Obbligazione Citigroup 0.25% ( US17298C4Z86 ) in USD

Citigroup

100 USD ▼

Stati Uniti

US17298C4Z86 ( in USD )

0.25% per anno ( pagato 2 volte l'anno)

25/06/2021 - Obbligazione è scaduto

Prospetto opuscolo dell'obbligazione Citigroup US17298C4Z86 in USD 0.25%, scaduta

1 000 USD

1 807 000 USD

17298C4Z8

N/A

Citigroup è una multinazionale statunitense operante nel settore dei servizi finanziari, con attività che includono la gestione patrimoniale, l'investment banking e le operazioni di credito al consumo.

The Obbligazione issued by Citigroup ( United States ) , in USD, with the ISIN code US17298C4Z86, pays a coupon of 0.25% per year.
The coupons are paid 2 times per year and the Obbligazione maturity is 25/06/2021

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424B2 1 dp62073_424b2-2214.htm PRICING SUPPLEMENT
CALCULATION OF REGISTRATION FEE
Title of each class of securities to be
Maximum aggregate offering price
Amount of registration fee(1) (2)
registered
Medium-Term Senior Notes, Series G
$1,807,000
$181.96
(1) Calculated in accordance with Rule 457(r) of the Securities Act.
(2) Pursuant to Rule 457(p) under the Securities Act, the $160,095.19 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 $181.96 is offset against the registration fee due for this offering and of which $159,913.23 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
December 22, 2015
Medium-Term Senior Notes, Series G
Pricing Supplement No. 2015-
CMTNG0782
Inc.
Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-192302
Market-Linked Notes Based on a Basket of Three Underliers Due June 25,
2021
The notes offered by this pricing supplement are unsecured senior debt securities issued by Citigroup Inc. The notes offer a semi-annual

coupon at a rate of 0.25% per annum and the potential for an additional positive return at maturity based on the average basket return
percentage of a basket (the "basket") consisting of the S&P 500® Index, the EURO STOXX 50® Index and shares of the iShares® Core
U.S. Aggregate Bond ETF (each, a "basket component"), measured as described below. If the average basket return percentage is
positive, you will receive a positive return at maturity equal to 105% of that average basket return percentage in addition to the final
coupon payment. However, if the average basket return percentage is negative or zero, your total return on the notes will be limited to
the sum of the coupon payments paid over the term of the notes. Even if the average basket return percentage is positive, so that you
do receive a positive return at maturity in addition to the final coupon payment, there is no assurance that your total return at maturity on
the notes will compensate you for the effects of inflation or be as great as the yield you could have achieved on a conventional debt
security of ours of comparable maturity.
The average basket return percentage is the average of the percentage changes in the closing level of the basket from the pricing date

to each quarterly valuation date occurring over the term of the notes. You should understand that the return on the notes may be
significantly lower than the actual return on the basket, as measured from the pricing date to the final valuation date, because of the
manner in which the average basket return percentage is calculated. In addition, as an investor in the notes, you must be willing to forgo
any dividends paid on the stocks included in the S&P 500® Index or the EURO STOXX 50® Index and any distributions of interest
payments on the bonds held by the iShares® Core U.S. Aggregate Bond ETF over the term of the notes.
In order to obtain the modified exposure to the basket that the notes provide, investors 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
Basket:
Initial Component
Basket Component
Weighting
Value*
Multiplier**
S&P 500® Index (ticker symbol: "SPX")
33.34%
2,038.97
0.01635
EURO STOXX 50® Index (ticker symbol: "SX5E")
33.33%
3,214.32
0.01037
Shares of the iShares® Core U.S. Aggregate Bond ETF (ticker
symbol: "AGG")
33.33%
$108.20
0.30804
* The initial component value for each basket component is the closing level or closing price, as
applicable, of that basket component on the pricing date
** The multiplier for each basket component is determined as follows: (initial basket level ×
weighting) / initial component value.
Aggregate stated principal amount:$1,807,000
Stated principal amount:
$1,000 per note
Pricing date:
December 22, 2015
Issue date:
December 28, 2015
Valuation dates:
The 22nd day of each March, June, September and December during the term of the notes,
beginning March 2016, each subject to postponement if such date is not a scheduled trading day or
if certain market disruption events occur with respect to a basket component
Maturity date:
June 25, 2021
Coupon payment dates:
The 25th day of each June and December, beginning on June 25, 2016 and ending on the maturity
date, provided that if any such day is not a business day, the applicable coupon payment will be
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made on the next succeeding business day and no interest will accrue as a result of delayed
payment
Coupon:
On each semi-annual coupon payment date, the notes will pay a coupon at a rate of 0.25% per
annum
Payment at maturity:
For each note, the $1,000 stated principal amount per note plus the note return amount, which will
be either zero or positive, plus the coupon payment due at maturity
Note return amount:
· If the average basket return percentage is greater than zero:
$1,000 × average basket return percentage × upside participation rate
· If the average basket return percentage is less than or equal to zero:
$0
Average basket return percentage: The arithmetic average of the interim basket return percentages, as measured on each of the
valuation dates
Interim basket return percentage:
On each valuation date: (ending basket level initial basket level) / initial basket level
Initial basket level:
100
Ending basket level:
The closing level of the basket on the relevant valuation date. The closing level of the basket on any
valuation date is equal to the sum of the products of each basket component's closing level or
closing price, as applicable, on that date and its multiplier
Upside participation rate:
105.00%
Listing:
The notes will not be listed on any securities exchange
CUSIP / ISIN:
17298C4Z8 / US17298C4Z86
Underwriter:
Citigroup Global Markets Inc. ("CGMI"), an affiliate of the issuer, acting as principal
Underwriting fee and issue
Issue price(1)(2)
Underwriting fee(2)(3)
Proceeds to issuer
price:
Per note:
$1,000
$30
$970
Total:
$1,807,000
$54,210
$1,752,790
(1) On the date of this pricing supplement, the estimated value of the notes is $905.30 per note, which is less than the issue price. The
estimated value of the notes 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 notes from you at any time after issuance. See "Valuation of the Notes" in this pricing supplement.
(2) The issue price for investors purchasing the notes in fee-based advisory accounts will be $970.00 per note, assuming no custodial fee
is charged by a selected dealer, and up to $975.00, assuming the maximum custodial fee is charged by a selected dealer. See
"Supplemental Plan of Distribution" in this pricing supplement.
(3) For more information on the distribution of the notes, see "Supplemental Plan of Distribution" in this pricing supplement. In addition to
the underwriting fee, CGMI and its affiliates may profit from hedging activity related to this offering, even if the value of the notes declines.
See "Use of Proceeds and Hedging" in the accompanying prospectus.
Investing in the notes involves risks not associated with an investment in conventional debt securities.
See "Summary Risk Factors" beginning on page PS-6.
Neither the Securities and Exchange Commission (the "SEC") nor any state securities commission has approved or disapproved
of the notes or determined that this pricing supplement and the accompanying product supplement, underlying supplement,
prospectus supplement and prospectus is truthful or complete. Any representation to the contrary is a criminal offense.
You should read this pricing supplement together with the accompanying product supplement, underlying supplement,
prospectus supplement and prospectus, each of which can be accessed via the hyperlinks below.
Product Supplement No. EA-03-03 dated November 13, 2013
Underlying Supplement No. 3 dated November 13, 2013
Prospectus Supplement and Prospectus each dated November 13, 2013
The notes 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.
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Citigroup Inc.
Market-Linked Notes Based on a Basket of Three Underliers Due June 25, 2021
Additional Information
General. The terms of the notes are set forth in the accompanying product supplement, prospectus
supplement and prospectus, as supplemented by this pricing supplement. The accompanying product
supplement, prospectus supplement and prospectus contain important disclosures that are not repeated in this
pricing supplement. For example, certain events may occur that could affect your payment at maturity. These
events, including market disruption events and other events affecting the basket components, and their
consequences are described in the accompanying product supplement in the sections "Description of the
Notes--Certain Additional Terms for Notes Linked to ETF Shares or Company Shares--Consequences of a
Market Disruption Event; Postponement of a Valuation Date," "--Dilution and Reorganization Adjustments" and
"--Delisting, Liquidation or Termination of an Underlying ETF" with respect to the basket component that is an
ETF and in the sections "Description of the Notes--Certain Additional Terms for Notes Linked to an Underlying
Index--Consequences of a Market Disruption Event; Postponement of a Valuation Date" and
"--Discontinuance or Material Modification of an Underlying Index" with respect to the basket components that
are indices. The accompanying underlying supplement contains important disclosures regarding the basket
components that are not repeated in this pricing supplement. It is important that you read the accompanying
product supplement, underlying supplement, prospectus supplement and prospectus together with this pricing
supplement in connection with your investment in the notes. Certain terms used but not defined in this pricing
supplement are defined in the accompanying product supplement.
Postponement of a valuation date. If a valuation date is postponed for a reason that affects less than all of
the basket components, the ending basket level on that valuation date will be calculated based on (i) for each
unaffected basket component, its closing level or closing price, as applicable, on the originally scheduled
valuation date and (ii) for each affected basket component, its closing level or closing price, as applicable, on
the valuation date as postponed (or, if earlier, the first scheduled trading day for that basket component
following the originally scheduled valuation date on which a market disruption event did not occur with respect
to that basket component). See "Description of the Notes--Certain Additional Terms for Notes Linked to ETF
Shares or Company Shares--Consequences of a Market Disruption Event; Postponement of a Valuation Date"
and "Description of the Notes--Certain Additional Terms for Notes Linked to an Underlying
Index--Consequences of a Market Disruption Event; Postponement of a Valuation Date" in the accompanying
product supplement.
Dilution and reorganization adjustments. The multiplier with respect to shares of the iShares® Core U.S.
Aggregate Bond ETF is subject to adjustment upon the occurrence of any of the events described in the
accompanying product supplement in the section "Description of the Notes--Certain Additional Terms for
Notes Linked to ETF Shares or Company Shares--Dilution and Reorganization Adjustments."
December 2015
PS-2
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Citigroup Inc.
Market-Linked Notes Based on a Basket of Three Underliers Due June 25, 2021
Hypothetical Examples
The following four examples illustrate the calculation of the average basket return percentage and the payment
at maturity on the notes based on different hypothetical interim basket return percentages for each of the
quarterly valuation dates occurring during the term of the notes. Your actual payment at maturity per note will
depend on the actual average basket return percentage.
Investors in the notes will not receive any dividends paid on the stocks included in the S&P 500 Index
or the EURO STOXX 50 Index or any distributions of interest payments on the bonds held by the
iShares Core U.S. Aggregate Bond ETF. The examples below do not show any effect of lost dividend or
distribution yield over the term of the notes. See "Summary Risk Factors--Investing in the notes is not
equivalent to investing in the basket components" below.
Example 1
Hypothetical Performance of the Basket
The interim basket return percentage from the pricing date to the final valuation date is 13.00% but the
average basket return percentage is only 6.50%. The graph above illustrates the hypothetical percentage
change in the closing level of the basket from the pricing date to each of the valuation dates. In this example,
the basket appreciates steadily over the term of the notes.
Payment at maturity per note = $1,000 + the note return amount + the coupon payment due at maturity
= $1,000 + ($1,000 × average index return percentage × upside participation rate) + the coupon payment due
at maturity
= $1,000 + ($1,000 × 6.50% × 105.00%) + (($1,000 × 0.25%) / 2)
= $1,000 + $68.25 + $1.25
= $1,069.50
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Because the average basket return percentage is greater than zero, your payment at maturity in this example
would be equal to the $1,000 stated principal amount per note plus the note return amount, in addition to the
coupon payment due at maturity, or $1,069.50 per note. In this example, the return on the notes is significantly
less than the performance of the basket as measured from the pricing date to the final valuation date.
December 2015
PS-3
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Citigroup Inc.
Market-Linked Notes Based on a Basket of Three Underliers Due June 25, 2021
Example 2
Hypothetical Performance of the Basket
The interim basket return percentage from the pricing date to the final valuation date is -14.13% and
the average basket return percentage is -3.25%. The graph above illustrates the hypothetical percentage
change in the closing level of the basket from the pricing date to each of the valuation dates. In this example,
the basket has negative interim basket return percentages on some valuation dates and positive interim basket
return percentages on other valuation dates. Because the negative interim basket return percentages are
relatively large in absolute terms, the positive interim basket return percentages are more than offset by the
negative interim basket return percentages, and the average basket return percentage is -3.25%.
Payment at maturity per note = $1,000 + the note return amount + the coupon payment due at maturity
= $1,000 + $0 + (($1,000 × 0.25%) / 2)
= $1,000 + $0 + $1.25
= $1,001.25
Because the average basket return percentage is less than zero, the note return amount will equal zero.
Accordingly, the payment at maturity per note will equal the $1,000 stated principal amount per note plus the
coupon payment due at maturity, or $1,001.25.
Example 3
Hypothetical Performance of the Basket
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December 2015
PS-4
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Citigroup Inc.
Market-Linked Notes Based on a Basket of Three Underliers Due June 25, 2021
The interim basket return percentage from the pricing date to the final valuation date is 7.50% but the
average basket return percentage is only -0.68%. The graph above illustrates the hypothetical percentage
change in the closing level of the basket from the pricing date to each of the valuation dates. In this example,
the basket depreciates early in the term of the notes, remains at a level below the initial basket level for a
significant period of time and then appreciates significantly later in the term of the notes. In this example, the
notes significantly underperform the basket over the term of the notes.
Payment at maturity per note = $1,000 + the note return amount + the coupon payment due at maturity
= $1,000 + $0 + (($1,000 × 0.25%) / 2)
= $1,000 + $0 + $1.25
= $1,001.25
Because the average basket return percentage is less than zero, the note return amount will equal zero.
Accordingly, the payment at maturity per note will equal the $1,000 stated principal amount per note plus the
coupon payment due at maturity, or $1,001.25.
Example 4
Hypothetical Performance of the Basket
The interim basket return percentage from the pricing date to the final valuation date is -0.50% and the
average basket return percentage is 5.30%. The graph above illustrates the hypothetical percentage change
in the closing level of the basket from the pricing date to each of the valuation dates. In this example, the
basket appreciates early in the term of the notes and then declines significantly later in the term of the notes.
The level of the basket is greater than its closing level on the final valuation date for a significant period of time
during the term of the notes. The average basket return percentage is 5.30%, which is greater than -0.50%,
the interim basket return percentage from the pricing date to the final valuation date.
Payment at maturity per note = $1,000 + the note return amount + the coupon payment due at maturity
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= $1,000 + ($1,000 × average basket return percentage × upside participation rate) + the coupon payment due
at maturity
= $1,000 + ($1,000 × 5.30% × 105.00%)+ (($1,000 × 0.25%) / 2)
= $1,000 + $55.65 + $1.25
= $1,056.90
Because the average basket return percentage is greater than zero, your payment at maturity in this example
would be equal to the $1,000 stated principal amount per note plus the note return amount, in addition to the
coupon payment due at maturity, or $1,056.90 per note.
December 2015
PS-5
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Citigroup Inc.
Market-Linked Notes Based on a Basket of Three Underliers Due June 25, 2021
Summary Risk Factors
An investment in the notes is significantly riskier than an investment in conventional debt securities. The notes
are subject to all of the risks associated with an investment in our conventional debt securities, including the
risk that we may default on our obligations under the notes, and are also subject to risks associated with the
basket components. Accordingly, the notes are suitable only for investors who are capable of understanding
the complexities and risks of the notes. You should consult your own financial, tax and legal advisers as to the
risks of an investment in the notes and the suitability of the notes in light of your particular circumstances.
The following is a summary of certain key risk factors for investors in the notes. You should read this summary
together with the more detailed description of risks relating to an investment in the notes contained in the
section "Risk Factors Relating to the Notes" beginning on page EA-6 in the accompanying product supplement.
You should also carefully read the risk factors included in the documents incorporated by reference in the
accompanying prospectus, including our most recent Annual Report on Form 10-K and any subsequent
Quarterly Reports on Form 10-Q, which describe risks relating to our business more generally.

