Obligation Citi Global Markets 0% ( US17327TXS04 ) en USD

Citi Global Markets

100 % ⇌

Etas-Unis

US17327TXS04 ( en USD )

27/09/2022 - Obligation échue

Prospectus brochure de l'obligation Citigroup Global Markets Holdings US17327TXS04 en USD 0%, échue

1 000 USD

982 000 USD

17327TXS0

N/A

Citigroup Global Markets Holdings est une filiale de Citigroup Inc. qui offre une gamme complète de services de marchés financiers, notamment des services de banque d'investissement, de courtage, de négociation de titres et de gestion des risques.

L'Obligation émise par Citi Global Markets ( Etas-Unis ) , en USD, avec le code ISIN US17327TXS04, paye un coupon de 0% par an.
Le paiement des coupons est semestriel et la maturité de l'Obligation est le 27/09/2022

L'Obligation émise par Citi Global Markets ( Etas-Unis ) , en USD, avec le code ISIN US17327TXS04, a été notée NR par l'agence de notation Moody's.

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424B2 1 dp113065_424b2-us1978353.htm PRICING SUPPLEMENT
Citigroup Global Markets Holdings
September 20, 2019
Medium-Term Senior Notes, Series N
Inc.
Pricing Supplement No. 2019-USNCH2864
Filed Pursuant to Rule 424(b)(2)
Registration Statement Nos. 333-224495 and 333-224495-
03
Dual Directional Barrier Securities Linked to the S&P 500® Index Due September 27, 2022
The securities offered by this pricing supplement are unsecured debt securities issued by Citigroup Global Markets
Holdings Inc. and guaranteed by Citigroup Inc. Unlike conventional debt securities, the securities do not pay interest and
do not repay a fixed amount of principal at maturity. Instead, the securities offer a payment at maturity that may be
greater than, equal to or less than the stated principal amount, depending on the performance of the underlying specified
below.
The securities offer the potential for positive participation in the absolute value of a limited range of potential appreciation
or depreciation of the underlying. If the underlying appreciates, the securities offer participation in a limited range of that
appreciation at the upside participation rate specified below. If the underlying depreciates, the securities offer positive
participation in the absolute value of that depreciation, but only so long as the final underlying value is greater than or
equal to the final barrier value specified below. In exchange for these features, investors in the securities must be wil ing
to forgo (i) participation in any appreciation of the underlying in excess of the maximum upside return specified below, (i )
positive participation in the absolute value of any depreciation of the underlying if the final underlying value is less than
the final barrier value and (i i) any dividends with respect to the underlying. In addition, investors in the securities must be
wil ing to accept downside exposure to any depreciation of the underlying if the final underlying value is less than the
final barrier value. If the final underlying value is less than the final barrier value, you will lose 1% of the stated
principal amount of your securities for every 1% by which the final underlying value is less than the initial
underlying value. You may lose your entire investment in the securities.
Investors in the securities must be wil ing to accept (i) an investment that may have limited or no liquidity and (i ) the risk
of not receiving any payment 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.
KEY TERMS

Issuer:
Citigroup Global Markets Holdings Inc., a whol y owned subsidiary of Citigroup Inc.
Guarantee:
Al payments due on the securities are ful y and unconditional y guaranteed by Citigroup Inc.
Underlying:
The S&P 500® Index (ticker symbol: "SPX")
Stated principal amount:
$1,000 per security
Pricing date:
September 20, 2019
Issue date:
September 27, 2019
Valuation date:
September 20, 2022, subject to postponement if such date is not a scheduled trading day or
certain market disruption events occur
Maturity date:
September 27, 2022
Payment at maturity:
For each $1,000 stated principal amount security you hold at maturity, you wil receive:
If the final underlying value is greater than or equal to the initial underlying value:

$1,000 + the upside return amount, subject to the maximum upside return

If the final underlying value is less than the initial underlying value but greater than or
equal to the final barrier value:

$1,000 + the absolute return amount

If the final underlying value is less than the final barrier value:

$1,000 + ($1,000 × the underlying return)

