-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, VYEnCABZHl2vhVNnHcZXgsMhU0Wub5+tmSCipvL9WdKeuxqqN2rxO1aiePFALhxL t0EU4F6ewtBGL4plDccFfw== 0000950123-09-068619.txt : 20091207 0000950123-09-068619.hdr.sgml : 20091207 20091204205222 ACCESSION NUMBER: 0000950123-09-068619 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 7 FILED AS OF DATE: 20091207 DATE AS OF CHANGE: 20091204 GROUP MEMBERS: CITIGROUP FUNDING INC. SUBJECT COMPANY: COMPANY DATA: COMPANY CONFORMED NAME: CITIGROUP INC CENTRAL INDEX KEY: 0000831001 STANDARD INDUSTRIAL CLASSIFICATION: NATIONAL COMMERCIAL BANKS [6021] IRS NUMBER: 521568099 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP SEC ACT: 1934 Act SEC FILE NUMBER: 333-157386-01 FILM NUMBER: 091224807 BUSINESS ADDRESS: STREET 1: 399 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10043 BUSINESS PHONE: 2125591000 MAIL ADDRESS: STREET 1: 399 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10043 FORMER COMPANY: FORMER CONFORMED NAME: TRAVELERS GROUP INC DATE OF NAME CHANGE: 19950519 FORMER COMPANY: FORMER CONFORMED NAME: TRAVELERS INC DATE OF NAME CHANGE: 19940103 FORMER COMPANY: FORMER CONFORMED NAME: PRIMERICA CORP /NEW/ DATE OF NAME CHANGE: 19920703 FILED BY: COMPANY DATA: COMPANY CONFORMED NAME: CITIGROUP INC CENTRAL INDEX KEY: 0000831001 STANDARD INDUSTRIAL CLASSIFICATION: NATIONAL COMMERCIAL BANKS [6021] IRS NUMBER: 521568099 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP BUSINESS ADDRESS: STREET 1: 399 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10043 BUSINESS PHONE: 2125591000 MAIL ADDRESS: STREET 1: 399 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10043 FORMER COMPANY: FORMER CONFORMED NAME: TRAVELERS GROUP INC DATE OF NAME CHANGE: 19950519 FORMER COMPANY: FORMER CONFORMED NAME: TRAVELERS INC DATE OF NAME CHANGE: 19940103 FORMER COMPANY: FORMER CONFORMED NAME: PRIMERICA CORP /NEW/ DATE OF NAME CHANGE: 19920703 FWP 1 e80903afwp.htm FWP fwp

(CITIFIRST LOGO)

Issuer Free Writing Prospectus
Filed Pursuant to Rule 433
Registration Statement Nos. 333-157386 and 333-157386-01
 
 
 (PHOTO)
 
 
 
NOTES ï DEPOSITS ï CERTIFICATES
 
 
     
Index LeAding StockmarkEt Return Securities
(Index LASERSsm) 		  Based Upon the Dow Jones Industrial Averagesm
Due          , 2013
$10.00 per Index LASERSsm
 
Citigroup Funding Inc.
Any Payments Due from Citigroup Funding Inc.
Fully and Unconditionally Guaranteed by Citigroup Inc.
Medium-Term Notes, Series D
 
OFFERING SUMMARY
(Related to the Pricing Supplement, No. 2009-MTNDD463 Subject to Completion, Dated December 4, 2009, Prospectus Supplement, Dated February 18, 2009 and Prospectus, Dated February 18, 2009)
 
Citigroup Funding Inc., the issuer, and Citigroup Inc., the guarantor, have filed a registration statement (including a prospectus and related prospectus supplement) with the Securities and Exchange Commission (“SEC”) for the offering to which this communication relates. You should read the prospectus and related prospectus supplement in that registration statement (File No. 333-157386) and the other documents Citigroup Funding and Citigroup have filed with the SEC for more complete information about Citigroup Funding, Citigroup and this offering. You may get these documents for free by visiting EDGAR on the SEC website at www.sec.gov. Alternatively, you can request the prospectus and related prospectus supplement by calling toll-free 1-877-858-5407.
 
                           
                      (CITI LOGO)    
                       
Investment Products
    Not FDIC Insured     May Lose Value     No Bank Guarantee    
                       
 
December 4, 2009

 

 
            2  ï  Index LASERSsm

 
Index LeAding StockmarkEt Return Securities
Based Upon the Dow Jones Industrial Averagesm
Due          , 2013
 
This offering summary represents a summary of the terms and conditions of the Index LASERSsm. We encourage you to read the pricing supplement and accompanying prospectus supplement and prospectus related to this offering before making your decision to invest in the Index LASERSsm.
 
You may access the prospectus supplement and prospectus on the SEC Web site at www.sec.gov as follows (or if such address has changed, by reviewing our filings for the relevant date on the SEC Web site):
 
n  Prospectus Supplement filed on February 18, 2009:
http://www.sec.gov/Archives/edgar/data/831001/000095012309003022/y74453b2e424b2.htm
 
n  Prospectus filed on February 18, 2009:
http://www.sec.gov/Archives/edgar/data/831001/000095012309003016/y74453sv3asr.htm
 
Capitalized terms used in this overview are defined in the “Preliminary Terms” below.
 
