Title of each class of securities to be registered
|
Maximum aggregate offering price
|
Amount of registration fee(1) (2)
|
Medium-Term Senior Notes, Series G
|
$2,000,000
|
$232.40
|
(1)
|
Calculated in accordance with Rule 457(r) of the Securities Act.
|
(2)
|
Pursuant to Rule 457(p) under the Securities Act, the $297,462.89 remaining of the relevant portion of the registration fees previously paid with respect to unsold securities registered on Registration Statement File No. 333-172554, filed on March 2, 2011 by Citigroup Funding Inc., a wholly owned subsidiary of Citigroup Inc., is being carried forward, of which $232.40 is offset against the registration fee due for this offering and of which $297,230.49 remains available for future registration fee offset. No additional registration fee has been paid with respect to this offering. See the “Calculation of Registration Fee” table accompanying the filing of Pricing Supplement No. 2015-CMTNG0369 dated February 12, 2015, filed by Citigroup Inc. on February 17, 2015, for information regarding the registration fees that are being carried forward.
|
Citigroup Inc.
|
February 24, 2015
Medium-Term Senior Notes, Series G
Pricing Supplement No. 2015–CMTNG0376
Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-192302
|
§
|
Subject to our right to call the notes for mandatory redemption, as described below, the notes offered by this pricing supplement will pay a variable coupon at an annual rate that may be as high as the relevant contingent rate specified below or as low as 0.00%. The actual variable coupon rate for a given quarterly coupon payment date will depend on the levels of both the CMS reference spread, as defined below, and the S&P 500® Index (the “underlying index”) on each elapsed day during the accrual period preceding that coupon payment date. Investors in the notes will therefore be subject to risks associated with both the CMS reference spread and the underlying index and may be negatively affected by adverse movements in either regardless of the performance of the other.
|
§
|
We have the right to call the notes for mandatory redemption on any coupon payment date beginning one year after issuance.
|
§
|
The notes are unsecured debt securities issued by Citigroup Inc. Investors in the notes must be willing to accept (i) an investment that may have limited or no liquidity and (ii) the risk of not receiving any amount due under the notes if we default on our obligations. All payments on the notes are subject to the credit risk of Citigroup Inc.
|
KEY TERMS
|
||
Stated principal amount:
|
$1,000 per note
|
|
Aggregate stated principal amount:
|
$2,000,000
|
|
CMS reference spread:
|
On any elapsed day, the 30-year constant maturity swap rate (“CMS30”) minus the 2-year constant maturity swap rate (“CMS2”), each as determined on that elapsed day
|
|
Underlying index:
|
S&P 500® Index
|
|
Pricing date:
|
February 24, 2015
|
|
Issue date:
|
February 27, 2015
|
|
Maturity date:
|
Unless earlier redeemed, February 27, 2030
|
|
Payment at maturity:
|
Unless earlier redeemed, $1,000 per note plus the coupon payment due at maturity, if any
|
|
Variable quarterly coupon payments: | On each coupon payment date, you will receive a coupon payment at an annual rate equal to the variable coupon rate for that coupon payment date. The variable coupon rate for any coupon payment date will be determined as follows: |
relevant contingent rate per annum × | number of accrual days during the related accrual period | ||
number of elapsed days during the related accrual period | |||
The variable quarterly coupon payment per note would then be equal to (i) $1,000 multiplied by the variable coupon rate per annum divided by (ii) 4.
