Autocallable Contingent Coupon Equity Linked Securities Linked to Square, Inc. Due December 17, 2020.
The securities offered by this pricing supplement are unsecured debt securities issued by Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc. The securities offer the potential for periodic contingent coupon payments at an annualized rate that, if all are paid, would produce a yield that is generally higher than the yield on our conventional debt securities of the same maturity. In exchange for this higher potential yield, you must be willing to accept the risks that
your actual yield may be lower than the yield on our conventional debt securities of the same maturity because you may not receive one or more, or any, contingent coupon payments,
the value of what you receive at maturity may be significantly less than the stated principal amount of your securities, and may be zero, and
the securities may be automatically called for redemption prior to maturity beginning on the first potential autocall date specified below.
Each of these risks will depend on the performance of the underlying specified below. Although you will have downside exposure to the underlying, you will not receive dividends with respect to the underlying **or participate in any appreciation of the underlying.
Investors in the securities must be willing to accept
an investment that may have limited or no liquidity and
the risk of not receiving any payments due under the securities if we and Citigroup Inc. default on our obligations. All payments on the securities are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc.
The securities offered by this pricing supplement are unsecured debt securities issued by Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc. The securities offer the potential for periodic contingent coupon payments at an annualized rate that, if all are paid, would produce a yield that is generally higher than the yield on our conventional debt securities of the same maturity. In exchange for this higher potential yield, you must be willing to accept the risks that
your actual yield may be lower than the yield on our conventional debt securities of the same maturity because you may not receive one or more, or any, contingent coupon payments,
the value of what you receive at maturity may be significantly less than the stated principal amount of your securities, and may be zero, and
the securities may be automatically called for redemption prior to maturity beginning on the first potential autocall date specified below.
Each of these risks will depend on the performance of the underlying specified below. Although you will have downside exposure to the underlying, you will not receive dividends with respect to the underlying **or participate in any appreciation of the underlying.
Investors in the securities must be willing to accept
an investment that may have limited or no liquidity and
the risk of not receiving any payments due under the securities if we and Citigroup Inc. default on our obligations. All payments on the securities are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc.