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Published on 8/28/2015 in the Prospect News Structured Products Daily.

New Issue: Citigroup prices $3.03 million barrier digital plus notes linked to Euro Stoxx 50

New York, Aug. 28 – Citigroup Inc. priced $3.03 million of 0% enhanced barrier digital plus securities due Aug. 31, 2020 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than or equal to the 80% barrier level, the payout at maturity will be par plus the greater of the index return and 25%. Investors will be fully exposed to the index’s decline from the initial level if it falls by more than 20%.

Citigroup Global Markets Inc. is the underwriter.

Issuer:Citigroup Inc.
Issue:Enhanced barrier digital plus securities
Underlying index:Euro Stoxx 50
Amount:$3,031,000
Maturity:Aug. 31, 2020
Coupon:0%
Price:Par
Payout at maturity:If final index level is greater than or equal to the barrier level, par plus greater of index return and 25%; full exposure to index’s decline from initial level if final index level is less than barrier level
Initial level:3,170.73
Barrier level:2,536.584, 80% of initial level
Pricing date:Aug. 26
Settlement date:Aug. 31
Underwriter:Citigroup Global Markets Inc.
Fees:3%
Cusip:17298CDM7

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