CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. is offering Trigger Callable Yield Notes linked to the least performing of the Nasdaq-100 Index (NDX) and the S&P MidCap 400 Index (MID). The notes pay a monthly coupon (annual rate set on trade date at 8.70% to 9.20%), are callable by the issuer beginning about three months after issuance, have a stated principal of $10.00 per note, an issue price of $10.00, and mature on October 12, 2027 (final valuation date October 6, 2027).

The notes repay principal at maturity only if the final level of the least performing underlying is at or above its downside threshold (set at 70.00% of the initial underlying level); if below, repayment is reduced proportionately and could result in a total loss. Payments are unsecured obligations of the issuer and fully guaranteed by Citigroup Inc.; credit risk of the issuer/guarantor applies.

Citigroup Global Markets Holdings Inc. is offering callable, contingent-coupon, equity-linked medium-term notes due July 12, 2029, guaranteed by Citigroup Inc. The securities pay periodic contingent coupons (at least 0.9583% per period, ~11.50% per annum if all are paid) tied to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500 indices. Each security has a stated principal amount of $1,000. Coupon payments occur only if the worst performing underlying on a scheduled valuation date is at or above a 70.00% coupon barrier; final principal depends on the worst performing underlying relative to a 60.00% final barrier. The issuer may call the securities on specified potential redemption dates, and all payments are subject to Citigroup Global Markets Holdings Inc.'s and Citigroup Inc.'s credit risk. Investors should review the accompanying supplements for full terms, tax treatment and risk disclosures.

Citigroup Global Markets Holdings Inc. is offering Trigger Callable Yield Notes linked to the least performing of the Nasdaq-100 Index® and the S&P MidCap 400®. Trade date is July 8, 2026 with expected settlement on July 13, 2026 and maturity on October 12, 2027.

The notes pay a monthly coupon at a rate to be set on the trade date of 10.70% to 11.20% per annum (approximately $0.0892 per $10.00 note per month based on the example). Beginning approximately three months after issuance, Citigroup may call the notes on any coupon payment date. At maturity, if the least performing underlying closes at or above its downside threshold (set at 70.00% of its initial level), you receive the stated principal; if it is below that threshold, repayment is reduced pro rata and could result in a loss of up to all principal.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked securities due July 8, 2031, guaranteed by Citigroup Inc.. Each security has a $1,000 stated principal and pays a contingent coupon of 0.9808% per valuation period (approximate annualized rate 11.77%) only if the worst performing underlying meets its coupon barrier on a valuation date. The pay‑at‑maturity depends solely on the worst performing of the Dow Jones Industrial Average, the Nasdaq-100 and the Russell 2000 on the final valuation date; if that underlying is below its final barrier (70% of its initial value), maturity proceeds can be significantly less than principal, possibly zero. The issuer may call the securities on specified potential redemption dates; called securities pay principal plus any related contingent coupon. The estimated value at pricing was $978.30 per security and the issue price was $1,000 per security. These securities expose investors to index and issuer credit risk and may lack liquidity.

Citigroup Global Markets Holdings Inc. is offering autocalled contingent coupon equity-linked securities tied to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement™ Index ER with a $1,000 stated principal per security and a maturity of July 19, 2033. Payments are fully guaranteed by Citigroup Inc.

Each contingent coupon payment, if earned, equals 1.5625% ($15.625) per $1,000 (approximately 18.75% per annum). The coupon barrier is 70.00% of the initial underlying value and the final barrier is 60.00% of the initial underlying value. The autocall period begins July 14, 2027; an automatic early redemption occurs if the underlying closes at or above the initial underlying value on any trading day during that period. Issue price is $1,000.00 per security with an underwriting fee of $20.00 and net proceeds to issuer of $980.00 per security; CGMI estimates the securities' value on the pricing date will be at least $876.00.

Citigroup Global Markets Holdings Inc. priced $24,463,000 of Contingent Income Auto-Callable Securities due July 6, 2029, linked to NVIDIA Corporation common stock and fully guaranteed by Citigroup Inc.

Each $1,000 security was issued on July 8, 2026 (pricing date July 2, 2026) with an issue price of $1,000.00 and an estimated value of $973.70. The securities pay a quarterly contingent coupon of $27.00 (2.70% per quarter; 10.80% per annum) when the underlying closing price on a valuation date is at or above the downside threshold of $97.415 (50.00% of the initial share price). If not automatically redeemed early, maturity payments depend on the final share price: full principal plus any due contingent coupon if the final price ≥ downside threshold, or a loss tied 1-for-1 to the share return (potentially zero) if the final price is below the threshold. The securities include automatic early redemption if the underlying closing price on a potential redemption date is ≥ the initial share price ($194.83), and investors will not participate in upside beyond the fixed coupon and early redemption payment.

Citigroup Global Markets Holdings Inc. is offering buffer securities linked to the S&P 500® Index with a $1,000 stated principal per security and a maturity date of July 7, 2028. The securities provide 100.00% upside participation up to a $274.00 maximum return and a 15.00% downside buffer (final buffer value 6,360.754), so holders receive principal at maturity unless the index declines more than the buffer, after which losses occur 1% for each 1% beyond the buffer. Payments depend on the closing value of the underlying on the valuation date and are unsecured obligations guaranteed by Citigroup Inc.

The issue price is $1,000.00 per security (estimated value on the pricing date $991.50), and CGMI acted as underwriter, receiving a fee of $2.50 per security. The securities do not pay interest or dividends, carry issuer credit risk, may have limited liquidity, and include multiple model- and discretion-based valuation and tax uncertainties described in the pricing supplement.

Citigroup Global Markets Holdings Inc. priced callable contingent coupon equity-linked securities due July 6, 2029, guaranteed by Citigroup Inc. Each $1,000 security pays a contingent coupon of 1.0292% per valuation period (approximately 12.35% per annum if all coupons pay) only if the closing value of the worst performing underlying on the preceding valuation date is at or above its coupon barrier (70% of the initial value). The securities link to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500, are callable on many specified dates, and repay either $1,000 at maturity or an amount tied to the worst performing underlying if that underlying finishes below its final barrier (60% of initial). The pricing date was July 2, 2026, issue date July 8, 2026, and the final valuation date is July 2, 2029.

Citi is offering Callable Contingent Coupon Equity Linked Securities linked to the worst performing of the iShares MSCI Brazil ETF, the Nasdaq-100 Index and the Russell 2000 Index, maturing July 10, 2029. Each security has a stated principal amount of $1,000. The securities pay a contingent coupon of $28.75 per $1,000 on each contingent coupon payment date (2.875% of principal; 11.50% per annum if all coupons are paid) only if the worst performing underlying on the related valuation date is at or above its coupon barrier (50% of the initial underlying value). If on the final valuation date the worst performing underlying is below its final barrier (50% of initial), the maturity payment is $1,000 × (1 + underlying return), which can be substantially less than principal and may be zero. Citi may call the securities on any potential redemption date; if called you receive $1,000 plus any related contingent coupon. Issue price is $1,000 per security; estimated value at pricing was $975.40. All payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc.