CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. priced autocallable contingent coupon equity-linked securities due July 11, 2028 linked to the worst performing of iShares MSCI Brazil ETF (EWZ), iShares MSCI Japan ETF (EWJ) and SPDR EURO STOXX 50 ETF (FEZ). Each security has a $1,000 stated principal amount and pays a contingent coupon of 2.625% per valuation period (10.50% per annum) when the worst performing underlying on a valuation date is at or above its coupon barrier (60% of initial value). The securities may be automatically redeemed early if the worst performing underlying is at or above its initial underlying value on a potential autocall date; otherwise final payoff at maturity depends on whether the worst performing underlying is at or above its final barrier (cash $1,000) or below it (delivery of an equity ratio of underlying shares or, at the issuer’s election, cash). Issue price was $1,000 per security (estimated value $951.10), underwriting fee $25 per security and proceeds to issuer $975.00 per security.

The pricing supplement describes an offering of autocalIable contingent coupon equity-linked securities issued by Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc. Each security has a stated principal amount of $1,000, a pricing date of July 1, 2026, an issue date of July 7, 2026 and a maturity date of July 7, 2031. The securities reference the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER with an initial underlying value of 9,995.42 and coupon and final barrier values equal to 50.00% of that initial value. The securities pay a contingent coupon of 1.2833% of principal on each contingent coupon payment date (approximately 15.40% per annum) only if the underlying closing value on the related valuation date is at or above the coupon barrier value; the securities may be automatically redeemed at specified autocall dates if the underlying is at or above the initial underlying value on a potential autocall date. If not redeemed, the maturity payment depends on the final underlying value relative to the final barrier: if below the final barrier, payment equals $1,000 × (1 + underlying return), which can result in a substantial loss of principal. The issue price is $1,000 per security, with an underwriting fee of $10 per security and proceeds to the issuer of $990 per security; total issue proceeds shown are $1,746,360.00. The index launched on August 14, 2025 and has limited performance history; the index includes a 6% per annum decrement and estimated notional costs that reduce performance.

Citigroup Global Markets Holdings Inc. is offering market-linked Medium-Term Senior Notes, Series N due July 13, 2028, with a $1,000 stated principal amount per security. The notes are linked to the worst-performing of the Nasdaq-100, Russell 2000 and the State Street Utilities Select Sector SPDR ETF (XLU). Investors receive the stated principal plus a return amount at maturity only if the worst-performing underlying appreciates; upside participation is 100.00% but the payment at maturity is capped at $270.00 per security (27.00%). The issue price is $1,000 per security, CGMI expects an estimated value of at least $915.50 on the pricing date, and CGMI will receive an underwriting fee of up to $19.50 per security. Payments are fully guaranteed by Citigroup Inc. and the notes are subject to the risks and tax treatment described in the accompanying supplements.

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity-linked securities due July 5, 2030 linked to the worst performing of the Dow Jones Industrial Average, the Russell 2000® Index and the S&P 500® Index. Each security has a $1,000 stated principal amount, an estimated value on the pricing date of $991.80 and an issue price of $1,000. The securities pay a contingent coupon of 0.7667% per period (approximately 9.20% per annum) when the worst performing underlying on a valuation date is at or above its coupon barrier (70% of its initial value). Final payment at maturity depends on the worst performing underlying relative to its final barrier (60% of its initial value). Issue date is July 7, 2026; maturity is July 5, 2030. The offering table shows total proceeds to issuer of $2,016,900 and an underwriting fee of $4.00 per security. The securities are unsecured obligations of CGMH and guaranteed by Citigroup Inc., expose holders to credit risk, limited liquidity, and complex index- and date‑specific payoff mechanics.

