Citigroup Inc.
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Pricing Sheet No. 2015-CMTNG0444 dated March 24, 2015 relating to
Preliminary Pricing Supplement No. 2015-CMTNG0444 dated March 19, 2015
Registration Statement No. 333-192302
Filed Pursuant to Rule 433
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PRICING TERMS—MARCH 24, 2015
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Underlying index:
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The S&P MidCap 400® Index (ticker symbol: “MID”)
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Aggregate stated principal amount:
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$2,801,550
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Stated principal amount:
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$10 per security
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Pricing date:
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March 24, 2015
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Issue date:
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March 27, 2015
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Valuation date:
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March 24, 2017, 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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March 29, 2017
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Payment at maturity:
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For each $10 stated principal amount security you hold at maturity:
▪ If the final index level is greater than the initial index level:
$10 + the leveraged return amount, subject to the maximum return at maturity
▪ If the final index level is less than or equal to the initial index level but greater than or equal to the trigger level:
$10
▪ If the final index level is less than the trigger level:
$10 × 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 $9.00 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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1,530.79, the closing level of the underlying index on the pricing date
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Final index level:
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The closing level of the underlying index on the valuation date
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Index performance factor:
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The final index level divided by the initial index level
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Index percent increase:
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The final index level minus the initial index level, divided by the initial index level
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Leveraged return amount:
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$10 × the index percent increase × the leverage factor
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Leverage factor:
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200.00%
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Trigger level:
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1,377.711, 90.00% of the initial index level
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Maximum return at maturity:
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$1.90 per security (19.00% of the stated principal amount). Because of the maximum return at maturity, the payment at maturity will not exceed $11.90 per security.
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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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17323B596 / US17323B5966
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Underwriter:
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Citigroup Global Markets Inc. (“CGMI”), an affiliate of the issuer, acting as principal
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Underwriting fee and issue price:
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Issue price(1)(2)
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Underwriting fee
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Proceeds to issuer
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Per security:
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$10.00
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$0.20(2)
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$9.75
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$0.05(3)
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Total:
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$2,801,550.00
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$70,038.75
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$2,731,511.25
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Product Supplement No. EA-02-03 dated November 13, 2013 | Underlying Supplement No. 3 dated November 13, 2013 |