If the final underlying value is less than the final barrier value, you will have full
downside exposure to the negative underlying return and your payment at maturity
will be less, and possibly significantly less, than the $1,000 stated principal amount
per security. You should not invest in the securities unless you are willing and able to
bear the risk of losing a significant portion, and possibly all, of your investment.
Initial underlying value:
2,992.07, the closing value of the underlying on the pricing date
Final underlying value:
The closing value of the underlying on the valuation date
Upside return amount:
$1,000 × the underlying return × the upside participation rate
Upside participation rate:
125%
Maximum upside return:
$440 per security (44% of the stated principal amount)
Underlying return:
(i) The final underlying value minus the initial underlying value, divided by (i ) the initial
underlying value
Absolute return amount:
$1,000 × the absolute value of the underlying return
Final barrier value:
2,393.656, 80% of the initial underlying value
Listing:
The securities wil not be listed on any securities exchange
CUSIP / ISIN:
17327TXS0 / US17327TXS04
Underwriter:
Citigroup Global Markets Inc. ("CGMI"), an affiliate of the issuer, acting as principal
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Underwriting fee and issue
Issue price(1)
Underwriting fee(2)
Proceeds to issuer
price:
Per security:
$1,000
--
$1,000
Total:
$982,000
--
$982,000
(1) On the date of this pricing supplement, the estimated value of the securities is $989.290 per security, which is less than the issue price. The estimated
value of the securities is based on CGMI's proprietary pricing models and our internal funding rate. It is not an indication of actual profit to CGMI or other
of our affiliates, nor is it an indication of the price, if any, at which CGMI or any other person may be wil ing to buy the securities from you at any time after
issuance. See "Valuation of the Securities" in this pricing supplement.

(2) CGMI wil pay selected dealers a structuring fee of up to $4 for each security sold in this offering. For more information on the distribution of the
securities, see "Supplemental Plan of Distribution" in this pricing supplement. CGMI and its affiliates may profit from hedging activity related to this
offering, even if the value of the securities declines. See "Use of Proceeds and Hedging" in the accompanying prospectus.
Investing in the securities involves risks not associated with an investment in conventional
debt securities. See "Summary Risk Factors" beginning on page PS-5.

Neither the Securities and Exchange Commission nor any state securities commission has approved or
disapproved of the securities or determined that this pricing supplement and the accompanying product
supplement, underlying supplement, prospectus supplement and prospectus are truthful or complete. Any
representation to the contrary is a criminal offense.

You should read this pricing supplement together with the accompanying product supplement, underlying
supplement, prospectus supplement and prospectus, which can be accessed via the hyperlinks below:

Product Supplement No. EA-02-08 dated February 15, 2019 Underlying Supplement No. 8 dated February 21,
2019

Prospectus Supplement and Prospectus each dated May 14, 2018

The securities are not bank deposits and are not insured or guaranteed by the Federal Deposit Insurance
Corporation or any other governmental agency, nor are they obligations of, or guaranteed by, a bank.

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Citigroup Global Markets Holdings Inc.

Additional Information

The terms of the securities are set forth in the accompanying product supplement, prospectus supplement and prospectus,
as supplemented by this pricing supplement. The accompanying product supplement, prospectus supplement and
prospectus contain important disclosures that are not repeated in this pricing supplement. For example, the accompanying
product supplement contains important information about how the closing value of the underlying wil be determined and
about adjustments that may be made to the terms of the securities upon the occurrence of market disruption events and
other specified events with respect to the underlying. The accompanying underlying supplement contains information
about the underlying that is not repeated in this pricing supplement. It is important that you read the accompanying product
supplement, underlying supplement, prospectus supplement and prospectus together with this pricing supplement in
deciding whether to invest in the securities. Certain terms used but not defined in this pricing supplement are defined in the
accompanying product supplement.

Payout Diagram

The diagram below il ustrates your payment at maturity for a range of hypothetical underlying returns.

Investors in the securities will not receive any dividends with respect to the underlying. The diagram and
examples below do not show any effect of lost dividend yield over the term of the securities. See "Summary Risk
Factors--You wil not receive dividends or have any other rights with respect to the underlying" below.

Payout Diagram
n The Securities n The Underlying

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Hypothetical Examples

The table below indicates what your payment at maturity and total return on the securities would be for various
hypothetical underlying returns. Your actual payment at maturity and total return on the securities wil depend on the actual
final underlying value.

Hypothetical Underlying
Hypothetical Payment at Maturity per
Hypothetical Total Return on
Return
Security
Securities at Maturity(1)
100.00%
$1,440.00
44.00%
50.00%
$1,440.00
44.00%
40.00%
$1,440.00
44.00%
35.21%
$1,440.00
44.00%
35.20%
$1,440.00
44.00%
30.00%
$1,375.00
37.50%
20.00%
$1,250.00
25.00%
10.00%
$1,125.00
12.50%
0.00%
$1,000.00
0.00%
-10.00%
$1,100.00
10.00%
-20.00%
$1,200.00
20.00%
-20.01%
$799.90
-20.01%
-30.00%
$700.00
-30.00%
-40.00%
$600.00
-40.00%
-50.00%
$500.00
-50.00%
-100.00%
$0.00
-100.00%

(1) Hypothetical total return on securities at maturity = (i) hypothetical payment at maturity per security minus $1,000 stated
principal amount per security, divided by (i ) $1,000 stated principal amount per security

The examples below il ustrate how to determine the payment at maturity on the securities, assuming the various
hypothetical final underlying values indicated below. The examples are solely for il ustrative purposes, do not show al
possible outcomes and are not a prediction of what the actual payment at maturity on the securities wil be. The actual
payment at maturity wil depend on the actual final underlying value.

The examples below are based on a hypothetical initial underlying value of 100 and a hypothetical final barrier value of 80
(80% of the hypothetical initial underlying value) and do not reflect the actual initial underlying value or final barrier value.
For the actual initial underlying value and final barrier value, see the cover page of this pricing supplement. We have used
these hypothetical values, rather than the actual values, to simplify the calculations and aid understanding of how the
securities work. However, you should understand that the actual payment at maturity on the securities wil be calculated
based on the actual initial underlying value and final barrier value, and not the hypothetical values indicated below.

Example 1--Upside Scenario A. The final underlying value is 105, resulting in a 5% underlying return. In this example,
the final underlying value is greater than the initial underlying value.

Payment at maturity per security = $1,000 + the upside return amount, subject to the maximum upside return

= $1,000 + ($1,000 × the underlying return × the upside participation rate), subject to the maximum upside return

= $1,000 + ($1,000 × 5% × 125%), subject to the maximum upside return

= $1,000 + $62.50, subject to the maximum upside return

= $1,062.50

In this scenario, the underlying has appreciated from the initial underlying value to the final underlying value, and your total
return at maturity would equal the underlying return multiplied by the upside participation rate.

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Example 2--Upside Scenario B. The final underlying value is 150, resulting in a 50% underlying return. In this example,
the final underlying value is greater than the initial underlying value.

Payment at maturity per security = $1,000 + the upside return amount, subject to the maximum upside return

= $1,000 + ($1,000 × the underlying return × the upside participation rate), subject to the maximum upside return

= $1,000 + ($1,000 × 50% × 125%), subject to the maximum upside return

= $1,000 + $625, subject to the maximum upside return

= $1,440.00

In this scenario, the underlying has appreciated from the initial underlying value to the final underlying value, but the
underlying return multiplied by the upside participation rate would exceed the maximum upside return. As a result, your
total return at maturity in this scenario would be limited to the maximum upside return, and an investment in the securities
would underperform a hypothetical alternative investment providing 1-to-1 exposure to the appreciation of the underlying
without a maximum return.

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Example 3--Absolute Return Scenario. The final underlying value is 95, resulting in a -5% underlying return. In this
example, the final underlying value is less than the initial underlying value but greater than the final barrier value.

Payment at maturity per security = $1,000 + the absolute return amount

= $1,000 + ($1,000 × the absolute value of the underlying return)

= $1,000 + ($1,000 × |-5%|)

= $1,000 + $50

= $1,050

In this scenario, the underlying has depreciated from the initial underlying value to the final underlying value, but not below
the final barrier value, and your total return at maturity would equal the absolute value of the underlying return.

Example 4--Downside Scenario. The final underlying value is 30, resulting in a -70% underlying return. In this example,
the final underlying value is less than the final barrier value.

Payment at maturity per security = $1,000 + ($1,000 × the underlying return)

= $1,000 + ($1,000 × -70%)

= $1,000 + -$700

= $300

In this scenario, the underlying has depreciated from the initial underlying value to the final underlying value and the final
underlying value is less than the final barrier value. As a result, your total return at maturity in this scenario would be
negative and would reflect 1-to-1 exposure to the negative performance of the underlying.

PS-4
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Summary Risk Factors

An investment in the securities is significantly riskier than an investment in conventional debt securities. The securities are
subject to al of the risks associated with an investment in our conventional debt securities (guaranteed by Citigroup Inc.),
including the risk that we and Citigroup Inc. may default on our obligations under the securities, and are also subject to
risks associated with the underlying. Accordingly, the securities are suitable only for investors who are capable of
understanding the complexities and risks of the securities. You should consult your own financial, tax and legal advisors as
to the risks of an investment in the securities and the suitability of the securities in light of your particular circumstances.

