Obligation Citi Global Markets 0% ( US17328VMP21 ) en USD

Citi Global Markets

97 % ⇌

Etas-Unis

US17328VMP21 ( en USD )

20/05/2025

Prospectus brochure de l'obligation Citigroup Global Markets Holdings US17328VMP21 en USD 0%, échéance 20/05/2025

1 000 USD

1 691 000 USD

17328VMP2

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 US17328VMP21, paye un coupon de 0% par an.
Le paiement des coupons est semestriel et la maturité de l'Obligation est le 20/05/2025

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424B2 1 dp128378_424b2-us2097752.htm PRICING SUPPLEMENT
Citigroup Global Markets Holdings Inc.
May 15, 2020
Medium-Term Senior Notes, Series N
Pricing Supplement No. 2020-USNCH4308
Filed Pursuant to Rule 424(b)(2)
Registration Statement Nos. 333-224495 and
333-224495-03
Autocal able Securities Linked to the Worst Performing of the Nasdaq-100 Index® and the Dow Jones Industrial
AverageTM Due May 20, 2025

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, do not guarantee the repayment of principal at maturity and are
subject to potential automatic early redemption on a periodic basis on the terms described below. Your return on the securities wil depend solely on
the performance of the worst performing of the underlyings specified below.

The securities offer the potential for automatic early redemption at a premium fol owing the first valuation date (other than the final valuation date) on
which the closing value of the worst performing underlying on that valuation date is greater than or equal to its initial underlying value. If the
securities are not automatical y redeemed prior to maturity, the payment at maturity wil depend on the final underlying value of the worst performing
underlying on the final valuation date. In this circumstance, you wil be repaid the stated principal amount of your securities at maturity so long as the
final underlying value of the worst performing underlying on the final valuation date is greater than or equal to its trigger value specified below, and if
the final underlying value of the worst performing underlying on the final valuation date is also greater than or equal to its initial underlying value, you
wil also receive a premium. However, if the securities are not automatically redeemed prior to maturity and the final underlying value of the
worst performing underlying on the final valuation date is less than its trigger value, you will incur a significant loss at maturity and will
have full downside exposure to the depreciation of the worst performing underlying from its initial underlying value to its final underlying
value.

You wil be subject to risks associated with each of the underlyings and wil be negatively affected by adverse movements in any one of the
underlyings. Although you wil have downside exposure to the worst performing underlying, you wil not receive dividends or participate in any
appreciation of any of the underlyings.

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
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.
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.
Underlyings:
Underlying
Initial underlying value*
Trigger value**

Nasdaq-100 Index®
9,152.639
5,491.583

Dow Jones Industrial AverageTM
23,685.42
14,211.252

* For each underlying, its closing value on the pricing date
** For each underlying, 60% of its initial underlying value
Stated principal amount:
$1,000 per security
Pricing date:
May 15, 2020
Issue date:
May 20, 2020
Valuation dates:
May 17, 2021, August 16, 2021, November 15, 2021, February 15, 2022, May 16, 2022, August 15, 2022, November 15,
2022, February 15, 2023, May 15, 2023, August 15, 2023, November 15, 2023, February 15, 2024, May 15, 2024, August
15, 2024, November 15, 2024, February 18, 2025 and May 15, 2025 (the "final valuation date"), each subject to
postponement if such date is not a scheduled trading day or certain market disruption events occur
Maturity date:
Unless earlier redeemed, May 20, 2025
Automatic early
If, on any valuation date prior to the final valuation date, the closing value of the worst performing underlying on that
redemption:
valuation date is greater than or equal to its initial underlying value, the securities wil be automatical y redeemed on the
third business day immediately fol owing that valuation date for an amount in cash per security equal to $1,000 plus the
premium applicable to that valuation date. If the securities are automatical y redeemed fol owing any valuation date prior
to the final valuation date, they wil cease to be outstanding and you wil not receive the premium applicable to any later
valuation date.
Payment at maturity:
If the securities are not automatical y redeemed prior to maturity, you wil receive at maturity, for each security you then
hold, an amount in cash equal to:
§ If the final underlying value of the worst performing underlying on the final valuation date is greater than or equal
to its initial underlying value: $1,000 + the premium applicable to the final valuation date
§ If the final underlying value of the worst performing underlying on the final valuation date is less than its initial
underlying value but greater than or equal to its trigger value: $1,000
§ If the final underlying value of the worst performing underlying on the final valuation date is less than its trigger
value:
$1,000 + ($1,000 × the underlying return of the worst performing underlying on the final valuation date)
If the securities are not automatically redeemed prior to maturity and the final underlying value of the worst
performing underlying on the final valuation date is less than its trigger value, you will receive significantly less
than the stated principal amount of your securities, and possibly nothing, at maturity.
Listing:
The securities wil not be listed on any securities exchange
CUSIP / ISIN:
17328VMP2 / US17328VMP21
Underwriter:
Citigroup Global Markets Inc. ("CGMI"), an affiliate of the issuer, acting as principal
Underwriting fee and issue
Issue price(1)(2)
Underwriting fee(3)
Proceeds to issuer(4)
price:
Per security:
$1,000.00
$37.50
$962.50
Total:
$1,691,000.00
$63,412.50
$1,627,587.50
(Key Terms continued on next page)
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(1) On the date of this pricing supplement, the estimated value of the securities is $912.60 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) The issue price for investors purchasing the securities in fee-based advisory accounts wil be $967.50 per security, assuming no custodial fee is
charged by a selected dealer, and up to $972.50 per security, assuming the maximum custodial fee is charged by a selected dealer. See "Supplemental
Plan of Distribution" in this pricing supplement.
(3) CGMI wil receive an underwriting fee of up to $37.50 for each security sold in this offering. The total underwriting fee and proceeds to issuer in the
table above give effect to the actual total underwriting fee. For more information on the distribution of the securities, see "Supplemental Plan of
Distribution" in this pricing supplement. In addition to the underwriting fee, 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.
(4) The per security proceeds to issuer indicated above represent the minimum per security proceeds to issuer for any security, assuming the maximum
per security underwriting fee. As noted above, the underwriting fee is variable.
Investing in the securities involves risks not associated with an investment in conventional debt securities. See
"Summary Risk Factors" beginning on page PS-6.
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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KEY TERMS (continued)
Premium:
The premium applicable to each valuation date is set forth below. The premium may be significantly less than the
appreciation of any underlying from the pricing date to the applicable valuation date.