Citigroup Global Markets Holdings Inc. offers autocallable, buffer-structured Medium-Term Senior Notes (guaranteed by Citigroup Inc.) linked to the S&P SmallCap 600® Index. The securities have a $1,000 stated principal amount per security, a pricing date of July 6, 2026, an issue date of July 9, 2026 and a final maturity of July 10, 2031. They can be automatically redeemed after the valuation date prior to the final valuation date if the underlying closes at or above its initial value; an early redemption on July 7, 2027 would pay the stated principal plus a 13.50% premium. If not redeemed earlier, maturity payoff depends on the final underlying value: participation in upside at a 125.00% upside participation rate, protection up to a 15.00% buffer (final buffer value = 85.00% of initial underlying value), and 1:1 downside exposure beyond the buffer. CGMI estimates an initial per-security value of at least $927.00; issue price is $1,000.00 with an underwriting fee of $2.50 per security.

Citigroup Global Markets Holdings Inc. offers unsecured, medium-term, market-linked notes due July 13, 2028, guaranteed by Citigroup Inc. The securities pay no interest and return $1,000 principal at maturity plus a capped upside tied to the worst performing of the Russell 2000® and S&P 500® from the pricing date to the valuation date. The upside participation rate is 100.00% subject to a $163.00 maximum return per security (16.30%). The pricing date is July 9, 2026, issue date July 14, 2026, and valuation date July 10, 2028. Secondary market liquidity is limited and repayments are subject to Citigroup credit risk.

Citigroup Global Markets Holdings Inc. offers autocallable, medium-term senior notes due July 14, 2031, guaranteed by Citigroup Inc. Each security has a stated principal amount of $1,000 and pays no interest; returns depend solely on the worst performing of the Dow Jones Industrial Average, Russell 2000® and S&P 500® on scheduled valuation dates. The notes can be automatically redeemed on specified valuation dates if the worst performing underlying is at or above its autocall barrier (90.00% of initial value), producing a fixed premium per security. If not autocalled, payment at maturity depends on the worst performing underlying relative to the final barrier (70.00% of initial value), with full loss possible if that underlying declines below the final barrier. Issue date is July 14, 2026 and maturity is July 14, 2031. The estimated value on the pricing date is expected to be at least $906.00 per security and the underwriting fee is up to $37.50 per security. All payments are subject to issuer and guarantor credit risk and limited secondary market liquidity.

Citigroup Global Markets Holdings Inc. is offering autocallable, contingent-coupon medium-term notes linked to NVIDIA Corporation with a stated principal of $1,000 per security and a final maturity of August 3, 2029. The securities may pay periodic contingent coupons (to be set on pricing) equal to 3.3125% to 3.5625% of principal per payment date (equivalent to an annualized contingent coupon of 13.25% to 14.25% if all are paid), but each coupon is payable only if the underlying’s closing value on specified valuation dates meets or exceeds a coupon barrier set at 65.00% of the initial underlying value.

On any autocall date, if the underlying closes at or above the initial underlying value, the securities will be automatically redeemed for $1,000 plus the related contingent coupon. If not redeemed, repayment at maturity depends on the final underlying value: holders receive $1,000 if that value is at or above the final barrier (65% of initial); otherwise holders receive a fixed number of NVIDIA shares (or cash at the issuer’s option), which could be worth significantly less than principal, possibly zero. The estimated value on the pricing date is expected to be at least $912.00 per security and the underwriter fee is $27.50 per security.

The issuer Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering autocalled contingent coupon medium-term notes linked to the worst performing of EFA (iShares MSCI EAFE ETF), the Nasdaq-100 and the Russell 2000 with maturity July 11, 2029. Each security has a stated principal amount of $1,000. Contingent coupons (at least 2.475% per payment, equivalent to 9.90% per annum if all are paid) are payable only when the worst performing underlying on a valuation date is ≥ its coupon barrier (65% of initial). If autocall conditions are met on a potential autocall date, securities redeem early at $1,000 plus the related contingent coupon. At maturity, if the worst performing underlying is below its final barrier (65%), payment equals $1,000 × (1 + underlying return), which can result in significant loss or zero. Estimated value on the pricing date is at least $920 per security; issue price is $1,000 with underwriting fee up to $23.50 per security. The securities are unsecured, illiquid, and subject to Citigroup credit risk and complex tax treatment.