The fol owing is a summary of certain key risk factors for investors in the securities. You should read this summary
together with the more detailed description of risks relating to an investment in the securities contained in the section "Risk
Factors Relating to the Securities" beginning on page EA-7 in the accompanying product supplement. You should also
careful y read the risk factors included in the accompanying prospectus supplement and in the documents incorporated by
reference in the accompanying prospectus, including Citigroup Inc.'s most recent Annual Report on Form 10-K and any
subsequent Quarterly Reports on Form 10-Q, which describe risks relating to the business of Citigroup Inc. more general y.

You may lose a significant portion or all of your investment. Unlike conventional debt securities, the securities do
not repay a fixed amount of principal at maturity. Instead, your payment at maturity wil depend on the performance of
the underlying. If the final underlying value is less than the final barrier value, you wil lose 1% of the stated principal
amount of the securities for every 1% by which the final underlying value is less than the initial underlying value. There
is no minimum payment at maturity on the securities, and you may lose up to al of your investment.

Your potential return on the securities is limited. Your potential total return on the securities at maturity is limited to
the maximum upside return, even if the underlying appreciates by significantly more than the maximum upside return.
If the underlying appreciates by more than the maximum upside return, the securities wil underperform an alternative
investment providing 1-to-1 exposure to the performance of the underlying. When lost dividends are taken into
account, the securities may underperform an alternative investment providing 1-to-1 exposure to the performance of
the underlying and a pass-through of dividends even if the underlying appreciates by less than the maximum upside
return. In addition, the maximum upside return reduces the effect of the upside participation rate for al final underlying
values exceeding the final underlying value at which, by multiplying the corresponding underlying return by the upside
participation rate, the maximum upside return is reached.

Your potential for positive return from depreciation of the underlying is limited. The return potential of the
securities in the event that the final underlying value is less than the initial underlying value is limited by the final barrier
value. Any decline in the final underlying value below the final barrier value wil result in a loss, rather than a positive
return, on the securities.

The securities do not pay interest. Unlike conventional debt securities, the securities do not pay interest or any other
amounts prior to maturity. You should not invest in the securities if you seek current income during the term of the
securities.

You will not receive dividends or have any other rights with respect to the underlying. You wil not receive any
dividends with respect to the underlying. This lost dividend yield may be significant over the term of the securities. The
payment scenarios described in this pricing supplement do not show any effect of lost dividend yield over the term of
the securities. In addition, you wil not have voting rights or any other rights with respect to the underlying or the stocks
included in the underlying.

Your payment at maturity depends on the closing value of the underlying on a single day. Because your
payment at maturity depends on the closing value of the underlying solely on the valuation date, you are subject to the
risk that the closing value of the underlying on that day may be lower, and possibly significantly lower, than on one or
more other dates during the term of the securities. If you had invested directly in the underlying or in another
instrument linked to the underlying that you could sel for ful value at a time selected by you, or if the payment at
maturity were based on an average of closing values of the underlying, you might have achieved better returns.

The securities are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. If we
default on our obligations under the securities and Citigroup Inc. defaults on its guarantee obligations, you may not
receive anything owed to you under the securities.

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The securities will not be listed on any securities exchange and you may not be able to sell them prior to
maturity. The securities wil not be listed on any securities exchange. Therefore, there may be little or no secondary
market for the securities. CGMI currently intends to make a secondary market in relation to the securities and to
provide an indicative bid price for the securities on a daily basis. Any indicative bid price for the securities provided by
CGMI wil be determined in CGMI's sole discretion, taking into account prevailing market conditions and other relevant
factors, and wil not be a representation by CGMI that the securities can be sold at that price, or at al . CGMI may
suspend or terminate making a market and providing indicative bid prices without notice, at any time and for any
reason. If CGMI suspends or terminates making a market, there may be no secondary market at al for the securities
because it is likely that CGMI wil be the only broker-dealer that is wil ing to buy your securities prior to maturity.
Accordingly, an investor must be prepared to hold the securities until maturity.

The estimated value of the securities on the pricing date, based on CGMI's proprietary pricing models and our
internal funding rate, is less than the issue price. The difference is attributable to certain costs associated with
sel ing, structuring and

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hedging the securities that are included in the issue price. These costs include (i) any sel ing concessions or other fees
paid in connection with the offering of the securities, (i ) hedging and other costs incurred by us and our affiliates in
connection with the offering of the securities and (i i) the expected profit (which may be more or less than actual profit)
to CGMI or other of our affiliates in connection with hedging our obligations under the securities. These costs
adversely affect the economic terms of the securities because, if they were lower, the economic terms of the securities
would be more favorable to you. The economic terms of the securities are also likely to be adversely affected by the
use of our internal funding rate, rather than our secondary market rate, to price the securities. See "The estimated
value of the securities would be lower if it were calculated based on our secondary market rate" below.