·
May 17, 2021:
9.100% of the stated principal amount

·
August 16, 2021:
11.375% of the stated principal amount

·
November 15, 2021:
13.650% of the stated principal amount

·
February 15, 2022:
15.925% of the stated principal amount

·
May 16, 2022:
18.200% of the stated principal amount

·
August 15, 2022:
20.475% of the stated principal amount

·
November 15, 2022:
22.750% of the stated principal amount

·
February 15, 2023:
25.025% of the stated principal amount

·
May 15, 2023:
27.300% of the stated principal amount

·
August 15, 2023:
29.575% of the stated principal amount

·
November 15, 2023:
31.850% of the stated principal amount

·
February 15, 2024:
34.125% of the stated principal amount

·
May 15, 2024:
36.400% of the stated principal amount

·
August 15, 2024:
38.675% of the stated principal amount

·
November 15, 2024:
40.950% of the stated principal amount

·
February 18, 2025:
43.225% of the stated principal amount

·
May 15, 2025:
45.500% of the stated principal amount
Underlying return:
For each underlying on any valuation date, (i) its closing value on that valuation date minus its initial underlying value,
divided by (i ) its initial underlying value
Worst performing underlying:
For any valuation date, the underlying with the lowest underlying return determined as of that valuation date
Final underlying value:
For each underlying, its closing value on the final valuation date

Additional Information
General. 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 each 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 each underlying. The accompanying underlying supplement
contains information about each 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.

Prospectus. The first sentence of "Description of Debt Securities-- Events of Default and Defaults" in the accompanying
prospectus shal be amended to read in its entirety as fol ows:

Events of default under the indenture are:

· failure of Citigroup Global Markets Holdings or Citigroup to pay required interest on any debt security of such
series for 30 days;

· failure of Citigroup Global Markets Holdings or Citigroup to pay principal, other than a scheduled instal ment
payment to a sinking fund, on any debt security of such series for 30 days;

· failure of Citigroup Global Markets Holdings or Citigroup to make any required scheduled instal ment payment to
a sinking fund for 30 days on debt securities of such series;

· failure of Citigroup Global Markets Holdings to perform for 90 days after notice any other covenant in the

indenture applicable to it other than a covenant included in the indenture solely for the benefit of a series of debt
securities other than such series; and

· certain events of bankruptcy or insolvency of Citigroup Global Markets Holdings, whether voluntary or not
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(Section 6.01).

PS-2
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Payout Tables and Diagram
The table below il ustrates how the amount payable per security wil be calculated if the closing value of the worst
performing underlying on any valuation date is greater than or equal to its initial underlying value.

