CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. is offering medium-term, unsecured autocal lable notes (stated principal $1,000 per security) linked to the worst performing of the Dow Jones Industrial Average, the Russell 2000® Index and the S&P 500® Index. The pricing date is July 23, 2026, issue date July 28, 2026 and maturity (unless earlier autocalled) is July 28, 2031. The securities pay no interest, may automatically redeem early on scheduled valuation dates if the worst performing underlying is at or above its initial value, and otherwise expose holders to full downside of the worst performing underlying below a 75.00% final barrier. Fixed minimum premiums (examples) range from 14.00% (first valuation date) up to 70.00% (final valuation date). Payments and secondary market values are subject to issuer and guarantor credit risk.

Citigroup Global Markets Holdings Inc. is offering Autocallable Phoenix Securities linked to the S&P 500® Index due July 7, 2027, with an aggregate stated principal amount of $500,000 at $1,000 per security. The securities pay a 0.75% contingent coupon on each contingent coupon payment date if the relevant index level is at or above the coupon barrier (90.50% of the initial index level). Starting October 1, 2026, the securities are subject to automatic early redemption if the index closes at or above the initial index level on an interim valuation date; early redemption pays $1,000 plus the applicable contingent coupon (including previously unpaid coupons).

If not redeemed, at maturity you receive either $1,000 plus any contingent coupon if the final index level is at or above the final barrier (90.50% of the initial index level), or $1,000 plus $1,000×index return if the final index level is below the final barrier, which can result in substantial principal loss. The initial index level is 7,499.36 and the coupon/final barrier level is 6,786.921 (90.50%). The underwriting fee is $10 per security; estimated value at pricing was $986.80 per security.

Citigroup Global Markets Holdings Inc. is offering Autocallable Buffered Notes linked to the MSCI Emerging Markets Index with a stated principal amount of $1,000 per security. The securities can auto‑redeem early if the index on an interim valuation date is at or above the initial underlying value; the premium for the July 16, 2027 valuation date is 21.45% ($214.50 per security). If not redeemed, maturity payment depends on the final underlying value relative to a 15.00% buffer (final buffer value 1,431.553) and pays enhanced upside at a 125.00% participation rate. The estimated value on the pricing date is expected to be at least $928.50 per security and the issue price per security is $1,000 (proceeds to issuer indicated as $985.00 per security after a $15.00 underwriting fee). The securities are guaranteed by Citigroup Inc.; pricing, valuation and tax treatment details are described in the accompanying supplements.

Citigroup Global Markets Holdings Inc. priced a structured medium-term senior note: an autocallable, contingent-coupon, equity-linked security tied to the worst performing of the Dow Jones Industrial Average, Nasdaq-100 and Russell 2000. The notes have a $1,000 stated principal per security, a contingent coupon equal to at least 0.7708% per period (approximately 9.25% per annum if all coupons pay), potential automatic early redemption on specified autocall dates beginning July 27, 2027, and a maturity date of July 31, 2031. Payments depend on the performance of the worst performing underlying relative to coupon and final barrier values (75% and 70% of initial values, respectively). The estimated value on the pricing date is at least $908.00 per security; issue price is $1,000 with an underwriting fee of up to $35.00 (proceeds to issuer shown as $965.00 per security). The securities are unsecured obligations of CGMH and are guaranteed by Citigroup Inc.; all payments remain subject to the issuers' credit risk.

Citigroup Global Markets Holdings Inc. is offering Medium-Term Senior Notes (autocallable contingent coupon equity-linked securities) linked to the worst performing of the Dow Jones Industrial Average, the Nasdaq-100 Index® and the Russell 2000® Index, with a stated principal amount of $1,000 per security. The pricing date is July 27, 2026, the issue date is July 30, 2026 and the scheduled maturity is July 31, 2031. The securities pay contingent coupons (at least 0.725% per payout, equivalent to 8.70% per annum if all are paid) on specified contingent coupon payment dates only if the worst performing underlying is at or above its coupon barrier on the preceding valuation date, and they may be automatically redeemed early on specified autocall dates if the worst performing underlying is at or above its autocall barrier. Estimated value on the cover page is $908.50 per security; underwriting fee is up to $35.00 per security with proceeds to issuer shown as $965.00 per security. All payments are unsecured obligations of CGMH and are fully guaranteed by Citigroup Inc.; holders remain exposed to the credit risk of both entities.

Citigroup Global Markets Holdings Inc. is offering medium-term senior notes—autocallable contingent coupon equity-linked securities due July 31, 2031

Each security has a stated principal amount of $1,000, pays contingent coupons (minimum 0.6833% per period, ~8.20% per annum if all paid) subject to the worst-performing of the Dow Jones Industrial Average, Nasdaq-100 and Russell 2000, and may be automatically redeemed on specified autocall dates. Payments depend on barrier tests (coupon barrier 75%, autocall barrier 90%, final barrier 70% of initial values). The securities are unsecured obligations of CGMI, guaranteed by Citigroup Inc., carry issuer and guarantor credit risk, limited liquidity, and uncertain U.S. federal tax treatment.

Citigroup Global Markets Holdings Inc. priced autocal lable contingent coupon equity-linked securities linked to Verisk Analytics, Inc. with a stated principal of $1,000 per security and maturity of August 5, 2027. The notes pay a contingent coupon of 1.1333% per period (approximately 13.60% per annum) when the underlying's closing value on each valuation date is at or above the coupon barrier of $123.092 (67.00% of the initial underlying value). If not autocalled, payment at maturity depends on the final underlying value relative to the final barrier: holders receive $1,000 if the final underlying value is greater than or equal to $123.092, but otherwise receive $1,000 plus $1,000 times the underlying return, which can result in a total loss. The securities are unsecured obligations of CGMH and are unconditionally guaranteed by Citigroup Inc.; all payments are subject to issuer and guarantor credit risk.

The pricing supplement describes Citigroup Global Markets Holdings Inc. offering Autocallable Contingent Coupon Equity Linked Securities linked to the worst performing of the Russell 2000® Index, the S&P 500® Index and the State Street® Utilities Select Sector SPDR® ETF. Each security has a $1,000 stated principal amount, an initial estimated value of $980.30, an issue price of $1,000, and a maturity date of July 7, 2031. Contingent coupons of 0.7667% per period (approximately 9.20% per annum if all paid) are payable only when the worst performing underlying on a valuation date is at or above its coupon barrier (70% of initial). If the worst performing underlying is below its final barrier (50% of initial) on the final valuation date, principal is reduced pro rata and could be zero. The securities may be automatically redeemed early if the worst performing underlying on a potential autocall date is at or above its initial value. All payments are subject to Citigroup Global Markets Holdings Inc. credit risk and are guaranteed by Citigroup Inc.

The issuer, Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.), is offering callable contingent coupon equity-linked securities due July 7, 2031 linked to the worst performer of the Dow Jones Industrial Average, the Nasdaq-100 and the Russell 2000. Each security has a $1,000 stated principal amount and pays a contingent coupon of 0.9833% per period (approximately 11.80% per annum) only if the worst performing underlying on a valuation date is at or above its coupon barrier (70% of the initial value). If not redeemed early, payment at maturity depends on the worst performing underlying on the final valuation date: holders receive $1,000 if that underlying is at or above its final barrier (70%); otherwise holders receive $1,000 plus $1,000 times the underlying return of the worst performing underlying and may lose most or all principal. The securities may be called on specified potential redemption dates, in which case holders receive $1,000 plus any related contingent coupon. Issue price is $1,000 per security, estimated value at pricing was $984.20, underwriting fee $10.00 per security and proceeds to issuer $990.00 per security.