Title of each class of securities to be registered
|
Maximum aggregate offering price
|
Amount of registration fee(1)
|
Medium-Term Senior Notes, Series G
|
$8,000,000
|
$929.60
|
(1)
|
The registration fee offset for this offering was previously reflected in Pricing Supplement No. 2015-CMTNG0420 to Registration Statement No. 333-192302 filed with the U.S. Securities and Exchange Commission on March 26, 2015 pursuant to Rule 424(b)(2) under the Securities Act.
|
This Amended and Restated Pricing Supplement No. 2015-CMTNG0420 is being filed to correct the estimated value of the notes on the pricing date.
|
Citigroup Inc.
|
March 24, 2015
Medium-Term Senior Notes, Series G
Amended and Restated Pricing Supplement No. 2015-CMTNG0420
Filed Pursuant to Rule 424(b)(8)
Registration Statement No. 333-192302
|
§
|
From and including the issue date to but excluding the maturity date, the notes will bear interest during each monthly interest period at a variable rate per annum equal to the lagging year-over-year percentage change in the Consumer Price Index (“CPI,” as described below under “Key Terms—CPI percent change”) multiplied by 1.38, subject to a minimum interest rate of 0.00% for any monthly interest period. Because the CPI is one measure of price inflation in the United States, the return on your notes will depend on U.S. inflation levels, as measured by the CPI. The CPI for purposes of the notes is the non-seasonally adjusted U.S. City Average All Items Consumer Price Index for All Urban Consumers, as published on Bloomberg Page “CPURNSA” (or any successor page).
|
§
|
The notes are senior unsecured debt obligations of Citigroup Inc. All payments due on the notes are subject to the credit risk of Citigroup Inc.
|
§
|
It is important for you to consider the information contained in this pricing supplement together with the information contained in the accompanying prospectus supplement and prospectus. The description of the notes below supplements, and to the extent inconsistent with replaces, the description of the general terms of the notes set forth in the accompanying prospectus supplement and prospectus.
|
Issuer:
|
Citigroup Inc.
|
|||
Issue price:
|
$1,000 per note
|
|||
Stated principal amount:
|
$1,000 per note
|
|||
Aggregate stated principal amount:
|
$8,000,000
|
|||
Pricing date:
|
March 24, 2015
|
|||
Issue date:
|
March 27, 2015
|
|||
Maturity date:
|
March 27, 2025. If the maturity date is not a business day, then the payment required to be made on the maturity date will be made on the next succeeding business day with the same force and effect as if it had been made on the maturity date. No additional interest will accrue as a result of delayed payment.
|
|||
Principal due at maturity:
|
Full principal amount due at maturity
|
|||
Payment at maturity:
|
$1,000 per note plus any accrued and unpaid interest
|
|||
Interest rate per annum:
|
For each monthly interest period, the CPI percent change determined for that interest period multiplied by 1.38, subject to a minimum interest rate of 0.00% for any interest period
|
|||
CPI or Consumer Price Index:
|
The non-seasonally adjusted U.S. City Average All Items Consumer Price Index for All Urban Consumers, as published on Bloomberg page “CPURNSA” (or any successor page). See “Determination of the Level of the Consumer Price Index” in this pricing supplement for more information.
|
|||
CPI percent change:
|
(final CPI level – initial CPI level) / initial CPI level
|
|||
Initial CPI level:
|
For each monthly interest period, the CPI level for the calendar month that is fifteen calendar months prior to the month of the relevant interest payment date
|
|||
Final CPI level:
|
For each monthly interest period, the CPI level for the calendar month that is three calendar months prior to the month of the relevant interest payment date
|
|||
Interest period:
|
The one-month period from the issue date to but excluding the immediately following interest payment date, and each successive one-month period from and including an interest payment date to but excluding the next interest payment date
|
|||
Interest payment dates:
|
Monthly on the 27th day of each month, beginning on April 27, 2015 and ending on the maturity date
|
|||
Day count convention:
|
30/360 Unadjusted
|
|||
Business day:
|
Any day that is not a Saturday or Sunday and that, in New York City, is not a day on which banking institutions are authorized or obligated by law or executive order to close
|
|||
CUSIP:
|
1730T06D6
|
|||
ISIN:
|
US1730T06D60
|
|||
Listing:
|
The notes will not be listed on any securities exchange and, accordingly, may have limited or no liquidity. You should not invest in the notes unless you are willing to hold them to maturity.
|
|||
Underwriter:
|
Citigroup Global Markets Inc. (“CGMI”), an affiliate of the issuer. See “General Information—Supplemental information regarding plan of distribution; conflicts of interest” in this pricing supplement.
|
|||
Underwriting fee and issue price:
|
Issue Price(1)(2)
|
Underwriting fee(3)(4)
|
Proceeds to issuer(4)
|
|
Per note:
|
$1,000.00
|
$20.00
|
$980.00
|
|
Total:
|
$8,000,000.00
|
$160,000.00
|
$7,840,000.00
|
Citigroup Inc.
|
Floating Rate Notes Linked to the Consumer Price Index Due March 27, 2025
|
n
|
The amount of interest payable on the notes will vary and may be zero. The notes differ from conventional fixed-rate debt securities in that the interest payable on the notes will vary based on the lagging year-over-year percentage change in the CPI, which we refer to as the CPI percent change (as defined above in “Key Terms—CPI percent change”). The notes will bear interest during each monthly interest period at a per annum rate equal to the CPI percent change determined for that interest period multiplied by 1.38, subject to a minimum interest rate of 0.00% per annum for any interest period. If the CPI percent change for any interest period is less than or equal to 0.00%, the interest on your notes for the applicable period will be 0.00%. The per annum interest rate determined for each monthly interest period is applicable only to that period; interest payments for any other monthly interest period will vary.
|
n
|
Variations in the interest rate on the notes from one month to the next may be significant. The interest rate applicable to any monthly interest period will be based on the percentage change in the level of the CPI measured over the one-year period ending three months prior to the month of the interest payment date for that interest period. This method of measuring the CPI percent change may be more volatile than alternative methods that could have been used, such as a comparison of the average level of the CPI in one year to the average level of the CPI in another year. Moreover, unlike the measure of inflation used by the Federal Reserve in setting monetary policy, the CPI includes particularly volatile elements such as food and energy items. If the prices of these items fluctuate dramatically year-over-year, they may also cause the CPI to experience significant fluctuations. For example, if the price of gasoline falls dramatically from one July to the next, the level of the CPI may similarly decline.
|
n
|
The yield on the notes may be lower than the yield on a standard debt security of comparable maturity. The interest rate on the notes will vary depending on changes in the level of the CPI and may be as low as 0.00% per annum for any interest period. Accordingly, the rate applicable to any interest period may be less than that which would be payable on a conventional fixed-rate, non-callable debt security of Citigroup Inc. of comparable maturity. The Federal Reserve currently targets an inflation rate of 2.00% per year, as measured by “core” inflation measures (excluding items that tend to fluctuate often or dramatically, such as food and energy items). You should understand that if the Federal Reserve is successful in reaching and maintaining a stable target rate, and if changes in the level of the CPI correspond to this target rate, the effective yield on your notes will be less than that which would be payable on a conventional fixed-rate, non-callable debt security of Citigroup Inc. of comparable maturity.
|
n
|
Many factors, including United States monetary policy, may influence U.S. inflation rates, and could materially and adversely affect the value of the notes. The Federal Reserve uses the tools of monetary policy, including conducting open market operations, imposing reserve requirements, permitting depository institutions to hold contractual clearing balances and extending credit through its discount window facility, to alter the federal funds rate, which in turn affects the U.S. money supply, interest rates and rates of inflation. One way that the Federal Reserve might foster price stability and reduce inflation is to raise the target federal funds rate. If the Federal Reserve employs monetary policy to reduce inflation, the level of the CPI may decrease or experience a lower rate of change, which would adversely affect the amount of one or more interest payments to you.
Although we expect U.S. monetary policy to influence the rate of inflation and, accordingly, the level of the CPI, inflation is influenced by a number of unpredictable factors and there can be no assurance that the Federal Reserve’s policies or actions will be effective. For example, in 2009, despite multiple measures taken by the Federal Reserve to provide liquidity to the economy, inflation rates remained extremely low. Other factors that influence interest rates or inflation rates generally may include sentiment regarding underlying strength in the U.S., European and global economies, expectations regarding the level of price inflation, sentiment regarding credit quality in U.S., European and global credit markets, supply and demand of various consumer goods, services and energy resources and the performance of capital markets generally.
|
n
|
The CPI percent change may not reflect the actual levels of inflation affecting holders of the notes. The CPI is just one measure of price inflation in the United States and, therefore, may not reflect the actual levels of inflation affecting holders of the notes. Further, your per annum interest rate for each monthly period is based on the lagging year-over-year percentage change in the level of the CPI for the one-year period ending three months prior to the relevant month of the interest payment date. Accordingly, an investment in the notes should not be expected to fully offset any costs of inflation actually experienced by investors during the term of the notes.
|
n
|
The notes are subject to the credit risk of Citigroup Inc., and any actual or anticipated changes to its credit ratings or credit spreads may adversely affect the value of the notes. You are subject to the credit risk of Citigroup Inc. If Citigroup Inc. defaults on its obligations under the notes, your investment would be at risk and you could lose some or all of your investment. As a result, the value of the notes will be affected by changes in the market’s view of Citigroup Inc.’s creditworthiness. Any decline, or anticipated decline, in Citigroup Inc.’s credit ratings or increase, or anticipated increase, in the credit spreads charged by the market for taking Citigroup Inc. credit risk is likely to adversely affect the value of the notes.
|
March 2015
|
PS-2
|
Citigroup Inc.
|
Floating Rate Notes Linked to the Consumer Price Index Due March 27, 2025
|
n
|
You will be entitled to receive the full principal amount of your notes, subject to the credit risk of Citigroup Inc., only if you hold the notes to maturity. Because the value of the notes may fluctuate, if you are able to sell your notes in the secondary market prior to maturity, you may receive less than the principal amount of the notes.
|
n
|
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 reason. If CGMI suspends or terminates making a market, there may be no secondary market at all for the notes because it is likely that CGMI will be the only broker-dealer that is willing to buy your notes prior to maturity. Accordingly, an investor must be prepared to hold the notes until maturity.
|
n
|
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 (1) the selling concessions paid in connection with the offering of the notes, (2) hedging and other costs incurred by us and our affiliates in connection with the offering of the notes and (3) 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.
|
n
|
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 level and volatility of the CPI, interest and yield rates in the market generally, the volatility of those rates 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.
|
n
|
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 notes, and our liquidity needs and preferences. Our internal funding rate is not the same as the rate at which interest is payable on the notes.
|
n
|
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.
|
n
|
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 CPI, interest and yield rates in the market generally, as well as the volatility of those rates, the time remaining to maturity of the notes, fluctuations in the prices of various consumer goods, services and energy resources, inflation and expectations concerning inflation in the United States, a variety of economic, financial, political, regulatory or judicial events affecting the CPI, inflation in the United States, the U.S. economy or debt markets generally, the time remaining to maturity 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.
|
n
|
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.
|
March 2015
|
PS-3
|
Citigroup Inc.
|
Floating Rate Notes Linked to the Consumer Price Index Due March 27, 2025
|
n
|
An investment in the notes may be more risky than an investment in notes with a shorter term. The notes have a term of ten years. By purchasing notes with a longer term, you will bear greater exposure to fluctuations in interest rates than if you purchased a note with a shorter term. In particular, you may be negatively affected if interest rates begin to rise, because the interest rate applicable to your notes during a particular interest period may be less than the amount of interest you could earn on other investments available at such time. If you tried to sell your notes at such time, the value of your notes in any secondary market transaction would also be adversely affected.
|
n
|
The CPI itself and the way the CPI is calculated may change in the future and could adversely affect the value of the notes. The CPI is calculated and published by the Bureau of Labor Statistics of the U.S. Labor Department (the “BLS”). The BLS may change the method by which it calculates the CPI. Changes in the way the CPI is calculated could reduce the level of the CPI, which could reduce the amount of one or more interest payments to you and, accordingly, the value of your notes. Further, if the CPI is discontinued or substantially altered, the calculation agent may have the sole discretion to substitute a successor index that is comparable to the CPI, which may also adversely affect the amount of one or more interest payments to you and the value of your notes.
|
n
|
You will have no rights against the publishers of the CPI. You will have no rights against the BLS, the publisher of the CPI, even though the amount you receive on each interest payment date will depend upon the level of the CPI. The BLS is not in any way involved in this offering and has no obligations relating to the notes or the holders of the notes.
|
n
|
The historical performance of the CPI is not an indication of its future performance. The historical levels of the CPI, which are included in this pricing supplement, should not be taken as an indication of the future levels of the CPI during the term of the notes. Changes in the level of the CPI will affect the value of the notes, but it is impossible to predict whether the level of the CPI will rise or fall.
|
n
|
The calculation agent, which is an affiliate of the issuer, will make determinations with respect to the notes. Citigroup Financial Products, Inc., the calculation agent for the notes, is an affiliate of ours. As calculation agent, Citigroup Financial Products, Inc. will determine, among other things, each initial CPI level and each final CPI level and will calculate the related CPI percent change, interest rate and payment to you on each interest payment date. Any of these determinations or calculations made by Citigroup Financial Products, Inc. in its capacity as calculation agent, including with respect to the calculation of the level of the CPI in the event of the unavailability of the level of the CPI, may adversely affect the amount of one or more interest payments to you.
|
March 2015
|
PS-4
|
Citigroup Inc.
|
Floating Rate Notes Linked to the Consumer Price Index Due March 27, 2025
|
General Information
|
||
Trustee:
|
The Bank of New York Mellon (as trustee under an indenture dated November 13, 2013) will serve as trustee for the notes.
|
|
Use of proceeds and hedging:
|
The net proceeds received from the sale of the notes will be used for general corporate purposes and, in part, in connection with hedging our obligations under the notes through one or more of our affiliates.
Hedging activities related to the notes by one or more of our affiliates involved trading in one or more instruments, such as options, swaps and/or futures, and/or taking positions in any other available securities or instruments that we may wish to use in connection with such hedging and may include adjustments to such positions during the term of the notes. It is possible that our affiliates may profit from this hedging activity, even if the value of the notes declines. Profit or loss from this hedging activity could affect the price at which Citigroup Inc.’s affiliate, CGMI, may be willing to purchase your notes in the secondary market. For further information on our use of proceeds and hedging, see “Use of Proceeds and Hedging” in the accompanying prospectus.
|
|
ERISA and IRA purchase considerations:
|
Please refer to “Benefit Plan Investor Considerations” in the accompanying prospectus supplement for important information for investors that are ERISA or other benefit plans or whose underlying assets include assets of such plans.
|
|
Fees and selling concessions:
|
CGMI, an affiliate of Citigroup Inc. and the underwriter of the sale of the notes, is acting as principal and will receive an underwriting fee of up to $20.00 for each note sold in this offering (or up to $5.00 for each note sold to fee-based advisory accounts). The actual underwriting fee will be equal to up to $20.00 for each note sold by CGMI directly to the public and will otherwise be equal to the selling concession provided to selected dealers, as described in this paragraph. CGMI will pay selected dealers not affiliated with CGMI a selling concession of up to $20.00 for each note they sell to accounts other than to fee-based advisory accounts. CGMI will pay selected dealers not affiliated with CGMI, which may include dealers acting as custodians, a variable selling concession of up to $5.00 for each note they sell to fee-based advisory accounts.
Additionally, it is possible that CGMI and its affiliates may profit from hedging activity related to this offering, even if the value of the notes declines. You should refer to “Risk Factors” above and the section “Use of Proceeds and Hedging” in the accompanying prospectus.
Selling concessions allowed to dealers in connection with the offering may be reclaimed by the underwriter if, within 30 days of the offering, the underwriter repurchases the notes distributed by such dealers.
|
|
Supplemental information regarding plan of distribution; conflicts of interest:
|
The terms and conditions set forth in the Global Selling Agency Agreement dated November 13, 2013 among Citigroup Inc. and the agents named therein, including CGMI, govern the sale and purchase of the notes.
The notes will not be listed on any securities exchange.
In order to hedge its obligations under the notes, Citigroup Inc. has entered into one or more swaps or other derivatives transactions with one or more of its affiliates. You should refer to the sections “Risk Factors—The estimated value of the notes on the pricing date, based on CGMI’s proprietary pricing models and our internal funding rate, will be less than the issue price,” and “—Use of proceeds and hedging” in this pricing supplement and the section “Use of Proceeds and Hedging” in the accompanying prospectus.
CGMI is an affiliate of Citigroup Inc. Accordingly, the offering of the notes will conform with the requirements addressing conflicts of interest when distributing the securities of an affiliate set forth in Rule 5121 of the Conduct Rules of the Financial Industry Regulatory Authority, Inc. Client accounts over which Citigroup Inc., its subsidiaries or affiliates of its subsidiaries have investment discretion are not permitted to purchase the notes, either directly or indirectly, without the prior written consent of the client. See “Plan of Distribution” in the accompanying prospectus supplement for more information.
|
|
Calculation agent:
|
Citigroup Financial Products, Inc., an affiliate of Citigroup Inc., will serve as calculation agent for the notes. All determinations made by the calculation agent will be at the sole discretion of the calculation agent and will, in the absence of manifest error, be conclusive for all purposes and
|
March 2015
|
PS-5
|
Citigroup Inc.
|
Floating Rate Notes Linked to the Consumer Price Index Due March 27, 2025
|
binding on Citigroup Inc. and the holders of the notes. Citigroup Financial Products, Inc. is obligated to carry out its duties and functions as calculation agent in good faith and using its reasonable judgment. | ||
Paying agent:
|
Citibank, N.A. will serve as paying agent and registrar and will also hold the global security representing the notes as custodian for The Depository Trust Company.
|
|
Contact:
|
Clients may contact their local brokerage representative.
|
Hypothetical
Final CPI Level
|
Hypothetical
CPI Percent Change(1)
|
Hypothetical
Per Annum Interest Rate(2)
|
227.680
|
-3.00%
|
0.00%
|
230.028
|
-2.00%
|
0.00%
|
232.375
|
-1.00%
|
0.00%
|
234.722
|
0.00%
|
0.00%
|
237.069
|
1.00%
|
1.38%
|
239.416
|
2.00%
|
2.76%
|
241.764
|
3.00%
|
4.14%
|
244.111
|
4.00%
|
5.52%
|
246.458
|
5.00%
|
6.90%
|
248.805
|
6.00%
|
8.28%
|
251.153
|
7.00%
|
9.66%
|
253.500
|
8.00%
|
11.04%
|
_______________________________
(1) Hypothetical CPI percent change = The percentage change in the level of the CPI measured over the one-year period ending three months prior to the month of the interest payment date for that interest period.
(2) Hypothetical per annum interest rate = the hypothetical CPI percent change determined for that interest period multiplied by 1.38, subject to a minimum of 0.00% for any interest period.
|
March 2015
|
PS-6
|
Citigroup Inc.
|
Floating Rate Notes Linked to the Consumer Price Index Due March 27, 2025
|
March 2015
|
PS-7
|
Citigroup Inc.
|
Floating Rate Notes Linked to the Consumer Price Index Due March 27, 2025
|
Historical Levels of the CPI
|
||||||
Month
|
2010
|
2011
|
2012
|
2013
|
2014
|
2015
|
January
|
216.687
|
220.223
|
226.665
|
230.280
|
233.916
|
233.707
|
February
|
216.741
|
221.309
|
227.663
|
232.166
|
234.781
|
234.722
|
March
|
217.631
|
223.467
|
229.392
|
232.773
|
236.293
|
n/a
|
April
|
218.009
|
224.906
|
230.085
|
232.531
|
237.072
|
n/a
|
May
|
218.178
|
225.964
|
229.815
|
232.945
|
237.900
|
n/a
|
June
|
217.965
|
225.722
|
229.478
|
233.504
|
238.343
|
n/a
|
July
|
218.011
|
225.922
|
229.104
|
233.596
|
238.250
|
n/a
|
August
|
218.312
|
226.545
|
230.379
|
233.877
|
237.852
|
n/a
|
September
|
218.439
|
226.889
|
231.407
|
234.149
|
238.031
|
n/a
|
October
|
218.711
|
226.421
|
231.317
|
233.546
|
237.433
|
n/a
|
November
|
218.803
|
226.230
|
230.221
|
233.069
|
236.151
|
n/a
|
December
|
219.179
|
225.672
|
229.601
|
233.049
|
234.812
|
n/a
|
Historical Year-Over-Year Percentage Change in the Level of the CPI
|
||||||
Month
|
2010
|
2011
|
2012
|
2013
|
2014
|
2015
|
January
|
2.63%
|
1.63%
|
2.93%
|
1.60%
|
1.58%
|
-0.09%
|
February
|
2.14%
|
2.11%
|
2.87%
|
1.98%
|
1.13%
|
-0.03%
|
March
|
2.31%
|
2.68%
|
2.65%
|
1.47%
|
1.51%
|
n/a
|
April
|
2.24%
|
3.16%
|
2.30%
|
1.06%
|
1.95%
|
n/a
|
May
|
2.02%
|
3.57%
|
1.70%
|
1.36%
|
2.13%
|
n/a
|
June
|
1.05%
|
3.56%
|
1.66%
|
1.75%
|
2.07%
|
n/a
|
July
|
1.24%
|
3.63%
|
1.41%
|
1.96%
|
1.99%
|
n/a
|
August
|
1.15%
|
3.77%
|
1.69%
|
1.52%
|
1.70%
|
n/a
|
September
|
1.14%
|
3.87%
|
1.99%
|
1.19%
|
1.66%
|
n/a
|
October
|
1.17%
|
3.53%
|
2.16%
|
0.96%
|
1.66%
|
n/a
|
November
|
1.14%
|
3.39%
|
1.76%
|
1.24%
|
1.32%
|
n/a
|
December
|
1.50%
|
2.96%
|
1.74%
|
1.50%
|
0.76%
|
n/a
|
March 2015
|
PS-8
|
Citigroup Inc.
|
Floating Rate Notes Linked to the Consumer Price Index Due March 27, 2025
|
April 27, 2015
|
$0.000
|
April 27, 2017
|
$2.553
|
April 27, 2019
|
$2.891
|
April 27, 2021
|
$3.041
|
April 27, 2023
|
$3.358
|
May 27, 2015
|
$0.000
|
May 27, 2017
|
$2.578
|
May 27, 2019
|
$2.904
|
May 27, 2021
|
$3.057
|
May 27, 2023
|
$3.368
|
June 27, 2015
|
$0.112
|
June 27, 2017
|
$2.602
|
June 27, 2019
|
$2.916
|
June 27, 2021
|
$3.073
|
June 27, 2023
|
$3.378
|
July 27, 2015
|
$0.176
|
July 27, 2017
|
$2.626
|
July 27, 2019
|
$2.928
|
July 27, 2021
|
$3.088
|
July 27, 2023
|
$3.388
|
August 27, 2015
|
$0.175
|
August 27, 2017
|
$2.650
|
August 27, 2019
|
$2.940
|
August 27, 2021
|
$3.104
|
August 27, 2023
|
$3.399
|
September 27, 2015
|
$0.210
|
September 27, 2017
|
$2.674
|
September 27, 2019
|
$2.952
|
September 27, 2021
|
$3.119
|
September 27, 2023
|
$3.408
|
October 27, 2015
|
$0.311
|
October 27, 2017
|
$2.697
|
October 27, 2019
|
$2.964
|
October 27, 2021
|
$3.135
|
October 27, 2023
|
$3.417
|
November 27, 2015
|
$0.450
|
November 27, 2017
|
$2.721
|
November 27, 2019
|
$2.976
|
November 27, 2021
|
$3.150
|
November 27, 2023
|
$3.427
|
December 27, 2015
|
$0.514
|
December 27, 2017
|
$2.744
|
December 27, 2019
|
$2.987
|
December 27, 2021
|
$3.166
|
December 27, 2023
|
$3.437
|
January 27, 2016
|
$0.543
|
January 27, 2018
|
$2.768
|
January 27, 2020
|
$2.998
|
January 27, 2022
|
$3.182
|
January 27, 2024
|
$3.446
|
February 27. 2016
|
$0.932
|
February 27. 2018
|
$2.791
|
February 27. 2020
|
$3.009
|
February 27. 2022
|
$3.198
|
February 27. 2024
|
$3.456
|
March 27, 2016
|
$1.207
|
March 27, 2018
|
$2.814
|
March 27, 2020
|
$3.020
|
March 27, 2022
|
$3.213
|
March 27, 2024
|
$3.466
|
April 27, 2016
|
$1.807
|
April 27, 2018
|
$2.829
|
April 27, 2020
|
$3.039
|
April 27, 2022
|
$3.227
|
April 27, 2024
|
$3.476
|
May 27, 2016
|
$1.678
|
May 27, 2018
|
$2.837
|
May 27, 2020
|
$3.039
|
May 27, 2022
|
$3.239
|
May 27, 2024
|
$3.488
|
March 2015
|
PS-9
|
Citigroup Inc.
|
Floating Rate Notes Linked to the Consumer Price Index Due March 27, 2025
|
June 27, 2016
|
$1.621
|
June 27, 2018
|
$2.842
|
June 27, 2020
|
$3.039
|
June 27, 2022
|
$3.249
|
June 27, 2024
|
$3.498
|
July 27, 2016
|
$1.652
|
July 27, 2018
|
$2.848
|
July 27, 2020
|
$3.039
|
July 27, 2022
|
$3.260
|
July 27, 2024
|
$3.509
|
August 27, 2016
|
$1.650
|
August 27, 2018
|
$2.854
|
August 27, 2020
|
$3.039
|
August 27, 2022
|
$3.271
|
August 27, 2024
|
$3.519
|
September 27, 2016
|
$1.687
|
September 27, 2018
|
$2.860
|
September 27, 2020
|
$3.040
|
September 27, 2022
|
$3.282
|
September 27, 2024
|
$3.531
|
October 27, 2016
|
$1.704
|
October 27, 2018
|
$2.865
|
October 27, 2020
|
$3.039
|
October 27, 2022
|
$3.294
|
October 27, 2024
|
$3.543
|
November 27, 2016
|
$1.853
|
November 27, 2018
|
$2.870
|
November 27, 2020
|
$3.040
|
November 27, 2022
|
$3.305
|
November 27, 2024
|
$3.553
|
December 27, 2016
|
$1.897
|
December 27, 2018
|
$2.875
|
December 27, 2020
|
$3.040
|
December 27, 2022
|
$3.315
|
December 27, 2024
|
$3.564
|
January 27, 2017
|
$2.292
|
January 27, 2019
|
$2.879
|
January 27, 2021
|
$3.040
|
January 27, 2023
|
$3.326
|
January 27, 2025
|
$3.576
|
February 27. 2017
|
$2.278
|
February 27. 2019
|
$2.883
|
February 27. 2021
|
$3.040
|
February 27. 2023
|
$3.337
|
February 27. 2025
|
$3.586
|
March 27, 2017
|
$2.414
|
March 27, 2019
|
$2.887
|
March 27, 2021
|
$3.039
|
March 27, 2023
|
$3.348
|
March 27, 2025
|
$1,003.596
|
March 2015
|
PS-10
|
Citigroup Inc.
|
Floating Rate Notes Linked to the Consumer Price Index Due March 27, 2025
|
March 2015
|
PS-11
|