If the number of accrual days in a given accrual period is less than the number of elapsed days in that accrual period, the variable coupon rate for the related coupon payment date will be less than the full relevant contingent rate, and if there are no accrual days in a given accrual period, the applicable variable coupon rate will be 0.00% per annum.
|
Relevant contingent rate:
|
From and including the issue date to but excluding February 27, 2020: 4.25% per annum
From and including February 27, 2020 to but excluding February 27, 2025: 5.25% per annum
From and including February 27, 2025 to but excluding the maturity date: 6.25% per annum
|
|||
Coupon payment dates:
|
The 27th day of each February, May, August and November, beginning on May 27, 2015
|
|||
Accrual period:
|
For each coupon payment date, the period from and including the immediately preceding coupon payment date (or the issue date in the case of the first coupon payment date) to but excluding such coupon payment date
|
|||
Accrual day:
|
An elapsed day on which the accrual condition is satisfied
|
|||
Elapsed day:
|
Calendar day
|
|||
Accrual condition:
|
The accrual condition will be satisfied on an elapsed day if, and only if, both (i) the CMS reference spread is greater than or equal to the CMS accrual barrier level on that elapsed day and (ii) the closing level of the underlying index is greater than or equal to the index accrual barrier level on that elapsed day. See “Additional Information” on the next page.
|
|||
CMS accrual barrier level:
|
0.25%
|
|||
Index accrual barrier level:
|
1,057.74, 50% of the closing level of the underlying index on the pricing date
|
|||
Early redemption:
|
We have the right to redeem the notes, in whole and not in part, quarterly on any coupon payment date on or after February 27, 2016 upon not less than five business days’ notice for an amount in cash equal to 100% of the stated principal amount of your notes plus the coupon payment due on the date of redemption, if any
|
|||
Listing:
|
The notes will not be listed on any securities exchange
|
|||
CUSIP / ISIN:
|
1730T04W6 / US1730T04W69
|
|||
Underwriter:
|
Citigroup Global Markets Inc. (“CGMI”), an affiliate of the issuer, acting as principal
|
Underwriting fee and issue price:
|
Issue price(1)
|
Underwriting fee(2)
|
Proceeds to issuer
|
Per note:
|
$1,000
|
$25
|
$975
|
Total:
|
$2,000,000
|
$50,000
|
$1,950,000
|
Citigroup Inc.
|
Callable Dual Range Accrual Notes Linked to the CMS Reference Spread and the S&P 500® Index Due February 27, 2030
|
Hypothetical Number of Accrual Days in Accrual Period*
|
Hypothetical Variable Coupon Rate (per Annum)**
|
Hypothetical Variable Quarterly Coupon Payment per Note***
|
0
|
0.000%
|
$0.000
|
1
|
0.047%
|
$0.118
|
10
|
0.472%
|
$1.181
|
15
|
0.708%
|
$1.771
|
20
|
0.944%
|
$2.361
|
25
|
1.181%
|
$2.951
|
30
|
1.417%
|
$3.542
|
35
|
1.653%
|
$4.132
|
40
|
1.889%
|
$4.722
|
45
|
2.125%
|
$5.313
|
50
|
2.361%
|
$5.903
|
55
|
2.597%
|
$6.493
|
60
|
2.833%
|
$7.083
|
65
|
3.069%
|
$7.674
|
70
|
3.306%
|
$8.264
|
75
|
3.542%
|
$8.854
|
80
|
3.778%
|
$9.444
|
85
|
4.014%
|
$10.035
|
90
|
4.250%
|
$10.625
|
February 2015
|
PS-2
|
Citigroup Inc.
|
Callable Dual Range Accrual Notes Linked to the CMS Reference Spread and the S&P 500® Index Due February 27, 2030
|
The notes offer a variable coupon rate and you may not receive any coupon payment on one or more coupon payment dates, which may extend for the entire term of the notes. Any variable coupon payment you receive will depend on the number of elapsed days during the preceding accrual period on which the accrual condition was satisfied. The accrual condition will be satisfied on a given elapsed day only if both (i) the CMS reference spread is greater than or equal to the CMS accrual barrier level on that elapsed day and (ii) the closing level of the underlying index is greater than or equal to the index accrual barrier level on that elapsed day. If, on any elapsed day during an accrual period, the accrual condition is not satisfied, the applicable variable coupon payment will be made at a rate that is less, and possibly significantly less, than the relevant contingent rate. If, on each elapsed day during an accrual period, the accrual condition is not satisfied, no variable coupon payment will be paid on the related coupon payment date. Accordingly, there can be no assurance that you will receive a variable coupon payment on any coupon payment date or that any variable coupon payment you do receive will be calculated at the full relevant contingent rate. Thus, the notes are not a suitable investment for investors who require regular fixed income payments, since the coupon payments are variable and may be zero.
|
§
|
Although the notes provide for the repayment of the stated principal amount at maturity, you may nevertheless suffer a loss on your investment in the notes, in real value terms, if you receive below-market or no variable coupon payments. This is because inflation may cause the real value of the stated principal amount to be less at maturity than it is at the time you invest, and because an investment in the notes represents a forgone opportunity to invest in an alternative asset that does
|
February 2015
|
PS-3
|
Citigroup Inc.
|
Callable Dual Range Accrual Notes Linked to the CMS Reference Spread and the S&P 500® Index Due February 27, 2030
|
§
|
The higher potential yield offered by the notes is associated with greater risk that the notes will pay a low or no coupon on one or more coupon payment dates. The notes offer variable coupon payments with the potential to result in a higher yield than the yield on our conventional debt securities of the same maturity. You should understand that, in exchange for this potentially higher yield, you will be exposed to significantly greater risks than investors in our conventional debt securities. These risks include the risk that the variable coupon payments you receive, if any, will result in a yield on the notes that is lower, and perhaps significantly lower, than the yield on our conventional debt securities of the same maturity. The volatility of the CMS reference spread and the underlying index are important factors affecting this risk. Greater expected volatility of the CMS reference spread and/or the underlying index as of the pricing date may contribute to the higher yield potential, but would also represent a greater expected likelihood as of the pricing date that you will receive low or no coupon payments on the notes.
|
§
|
The notes are subject to risks associated with both the CMS reference spread and the underlying index, and may be negatively affected by adverse movements in either regardless of the performance of the other. The amount of any variable coupon payments you receive will depend on the performance of both the CMS reference spread and the underlying index. It is impossible to predict whether the CMS reference spread and the underlying index will rise or fall or what their relationship will be. The scenario in which the notes pay the greatest coupon is that in which both the CMS reference spread remains consistently greater than or equal to the CMS accrual barrier level and the closing level of the underlying index remains consistently greater than or equal to the index accrual barrier level. In all other scenarios—(i) where the CMS reference spread remains consistently less than the CMS accrual barrier level, regardless of the level of the underlying index; or (ii) where the closing level of the underlying index remains consistently less than the index accrual barrier level, regardless of the CMS reference spread—the notes will pay little or no coupon.
|
§
|
The notes may be called for mandatory redemption at our option after the first year of their term, which limits your ability to receive variable coupon payments if the CMS reference spread and underlying index perform favorably. In determining whether to redeem the notes, we will consider various factors, including then current market interest rates and our expectations about payments we will be required to make on the notes in the future. If we call the notes for mandatory redemption, we will do so at a time that is advantageous to us and without regard to your interests. We are more likely to redeem the notes at a time when the CMS reference spread and underlying index are performing favorably from your perspective and when we expect them to continue to do so. Therefore, although the notes offer variable coupon payments with the potential to result in a higher yield than the yield on our conventional debt securities of the same maturity, if the notes are paying that higher rate and we expect them to continue to do so, it is more likely that we would redeem the notes. Accordingly, the redemption feature of the notes is likely to limit the benefits you receive from the variable coupon payments. If we exercise our redemption right prior to maturity, you may not be able to reinvest your funds in another investment that provides a similar yield with a similar level of risk.