If the first valuation date on which the closing value
of the worst performing underlying on that valuation
. . . then you will receive the following payment per
date is greater than or equal to its initial underlying
$1,000 security upon automatic early redemption or at
value is . . .
maturity, as applicable:
May 17, 2021
$1,000 + applicable premium = $1,000 + $91.00 =
$1,091.00
August 16, 2021
$1,000 + applicable premium = $1,000 + $113.75 =
$1,113.75
November 15, 2021
$1,000 + applicable premium = $1,000 + $136.50 =
$1,136.50
February 15, 2022
$1,000 + applicable premium = $1,000 + $159.25 =
$1,159.25
May 16, 2022
$1,000 + applicable premium = $1,000 + $182.00 =
$1,182.00
August 15, 2022
$1,000 + applicable premium = $1,000 + $204.75 =
$1,204.75
November 15, 2022
$1,000 + applicable premium = $1,000 + $227.50 =
$1,227.50
February 15, 2023
$1,000 + applicable premium = $1,000 + $250.25 =
$1,250.25
May 15, 2023
$1,000 + applicable premium = $1,000 + $273.00 =
$1,273.00
August 15, 2023
$1,000 + applicable premium = $1,000 + $295.75 =
$1,295.75
November 15, 2023
$1,000 + applicable premium = $1,000 + $318.50 =
$1,318.50
February 15, 2024
$1,000 + applicable premium = $1,000 + $341.25 =
$1,341.25
May 15, 2024
$1,000 + applicable premium = $1,000 + $364.00 =
$1,364.00
August 15, 2024
$1,000 + applicable premium = $1,000 + $386.75 =
$1,386.75
November 15, 2024
$1,000 + applicable premium = $1,000 + $409.50 =
$1,409.50
February 18, 2025
$1,000 + applicable premium = $1,000 + $432.25 =
$1,432.25
May 15, 2025
$1,000 + applicable premium = $1,000 + $455.00 =
$1,455.00

If, on any valuation date, the closing value of any underlying is greater than or equal to its initial underlying value,
but the closing value of the other underlying is less than its initial underlying value, you will not receive the
premium indicated above following that valuation date. In order to receive the premium indicated above, the
closing value of each underlying on the applicable valuation date must be greater than or equal to its initial
underlying value.

The table below indicates what your payment at maturity would be for various hypothetical underlying returns of the worst
performing underlying on the final valuation date, assuming the securities are not automatical y redeemed prior to maturity.
Your actual payment at maturity (if the securities are not earlier automatical y redeemed) wil depend on the actual final
underlying value of the worst performing underlying on the final valuation date.

Hypothetical Payment at Maturity(1)
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Hypothetical Underlying Return of Worst Performing
Hypothetical Payment at Maturity per Security
Underlying on the Final Valuation Date
100.00%
$1,455.00
75.00%
$1,455.00
50.00%
$1,455.00
25.00%
$1,455.00
10.00%
$1,455.00
0.00%
$1,455.00
-0.01%
$1,000.00

PS-3
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Citigroup Global Markets Holdings Inc.

-10.00%
$1,000.00
-25.00%
$1,000.00
-40.00%
$1,000.00
-40.01%
$599.90
-50.00%
$500.00
-75.00%
$250.00
-100.00%
$0.00

(1) Assumes the securities are not automatical y redeemed prior to maturity. Each security has a stated principal amount of
$1,000.00.

The diagram below il ustrates the payment at maturity of the securities, assuming the securities have not previously been
automatical y redeemed, for a range of hypothetical underlying returns of the worst performing underlying on the final
valuation date. Your payment at maturity (if the securities are not earlier automatical y redeemed) wil be determined based
solely on the performance of the worst performing underlying on the final valuation date.

Investors in the securities will not receive any dividends with respect to the underlyings. 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 underlyings" below.

Payment at Maturity
n The Securities n The Worst Performing Underlying

PS-4
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Hypothetical Examples of the Payment at Maturity
The examples below il ustrate how to determine the payment at maturity on the securities, assuming the securities are not
automatical y redeemed prior to maturity and the final underlying value of the worst performing underlying on the final
valuation date is less than its initial underlying value. The examples are solely for il ustrative purposes, do not show al
possible outcomes and are not a prediction of any payment that may be made on the securities.

The examples below are based on the fol owing hypothetical values and do not reflect the actual initial underlying values or
trigger values of the underlyings. For the actual initial underlying values and trigger values, 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 payments on the securities
wil be calculated based on the actual initial underlying value and trigger value of each underlying, and not the hypothetical
values indicated below.

