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Pricing Sheet dated June 24, 2010 relating to

Offering Summary No. 2010-MTNDD563 dated May 27, 2010

Registration Statement Nos. 333-157386 and 333-157386-01

Filed pursuant to Rule 433

STRUCTURED INVESTMENTS

Opportunities in U.S. Equities

757,000 PLUS Based on the Value of the S&P 500® Index due July 27, 2011

Performance Leveraged Upside SecuritiesSM

 

PRICING TERMS — JUNE 24, 2010

Issuer:

   Citigroup Funding Inc.

Guarantee:

   Any payments due on the PLUS are fully and unconditionally guaranteed by Citigroup Inc., Citigroup Funding’s parent company; however, because the PLUS are not principal protected, you may receive an amount at maturity that is substantially less than the stated principal amount of your initial investment and could be zero.

Aggregate principal amount:

   $7,570,000

Stated principal amount:

   $10 per PLUS

Issue price:

   $10 per PLUS (see “Underwriting fee and issue price” below)

Pricing date:

   June 24, 2010

Original issue date:

   June 29, 2010

Maturity date:

   July 27, 2011

Underlying index:

   S&P 500® Index

Payment at maturity:

  

If the final index value is greater than the initial index value,

•  $10 + leveraged upside payment

In no event will the payment at maturity exceed the maximum payment at maturity.

If the final index value is less than or equal to the initial index value,

•  $10 x index performance factor

This amount will be less than or equal to the stated principal amount of $10 and could be zero. There is no minimum payment at maturity on the PLUS.

Maximum payment at maturity:

   $11.65 per PLUS (116.50% of the stated principal amount)

Leveraged upside payment:

   $10 x leverage factor x index percent increase

Leverage factor:

   300%

Index percent increase:

   (final index value – initial index value) / initial index value

Index performance factor:

   final index value / initial index value

Initial index value:

   1,073.69

Final index value:

   The index closing value on the valuation date

Valuation date:

   July 22, 2011, subject to postponement for non-index business days and certain market disruption events

CUSIP:

   17314V254

ISIN:

   US17314V2549

Listing:

   The PLUS will not be listed on any securities exchange.

Underwriter:

  

Citigroup Global Markets Inc., an affiliate of the issuer. See “Supplemental information regarding plan of

distribution; conflicts of interest” in the related offering summary.

Underwriting fee and issue price:

     Price to public(1)      Underwriting fee(1)(2)    Proceeds to issuer

Per PLUS

     $10      $0.200    $9.800

Total

     $7,570,000      $151,400    $7,418,600

(1) The actual price to public and underwriting fee for a particular investor may be reduced for volume purchase discounts depending on the aggregate amount of PLUS purchased by that investor. The lowest price payable by an investor is $9.925 per PLUS. Please see “Syndicate Information” on page 6 of the related offering summary for further details.

(2) Selected dealers, including Morgan Stanley Smith Barney LLC (an affiliate of the underwriter), and their financial advisors will collectively receive from the underwriter, Citigroup Global Markets Inc., a fixed selling concession of $0.200 for each PLUS they sell. See “Fees and selling concessions” on page 6 of the related offering summary. The selling concession may be reduced for volume purchase discounts depending on the aggregate amount of PLUS purchased by an investor. See “Syndicate Information” on page 6 of the related offering summary.

YOU SHOULD READ THIS DOCUMENT TOGETHER WITH THE OFFERING SUMMARY DESCRIBING THE OFFERING AND THE PLUS PRODUCT SUPPLEMENT, PROSPECTUS SUPPLEMENT AND PROSPECTUS, EACH OF WHICH CAN BE ACCESSED VIA THE HYPERLINKS BELOW.

Offering Summary Filed on May 27, 2010

http://www.sec.gov/Archives/edgar/data/1318281/000119312510130926/dfwp.htm

PLUS Product Supplement filed on December 3, 2009:

http://www.sec.gov/Archives/edgar/data/831001/000119312509246765/d424b2.htm

Prospectus Supplement filed on February 18, 2009:

http://www.sec.gov/Archives/edgar/data/831001/000095012309003022/y74453b2e424b2.htm

Prospectus filed on February 18, 2009:

http://www.sec.gov/Archives/edgar/data/831001/000095012309003016/y74453sv3asr.htm

THE PLUS 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.

“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 Funding and its affiliates. The securities are not sponsored, endorsed, sold or promoted by Standard & Poor’s or The McGraw-Hill Companies and neither makes any representation or warranty regarding the advisability of investing in the securities.

Citigroup Funding Inc., the issuer, and Citigroup Inc., the guarantor, have filed a registration statement (including a PLUS product supplement, prospectus supplement and prospectus) with the Securities and Exchange Commission (“Commission”) for the offering to which this communication relates. Before you invest, you should read the PLUS product supplement, prospectus supplement and prospectus in that registration statement (File No. 333-157386) and the other documents Citigroup Funding Inc. and Citigroup Inc. have filed with the Commission for more complete information about Citigroup Funding Inc., 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 PLUS product supplement and related prospectus supplement and prospectus by calling toll-free 1-877-858-5407.