CITIGROUP INC — Capital/Financing Update 2011

Sep 26, 2011

Pricing Sheet No. 2011-MTNDG0093 dated September 23, 2011 relating to Preliminary Pricing Supplement No. 2011-MTNDG0093 dated August 25, 2011 and Offering Summary No. 2011-MTNDG0093 dated August 25, 2011 Registration Statement Nos. 333-172554 and 333-172554-01 Filed pursuant to Rule 433

STRUCTURED INVESTMENTS

Opportunities in U.S. Equities

Buffered Digital Plus Notes Based on the S&P 500 ® Index due March 27, 2015

PRICING TERMS – SEPTEMBER 23, 2011 — Issuer:	Citigroup Funding Inc.
Guarantee:	Any payments due on the notes are fully and unconditionally guaranteed by Citigroup Inc., Citigroup Funding’s parent company; however, because the notes are not principal protected, you may receive an amount at maturity that is substantially less, and possibly 90% less, than the stated principal amount of your initial investment.
Aggregate principal amount:	$10,208,000
Stated principal amount:	$1,000 per note
Issue price:	$1,000 per note (see “Underwriting fee and issue price” below)
Pricing date:	September 23, 2011
Original issue date:	September 28, 2011
Maturity date:	March 27, 2015
Underlying index:	S&P 500 ® Index
Payment at maturity:	If the final index value is greater than the initial index value, $1,000 + the greater of (i) upside payment and (ii) $1,000 x index percent increase If the final index value is less than or equal to the initial index value but has decreased from the initial index value by an amount less than or equal to the buffer amount of 10%, $1,000 If the final index value is less than the initial index value and has decreased from the initial index value by an amount greater than the buffer amount of 10%, ($1,000 x index performance factor) + $100 This amount will be less than the stated principal amount of $1,000. However, under no circumstances will the payment at maturity be less than $100 per note, subject to the credit risk of Citigroup Inc.
Upside payment:	$400 per note (40% of the stated principal amount)
Index percent increase:	(final index value – initial index value) / initial index value
Index performance factor:	final index value / initial index value
Initial index value:	1,136.43, the closing value of the underlying index on the pricing date.
Final index value:	The closing value of the underlying index on the valuation date.
Valuation date:	March 24, 2015, subject to postponement for non-index business days and certain market disruption events.
Buffer amount:	10%
Minimum payment at maturity:	$100 per note (10% of the stated principal amount)
Maximum payment at maturity:	There is no maximum payment at maturity.
CUSIP:	1730T0NR6
ISIN:	US1730T0NR67
Listing:	The notes will not be listed on any securities exchange.
Underwriter:	Citigroup Global Markets Inc., an affiliate of the issuer. See “Fact Sheet—Supplemental information regarding plan of distribution; conflicts of interest” in the related offering summary.
Underwriting fee and issue price:	Price to Public (1)	Underwriting Fee (1)(2)	Proceeds to Issuer (3)
Per Security	$1,000	$30	$970
Total	$10,208,000	$306,240	$9,901,760

(1) The actual public offering price, underwriting fee and related selling concession for a particular investor may be reduced for volume purchase discounts depending on the aggregate amount of notes purchased by that investor. The lowest price payable by an investor is $990.00 per note. You should refer to “Fact Sheet—Fees and selling concessions” and “Syndicate Information” in the related offering summary for more information.

(2) Citigroup Global Markets Inc., an affiliate of Citigroup Funding and the underwriter of the sale of the notes, will receive an underwriting fee of up to $30.00 for each $1,000 note sold in this offering. The actual per note underwriting fee will be equal to the selling concession provided to selected dealers, as described in the next sentence. Citigroup Global Markets Inc. will pay selected dealers affiliated with Citigroup Global Markets Inc., including its affiliate Morgan Stanley Smith Barney LLC, and their financial advisors collectively a fixed selling concession of $30.00 for each $1,000 note they sell, while selected dealers not affiliated with Citigroup Global Markets Inc. will receive a variable selling concession of up to $30.00 for each $1,000 note they sell. The total underwriting fee shown above gives effect to the actual amount of this variable selling concession. Additionally, it is possible that Citigroup Global Markets Inc. and its affiliates may profit from expected hedging activity related to this offering, even if the value of the note declines. You should refer to “Risk Factors” and “Fact Sheet—Supplemental information regarding plan of distribution; conflicts of interest” in the related offering summary for more information.

(3) The per note proceeds to Citigroup Funding indicated above represent the minimum per note proceeds to Citigroup Funding for any note, assuming the maximum per note underwriting fee of $30.00. As noted in footnote (2), the underwriting fee is variable. The actual total proceeds to Citigroup Funding shown above gives effect to the actual amount of this variable underwriting fee.

You should read this document together with the offering summary and related preliminary pricing supplement describing the offering and the related prospectus supplement and prospectus, each of which can be accessed via the hyperlinks below.

Offering Summary filed on August 25, 2011:

EFPlaceholder http://www.sec.gov/Archives/edgar/data/1318281/000095010311003523/dp25934_fwp.htm

Preliminary Pricing Supplement filed on August 25, 2011:

EFPlaceholder http://www.sec.gov/Archives/edgar/data/831001/000095010311003521/dp25936_424b2-mtndg0093.htm

Prospectus and Prospectus Supplement filed on May 12, 2011:

EFPlaceholder http://www.sec.gov/Archives/edgar/data/831001/000095012311049309/y91273b2e424b2.htm

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.

“Standard & Poor’s ® ,” “S&P ® ,” “S&P 500 ® ,” “Standard & Poor’s 500” and “500” are trademarks of The McGraw-Hill Companies, Inc. and have been licensed for use by Citigroup Funding and its affiliates. The notes are not sponsored, endorsed, sold or promoted by Standard & Poor’s or The McGraw-Hill Companies and neither makes any representation or warranty regarding the advisability of investing in the notes.

Citigroup Funding Inc., the issuer, and Citigroup Inc., the guarantor, have filed a registration statement (including a preliminary pricing supplement, prospectus supplement and prospectus) with the Securities and Exchange Commission (“Commission”) for the offering to which this communication relates. You should read the preliminary pricing supplement, prospectus supplement and prospectus in that registration statement (File No. 333-172554) and the other documents Citigroup Funding and Citigroup Inc. have filed with the Commission for more complete information about Citigroup Funding Inc., Citigroup Inc. and this offering. You may get these documents for free by visiting EDGAR on the Commission’s website at www.sec.gov. Alternatively, you can request the preliminary pricing supplement and related prospectus supplement and prospectus by calling toll-free 1-877-858-5407.