Underlying
Hypothetical initial underlying value
Hypothetical trigger value
Nasdaq-100 Index®
100
60 (60% of its hypothetical initial underlying
value)
Dow Jones Industrial AverageTM
100
60 (60% of its hypothetical initial underlying
value)

The examples below are intended to il ustrate how, if the securities are not automatical y redeemed prior to maturity, your
payment at maturity wil depend on the final underlying value of the worst performing underlying on the final valuation date.
Your actual payment at maturity per security wil depend on the actual final underlying value of the worst performing
underlying on the final valuation date.

Example 1--Par Scenario.

Underlying
Hypothetical final underlying
Hypothetical underlying return
value
Nasdaq-100 Index®
110
10%
Dow Jones Industrial AverageTM
90
-10%

In this example, the Dow Jones Industrial AverageTM has the lowest underlying return and is, therefore, the worst
performing underlying on the final valuation date. Because the final underlying value of the worst performing underlying on
the final valuation date is less than its initial underlying value but greater than its trigger value, you would be repaid the
stated principal amount of $1,000 per security at maturity but would not receive any premium.

Example 2--Downside Scenario.

Underlying
Hypothetical final underlying
Hypothetical underlying return
value
Nasdaq-100 Index®
30
-70%
Dow Jones Industrial AverageTM
80
-20%

In this example, the Nasdaq-100 Index® has the lowest underlying return and is, therefore, the worst performing underlying
on the final valuation date. Because the final underlying value of the worst performing underlying on the final valuation date
is less than its trigger value, you would receive a payment at maturity per security that is significantly less than the stated
principal amount, calculated as fol ows:

Payment at maturity per security = $1,000 + ($1,000 × the underlying return of the worst performing underlying on the final
valuation date)

= $1,000 + ($1,000 × -70%)

= $1,000 + -$700

= $300
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In this example, you would incur a significant loss at maturity and would have ful downside exposure to the depreciation of
the worst performing underlying on the final valuation date from its initial underlying value to its final underlying value.

PS-5
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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 each 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 provide for the repayment of the stated principal amount at maturity in al circumstances. If the securities are not
automatical y redeemed prior to maturity, your payment at maturity wil depend on the final underlying value of the
worst performing underlying on the final valuation date. If the final underlying value of the worst performing underlying
on the final valuation date is less than its trigger value, you wil lose 1% of the stated principal amount of the securities
for every 1% by which the worst performing underlying has declined from its 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 return on the securities is limited to the applicable
premium payable upon automatic early redemption or at maturity. If the closing value of the worst performing
underlying on one of the valuation dates is greater than or equal to its initial underlying value, you wil be repaid the
stated principal amount of your securities and wil receive the fixed premium applicable to that valuation date,
regardless of how significantly the closing value of the worst performing underlying on that valuation date may exceed
its initial underlying value. Accordingly, any premium may result in a return on the securities that is significantly less
than the return you could have achieved on a direct investment in any or al of the underlyings.

§
The securities do not pay interest. You should not invest in the securities if you seek current income during the term
of the securities.

§
The securities are subject to heightened risk because they have multiple underlyings. The securities are more
risky than similar investments that may be available with only one underlying. With multiple underlyings, there is a
greater chance that any one underlying wil perform poorly, adversely affecting your return on the securities.

§
The securities are subject to the risks of each of the underlyings and will be negatively affected if any one
underlying performs poorly. You are subject to risks associated with each of the underlyings. If any one underlying
performs poorly, you wil be negatively affected. The securities are not linked to a basket composed of the underlyings,
where the blended performance of the underlyings would be better than the performance of the worst performing
underlying alone. Instead, you are subject to the ful risks of whichever of the underlyings is the worst performing
underlying.

§
You will not benefit in any way from the performance of any better performing underlying. The return on the
securities depends solely on the performance of the worst performing underlying, and you wil not benefit in any way
from the performance of any better performing underlying.

§
You will be subject to risks relating to the relationship between the underlyings. It is preferable from your
perspective for the underlyings to be correlated with each other, in the sense that they tend to increase or decrease at
similar times and by similar magnitudes. By investing in the securities, you assume the risk that the underlyings wil not
exhibit this relationship. The less correlated the underlyings, the more likely it is that any one of the underlyings wil
perform poorly over the term of the securities. Al that is necessary for the securities to perform poorly is for one of the
underlyings to perform poorly. It is impossible to predict what the relationship between the underlyings wil be over the
term of the securities. The underlyings differ in significant ways and, therefore, may not be correlated with each other.

§
The securities may be automatically redeemed prior to maturity, limiting the term of the securities. If the closing
value of the worst performing underlying on any valuation date (other than the final valuation date) is greater than or
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