|
§
|
If the closing level of the CMS reference spread or the underlying index is not available for any reason on an elapsed day (including weekends and holidays), the CMS reference spread or the closing level of the underlying index, as applicable, will be the same as on the immediately preceding elapsed day. With respect to an elapsed day on which CMS30, CMS2 or the closing level of the underlying index is not available, the CMS reference spread or the closing level of the underlying index for that day, as applicable, will be deemed to be the CMS reference spread or the closing level of the underlying index for the immediately preceding elapsed day on which the CMS reference spread or the closing level of the underlying index, as applicable, is available and the relative weighting of such immediately preceding elapsed day will be magnified for purposes of determining whether such elapsed day qualifies as an accrual day. Under these circumstances, if an immediately preceding elapsed day is not an accrual day, each successive day on which the CMS reference spread or the closing level of the underlying index, as applicable, is not available will also not qualify as an accrual day. As a result, to the extent that such preceding elapsed day is not an accrual day, such preceding elapsed day will have a greater weight in determining the number of accrual days during an accrual period. This could adversely affect the amount of any variable quarterly coupon payment.
|
§
|
The notes may be riskier than notes with a shorter term. The notes have a 15-year term, subject to our right to call the notes for mandatory redemption after the first year of the term of the notes. By purchasing notes with a longer term, you are more exposed to fluctuations in market interest rates and equity markets than if you purchased notes with a shorter term. Specifically, you will be negatively affected if the CMS reference spread falls below the CMS accrual barrier level or if the closing level of the underlying index falls below the index accrual barrier level. If either (i) the CMS reference spread is less than the CMS accrual barrier level or (ii) the closing level of the underlying index is less than the index accrual barrier level on each day during an entire accrual period, you will be holding a long-dated security that does not pay any coupon.
|
The notes are subject to the credit risk of Citigroup Inc. If we default on our obligations under the notes, you may not receive anything owed to you under the notes.
|
§
|
The notes will not be listed on a securities exchange and you may not be able to sell them prior to maturity. The notes will not be listed on any securities exchange. Therefore, there may be little or no secondary market for the notes. CGMI currently intends to make a secondary market in relation to the notes and to provide an indicative bid price for the notes on a daily basis. Any indicative bid price for the notes provided by CGMI will be determined in CGMI’s sole discretion, taking into account prevailing market conditions and other relevant factors, and will not be a representation by CGMI that the notes can be sold at that price, or at all. CGMI may suspend or terminate making a market and providing indicative bid prices without notice, at any time and for any
|
February 2015
|
PS-4
|
Citigroup Inc.
|
Callable Dual Range Accrual Notes Linked to the CMS Reference Spread and the S&P 500® Index Due February 27, 2030
|
§
|
Sale of the notes prior to maturity may result in a loss of principal. You will be entitled to receive at least the full stated principal amount of your notes, subject to the credit risk of Citigroup Inc., only if you hold the notes to maturity. The value of the notes may fluctuate during the term of the notes, and if you are able to sell your notes prior to maturity, you may receive less than the full stated principal amount of your notes.
|
§
|
The estimated value of the notes on the pricing date, based on CGMI’s proprietary pricing models and our internal funding rate, is less than the issue price. The difference is attributable to certain costs associated with selling, structuring and hedging the notes that are included in the issue price. These costs include (i) the selling concessions paid in connection with the offering of the notes, (ii) hedging and other costs incurred by us and our affiliates in connection with the offering of the notes and (iii) the expected profit (which may be more or less than actual profit) to CGMI or other of our affiliates in connection with hedging our obligations under the notes. These costs adversely affect the economic terms of the notes because, if they were lower, the economic terms of the notes would be more favorable to you. The economic terms of the notes are also likely to be adversely affected by the use of our internal funding rate, rather than our secondary market rate, to price the notes. See “The estimated value of the notes would be lower if it were calculated based on our secondary market rate” below.
