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Pricing Sheet No. 2012—MTNDG0309 dated November 29, 2012 relating to
Preliminary Pricing Supplement No. 2012—MTNDG0309 dated November 2, 2012
Registration Statement Nos. 333-172554 and 333-172554-01
Filed Pursuant to Rule 433
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PRICING TERMS – NOVEMBER 29, 2012
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Index:
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S&P 500® Index
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Aggregate principal amount:
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$4,250,000
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Stated principal amount:
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$10 per security
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Pricing date:
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November 29, 2012
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Issue date:
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December 4, 2012
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Valuation date:
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December 1, 2014, subject to postponement if such date is not a scheduled trading day or if certain market disruption events occur
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Maturity date:
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December 4, 2014
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Payment at maturity:
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For each $10 security you hold at maturity:
▪ If the final index level is greater than or equal to the initial index level:
$10 + the leveraged return amount, subject to the maximum return at maturity
▪ If the final index level is less than the initial index level by an amount less than or equal to the buffer amount:
$10
▪ If the final index level is less than the initial index level by an amount greater than the buffer amount:
($10 × the index performance factor) + $1.00
If the final index level declines from the initial index level by more than 10%, your payment at maturity will be less, and possibly significantly less, than the $10 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 of your investment.
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Initial index level:
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1,415.95, the closing level of the index on the pricing date
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Final index level:
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The closing level of the index on the valuation date
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Leveraged return amount:
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$10 × index percent increase × leverage factor
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Index percent increase:
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(final index value – initial index value) / initial index value
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Leverage factor:
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200%
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Maximum return at maturity:
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15%. Because of the maximum return at maturity, the payment at maturity will not exceed $11.50 per security.
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Index performance factor:
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final index value / initial index value
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Buffer amount:
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10%
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Listing:
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The securities will not be listed on any securities exchange.
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CUSIP / ISIN:
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17318Q442 / US17318Q4423
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Underwriter:
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Citigroup Global Markets Inc., an affiliate of the issuer, acting as principal
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Underwriting fee and issue price:
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Price to public(1)
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Underwriting fee(1)
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Proceeds to issuer
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Per security:
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$10.000
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$0.225
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$9.775
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Total:
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$4,250,000
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$95,625
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$4,154,375
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