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Pages Topics in Kaon Physics. Post Collider Physics. Data Acquisition in High Energy Physics. Reconstruction of Charged Tracks. Back Matter Pages Croix, U. Virgin Islands. The ASI brought together a total of 71 participants, from 17 different countries. It was another great success, due to the dedication of the inspiring lecturers, the exceptional study body, and, of course, the beautiful setting.

The ASI was cosponsored by the U. All rights reserved. Citigroup Global Markets Holdings Inc. The securities offered by this pricing supplement are unsecured debt securities issued by Citigroup Global Markets Holdings Inc. Unlike conventional debt securities, the securities do not pay interest and do not repay a fixed amount of principal at maturity. Instead, the securities offer a payment at maturity that may be greater than, equal to or less than the stated principal amount, depending on the performance of the worst performing of the underlyings specified below from its initial underlying value to its final underlying value.

The securities offer modified exposure to the performance of the worst performing underlying, with i the opportunity to participate in the potential appreciation of the worst performing underlying at the upside participation rate specified below and ii the opportunity for a positive return at maturity if the worst performing underlying depreciates based on the absolute value of that depreciation, but only so long as its final underlying value is greater than or equal to its final barrier value specified below.

In exchange for these features, investors in the securities must be willing to accept a return based on whichever underlying is the worst performing underlying and to forgo any dividends with respect to the underlyings. In addition, investors in the securities must be willing to accept downside exposure to any depreciation of the worst performing underlying if its final underlying value is less than its final barrier value. You may lose your entire investment in the securities.

You will be subject to risks associated with each of the underlyings and will be negatively affected by adverse movements in any one of the underlyings. In order to obtain the modified exposure to the worst performing underlying that the securities 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 securities if we and Citigroup Inc. All payments on the securities are subject to the credit risk of Citigroup Global Markets Holdings Inc.

All payments due on the securities are fully and unconditionally guaranteed by Citigroup Inc. December 28, , subject to postponement if such date is not a scheduled trading day or certain market disruption events occur. For each underlying, its closing value on the valuation date. The underlying with the lowest underlying return. For each underlying, i its final underlying value minus its initial underlying value, divided by ii its initial underlying value.

The securities will not be listed on any securities exchange. Citigroup Global Markets Inc. Underwriting fee and issue price:. Issue price 1 2. Underwriting fee 3. Proceeds to issuer 4. Per security:. Payout Diagram. Hypothetical Payment at Maturity per Security. Hypothetical Total Return on Securities at Maturity 1. Hypothetical initial underlying value. Hypothetical final barrier value. Hypothetical final underlying value. Hypothetical underlying return.

You may lose a significant portion or all of your investment. Unlike conventional debt securities, the securities do not repay a fixed amount of principal at maturity. Instead, your payment at maturity will depend on the performance of the worst performing underlying.

There is no minimum payment at maturity on the securities, and you may lose up to all of your investment. Your potential for positive return from depreciation of the worst performing underlying is limited. The return potential of the securities in the event that the final underlying value of the worst performing underlying is less than its initial underlying value is limited by the final barrier value.

Any decline in the final underlying value of the worst performing underlying below its final barrier value will result in a loss, rather than a positive return, on the securities. The securities do not pay interest. Unlike conventional debt securities, the securities do not pay interest or any other amounts prior to maturity. You should not invest in the securities if you seek current income during the term of the securities. The securities are subject to heightened risk because they have multiple underlyings.

The securities are more risky than similar investments that may be available with only one underlying. With multiple underlyings, there is a greater chance that any one underlying will perform poorly, adversely affecting your return on the securities. The securities are subject to the risks of each of the underlyings and will be negatively affected if any one underlying performs poorly. You are subject to risks associated with each of the underlyings. If any one underlying performs poorly, you will be negatively affected, regardless of the performance of any other underlying.

The securities are not linked to a basket composed of the underlyings, where the blended performance of the underlyings would be better than the performance of the worst performing underlying alone. Instead, you are subject to the full risks of whichever of the underlyings is the worst performing underlying. You will not benefit in any way from the performance of any better performing underlying.

The return on the securities depends solely on the performance of the worst performing underlying, and you will not benefit in any way from the performance of any better performing underlying. You will be subject to risks relating to the relationship between the underlyings. It is preferable from your perspective for the underlyings to be correlated with each other, in the sense that they tend to increase or decrease at similar times and by similar magnitudes.

By investing in the securities, you assume the risk that the underlyings will not exhibit this relationship. The less correlated the underlyings, the more likely it is that any one of the underlyings will perform poorly over the term of the securities. All that is necessary for the securities to perform poorly is for one of the underlyings to perform poorly.

It is impossible to predict what the relationship between the underlyings will be over the term of the securities. The underlyings differ in significant ways and, therefore, may not be correlated with each other. You will not receive dividends or have any other rights with respect to the underlyings.

You will not receive any dividends with respect to the underlyings. This lost dividend yield may be significant over the term of the securities. The payment scenarios described in this pricing supplement do not show any effect of lost dividend yield over the term of the securities. In addition, you will not have voting rights or any other rights with respect to the underlyings or the stocks included in the underlyings.

Your payment at maturity depends on the closing value of the worst performing underlying on a single day. Because your payment at maturity depends on the closing value of the worst performing underlying solely on the valuation date, you are subject to the risk that the closing value of the worst performing underlying on that day may be lower, and possibly significantly lower, than on one or more other dates during the term of the securities.

If you had invested directly in the underlyings or in another instrument. If we default on our obligations under the securities and Citigroup Inc. The securities will not be listed on any securities exchange and you may not be able to sell them prior to maturity. Therefore, there may be little or no secondary market for the securities. CGMI currently intends to make a secondary market in relation to the securities and to provide an indicative bid price for the securities on a daily basis.

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 securities because it is likely that CGMI will be the only broker-dealer that is willing to buy your securities prior to maturity.

Accordingly, an investor must be prepared to hold the securities until maturity. The difference is attributable to certain costs associated with selling, structuring and hedging the securities that are included in the issue price. These costs include i any selling concessions or other fees paid in connection with the offering of the securities, ii hedging and other costs incurred by us and our affiliates in connection with the offering of the securities and iii 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 securities.

These costs adversely affect the economic terms of the securities because, if they were lower, the economic terms of the securities would be more favorable to you. The economic terms of the securities are also likely to be adversely affected by the use of our internal funding rate, rather than our secondary market rate, to price the securities.

The estimated value of the securities 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 volatility of, and correlation between, the closing values of the underlyings, dividend yields on the underlyings and interest rates.

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 securities. Moreover, the estimated value of the securities set forth on the cover page of this pricing supplement may differ from the value that we or our affiliates may determine for the securities for other purposes, including for accounting purposes.

You should not invest in the securities because of the estimated value of the securities. Instead, you should be willing to hold the securities to maturity irrespective of the initial estimated value. The estimated value of the securities would be lower if it were calculated based on our secondary market rate.

The estimated value of the securities 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 securities. Our internal funding rate is generally lower than our secondary market rate, which is the rate that CGMI will use in determining the value of the securities for purposes of any purchases of the securities from you in the secondary market.

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 securities, which are generally higher than the costs associated with conventional debt securities, and our liquidity needs and preferences. Our internal funding rate is not an interest rate that is payable on the securities.

The estimated value of the securities is not an indication of the price, if any, at which CGMI or any other person may be willing to buy the securities from you in the secondary market. Any such secondary market price will fluctuate over the term of the securities 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 securities 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 securities than if our internal funding rate were used. In addition, any secondary market price for the securities will be reduced by a bid-ask spread, which may vary depending on the aggregate stated principal amount of the securities 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 securities will be less than the issue price. The value of the securities prior to maturity will fluctuate based on many unpredictable factors.

The value of your securities prior to maturity will fluctuate based on the closing values of the underlyings, the volatility of, and correlation between, the closing values of the underlyings, dividend yields on the underlyings, interest rates generally, the time remaining to maturity and our and Citigroup Inc. Changes in the closing values of the underlyings may not result in a comparable change in the value of your securities. You should understand that the value of your securities at any time prior to maturity may be significantly less than the issue price.