|
§
|
The estimated value of the notes was determined for us by our affiliate using proprietary pricing models. CGMI derived the estimated value disclosed on the cover page of this pricing supplement from its proprietary pricing models. In doing so, it may have made discretionary judgments about the inputs to its models, such as the volatility of the underlying index and the CMS reference spread, the correlation between the underlying index and the CMS reference spread, dividend yields on the stocks that constitute the underlying index and interest rates. CGMI’s views on these inputs may differ from your or others’ views, and as an underwriter in this offering, CGMI’s interests may conflict with yours. Both the models and the inputs to the models may prove to be wrong and therefore not an accurate reflection of the value of the notes. Moreover, the estimated value of the notes set forth on the cover page of this pricing supplement may differ from the value that we or our affiliates may determine for the notes for other purposes, including for accounting purposes. You should not invest in the notes because of the estimated value of the notes. Instead, you should be willing to hold the notes to maturity irrespective of the initial estimated value.
|
§
|
The estimated value of the notes would be lower if it were calculated based on our secondary market rate. The estimated value of the notes included in this pricing supplement is calculated based on our internal funding rate, which is the rate at which we are willing to borrow funds through the issuance of the notes. Our internal funding rate is generally lower than the market rate implied by traded instruments referencing our debt obligations in the secondary market for those debt obligations, which we refer to as our secondary market rate. If the estimated value included in this pricing supplement were based on our secondary market rate, rather than our internal funding rate, it would likely be lower. We determine our internal funding rate based on factors such as the costs associated with the notes, which are generally higher than the costs associated with conventional debt securities, and our liquidity needs and preferences. Our internal funding rate is not the same as the coupon that is payable on the notes.
|
§
|
The estimated value of the notes is not an indication of the price, if any, at which CGMI or any other person may be willing to buy the notes from you in the secondary market. Any such secondary market price will fluctuate over the term of the notes based on the market and other factors described in the next risk factor. Moreover, unlike the estimated value included in this pricing supplement, any value of the notes determined for purposes of a secondary market transaction will be based on our secondary market rate, which will likely result in a lower value for the notes than if our internal funding rate were used. In addition, any secondary market price for the notes will be reduced by a bid-ask spread, which may vary depending on the aggregate stated principal amount of the notes to be purchased in the secondary market transaction, and the expected cost of unwinding related hedging transactions. As a result, it is likely that any secondary market price for the notes will be less than the issue price.
|
§
|
The value of the notes prior to maturity will fluctuate based on many unpredictable factors. The value of your notes prior to maturity will fluctuate based on the level and volatility of the underlying index and the CMS reference spread and a number of other factors, including the dividend yields on the stocks that constitute the underlying index, expectations of future values of CMS30 and CMS2, the level of general market interest rates, the positive or negative correlation between the CMS reference spread and the underlying index, the time remaining to maturity of the notes and our creditworthiness, as reflected in our secondary market rate. You should understand that the value of your notes at any time prior to maturity may be significantly less than the issue price.
|
§
|
Immediately following issuance, any secondary market bid price provided by CGMI, and the value that will be indicated on any brokerage account statements prepared by CGMI or its affiliates, will reflect a temporary upward adjustment. The amount of this temporary upward adjustment will steadily decline to zero over the temporary adjustment period. See “Valuation of the Notes” in this pricing supplement.
|
§
|
Our offering of the notes is not a recommendation of the CMS reference spread or the underlying index. The fact that we are offering the notes does not mean that we believe that investing in an instrument linked to the CMS reference spread and the underlying index is likely to achieve favorable returns. In fact, as we are part of a global financial institution, our affiliates may have positions (including short positions) in the stocks that constitute the underlying index or in instruments related to the CMS reference spread or the underlying index or the stocks that constitute the underlying index, and may publish research or express opinions, that in each case are inconsistent with an investment linked to the CMS reference spread and the underlying index. These and
|
February 2015
|
PS-5
|
Citigroup Inc.
