Citigroup Global Markets Holdings Inc., a subsidiary of Citigroup Inc., has issued a new series of Medium-Term Senior Notes, Series N, due July 8, 2030. The notes, filed under the Pricing Supplement No. 2024-USNCH22288, are unsecured debt securities linked to the performance of the worst performing among four specific stocks: Alphabet Inc., Amazon.com, Inc., The Home Depot, Inc., and Uber Technologies, Inc. The securities offer potential for periodic contingent coupon payments at an annualized rate that could yield higher than conventional debt securities of the same maturity. However, investors must be willing to accept significant risks, including the possibility of receiving no coupon payments and a maturity value that could be substantially less than the principal amount, potentially zero. The securities...Show More

Citigroup Global Markets Holdings Inc., a subsidiary of Citigroup Inc., has issued a new series of Medium-Term Senior Notes, Series N, due July 8, 2030. The notes, filed under the Pricing Supplement No. 2024-USNCH22288, are unsecured debt securities linked to the performance of the worst performing among four specific stocks: Alphabet Inc., Amazon.com, Inc., The Home Depot, Inc., and Uber Technologies, Inc. The securities offer potential for periodic contingent coupon payments at an annualized rate that could yield higher than conventional debt securities of the same maturity. However, investors must be willing to accept significant risks, including the possibility of receiving no coupon payments and a maturity value that could be substantially less than the principal amount, potentially zero. The securities are subject to the credit risk of both Citigroup Global Markets Holdings Inc. and Citigroup Inc. The issue date for the securities is set for July 8, 2024, with a pricing date of July 2, 2024. The securities will not be listed on any securities exchange, and all payments are fully and unconditionally guaranteed by Citigroup Inc. The initial underlying values for the linked stocks have been set, with contingent coupon payments dependent on the performance of the worst performing stock relative to its coupon barrier value. The securities may also be automatically called for redemption prior to maturity, with the first potential autocall date scheduled for January 2, 2025.