Citigroup Inc.
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Pricing Sheet No. 2015-CMTNG0463 dated April 30, 2015 relating to
Preliminary Pricing Supplement No. 2015-CMTNG0463 dated March 30, 2015
Registration Statement No. 333-192302
Filed Pursuant to Rule 433
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1,410,226 PLUS Based on Shares of the WisdomTree Japan Hedged Equity Fund Due August 3, 2016
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PRICING TERMS—APRIL 30, 2015
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Underlying shares:
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Shares of the WisdomTree Japan Hedged Equity Fund (NYSE Arca symbol: “DXJ”) (the “underlying share issuer” or “ETF”)
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Aggregate stated principal amount:
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$14,102,260
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Stated principal amount:
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$10 per security
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Pricing date:
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April 30, 2015
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Issue date:
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May 5, 2015
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Valuation date:
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July 29, 2016, 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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August 3, 2016
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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 share price is greater than the initial share price:
$10 + the leveraged return amount, subject to the maximum return at maturity
▪ If the final share price is less than or equal to the initial share price:
$10 × the share performance factor
If the final share price declines from the initial share price, your payment at maturity will be less, and possibly significantly less, than the $10 stated principal amount 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 share price:
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$56.42, the closing price of the underlying shares on the pricing date
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Final share price:
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The closing price of the underlying shares on the valuation date
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Share performance factor:
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The final share price divided by the initial share price
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Share percent increase:
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The final share price minus the initial share price, divided by the initial share price
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Leveraged return amount:
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$10 × the share percent increase × the leverage factor
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Leverage factor:
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300.00%
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Maximum return at maturity:
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$1.50 per security (15.00% of the stated principal amount). Because of the maximum return at maturity, the payment at maturity will not exceed $11.50 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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17323B463 / US17323B4639
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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
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$0.175(2)
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$9.775
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$0.05(3)
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Total:
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$14,102,260
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$317,300.85
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$13,784,959.15
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