|
Callable Dual Range Accrual Notes Linked to the CMS Reference Spread and the S&P 500® Index Due February 27, 2030
|
§
|
The CMS reference spread will be affected by a number of factors. The amount of your variable coupon payments will depend, in part, on fluctuations in CMS30, CMS2 and the CMS reference spread. Accordingly, you may not receive any coupon payment on one or more coupon payment dates. CMS rates, such as CMS30 and CMS2, are influenced by many factors, including:
|
|
·
|
the monetary policies of the Federal Reserve Board;
|
|
·
|
current market expectations about future interest rates over the period of time covered by CMS30 and CMS2;
|
|
·
|
current market expectations about inflation over the period of time relevant to the applicable CMS30 and CMS2;
|
|
·
|
the volatility of the foreign exchange markets;
|
|
·
|
the availability of relevant hedging instruments;
|
|
·
|
the perceived general creditworthiness of the banks that participate in the interest rate swap market and the London interbank loan market; and
|
|
·
|
general credit and economic conditions in global markets, and particularly in the United States.
|
§
|
The manner in which CMS rates are calculated may change in the future. The method by which CMS30 and CMS2 are calculated may change in the future, as a result of governmental actions, actions by the publisher of CMS30 and CMS2 or otherwise. We cannot predict whether the method by which CMS30 or CMS2 is calculated will change or what the impact of any such change might be. Any such change could affect the value of the CMS reference spread in a way that has a significant adverse effect on the notes.
|
§
|
One of our affiliates participates in the determination of CMS30 and CMS2. CMS rates are determined based on a poll of dealers in interest rate swaps selected by the International Swaps and Derivatives Association, Inc. One of our affiliates is a participant in the poll that determines CMS rates, and its participation in that poll may have an effect on CMS30 and CMS2. Any such effect on CMS30 and CMS2 may adversely affect holders of the notes. In participating in that poll, our affiliate has no obligation to consider your interests as an investor in the notes.
|
§
|
The level of the underlying index may be adversely affected by our or our affiliates’ hedging and other trading activities. We have hedged our obligations under the notes through CGMI or other of our affiliates, who have taken positions directly in the stocks that constitute the underlying index and other financial instruments related to the underlying index or such stocks and may adjust such positions during the term of the notes. Our affiliates also trade the stocks that constitute the underlying index and other financial instruments related to the underlying index or such stocks on a regular basis (taking long or short positions or both), for their accounts, for other accounts under their management or to facilitate transactions on behalf of customers. These activities could affect the level of the underlying index in a way that negatively affects the value of the notes. They could also result in substantial returns for us or our affiliates while the value of the notes declines.
|
§
|
We and our affiliates may have economic interests that are adverse to yours as a result of our affiliates’ business activities. Our affiliates may currently or from time to time engage in business with the issuers of the stocks that constitute the underlying index, including extending loans to, making equity investments in or providing advisory services to such issuers. In the course of this business, we or our affiliates may acquire non-public information about such issuers, which we will not disclose to you. Moreover, if any of our affiliates is or becomes a creditor of any such issuer, they may exercise any remedies against such issuer that are available to them without regard to your interests.
|
§
|
The calculation agent, which is an affiliate of ours, will make important determinations with respect to the notes. If certain events occur, such as the discontinuance of the underlying index or the unavailability of CMS30 or CMS2, CGMI, as calculation agent, will be required to make discretionary judgments that could significantly affect any coupon payment you receive. In making these judgments, the calculation agent’s interests as an affiliate of ours could be adverse to your interests as a holder of the notes.
|
§
|
Adjustments to the underlying index may affect the value of your notes. S&P Dow Jones Indices LLC (the “underlying index publisher”) may add, delete or substitute the stocks that constitute the underlying index or make other methodological changes that
|
February 2015
|
PS-6
|
Citigroup Inc.
|
Callable Dual Range Accrual Notes Linked to the CMS Reference Spread and the S&P 500® Index Due February 27, 2030
|
|
·
|
the monetary policies of the Federal Reserve Board;
|
|
·
|
current market expectations about future interest rates over the period of time covered by the applicable CMS rate;
|
|
·
|
current market expectations about inflation over the period of time relevant to the applicable CMS rate;
|
|
·
|
the volatility of the foreign exchange markets;
|
|
·
|
the availability of relevant hedging instruments;
|
|
·
|
the perceived creditworthiness of the banks that participate in the interest rate swap market and the London interbank loan market; and
|
|
·
|
general credit and economic conditions in global markets, and particularly in the United States.