Overview of the Index LASERSsm
 

The Index LeAding StockmarkEt Return Securities Based upon the Dow Jones Industrial Averagesm, or Index LASERSsm, are equity index-linked investments that offer a potential return at maturity based on upside participation in an increase in the closing value of the Dow Jones Industrial Averagesm during the term of the Index LASERSsm and limited protection from loss in certain circumstances. The Index LASERSsm are not principal protected and do not pay periodic interest. The Index LASERSsm have a maturity of approximately three years and are issued by Citigroup Funding Inc. Some key characteristics of the Index LASERSsm include:
 
n  Limited Protection from Loss and Upside Participation. At maturity you will receive for each Index LASERSsm you hold a maturity payment, which may be greater than, equal to or less than your initial investment in the Index LASERSsm, based on the percentage change in the closing value of the Underlying Index from the Pricing Date to the Valuation Date (which percentage change we refer to as the Index Percentage Change) and the value of the Underlying Index at all times after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day). If the value of the Underlying Index is greater than 60% of its Starting Value at all times from the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day), at maturity you will receive for each Index LASERSsm you then hold the $10 principal amount per Index LASERSsm plus a

  Index Return Amount equal to the product of (i) $10 and (ii) the greater of (x) the Index Percentage Change and (y) 10% to 14% (3.33% to 4.67% per annum on a simple interest basis) (to be determined on the Pricing Date). In this case, the maturity payment will be at least $11.00 to $11.40 (to be determined on the Pricing Date) per Index LASERSsm. If the value of the Underlying Index is less than or equal to 60% of its Starting Value at any time after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading of any day), at maturity you will receive for each Index LASERSsm you then hold the $10 principal amount per Index LASERSsm plus an Index Return Amount equal to the product of (i) $10 and (ii) the Index Percentage Change (which could be negative). Thus, if the value of the Underlying Index is less than or equal to 60% of its Starting Value at any time after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day) and the Ending Value is less than the Starting Value (regardless of the value of the Underlying Index at any other time during the term of the Index LASERSsm), the maturity payment will be less than your initial investment of $10 per Index LASERSsm and your investment in the Index LASERSsm will result in a loss.
 
  n  No Periodic Payments. The Index LASERSsm do not offer current income, which means that you will not receive any periodic interest on the Index LASERSsm. You will also not receive any dividend


 

 
Index LASERSsm  ï  3            

  payments or other distributions, if any, made on the stocks included in the Underlying Index.
 
n  No Principal Protection. While the Index LASERSsm provide limited protection against loss, the Index LASERSsm are not principal protected. If the Ending Value of the Underlying Index is less than its Starting Value and the value of the Underlying Index is less than or equal to 60% of its Starting Value at any time after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day), your return on the Index LASERSsm will be less than your original investment, will result in a loss and could be zero.
 
The Index LASERSsm are a series of unsecured senior debt securities issued by Citigroup Funding. Any payments due on the Index LASERSsm are fully and

unconditionally guaranteed by Citigroup Inc., Citigroup Funding’s parent company. The Index LASERSsm will rank equally with all other unsecured and unsubordinated debt of Citigroup Funding, and as a result of the guarantee, any payments due under the Index LASERSsm at maturity will rank equally with all other unsecured and unsubordinated debt of Citigroup Inc. The return of the principal amount of your investment in the Index LASERSsm at maturity is not guaranteed. All payments on the Index LASERSsm are subject to the credit risk of Citigroup Inc.
 
The Index LASERSsm are not deposits or savings accounts and are not insured or guaranteed by the Federal Deposit Insurance Corporation or by any other governmental agency or instrumentality.


 

 
            4  ï  Index LASERSsm

 
Types of Investors
 

The Index LASERSsm may be an appropriate investment for investors seeking potential upside exposure to the Underlying Index with limited protection from loss who are also willing to accept risk to the principal invested. Such investors may include:
 
n  Investors looking for a total return of no less than 10% to 14% (3.33% to 4.67% per annum on a simple interest basis) (to be determined on the Pricing Date) of the principal amount of the Index LASERSsm, in the event the Underlying Index is greater than 60% of its

  Starting Value at all times after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day)
 
n  Investors willing to accept downside exposure to the Underlying Index
 
n  Investors who seek to add an equity index-linked investment to diversify their underlying asset class exposure
 


 
Commissions and Fees
 
 

Citigroup Global Markets Inc., an affiliate of Citigroup Funding and the underwriter of the sale of the Index LASERSsm, will receive an underwriting fee of $0.200 for each Index LASERSsm sold in this offering. Certain dealers, including Citi International Financial Services, Citigroup Global Markets Singapore Pte. Ltd., and Citigroup Global Markets Asia Limited, broker-dealers affiliated with Citigroup Global Markets, will receive from Citigroup Global Markets $0.200 from this underwriting fee for each Index LASERSsm they sell. Citigroup Global Markets will pay the Financial Advisors employed by

Citigroup Global Markets a fixed sales commission of $0.200 for each Index LASERSsm they sell. Additionally, it is possible that Citigroup Global Markets and its affiliates may profit from expected hedging activity related to this offering, even if the value of the Index LASERSsm. declines. You should refer to “Key Risk Factors for the Index LASERSsm” below and “Risk Factors Relating to the Index LASERSsm” and “Plan of Distribution; Conflicts of Interest” in the pricing supplement related to this offering for more information.
 


