CITIGROUP INC — Capital/Financing Update 2015

Oct 20, 2015

Citigroup Inc. Pricing Sheet No. 2015-CMTNG0715 dated October 16, 2015 relating to Preliminary Pricing Supplement No. 2015-CMTNG0715 dated October 9, 2015 Registration Statement No. 333-192302 Filed Pursuant to Rule 433

275,500 PLUS Based on Shares of the WisdomTree Japan Hedged Equity Fund Due January 20, 2017 Performance Leveraged Upside Securities SM Principal at Risk Securities

PRICING TERMS—OCTOBER 16, 2015
Underlying shares:	Shares of the WisdomTree Japan Hedged Equity Fund (NYSE Arca symbol: “DXJ”) (the “underlying share issuer” or “ETF”)
Aggregate stated principal amount:	$2,755,000
Stated principal amount:	$10 per security
Pricing date:	October 16, 2015
Issue date:	October 21, 2015
Valuation date:	January 17, 2017, subject to postponement if such date is not a scheduled trading day or if certain market disruption events occur
Maturity date:	January 20, 2017
Payment at maturity:	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 is less than 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.
Initial share price:	$52.24, the closing price of the underlying shares on the pricing date
Final share price:	The closing price of the underlying shares on the valuation date
Share performance factor:	The final share price divided by the initial share price
Share percent increase:	The final share price minus the initial share price, divided by the initial share price
Leveraged return amount:	$10 × the share percent increase × the leverage factor
Leverage factor:	300.00%
Maximum return at maturity:	$1.915 per security (19.15% of the stated principal amount). Because of the maximum return at maturity, the payment at maturity will not exceed $11.915 per security.
Listing:	The securities will not be listed on any securities exchange
CUSIP / ISIN:	17323P652 / US17323P6521
Underwriter:	Citigroup Global Markets Inc. (“CGMI”), an affiliate of the issuer, acting as principal

Underwriting fee and issue price:	Issue price (1)(2)	Underwriting fee	Proceeds to issuer
Per security:	$10.00	$0.175 (2)	$9.775
		$0.05 (3)
Total:	$2,755,000.00	$61,987.50	$2,693,012.50

(1) On the pricing date, the estimated value of the securities is $9.677 per security, which is less than the issue price. The estimated value of the securities 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 securities from you at any time after issuance. See “Valuation of the Securities” in the related preliminary pricing supplement.

(2) CGMI, an affiliate of Citigroup Inc. and the underwriter of the sale of the securities, is acting as principal and will receive an underwriting fee of $0.225 for each $10 security sold in this offering. Certain selected dealers, including Morgan Stanley Wealth Management and their financial advisors, will collectively receive from CGMI a fixed selling concession of $0.175 for each $10 security they sell. Additionally, it is possible that CGMI and its affiliates may profit from hedging activity related to this offering, even if the value of the securities declines. See “Use of Proceeds and Hedging” in the accompanying prospectus.

(3) Reflects a structuring fee payable to Morgan Stanley Wealth Management by CGMI of $0.05 for each security.

You should read this document together with the related preliminary pricing supplement and the other following documents, each of which can be accessed via the hyperlinks below:

Preliminary Pricing Supplement dated October 9, 2015

Product Supplement No. EA-02-03 dated November 13, 2013

Prospectus Supplement and Prospectus each dated November 13, 2013

The securities are not bank deposits and are not insured by the Federal Deposit Insurance Corporation or any other governmental agency, nor are they obligations of, or guaranteed by, a bank.

The securities represent obligations of Citigroup Inc. only. WisdomTree Trust is not involved in any way in this offering and has no obligation relating to the securities or to holders of the securities.

Citigroup Inc. has filed a registration statement (including the related preliminary pricing supplement and the accompanying product supplement, prospectus supplement and prospectus) with the Securities and Exchange Commission (“SEC”) for the offering to which this communication relates. You should read the related preliminary pricing supplement and the accompanying product supplement, prospectus supplement and prospectus in that registration statement (File No. 333-192302) and the other documents Citigroup Inc. has filed with the SEC for more complete information about Citigroup Inc. and this offering. You may get these documents for free by visiting EDGAR on the SEC’s website at www.sec.gov. Alternatively, you can request the related preliminary pricing supplement and the accompanying product supplement and prospectus supplement and prospectus by calling toll-free 1-800-831-9146.

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