Your return on the notes may be limited to the sum of the coupon payments. You will receive a
positive return on your investment in the notes in excess of the sum of the coupon payments only if the
average basket return percentage is greater than zero. If the average basket return percentage is equal to
or less than zero, you will only receive, at maturity, the stated principal amount of $1,000 for each note plus
the coupon payment due at maturity. As the coupon rate payable on the notes is only 0.25% per annum,
even if the average basket return percentage is greater than zero, there is no assurance that your total
return at maturity on the notes will be as great as could have been achieved on conventional debt
securities of ours of comparable maturity.

Although the notes provide for the repayment of the stated principal amount at maturity and
coupon payments, you may nevertheless suffer a loss on your investment in real value terms if the
average basket return percentage is less than or not sufficiently greater than zero. 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 generate a positive real return greater than the coupon rate payable on the
notes. This potential loss in real value terms is significant given the 5.5-year term of the notes. You should
carefully consider whether an investment that may provide a return that is lower than the return on
alternative investments is appropriate for you.

The notes are designed for investors who are willing to forgo full upside exposure to the basket in
certain market scenarios in order to avoid downside exposure to the basket. Your potential for a
positive return on the notes beyond the semi-annual coupon payments is based on the average basket
return percentage of the basket. You should understand that the average basket return percentage may be
significantly lower than the actual return on the basket as measured from the pricing date to the final
valuation date. In particular, if the closing level of the basket is greater on the final valuation date than it
was, on average, on the quarterly valuation dates over the term of the notes, the average basket return
percentage will be lower than the actual return on the basket. For example, if the closing level of the basket
increases at a more or less steady rate over the term of the notes, the average basket return percentage
will be less than the percentage increase in the closing level of the basket from the pricing date to the final
valuation date. This underperformance will be especially significant if there is a significant increase in the
closing level of the basket during the latter portion of the term of the notes. In addition, it is possible that the
average basket return percentage will be zero or negative, resulting in no return on the notes beyond the
semi-annual coupon payments, even if the closing level of the basket at or near maturity is significantly
greater than it was on the pricing date. One scenario in which this may occur is when the closing level of
the basket declines early in the term of the notes, remains below the initial basket level for a significant
period of time and then increases significantly later in the term of the notes.
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