$9,444,000 Autocallable Contingent Coupon Equity Linked Securities Linked to the Worst Performing of Apple Inc. and Roku, Inc. due February 02, 2023, priced on July 26, 2021, were issued by Citigroup Global Markets Holdings Inc. The pricing supplement for this note (CUSIP: 17328NYR3) can be found here. The notes had a $1,000 face value and paid a quarterly coupon of $35.00, so long as the notes had not been called and Roku and Apple all closed above 60% of their July 26, 2021 closing prices on a determination date. If Roku and Apple closed below 60% of their July 26, 2021 closing prices on a determination date, the notes did not pay a coupon. If not previously called, at maturity, the notes returned $1,000 in principal if Roku and Apple all closed on the final determination date on January 26, 2023 and above 60% of their July 26, 2021 closing prices. If on January 26, 2023 Roku and Apple closed below 60% of their July 26, 2021 closing prices, the notes paid reduced principal euqal to $1,000 multiplied by the lowest ratio of Roku and Apple January 26, 2023 closing prices to their July 26, 2021 closing prices. The notes have matured. They paid one coupon totaling $35.00 and $109.66 repayment per $1,000 note. Investors thus suffered capital losses of $890.34 and net losses of $855.34.† In the aggregate, investors in this note suffered $8,408,410 in capital losses and $8,077,870 in net losses. See Table 1 and Figure 1.
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