0001481057-24-011806.txt : 20240909 0001481057-24-011806.hdr.sgml : 20240909 20240909093358 ACCESSION NUMBER: 0001481057-24-011806 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 3 FILED AS OF DATE: 20240909 DATE AS OF CHANGE: 20240909 SUBJECT COMPANY: COMPANY DATA: COMPANY CONFORMED NAME: Citigroup Global Markets Holdings Inc. CENTRAL INDEX KEY: 0000200245 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] ORGANIZATION NAME: 02 Finance IRS NUMBER: 112418067 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP SEC ACT: 1934 Act SEC FILE NUMBER: 333-270327-01 FILM NUMBER: 241286119 BUSINESS ADDRESS: STREET 1: 388 GREENWICH ST CITY: NEW YORK STATE: NY ZIP: 10013 BUSINESS PHONE: 212-816-6000 MAIL ADDRESS: STREET 1: 388 GREENWICH ST CITY: NEW YORK STATE: NY ZIP: 10013 FORMER COMPANY: FORMER CONFORMED NAME: CITIGROUP GLOBAL MARKETS HOLDINGS INC DATE OF NAME CHANGE: 20030404 FORMER COMPANY: FORMER CONFORMED NAME: SALOMON SMITH BARNEY HOLDINGS INC DATE OF NAME CHANGE: 19971128 FORMER COMPANY: FORMER CONFORMED NAME: SALOMON INC DATE OF NAME CHANGE: 19920703 FILED BY: COMPANY DATA: COMPANY CONFORMED NAME: Citigroup Global Markets Holdings Inc. CENTRAL INDEX KEY: 0000200245 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] ORGANIZATION NAME: 02 Finance IRS NUMBER: 112418067 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP BUSINESS ADDRESS: STREET 1: 388 GREENWICH ST CITY: NEW YORK STATE: NY ZIP: 10013 BUSINESS PHONE: 212-816-6000 MAIL ADDRESS: STREET 1: 388 GREENWICH ST CITY: NEW YORK STATE: NY ZIP: 10013 FORMER COMPANY: FORMER CONFORMED NAME: CITIGROUP GLOBAL MARKETS HOLDINGS INC DATE OF NAME CHANGE: 20030404 FORMER COMPANY: FORMER CONFORMED NAME: SALOMON SMITH BARNEY HOLDINGS INC DATE OF NAME CHANGE: 19971128 FORMER COMPANY: FORMER CONFORMED NAME: SALOMON INC DATE OF NAME CHANGE: 19920703 FWP 1 formfwp.htm FORM FWP

13 Month Enhanced Barrier Digital Securities Linked to the Worst of RTY and SPX
Preliminary Terms
This summary of terms is not complete and should be read with the preliminary pricing supplement below
Issuer:
Citigroup Global Markets Holdings Inc.
Guarantor:
Citigroup Inc.
Underlyings:
The Russell 2000® Index (ticker: “RTY”) and the S&P 500® Index (ticker: “SPX”)
Pricing date:
September 19, 2024
Valuation date:
October 20, 2025
Maturity date:
October 23, 2025
Digital return amount:
At least 9.50% of the stated principal amount*
Final barrier value:
For each underlying, 75.00% of its initial underlying value
CUSIP / ISIN:
17333ACP2 / US17333ACP21
Initial underlying value:
For each underlying, its closing value on the pricing date
Final underlying value:
For each underlying, its closing value on the valuation date
Underlying return:
For each underlying, (i) its final underlying value minus initial underlying value, divided by (ii) its initial underlying value
Worst performer:
The underlying with the lowest underlying return
Payment at maturity:
•   
If the final underlying value of the worst performer is greater than or equal to its final barrier value: $1,000 + the digital return amount
•   
If the final underlying value of the worst performer is less than its final barrier value: $1,000 + ($1,000 × the underlying return of the worst performer)
If the final underlying value of the worst performer is less than its final barrier value, you will receive significantly less than the stated principal amount of your securities, and possibly nothing, at maturity.
All payments on the securities are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc.
Stated principal amount:
$1,000 per security
Preliminary pricing supplement:
* The actual digital return amount will be determined on the pricing date.
** The diagram and the hypotheticals assume the lowest digital return amount at maturity.
Hypothetical Payment at Maturity per Security**
■ The Worst Performing Underlying
■ The Securities
Hypothetical Worst Underlying Return on Valuation Date
Hypothetical Security Return
Hypothetical Payment at Maturity
50.00%
9.50%
$1,095.00
C
25.00%
9.50%
$1,095.00
9.50%
9.50%
$1,095.00
0.00%
9.50%
$1,095.00
B
-12.50%
9.50%
$1,095.00
-20.00%
9.50%
$1,095.00
-25.00%
9.50%
$1,095.00
-25.01%
-25.01%
$749.90
A
-50.00%
-50.00%
$500.00
-100.00%
-100.00%
$0.00


Selected Risk Considerations
   
Additional Information
•   
You may lose a significant portion or all of your investment. Your payment at maturity will depend on the final underlying value of the worst performer. If the final underlying value of the worst performer is less than its final barrier value, you will lose 1% of the stated principal amount of your securities for every 1% by which the worst performer has declined from its initial underlying value. There is no minimum payment at maturity on the securities, and you may lose up to all of your investment.
•   
Your potential return on the securities at maturity is limited to the digital return, even if the worst performing underlying appreciates by significantly more than the digital return.
•   
The securities do not pay interest.
•   
The securities are subject to heightened risk because they have multiple underlyings.
•   
The return on the securities depends solely on the performance of the worst performer. As a result, the securities are subject to the risks of each of the underlyings and will be negatively affected if any one underlying performs poorly.
•   
You will be subject to risks relating to the relationship between the underlyings. The less correlated the underlyings, the more likely it is that any one of the underlyings will perform poorly over the term of the securities. All that is necessary for the securities to perform poorly is for one of the underlyings to perform poorly.
•   
You will not receive dividends or have any other rights with respect to the underlyings.
•   
Your payment at maturity depends on the closing value of the worst performer on a single day.
•   
The securities are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. If Citigroup Global Markets Holdings Inc. defaults on its obligations under the securities and Citigroup Inc. defaults on its guarantee obligations, you may not receive anything owed to you under the securities.
•   
The securities will not be listed on any securities exchange and you may not be able to sell them prior to maturity.
•   
The estimated value of the securities on the pricing date will be less than the issue price. For more information about the estimated value of the securities, see the accompanying preliminary pricing supplement.
•   
The value of the securities prior to maturity will fluctuate based on many unpredictable factors.
•   
The Russell 2000® Index is subject to risks associated with small capitalization stocks.
•   
The issuer and its affiliates may have conflicts of interest with you.
•   
The U.S. federal tax consequences of an investment in the securities are unclear.
   
Citigroup Global Markets Holdings Inc. and Citigroup Inc. have filed registration statements (including the accompanying preliminary pricing supplement, product supplement, underlying supplement, prospectus supplement and prospectus) with the Securities and Exchange Commission (“SEC”) for the offering to which this communication relates. Before you invest, you should read the accompanying preliminary pricing supplement, product supplement, underlying supplement, prospectus supplement and prospectus in those registration statements (File Nos. 333-270327 and 333-270327-01) and the other documents Citigroup Global Markets Holdings Inc. and Citigroup Inc. have filed with the SEC for more complete information about Citigroup Global Markets Holdings Inc., Citigroup Inc. and this offering. You may obtain these documents without cost by visiting EDGAR on the SEC website at www.sec.gov. Alternatively, you can request these documents by calling toll-free 1-800-831-9146.
Filed pursuant to Rule 433
The above summary of selected risks does not describe all of the risks associated with an investment in the securities. You should read the accompanying preliminary pricing supplement and product supplement for a more complete description of risks relating to the securities.
   
This offering summary does not contain all of the material information an investor should consider before investing in the securities. This offering summary is not for distribution in isolation and must be read together with the accompanying preliminary pricing supplement and the other documents referred to therein, which can be accessed via the link on the first page.
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