 

 
Index LASERSsm  ï  5            

 
Preliminary Terms
             
Issuer:
 
Citigroup Funding Inc.
 
Security:
 
Index LeAding StockmarkEt Return Securities (Index LASERSsm) Based Upon the Dow Jones Industrial Averagesm Due             , 2013.
 
Guarantee:
 
Any payments due on the Index LASERSsm are fully and unconditionally guaranteed by Citigroup Inc., Citigroup Funding’s parent company; however, because the Index LASERSsm are not principal protected, you may receive a payment at maturity with a value less than the amount you initially invest.
 
Underlying Index:
 
Dow Jones Industrial Averagesm.
 
Principal Protection:
 
None.
 
Principal Amount Issued:
 
$     .  
 
Pricing Date:
 
December   , 2009.
 
Issue Date:
 
Approximately three Business Days after the Pricing Date.
 
Valuation Date:
 
Approximately three Business Days before the Maturity Date
 
Maturity Date:
 
Approximately three years after the Issue Date.
 
Issue Price:
 
$10 per Index LASERSsm.
 
Coupon:
 
None.
 
Payment at Maturity:
 
For each $10 Index LASERSsm, $10 plus a Index Return Amount, which may be positive, zero or negative.
 
Index Return Amount:
 
n If the value of the Underlying Index is greater than 60% of its Starting Value at all times after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day), the Index Return Amount will equal:

$10 × (the greater of (x) Index Percentage Change and (y) Fixed Percentage)
   
n If the value of the Underlying Index is less than or equal to 60% of its Starting Value at any time after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day), the Index Return Amount will be equal:

$10 × (Index Percentage Change)

Thus, if the value of the Underlying Index is less than or equal to 60% of the Starting Value at any time after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day) and the Ending Value is less than the Starting Value (regardless of the value of the Underlying Index at any other time during the term of the Index LASERSsm), the Index Percentage Change and the Index Return Amount will be negative and the amount you receive at maturity will be less than $10 per Index LASERSsm and could be zero.
 
Fixed Percentage:
 
10% to 14% (3.33% to 4.67% per annum on a simple interest basis) (to be determined on the Pricing Date).
 
Index Percentage Change:
 
The Index Percentage Change will equal the following fraction, expressed as a percentage:

Ending Value − Starting Value
Starting Value
 
Starting Value:
 
The closing value of the Dow Jones Industrial Averagesm on the Pricing Date.
 
Ending Value:
 
The closing value of the Dow Jones Industrial Averagesm on the Valuation Date.
 
Listing:
 
The Index LASERSsm will not be listed on any exchange.
 
Purchase Price and
Proceeds to Issuer:
 


Public Offering Price:
Underwriting Discount (including the Sales Commission described below):
Proceeds to Citigroup Funding Inc.:
 
Per Index LASERSsm

$10.000
$ 0.200

$ 9.800
 
Total

$          
$          

$          
 
Sales Commission Earned:
 
$0.200 per Index LASERSsm for each Index LASERSsm sold by a Citigroup Global Markets Financial Advisor.
 
Calculation Agent:
 
Citigroup Global Markets Inc.
 
CUSIP:
 
17314V825
 

 

 
            6  ï  Index LASERSsm

 
Benefits of the Index LASERSsm
 

n  Participation in any Appreciation of the Underlying Index. The return on the Index LASERSsm, if any, is based upon the performance of the Underlying Index. If the Ending Value of the Underlying Index is greater than its Starting Value, your return will be positive and will be equal to either (i) the Index Return Percentage or (ii) the greater of (x) the Index Return Percentage and (y) the Fixed Percentage, if the value of the Underlying Index is greater than 60% of its Starting Value at all times after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day).
 
n  Limited Protection Against Loss. If the value of the Underlying Index declines but remains greater than 60% of its Starting Value at all times after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day), the return on the Index LASERSsm will be at least 10% to 14% (3.33% to

  4.67% per annum on a simple interest basis) (to be determined on the Pricing Date) of the principal amount of the Index LASERSsm. In this case, you will not suffer the same loss that a direct investment in the stocks included in the Underlying Index would produce. However, if the Ending Value is less than the Starting Value and the value of the Underlying Index is less than or equal to 60% of its Starting Value at any time after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day), the maturity payment will be less than your initial investment of $10 per Index LASERSsm and your investment in the Index LASERSsm will result in a loss.
 
n  Diversification. The Index LASERSsm are linked to the Dow Jones Industrial Averagesm and may allow you to diversify an existing portfolio mix of stocks, bonds, mutual funds and cash.
 


