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Published on 4/20/2023 in the Prospect News Structured Products Daily.

New Issue: Citigroup prices $799,000 market-linked notes on Citi Dynamic Asset

By Kiku Steinfeld

Chicago, April 20 – Citigroup Global Markets Holdings Inc. priced $799,000 of 0% market-linked securities due Dec. 27, 2024 linked to the Citi Dynamic Asset Selector 5 Excess Return index, according to a 424B2 filing with the Securities and Exchange Commission.

If the return of the index is positive, the payout at maturity will be par plus 225% of the index return. Otherwise investors will receive par.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:Citigroup Global Markets Holdings Inc.
Guarantor:Citigroup Inc.
Issue:Market-linked securities
Underlying index:Citi Dynamic Asset Selector 5 Excess Return index
Amount:$799,000
Maturity:Dec. 27, 2024
Coupon:0%
Price:Par
Payout at maturity:If index gains, par plus 225% of index return; minimum payout of par
Initial level:212.61
Upside leverage:225%
Cap:None
Pricing date:Dec. 21
Settlement date:Dec. 27
Agent:Citigroup Global Markets Inc.
Fees:2.75%
Cusip:17330YSQ4

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