Holdings Inc. 8.000% due 7/25/2005
Citigroup Global Markets Holdings Inc. 2.000% due 7/1/2006
Citigroup Global Markets Holdings Inc. 7.000% due 12/6/2004
Citigroup Global Markets Holdings Inc. 7.000% due 5/27/2005
Citigroup Global Markets Holdings Inc. 0.250% due 5/12/2010
Citigroup Global Markets Holdings Inc. 8.000% due 10/29/2004
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