 
Key Risk Factors for the Index LASERSsm
 
 

An investment in the Index LASERSsm involves significant risks. While some of the risk considerations are summarized below, please review the “Risk Factors Relating to the Index LASERSsm” section of the pricing supplement related to this offering and the “Risk Factors” section of the accompanying prospectus supplement for a full description of risks.
 
n  Potential for Loss. The Index LASERSsm are not principal protected. The maturity payment on the Index LASERSsm will depend on the percentage change in the closing value of the Underlying Index from the Pricing Date to the Valuation Date and on the value of the Underlying Index at all times after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day). If the Ending Value is less than the Starting Value and the value of the Underlying Index is less than or equal to 60% of its Starting Value at any time after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day), the maturity payment will be less than your initial investment of $10 per Index LASERSsm and your investment in the Index LASERSsm will result in a loss and may be zero. This will be true even if the value of the Underlying Index exceeded its Starting

  Value at one or more times over the term of the Index LASERSsm.
 
n  No Periodic Payments. You will not receive any periodic payments of interest or any other periodic payments on the Index LASERSsm. In addition, you will not be entitled to receive dividend payments or other distributions, if any, made on the stocks included in the Underlying Index.
 
n  Citigroup Inc. Credit Risk. The Index LASERSsm are subject to the credit risk of Citigroup Inc., the guarantor of any payments Due on the Index LASERSsm, and any actual or anticipated changes to its credit ratings and credit spreads may adversely affect the market value of the Index LASERSsm.
 
n  Potential for a Lower Comparative Yield. Because you will not receive any periodic payments of interest or any other periodic payments on the Index LASERSsm, if the value of the Underlying Index is less than or equal to 60% of its Starting Value at any time after the Pricing Date up to and including the Valuation Date (whether intra-day or at the close of trading on any index business day) and if the Ending Value does not increase sufficiently from its Starting Value, the effective yield on the Index LASERSsm may be less than that which would be payable on a


 

 
Index LASERSsm  ï  7            

  conventional fixed-rate debt security of Citigroup Funding of comparable maturity.
 
n  Exchange Listing and Secondary Market. The Index LASERSsm will not be listed on any exchange. There is currently no secondary market for the Index LASERSsm. Even if a secondary market does develop, it may not be liquid and may not continue for the term of the Index LASERSsm. Although Citigroup Global Markets Inc. intends to make a secondary market in the Index LASERSsm, it is not obligated to do so.
 
n  The Resale Value of the Index LASERSsm May Be Lower Than Your Initial Investment. Due to, among other things, changes in the prices of and dividend yields on the stocks included in the Underlying Index, interest rates, the earnings performance of the issuers of the stocks included in the Underlying Index, other economic conditions, the inclusion of commissions and projected profit from hedging in the public offering price of the Index LASERSsm and Citigroup Funding and Citigroup Inc.’s perceived creditworthiness, the Index LASERSsm may trade at prices below their initial issue price of $10 per Index LASERSsm. You could receive substantially less than the amount of your initial investment if you sell your Index LASERSsm.
 
n  Fees and Conflicts. Citigroup Global Markets and its affiliates involved in this offering are expected to receive compensation for activities and services provided in connection with the Index LASERSsm. Further, Citigroup Funding expects to hedge its obligations under the Index LASERSsm through the trading of the stocks included in the Dow Jones Industrial Averagesm or other instruments, such as options, swaps or futures, based upon the Dow Jones Industrial Averagesm or the stocks included in the Dow Jones Industrial Averagesm, by one or more of its

  affiliates. Each of Citigroup Funding’s or its affiliates’ hedging activities and Citigroup Global Markets’ role as the Calculation Agent for the Index LASERSsm may result in a conflict of interest.
 
n  The United States Federal Income Tax Consequences of the Index LASERSsm are Uncertain. No statutory, judicial or administrative authority directly addresses the characterization of the Index LASERSsm or instruments similar to the Index LASERSsm for U.S. federal income tax purposes. As a result, significant aspects of the U.S. federal income tax consequences of an investment in the Index LASERSsm are not certain. No ruling is being requested from the Internal Revenue Service with respect to the Index LASERSsm and no assurance can be given that the Internal Revenue Service will agree with the conclusions expressed under “Certain U.S. Federal Income Tax Considerations” in this offering summary or under “What Are the United States Federal Income Tax Consequences of Investing in the Index LASERSsm?” and “Certain United States Federal Income Tax Considerations” in the pricing supplement related to this offering. It is also possible that future U.S. legislation, regulations or other IRS guidance would require you to accrue income on the Index LASERSsm on a current basis at ordinary income rates (as opposed to capital gains rates) or to treat the Index LASERSsm in another manner that significantly differs from the agreed-to treatment discussed under “Certain U.S. Federal Income Tax Considerations” in this offering summary and under “What Are the United States Federal Income Tax Consequences of Investing in the Index LASERSsm?” and “Certain United States Federal Income Tax Considerations” in the pricing supplement related to this offering, and that any such guidance could have retroactive effect.


 

 
            8  ï  Index LASERSsm

 
Hypothetical Maturity Payments
 

The examples below show hypothetical maturity payments on the Index LASERSsm for a range of Ending Values of the Underlying Index. The following examples are for purposes of illustration only and would provide different results if different assumptions were applied. The actual amount you receive at maturity will depend on the actual Index Return Amount, which, in turn, will depend on the actual Starting Value, Ending Value, Fixed Percentage and the value of the Underlying Index at all times after the Pricing Date up to and including

the Valuation Date. All of the hypothetical examples are based on the following assumptions:
 
n  Issue Price: $10 per Index LASERSsm
 
n  Starting Value: 10,500.00
 
n  Fixed Percentage: 12%
 
n  Downside Threshold Value: 6,300
(60% of the Starting Value)
 
n  Maturity: 3 years
 


 
Table of Hypothetical Payments at Maturity
 
 
                                               
   
           
No Value Below the
 		    A Value At or Below the
            Hypothetical Downside Threshold Value     Hypothetical Downside Threshold Value
Hypothetical
 		    Hypothetical
 		          Hypothetical
 		          Hypothetical
Ending Value of
 		    Index Return
 		    Hypothetical
 		    Payment at Maturity
 		    Hypothetical
 		    Payment at Maturity
Dow Jones
 		    Percentage(1)
 		    Return on
 		    on the Index
 		    Return on
 		    on the Index
Industrial Averagesm     (%)     the Index LASERSsm     LASERSsm     the Index LASERSsm     LASERSsm
0.00
    −100.00%       NA         NA         −100.00%         $0.00  
                                               
2,625.00
    −75.00%       NA         NA         −75.00%         $2.50  
                                               
5,250.00
    −50.00%       NA         NA         −50.00%         $5.00  
                                               
5,775.00
    −45.00%       NA         NA         −45.00%         $5.50  
                                               
6,300.00
    −40.00%       NA         NA         −40.00%         $6.00  
                                               
6,825.00
    −35.00%       12.00%         $11.20         −35.00%         $6.50  
                                               
7,350.00
    −30.00%       12.00%         $11.20         −30.00%         $7.00  
                                               
7,875.00
    −25.00%       12.00%         $11.20         −25.00%         $7.50  
                                               
8,400.00
    −20.00%       12.00%         $11.20         −20.00%         $8.00  
                                               
8,925.00
    −15.00%       12.00%         $11.20         −15.00%         $8.50  
                                               
9,450.00
    −10.00%       12.00%         $11.20         −10.00%         $9.00  
                                               
9,975.00
    −5.00%       12.00%         $11.20         −5.00%         $9.50  
                                               
10,500.00
    0.00%       12.00%         $11.20         0.00%         $10.00  
                                               
11,025.00
    5.00%       12.00%         $11.20         5.00%         $10.50  
                                               
11,550.00
    10.00%       12.00%         $11.20         10.00%         $11.00  
                                               
12,075.00
    15.00%       15.00%         $11.50         15.00%         $11.50  
                                               
12,600.00
    20.00%       20.00%         $12.00         20.00%         $12.00  
                                               
13,125.00
    25.00%       25.00%         $12.50         25.00%         $12.50  
                                               
13,650.00
    30.00%       30.00%         $13.00         30.00%         $13.00  
                                               
14,175.00
    35.00%       35.00%         $13.50         35.00%         $13.50  
                                               
14,700.00
    40.00%       40.00%         $14.00         40.00%         $14.00  
                                               
15,225.00
    45.00%       45.00%         $14.50         45.00%         $14.50  
                                               
15,750.00
    50.00%       50.00%         $15.00         50.00%         $15.00  
                                               
18,375.00
    75.00%       75.00%         $17.50         75.00%         $17.50  
                                               
21,000.00
    100.00%       100.00%         $20.00         100.00%         $20.00  
                                                 
 
(1) Excludes any dividends paid on the stocks in the Dow Jones Industrial Averagesm.

 

 
Index LASERSsm  ï  9            

 
Description of the Dow Jones Industrial Averagesm
 

Unless otherwise stated, we have derived all information regarding the Dow Jones Industrial Averagesm provided in this offering summary, including its composition, method of calculation and changes in components, from Dow Jones publicly available sources and other sources we believe to be reliable. Such information reflects the policies of, and is subject to change by, Dow Jones. Dow Jones is under no obligation to continue to publish, and may discontinue or suspend the publication of, the Dow Jones Industrial Averagesm at any time. We do not assume any responsibility for the accuracy or completeness of any information relating to the Dow Jones Industrial Averagesm.
 
The Dow Jones Industrial Averagesm is a benchmark of performance for leading companies in the U.S. stock market. The index consists of 30 “blue-chip” U.S. stocks, although this has not always been the case. The index initially consisted of twelve common stocks and was first published in The Wall Street Journal in 1896. The index was increased to include 20 common stocks in 1916 and to 30 common stocks in 1928. The number of common stocks in the index has remained at 30 since 1928, and, in an effort to maintain continuity, the constituent corporations represented in the index have been changed on a relatively infrequent basis.
 
The Dow Jones Industrial Averagesm is a price-weighted index (i.e., the weight of an underlying stock in the index is based on its price per share rather than the total market capitalization of the issuer of such component stock) comprised of 30 common stocks chosen by the editors of The Wall Street Journal from companies outside of the transportation or utility business that are representative of the broad market of U.S. industry. The corporations represented in the Dow Jones Industrial Averagesm tend to be leaders within their respective industries and their stocks are typically widely held by individuals and institutional investors. Changes in the composition of the index are made entirely by the editors of The Wall Street Journal without consultation

with the corporations represented in the index, any stock exchange, any official agency or Citigroup Funding Inc. Changes to the common stocks included in the index tend to be made infrequently. Historically, most substitutions have been the result of mergers, but from time to time, changes may be made to achieve what the editors of The Wall Street Journal deem to be a more accurate representation of the broad market of U.S. industry. In choosing a new corporation for the Dow Jones Industrial Averagesm, the editors of The Wall Street Journal look for leading industrial companies with a successful history of growth and wide interest among investors. The component stocks of the index may be changed at any time for any reason. Dow Jones, publisher of The Wall Street Journal, is not affiliated with Citigroup Funding Inc. and has not participated in any way in the issuance of the Index LASERSsm.
 
