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Published on 6/26/2023 in the Prospect News Structured Products Daily.

New Issue: Citigroup prices $114,000 barrier securities linked to Euro Stoxx 50, iShares MSCI EAFE

New York, June 26 – Citigroup Global Markets Holdings Inc. priced $114,000 of 0% barrier securities due July 29, 2027 linked to the Euro Stoxx 50 index and iShares MSCI EAFE ETF, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing asset gains the payout at maturity will be par plus 195% of the worst performing asset return. Investors will receive par if the worst performing asset declines but ends above the 70% barrier and will lose 1% for every 1% that the worst performing asset declines if it finishes below the barrier.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:Citigroup Global Markets Holdings Inc.
Guarantor:Citigroup Inc.
Issue:Barrier securities
Underlying assets:Euro Stoxx 50 index and iShares MSCI EAFE ETF
Amount:$114,000
Maturity:July 29, 2027
Coupon:0%
Price:Par
Payout at maturity:If worst performing asset gains, par plus 195% of worst performing asset return; par if worst performing asset declines but finishes above the 70% barrier; otherwise exposure to decline in worst performing asset
Upside leverage:195%
Cap:None
Initial levels:3,575.36 for Euro Stoxx 50 index, $63.00 for iShares MSCI EAFE ETF
Final barriers:2,502.752 for Euro Stoxx 50 index, $44.100 for iShares MSCI EAFE ETF, 70% of initial level
Call:Non-callable
Pricing date:July 26, 2022
Settlement date:July 29, 2022
Agent:Citigroup Global Markets Inc.
Fees:4.13%
Cusip:17330PNR6

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