The estimated value of the securities was determined for us by our affiliate using proprietary pricing models.
CGMI derived the estimated value disclosed on the cover page of this pricing supplement from its proprietary pricing
models. In doing so, it may have made discretionary judgments about the inputs to its models, such as the volatility of
the closing value of the underlying, the dividend yield on the underlying and interest rates. CGMI's views on these
inputs may differ from your or others' views, and as an underwriter in this offering, CGMI's interests may conflict with
yours. Both the models and the inputs to the models may prove to be wrong and therefore not an accurate reflection of
the value of the securities. Moreover, the estimated value of the securities set forth on the cover page of this pricing
supplement may differ from the value that we or our affiliates may determine for the securities for other purposes,
including for accounting purposes. You should not invest in the securities because of the estimated value of the
securities. Instead, you should be wil ing to hold the securities to maturity irrespective of the initial estimated value.

The estimated value of the securities would be lower if it were calculated based on our secondary market rate.
The estimated value of the securities included in this pricing supplement is calculated based on our internal funding
rate, which is the rate at which we are wil ing to borrow funds through the issuance of the securities. Our internal
funding rate is general y lower than our secondary market rate, which is the rate that CGMI wil use in determining the
value of the securities for purposes of any purchases of the securities from you in the secondary market. If the
estimated value included in this pricing supplement were based on our secondary market rate, rather than our internal
funding rate, it would likely be lower. We determine our internal funding rate based on factors such as the costs
associated with the securities, which are general y higher than the costs associated with conventional debt securities,
and our liquidity needs and preferences. Our internal funding rate is not an interest rate that is payable on the
securities.
Because there is not an active market for traded instruments referencing our outstanding debt obligations, CGMI
determines our secondary market rate based on the market price of traded instruments referencing the debt
obligations of Citigroup Inc., our parent company and the guarantor of al payments due on the securities, but subject
to adjustments that CGMI makes in its sole discretion. As a result, our secondary market rate is not a market-
determined measure of our creditworthiness, but rather reflects the market's perception of our parent company's
creditworthiness as adjusted for discretionary factors such as CGMI's preferences with respect to purchasing the
securities prior to maturity.

The estimated value of the securities is not an indication of the price, if any, at which CGMI or any other
person may be willing to buy the securities from you in the secondary market. Any such secondary market price
wil fluctuate over the term of the securities based on the market and other factors described in the next risk factor.
Moreover, unlike the estimated value included in this pricing supplement, any value of the securities determined for
purposes of a secondary market transaction wil be based on our secondary market rate, which wil likely result in a
lower value for the securities than if our internal funding rate were used. In addition, any secondary market price for
the securities wil be reduced by a bid-ask spread, which may vary depending on the aggregate stated principal
amount of the securities to be purchased in the secondary market transaction, and the expected cost of unwinding
related hedging transactions. As a result, it is likely that any secondary market price for the securities wil be less than
the issue price.

The value of the securities prior to maturity will fluctuate based on many unpredictable factors. The value of
your securities prior to maturity wil fluctuate based on the closing value of the underlying, the volatility of the closing
value of the underlying, the dividend yield on the underlying, interest rates general y, the time remaining to maturity
and our and Citigroup Inc.'s creditworthiness, as reflected in our secondary market rate, among other factors described
under "Risk Factors Relating to the Securities--Risk Factors Relating to Al Securities--The value of your securities
prior to maturity wil fluctuate based on many unpredictable factors" in the accompanying product supplement.
Changes in the closing value of the underlying may not result in a comparable change in the value of your securities.
You should understand that the value of your securities at any time prior to maturity may be significantly less than the
issue price.
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Immediately following issuance, any secondary market bid price provided by CGMI, and the value that will be
indicated on any brokerage account statements prepared by CGMI or the affiliates, will reflect a temporary
upward adjustment. The amount of this temporary upward adjustment wil steadily decline to zero over the temporary
adjustment period. See "Valuation of the Securities" in this pricing supplement.

Our offering of the securities is not a recommendation of the underlying. The fact that we are offering the
securities does not mean that we believe that investing in an instrument linked to the underlying is likely to achieve
favorable returns. In fact, as we are part of a global financial institution, our affiliates may have positions (including
short positions) in the underlying or in instruments related to the underlying, and may publish research or express
opinions, that in each case are inconsistent with an investment

PS-6
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