The value of the Dow Jones Industrial Averagesm is the sum of the primary exchange prices of each of the 30 common stocks included in the index, divided by a divisor that is designed to provide meaningful continuity in the value of the index. Because the index is price-weighted, stock splits or changes in the component stocks could result in distortions in the index value. In order to prevent such distortions related to extrinsic factors, the divisor is changed in accordance with a mathematical formula that reflects adjusted proportions within the index. The current divisor of the index is published daily in The Wall Street Journal and other publications. In addition, other statistics based on the index may be found in a variety of publicly available sources.
 
THE DOW JONES INDUSTRIAL AVERAGEsm DOES NOT REFLECT THE PAYMENT OF DIVIDENDS ON THE STOCKS UNDERLYING IT AND THEREFORE THE RETURN ON THE INDEX LASERSsm WILL NOT PRODUCE THE SAME RETURN YOU WOULD RECEIVE IF YOU WERE TO PURCHASE SUCH UNDERLYING STOCKS AND HOLD THEM UNTIL THE MATURITY DATE.
 


 

 
            10  ï  Index LASERSsm

 
Historical Data on the Dow Jones Industrial Averagesm
 

The following table sets forth the high and low intra-day values of the Dow Jones Industrial Averagesm for each quarter in the period from January 2004 through December 2009. We obtained the intra-day and closing values and other information below from Bloomberg Financial Markets. These historical data on the Dow Jones Industrial Averagesm are not indicative of the future performance of the Dow Jones Industrial

Averagesm or what the market value of the Index LASERSsm may be. Any historical upward or downward trend in the value of the Dow Jones Industrial Averagesm during any period set forth below is not an indication that the Dow Jones Industrial Averagesm is more or less likely to increase or decrease at any time during the term of the Index LASERSsm.
 


                 
    High     Low  
 
2004
               
Quarter
               
First
    10,753.63       10,007.49  
Second
    10,570.81       9,852.19  
Third
    10,448.09       9,783.99  
Fourth
    10,868.07       9,708.40  
2005
               
Quarter
               
First
    10,984.46       10,368.61  
Second
    10,656.29       10,000.46  
Third
    10,719.41       10,175.40  
Fourth
    10,959.79       10,156.46  
2006
               
Quarter
               
First
    11,334.96       10,661.15  
Second
    11,670.19       10,698.85  
Third
    11,741.99       10,683.32  
Fourth
    12,529.88       11,653.06  
2007
               
Quarter
               
First
    12,795.93       11,939.61  
Second
    13,692.00       12,324.28  
Third
    14,021.95       12,517.94  
Fourth
    14,198.10       12,724.09  
2008
               
Quarter
               
First
    13,279.54       11,634.82  
Second
    13,136.69       11,287.56  
Third
    11,867.11       10,365.45  
Fourth
    10,882.52       7,449.38  
2009
               
Quarter
               
First
    9,088.06       6,469.95  
Second
    8,877.93       7,483.87  
Third
    9,917.99       8,087.19  
Fourth (through December 3 , 2009)
    10,513.52       9,430.08  
 
On December 3, 2009, the closing value of the Dow Jones Industrial Averagesm was 10,366.15.

 

 
Index LASERSsm  ï  11            

 
Historical Graph
 
The following graph illustrates the historical performance of the Dow Jones Industrial Averagesm based on the daily closing values from January 2, 2004 to December 3, 2009. Past values of the Dow Jones Industrial Averagesm are not indicative of future values of the Dow Jones Industrial Averagesm.
 
Daily Closing Values of Dow Jones Industrial Averagesm
 
(PERFORMANCE CHART)
 

Additional information on the Dow Jones Industrial Averagesm, including its makeup, method of calculation and changes in its components, is included in the pricing supplement related to this offering under “Description of the Dow Jones Industrial Averagesm.” All such disclosures in the pricing supplement and the information on the Dow Jones Industrial Averagesm provided in this offering summary are derived from publicly available information. None of Citigroup

Funding, Citigroup Inc., or Citigroup Global Markets assumes any responsibility for the accuracy or completeness of such information. You should also be aware that an investment in the Index LASERSsm does not entitle you to any dividends, voting rights or any other ownership or other interest in respect of the stocks of the companies included in the Dow Jones Industrial Averagesm.
 


 
License Agreement
 
 

Dow Jones and Citigroup Global Markets have entered into a non-exclusive license agreement providing for the license to Citigroup Inc., Citigroup Funding and its affiliates, in exchange for a fee, of the right to use indices owned and published by Dow Jones in connection with certain financial instruments, including the Index LASERSsm.
 
The license agreement between Dow Jones and Citigroup Global Markets provides that the following language must be stated in this offering summary.

