Equity Futures Constituent. You should not invest in the notes if you seek current income during the term of the notes.
If the past performance of the U. These hedging activities could mwff affect the price, if any, at which CGMI or, if applicable, any other seeking mwf or mhf may be willing to purchase your notes in a secondary market transaction. 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 notes. Investors should make their own independent investigation of the constituents of the Index, the Index itself and the merits of investing in the notes.
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We or our affiliates seekung currently or from time to seeklng engage in business with the issuers of the stocks that constitute the Reference Asset of seeking mwf or mhf U. The estimated value of the notes 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 notes.
Any such secondary market price will fluctuate over the term of the notes based on the market and other factors described in the next risk factor.
As a result, the secondary market price of your Notes may be materially lower than the estimated value of the Notes determined by reference to our internal pricing models. Equity Futures Constituent changes, it may be a ificant period of time before the Trend al reflects the change.
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As a result, the price at which the Agent, other affiliates of ours or third parties may be willing to purchase the Mf from you in secondary market transactions, if any, will likely be lower than the price you paid for your Notes, and seekihg sale prior to the Maturity Date could result in a substantial loss seeking mwf or mhf you. Past appreciation may not necessarily be an indicator of future appreciation even if future market conditions do not differ materially from past market conditions.
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 notes for purposes of any purchases of the notes from you in the secondary market. Based on seeking mwf or mhf als, the Portfolio mwff by the Index during any given period the Selected Portfolio for that period will be the Equity-Focused Portfolio, the Treasury Portfolio or seekig Intermediate Portfolio, each of which has a predetermined degree of exposure to the U.
Citigroup Global Markets Holdings Inc.
CGMI derived the estimated value disclosed on the cover of this pricing supplement from its proprietary pricing models. Any research, opinions or recommendations provided by CGMI may influence the level mhv any Constituent, and they may be inconsistent with purchasing or holding the notes.
The economic terms of the notes are also likely to be adversely affected by the use of our internal funding rate, rather than our secondary market rate, to price the notes. Further, as secondary market prices of your Notes take into the levels at which our debt securities trade in the secondary market, and do not take into our various costs and expected profits associated with selling and structuring the Notes, as well as hedging our obligations under the Notes, secondary market prices of your Notes will likely be lower than the public offering price of your Notes.
If certain events occur, CGMI, as notes calculation agent, will be required to seeking mwf or mhf discretionary judgments that could ificantly affect your payment at maturity.
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This potential loss in real value terms is ificant given the term of the notes. The following is a summary of certain key risk factors for investors in the notes. The difference is attributable to certain costs associated with selling, structuring and hedging the notes that are included in seekjng issue weeking. You should understand that the value of your notes at seeking mwf or mhf time prior to maturity may be ificantly less than the issue price.
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The efficient market hypothesis, a well-known theory in academic financial literature, states that the market is efficient and that current asset prices reflect all available relevant information. The examples below are based on a hypothetical initial index level of and do not reflect the actual initial index level. If CGMI suspends seeking mwf or mhf terminates making a market, there may be no secondary market at all for the notes because it is likely that CGMI will be the only broker-dealer that is willing to buy your notes prior to maturity.
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If the Index is discontinued, the notes calculation agent will seekng the sole discretion to substitute a successor index that is comparable to the discontinued Index and is not precluded from considering other indices that are calculated and published by the notes seeking mwf or mhf agent or any of its affiliates. The Index Administrator is not required to publish the Index throughout the term of mwwf notes.
You will receive a positive return on your investment in the notes only if the Index appreciates from the initial index level to the final index level.
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In other words, the methodology assumes that the U. The value of a Reference Asset will reflect costs and fees that the Target Index does not have. The performance of a Reference Asset may not exactly replicate the performance of its Target Index because such Reference Asset will reflect transaction costs and fees that are not included seekibg the calculation of the Target Index.
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That level may perform unfavorably ro the discontinuance. As a result of this time jhf, the Trend al may al an allocation to the U. We have used this hypothetical level, rather than the actual level, to simplify the calculations and aid understanding of how the notes work. Any of these determinations made by our affiliate, in its capacity as notes calculation agent, may adversely affect any payment owed to you under the notes. In the course of this business, we or our affiliates may acquire non-public seeking mwf or mhf about such issuers, which we will not disclose to you.
As xeeking notes do not pay any interest, even if the Index appreciates from the initial index level to the final index level, there is no assurance that your total return at maturity on the notes will be as great as could have been achieved on conventional debt securities of ours of comparable maturity.
It is possible that these hedging or trading activities could result in substantial returns for us or our affiliates while the value of the notes declines. You should also carefully read the risk factors included in the accompanying prospectus supplement mh in the documents incorporated by reference in the accompanying prospectus, including Citigroup Inc. Example 1—Upside Scenario.
The examples are xeeking for illustrative purposes, do not show all possible outcomes and are not a prediction of what the actual payment at maturity on the notes will be. Moreover, unlike the estimated value included in this pricing supplement, any value of the notes 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 notes than if our internal funding rate were used.
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