$23,659,000 Autocallable Contingent Coupon Equity Linked Securities Linked to the Worst Performing of the SPDR S&P Bank ETF, the SPDR S&P Biotech ETF and the Technology Select Sector SPDR Fund due October 31, 2023, priced on October 28, 2021, were issued by Citigroup Global Markets Holdings Inc. The pricing supplement for this note (CUSIP: 17329ULH2) can be found here.

The notes had a $1,000 face value and paid a quarterly coupon of $31.50, so long as the notes had not been called and SPDR S&P Biotech ETF, Technology Select Sector SPDR Fund and SPDR S&P Bank ETF all closed above 75% of their October 28, 2021 closing prices on a determination date. If SPDR S&P Biotech ETF, Technology Select Sector SPDR Fund and SPDR S&P Bank ETF closed below 75% of their October 28, 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 SPDR S&P Biotech ETF, Technology Select Sector SPDR Fund and SPDR S&P Bank ETF all closed on the final determination date on October 26, 2023 and above 75% of their October 28, 2021 closing prices. If on October 26, 2023 SPDR S&P Biotech ETF, Technology Select Sector SPDR Fund and SPDR S&P Bank ETF closed below 75% of their October 28, 2021 closing prices, the notes paid reduced principal euqal to $1,000 multiplied by the lowest ratio of SPDR S&P Biotech ETF, Technology Select Sector SPDR Fund and SPDR S&P Bank ETF October 26, 2023 closing prices to their October 28, 2021 closing prices.

The notes have matured. They didn't pay any coupon and $524.53 repayment per $1,000 note. Investors thus suffered capital losses of $475.47 and net losses of $475.47.^† In the aggregate, investors in this note suffered $11,249,135 in capital losses and $11,249,135 in net losses. See Table 1 and Figure 1.

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† SLCG estimated these losses based on publicly available information. The issuer ultimately determines the amounts paid which may differ from our estimates. Our reference to capital loss and net loss does not imply SLCG's view of how these losses are treated for tax purposes.

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