“The Index LASERSsm are not sponsored, endorsed, sold or promoted by Dow Jones (including its affiliates) (Dow Jones, with its affiliates, is referred to as the “Corporations”). The Corporations have not passed on the legality or suitability of, or the accuracy or adequacy of descriptions and disclosures relating to, the Index LASERSsm. The Corporations make no representation or warranty, express or implied, to the owners of the Index LASERSsm or any member of the public regarding the advisability of investing in securities generally or in the Index LASERSsm particularly or the ability of the Dow Jones Industrial Averagesm to track general stock market performance. The Corporations’ only relationship to


 

 
            12  ï  Index LASERSsm

Citigroup Global Markets Inc. and its affiliates the “Licensee”) is in the licensing of certain trademarks, trade names and service marks of Dow Jones and of the Dow Jones Industrial Averagesm, which is determined, composed and calculated by Dow Jones without regard to the Licensee or the Index LASERSsm. Dow Jones has no obligation to take the needs of the Licensee or the owners of the Index LASERSsm into consideration in determining, composing or calculating the Dow Jones Industrial Averagesm. The Corporations are not responsible for and have not participated in the determination of the timing of, prices at, or quantities of the Index LASERSsm to be issued or in the determination or calculation of the equation by which the Index LASERSsm are to be converted into cash. The Corporations have no liability in connection with the administration, marketing or trading of the Index LASERSsm.
 
THE CORPORATIONS DO NOT GUARANTEE THE ACCURACY AND/OR UNINTERRUPTED CALCULATIONS OF THE DOW JONES INDUSTRIAL AVERAGEsm OR ANY DATA INCLUDED THEREIN. THE CORPORATIONS MAKE NO WARRANTY, EXPRESS OR IMPLIED, AS TO THE

RESULTS TO BE OBTAINED BY THE LICENSEE, OWNERS OF THE INDEX LASERSsm, OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE DOW JONES INDUSTRIAL AVERAGEsm OR ANY DATA INCLUDED THEREIN. THE CORPORATIONS MAKE NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIM ALL WARRANTIES, OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE DOW JONES INDUSTRIAL AVERAGEsm OR ANY DATA INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL THE CORPORATIONS HAVE ANY LIABILITY FOR ANY LOST PROFITS OR SPECIAL, INCIDENTAL, PUNITIVE, INDIRECT, OR CONSEQUENTIAL DAMAGES, EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.
 
All disclosures contained in this pricing supplement regarding the Dow Jones Industrial Averagesm, including its makeup, method of calculation and changes in its components, are derived from publicly available information prepared by Dow Jones. None of Citigroup Funding, Citigroup Inc., Citigroup Global Markets Inc. or the trustee assumes any responsibility for the accuracy or completeness of such information.


 

 
Index LASERSsm  ï  13            

 
Certain U.S. Federal Income Tax Considerations
 

The following summarizes certain federal income tax considerations for U.S. investors (“U.S. Holders”), and certain non-U.S. investors described below, that are initial holders of the Index LASERSsm and that hold the Index LASERSsm as capital assets.
 
For U.S. federal income tax purposes, each holder agrees to treat the Index LASERSsm as a cash-settled prepaid forward contract, subject to a floor, on the value of the Dow Jones Industrial Averagesm on the Valuation Date, pursuant to which forward contract, at maturity the holder will receive the cash value of the Dow Jones Industrial Averagesm subject to certain adjustments. Under this characterization, the amounts invested by a U.S. Holder should be treated as a cash deposit that will be used to satisfy the holder’s obligation under the Index LASERSsm. Thus a U.S. Holder’s tax basis in an Index LASERSsm generally will equal the holder’s cost for that Index LASERSsm. At maturity or upon the sale or other taxable disposition of an Index LASERSsm, a U.S. Holder generally will recognize capital gain or loss equal to the difference between the amount the U.S. Holder receives and the holder’s tax basis in the Index LASERSsm. Such gain or loss generally will be long-term capital gain or loss if the U.S. Holder has held the Index LASERSsm for more than one year at the time of disposition.
 
No statutory, judicial or administrative authority directly addresses the characterization of the Index LASERSsm or instruments similar to the Index LASERSsm for U.S. federal income tax purposes. As a result, significant aspects of the U.S. federal income tax consequences of an investment in the Index LASERSsm are not certain. Accordingly, a prospective investor (including a tax-exempt investor) in the Index LASERSsm should consult his or her tax advisor in determining the tax consequences of an investment in the Index LASERSsm, including the application of State, Local or other tax laws and the possible effects of changes in Federal or other tax laws.
 
It is also possible that future regulations or other IRS guidance would require you to accrue income on the Index LASERSsm on a current basis at ordinary income rates (as opposed to capital gains rates) or to treat the Index LASERSsm in another manner that significantly differs from the agreed-to treatment discussed above. The IRS and U.S. Treasury Department issued a notice (the “Notice”) that requests public comments on a comprehensive list of tax policy issues raised by prepaid forward contracts, which include financial instruments similar to the Index LASERSsm. The Notice contemplates that such instruments may become subject to taxation on a current accrual basis under one or more possible

approaches, including a mark-to-market methodology; a regime similar to the Contingent Payment Regulations; categorization of prepaid forward contracts as debt; and treatment of prepaid forward contracts as “constructive ownership” transactions. The Notice also contemplates that all (or significant portions) of an investor’s returns under prepaid forward contracts could be taxed at ordinary income rates (as opposed to capital gains rates). It is currently impossible to predict what guidance, if any, will be issued as a result of the Notice, and whether any such guidance could have retroactive effect.
 