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.

The stock prices of smaller companies may be more volatile than stock prices of large capitalization companies. These companies tend to be less well-established than large market capitalization companies. Small capitalization companies may be less able to withstand adverse economic, market, trade and competitive conditions relative to larger companies. Small capitalization companies are less likely to pay dividends on their stocks, and the presence of a dividend payment could be a factor that limits downward stock price pressure under adverse market conditions.

Our offering of the securities is not a recommendation of any underlying. The fact that we are offering the securities does not mean that we believe that investing in an instrument linked to the underlyings is likely to achieve favorable returns. In fact, as we are part of a global financial institution, our affiliates may have positions including short positions in the underlyings or in instruments related to the underlyings, and may publish research or express opinions, that in each case are inconsistent with an investment linked to the underlyings.

These and other activities of our affiliates may affect the closing values of the underlyings in a way that negatively affects the value of and your return on the securities. We expect to hedge our obligations under the securities through CGMI or other of our affiliates, who may take positions in the underlyings or in financial instruments related to the underlyings and may adjust such positions during the term of the securities. Our affiliates also take positions in the underlyings or in financial instruments related to the underlyings on a regular basis taking long or short positions or both , for their accounts, for other accounts under their management or to facilitate transactions on behalf of customers.

These activities could affect the closing value of the underlyings in a way that negatively affects the value of and your return on the securities. They could also result in substantial returns for us or our affiliates while the value of the securities declines. Our affiliates engage in business activities with a wide range of companies.

These activities include extending loans, making and facilitating investments, underwriting securities offerings and providing advisory services. These activities could involve or affect the underlyings in a way that negatively affects the value of and your return on the securities.

In addition, in the course of this business, we or our affiliates may acquire non-public information, which will not be disclosed to you. The calculation agent, which is an affiliate of ours, will make important determinations with respect to the securities. If certain events occur during the term of the securities, such as market disruption events and other events with respect to an underlying, CGMI, as calculation agent, will be required to make discretionary judgments that could significantly affect your return on the securities.

Changes that affect the underlyings may affect the value of your securities. The sponsors of the underlyings may at any time make methodological changes or other changes in the manner in which they operate that could affect the values of the underlyings. We are not affiliated with any such underlying sponsor and, accordingly, we have no control over any changes any such sponsor may make.

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Find out more about our professional account. Our trading platforms have been recognised time and time again by our industry. For our minimum spreads, please see our forex spread bet and CFD details. Tax law may differ in a jurisdiction other than the UK.

New client: or newaccounts. Marketing partnerships: marketingpartnership ig. Professional clients can lose more than they deposit. All trading involves risk. Past performance is no guarantee of future results. The information on this site is not directed at residents of the United States, Belgium or any particular country outside the UK and is not intended for distribution to, or use by, any person in any country or jurisdiction where such distribution or use would be contrary to local law or regulation.

Careers Marketing partnership. Inbox Community Academy Help. Log in Create live account. Related search: Market Data. Market Data Type of market. Create demo account. Create live account. Log in. Why trade on MetaTrader 4 with us? Support around the clock Get global access to MT4 platform specialists 24 hours a day. Free MT4 mobile app Trade wherever, whenever and never miss an opportunity.

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Our spreads are among the lowest in the business. Find out more about our professional account. Open an account to start spread betting today. Tax laws are subject to change and depend on individual circumstances. Tax law may differ in a jurisdiction other than the UK. Please note that this protection does not apply to professional traders who can still lose more than the balance on their account.

New client: or newaccounts. Marketing partnerships: marketingpartnership ig. Professional clients can lose more than they deposit. All trading involves risk. Past performance is no guarantee of future results. The information on this site is not directed at residents of the United States, Belgium or any particular country outside the UK and is not intended for distribution to, or use by, any person in any country or jurisdiction where such distribution or use would be contrary to local law or regulation.

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