FWP 1 dp40365_fwp-1941.htm PRICING SHEET
 
Citigroup Inc.
Pricing Sheet No. 2013—CMTNH0150 dated August 26, 2013 relating to
Preliminary Pricing Supplement No. 2013—CMTNH0150 dated August 7, 2013
Registration Statement No. 333-172562
Filed Pursuant to Rule 433
h
 
Fixed to Float Trigger Securities Based on the S&P 500® Index Due August 29, 2023
PRICING TERMS—AUGUST 26, 2013
Index:
The S&P 500® Index (ticker symbol: “SPX”)
Aggregate stated principal amount:
$2,371,000
Stated principal amount:
$1,000 per security
Pricing date:
August 26, 2013
Issue date:
August 29, 2013
Valuation date:
August 24, 2023, subject to postponement if such date is not a scheduled trading day or if certain market disruption events occur
Maturity date:
August 29, 2023
Coupon rate per annum:
§
From and including the issue date to but excluding August 29, 2016: a fixed rate equal to 3.00% per annum
 
§
From and including August 29, 2016 to but excluding the maturity date: a floating rate equal to 3-month U.S. dollar LIBOR (determined for each coupon period on the second London business day prior to the first day of that coupon period) plus a spread of 2.05%
Day count convention:
30/360 Unadjusted
Coupon period:
The three-month period from and including the issue date to but excluding the first coupon payment date, and each successive three-month period from and including a coupon payment date to but excluding the next coupon payment date
Coupon payment dates:
Quarterly on the last day of each February and the 29th day of each May, August and November, commencing November 29, 2013 and ending on the maturity date
Payment at maturity:
For each $1,000 stated principal amount security you hold at maturity, the final coupon payment plus:
§ If the final index level is greater than or equal to the trigger level:
$1,000
§ If the final index level is less than the trigger level:
$1,000 × the index performance factor
If the final index level is less than the trigger level, your payment at maturity will be less, and possibly significantly less, than $500 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.
Initial index level:
1,656.78 (the closing level of the index on the pricing date)
Final index level:
The closing level of the index on the valuation date
Trigger level:
828.39 (50% of the initial index level)
Index performance factor:
The final index level divided by the initial index level
Listing:
The securities will not be listed on any securities exchange
CUSIP / ISIN:
1730T0US6 / US1730T0US67
Underwriter:
Citigroup Global Markets Inc. (“CGMI”), an affiliate of the issuer, acting as principal
Underwriting fee and issue price:
Issue price(1) (2)
Underwriting fee(2) (3)
Proceeds to issuer(3)
Per security:
$1,000
$35
$965
Total:
$2,371,000
$81,025
$2,289,975
(1) On the pricing date the estimated value of the securities is $922.30 per security. 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 willing to buy the securities from you at any time after issuance. See “Valuation of the Securities” in the related preliminary pricing supplement.
(2) The issue price for investors purchasing securities in fee-based advisory accounts will be $965.00 per security, assuming no custodial fee is charged by a selected dealer, and up to $967.50, assuming the maximum custodial fee is charged by a selected dealer. See “Supplemental Plan of Distribution” in the related preliminary pricing supplement.
(3) The underwriting fee is variable but will not exceed $35.00 per security. The per security proceeds to issuer above represent the minimum per security proceeds to Citigroup Inc., assuming the maximum per security underwriting fee. The total underwriting fee and proceeds to issuer above give effect to the actual amount of this variable underwriting fee. For more information on the distribution of the securities, see “Supplemental Plan of Distribution” in the related preliminary pricing supplement. In addition to the underwriting fee, CGMI and its affiliates may profit from expected hedging activity related to this offering, even if the value of the securities declines. See “Use of Proceeds and Hedging” in the accompanying prospectus.
 
You should read this document together with the related preliminary pricing supplement and the accompanying product supplement, underlying supplement, prospectus supplement and prospectus, each of which can be accessed via the hyperlinks below.


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.
 
The securities represent obligations of Citigroup Inc. only. “Standard & Poor’s®,” “S&P®,” “S&P 500®,” “Standard & Poor’s 500” and “500” are trademarks of The McGraw-Hill Companies, Inc. and have been licensed for use by Citigroup Inc. and its affiliates. The securities are not sponsored, endorsed, sold or promoted by Standard & Poor’s or The McGraw-Hill Companies and neither of the foregoing makes any representation or warranty regarding the advisability of investing in the securities.
 
Citigroup Inc. has filed a registration statement (including a preliminary pricing supplement, product supplement, underlying supplement, prospectus supplement and prospectus) with the Securities and Exchange Commission (“Commission”) for the offering to which this communication relates. You should read the related preliminary pricing supplement, product supplement, underlying supplement, prospectus supplement and prospectus in that registration statement (File No. 333-172562) and the other documents Citigroup Inc. has filed with the Commission for more complete information about Citigroup Inc. and this offering. You may get these documents for free by visiting EDGAR on the Commission’s website at www.sec.gov. Alternatively, you can request the related preliminary pricing supplement, product supplement, underlying supplement, prospectus supplement and prospectus by calling toll-free 1-877-858-5407.