|
February 2015
|
PS-7
|
Citigroup Inc.
|
Callable Dual Range Accrual Notes Linked to the CMS Reference Spread and the S&P 500® Index Due February 27, 2030
|
Historical CMS Reference Spread Rate (%)
January 3, 2000 to February 24, 2015
|
February 2015
|
PS-8
|
Citigroup Inc.
|
Callable Dual Range Accrual Notes Linked to the CMS Reference Spread and the S&P 500® Index Due February 27, 2030
|
S&P 500® Index — Historical Closing Levels
January 3, 2000 to February 24, 2015
|
February 2015
|
PS-9
|
Citigroup Inc.
|
Callable Dual Range Accrual Notes Linked to the CMS Reference Spread and the S&P 500® Index Due February 27, 2030
|
May 27, 2015
|
$10.133
|
May 27, 2020
|
$12.100
|
May 27, 2025
|
$13.908
|
August 27, 2015
|
$10.116
|
August 27, 2020
|
$12.079
|
August 27, 2025
|
$13.884
|
November 27, 2015
|
$10.099
|
November 27, 2020
|
$12.059
|
November 27, 2025
|
$13.859
|
February 27, 2016
|
$10.083
|
February 27, 2021
|
$12.038
|
February 27, 2026
|
$13.834
|
May 27, 2016
|
$10.066
|
May 27, 2021
|
$12.017
|
May 27, 2026
|
$13.809
|
August 27, 2016
|
$10.049
|
August 27, 2021
|
$11.996
|
August 27, 2026
|
$13.784
|
November 27, 2016
|
$10.032
|
November 27, 2021
|
$11.975
|
November 27, 2026
|
$13.759
|
February 27, 2017
|
$10.015
|
February 27, 2022
|
$11.954
|
February 27, 2027
|
$13.734
|
May 27, 2017
|
$9.998
|
May 27, 2022
|
$11.933
|
May 27, 2027
|
$13.710
|
August 27, 2017
|
$9.981
|
August 27, 2022
|
$11.913
|
August 27, 2027
|
$13.685
|
November 27, 2017
|
$9.964
|
November 27, 2022
|
$11.892
|
November 27, 2027
|
$13.660
|
February 27, 2018
|
$9.947
|
February 27, 2023
|
$11.871
|
February 27, 2028
|
$13.635
|
May 27, 2018
|
$9.931
|
May 27, 2023
|
$11.850
|
May 27, 2028
|
$13.610
|
August 27, 2018
|
$9.914
|
August 27, 2023
|
$11.829
|
August 27, 2028
|
$13.585
|
November 27, 2018
|
$9.897
|
November 27, 2023
|
$11.808
|
November 27, 2028
|
$13.561
|
February 27, 2019
|
$9.880
|
February 27, 2024
|
$11.787
|
February 27, 2029
|
$13.536
|
May 27, 2019
|
$9.863
|
May 27, 2024
|
$11.766
|
May 27, 2029
|
$13.511
|
August 27, 2019
|
$9.846
|
August 27, 2024
|
$11.746
|
August 27, 2029
|
$13.486
|
November 27, 2019
|
$9.829
|
November 27, 2024
|
$11.725
|
November 27, 2029
|
$13.461
|
February 27, 2020
|
$9.812
|
February 27, 2025
|
$11.704
|
February 27, 2030
|
$1,013.436
|
February 2015
|
PS-10
|
Citigroup Inc.
|
Callable Dual Range Accrual Notes Linked to the CMS Reference Spread and the S&P 500® Index Due February 27, 2030
|
February 2015
|
PS-11
|
Citigroup Inc.
|
Callable Dual Range Accrual Notes Linked to the CMS Reference Spread and the S&P 500® Index Due February 27, 2030
|
February 2015
|
PS-12
|