In addition, legislation has been introduced for consideration in the United States Congress that, if enacted into law, would require current accrual of interest income on prepaid derivative contracts with a term of more than one year (which would include financial instruments similar to the Index LASERSsm) acquired after the date of the legislation’s enactment. The legislation also would implement special income accrual rules for publicly traded prepaid derivative contracts. The schedule for consideration of this legislation and the outcome of the legislative process currently is uncertain.
 
Any capital gain realized by a holder that is not a U.S. person (“Non-U.S. Holder”) upon the sale or other disposition of the Index LASERSsm should not be subject to U.S. federal income tax if:
 
n  such gain is not effectively connected with a U.S. trade or business of such holder, and
 
n  in the case of an individual, such individual is not present in the United States for 183 days or more in the taxable year of the sale or other disposition or the gain is not attributable to a fixed place of business maintained by such individual in the United States.
 
In the Notice discussed above, the IRS and U.S. Treasury Department specifically question whether, and to what degree, payments (or deemed accruals) in respect of a prepaid forward contract should be subject to withholding. Accordingly, it is possible that future guidance could be issued as a result of the Notice requiring us to withhold on payments made to non-U.S. Holders under the Index LASERSsm.
 
You should refer to the pricing supplement related to this offering for additional information relating to U.S. federal income tax and should consult your own tax advisors to determine tax consequences particular to your situation.
 


 

 
            14  ï  Index LASERSsm

 
ERISA and IRA Purchase Considerations
 

Employee benefit plans subject to ERISA, entities the assets of which are deemed to constitute the assets of such plans, governmental or other plans subject to laws substantially similar to ERISA and retirement accounts (including Keogh, SEP and SIMPLE plans, individual retirement accounts and individual retirement annuities) are permitted to purchase the Index LASERSsm as long as either (A) (1) no Citigroup Global Markets affiliate or employee is a fiduciary to such plan or retirement account that has or exercises any discretionary authority or control with respect to the assets of such plan or retirement account used to purchase the Index LASERSsm or renders investment advice with respect to those assets and (2) such plan or retirement account is paying no more than adequate consideration for the Index LASERSsm or (B) its acquisition and holding of the Index LASERSsm is not prohibited by any such provisions or laws or is exempt from any such prohibition.

However, individual retirement accounts, individual retirement annuities and Keogh plans, as well as employee benefit plans that permit participants to direct the investment of their accounts, will not be permitted to purchase or hold the Index LASERSsm if the account, plan or annuity is for the benefit of an employee of Citigroup Global Markets or a family member and the employee receives any compensation (such as, for example, an addition to bonus) based on the purchase of Index LASERSsm by the account, plan or annuity.
 
You should refer to the section “ERISA Matters” in the pricing supplement related to this offering for more information.
 


 
Additional Considerations
 
 

If the value of the Underlying Index is not available on any Index Business Day, the Calculation Agent may determine the value of the Underlying Index in accordance with the procedures set forth in the pricing supplement related to this offering. In addition, if the Underlying Index is discontinued, the Calculation Agent may determine the value of the Underlying Index by reference to a successor index or, if no successor index is available, in accordance with the procedures last used to calculate the index prior to any such discontinuance. You should refer to the sections “Description of the Index LASERSsm” and “— Discontinuance of the Dow Jones Industrial Averagesm” in the pricing supplement related to this offering for more information.

Citigroup Global Markets is an affiliate of Citigroup Funding. Accordingly, the offering will conform with the requirements addressing conflicts of interest when distributing the securities of an affiliate set forth in Rule 2720 of the NASD Conduct Rules adopted by the Financial Industry Regulatory Authority.
 
Client accounts over which Citigroup Inc., its subsidiaries or affiliates of its subsidiaries have investment discretion are NOT permitted to purchase the Index LASERSsm, either directly or indirectly.
 


 

(CITILOGO)

 ­ ­
 
(CITI PROTECTION)
 
CitiFirst is the family name for Citi’s offering of financial investments including notes, deposits and certificates. Tailored to meet the needs of a broad range of investors, these investments fall into three categories, each with a defined level of principal protection.
 
(ASSETS SYMBOLS)
 
Five symbols represent the assets underlying CitiFirst Investment products. When depicting a specific product, the relevant underlying asset will be shown as a symbol on the cube.
 
 
 
 
 
 
 
 
 
 
 
 
 
“Dow Jones Industrial Averagesm” is a service mark of Dow Jones & Company, Inc. and has been licensed for use for certain purposes by Citigroup Funding Inc. The Index LASERSsm have not been passed on by Dow Jones & Company, Inc. The Index LASERSsm are not sponsored, endorsed, sold or promoted by Dow Jones & Company, Inc. and Dow Jones & Company, Inc. does not make any warranties or bear any liability with respect to the Index LASERSsm.
 
© 2009 Citigroup Global Markets Inc. All rights reserved. Citi and Citi and Arc Design are trademarks and service marks of Citigroup Inc. or its subsidiaries and are used and registered throughout the world.

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