CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering $645,000 aggregate principal amount of autocallable contingent coupon market-linked securities, at $1,000 per security, linked to the worst performing of the EURO STOXX 50® Index, Nasdaq-100 Index® and Russell 2000® Index, maturing on July 23, 2029.

The securities pay a 0.50% monthly contingent coupon (6.00% per annum) only if, on the preceding valuation date, the worst performing index closes at or above 80% of its initial level; otherwise no coupon is paid for that period. Beginning January 19, 2027, if on any potential autocall date the worst performing index is at or above its initial level, the notes are automatically redeemed at $1,000 plus the coupon on the next coupon date. If not called and held to maturity, investors receive the stated principal amount plus any final contingent coupon, subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc.

The notes do not provide upside participation in any index and pay no dividends. All cash flows depend solely on the worst performing index on specified dates, creating heightened exposure to volatility and correlation among the three indices. The issue price is $1,000 per note, with an estimated value of $986 based on Citigroup’s internal models and funding rate, reflecting embedded selling, structuring and hedging costs.

Citigroup Global Markets Holdings Inc., fully and unconditionally guaranteed by Citigroup Inc., is offering Contingent Income Auto-Callable Securities with Memory Coupon linked to shares of the Invesco QQQ Trust, Series 1. Each security has a $1,000 stated principal amount and pays a 1.2167% monthly contingent coupon (approximately 14.60% per annum) for any valuation date on which QQQ’s closing price is at or above 85.00% of the initial share price, the downside threshold. Missed coupons can be “made up” later through the memory coupon feature if the threshold is subsequently met.

The notes are auto-callable monthly starting about one month after issuance if QQQ closes at or above the initial share price, in which case investors receive $1,000 plus the relevant coupon and any unpaid coupons, and the investment terminates. If not called and QQQ’s final price is at or above the downside threshold, investors receive the same payoff at maturity. If QQQ’s final price is below the downside threshold, principal is exposed to leveraged downside via a buffer structure (15.00% buffer amount, buffer rate approximately 117.647%), and investors may lose a significant portion or all of their principal and receive no coupons. The estimated value on the pricing date is expected to be at least $947.00 per $1,000 security.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering unsecured structured notes linked to the EURO STOXX 50®, Russell 2000® and S&P 500® indexes. Each note has a $1,000 stated principal and can be automatically redeemed quarterly from October 2026 through April 2029 if the lowest performing index on a potential autocall date is at or above its starting value, paying $1,000 plus any contingent coupon.

The notes pay a contingent coupon of at least 11.50% per annum, calculated and paid quarterly, but only if on every eligible trading day in the observation period the lowest performing index stays at or above its coupon threshold of 75% of its starting value. If any index falls below its threshold on any eligible day in that period, no coupon is paid for that quarter. If not called, principal is repaid at maturity on August 2, 2029 only if the lowest performing index on the final calculation day is at or above its downside threshold of 70% of its starting value; otherwise, investors are fully exposed to the decline of that index and may lose up to all of their principal. The notes do not participate in any upside of the indexes, pay no dividends, have limited liquidity, and all payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is issuing Buffered Autocallable Securities linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER, with a stated principal amount of $1,000 per security and total offering of $2,646,000. The notes price on July 17, 2026, are issued July 22, 2026 and, unless redeemed earlier, mature on July 22, 2031.

The notes may be automatically redeemed on scheduled valuation dates if the index closing value is at or above the initial level of 9,565.53, paying $1,000 plus a rising premium from 20% up to 100% of principal by the final valuation date. If held to maturity and not redeemed, investors receive: $1,000 plus the final premium if the index is at or above the initial level; par if the index is below the initial level but at or above the final buffer value of 8,130.701 (a 15% buffer); or $1,000 reduced 1-for-1 for losses beyond the 15% buffer if the index finishes below the buffer.

The index is a complex, highly engineered strategy with a 40% volatility target, leverage up to 500%, notional costs and a 6% per annum decrement, and may materially underperform the S&P 500 Index. The estimated value of each security is $876, below the $1,000 issue price, reflecting fees, hedging costs and the issuer’s internal funding rate. Tax counsel expects prepaid forward contract treatment, but the tax outcome is uncertain and may be affected by future IRS or legislative actions.

Citigroup Global Markets Holdings Inc. is issuing $1,543,000 of autocallable contingent coupon equity-linked securities linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER, in $1,000 denominations, fully and unconditionally guaranteed by Citigroup Inc.

The notes pay a 0.9167% monthly contingent coupon (11.00% per annum) only if, on each valuation date, the index is at or above the coupon barrier of 7,174.148 (75% of the 9,565.53 initial level). Missed coupons can be recouped later if the barrier is met, but may be lost entirely if it is not met on any subsequent date through maturity.

Early redemption may occur on specified autocall dates if the index is at or above 8,608.977 (90% of initial), returning $1,000 plus the coupon. At maturity in 2031, if not called, principal is protected only down to the 15% buffer: if the final level is below 8,130.701 (85% of initial), investors lose 1% of principal for each 1% further index decline, with potential for substantial loss and no coupon. The issue price is $1,000, but the initial estimated value is $886.10, reflecting fees, hedging costs and issuer funding. The complex underlying index uses leveraged, volatility-targeted S&P 500 futures exposure with a 6% annual decrement and may materially underperform the S&P 500 Index.

Citigroup Global Markets Holdings Inc. is offering $120,000 of autocallable buffered equity linked securities, each with $1,000 principal, linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER and guaranteed by Citigroup Inc. The notes are scheduled to mature on July 22, 2031, but may be automatically called as early as July 19, 2027 if the index closes at or above its initial value of 9,565.53 on any of many monthly “potential autocall dates.”

Investors receive a fixed coupon of 0.6042% per month (about 7.25% per year) until autocall or maturity. If held to maturity and no downside event occurs (final index level at or above 85% of the initial level, the 8,130.701 downside threshold), investors receive principal plus the final coupon. If a downside event occurs, principal is reduced dollar-for-dollar with index losses beyond the 15% buffer.

The index is highly complex, targeting 40% volatility with leverage up to 500%, and incorporates notional costs and a 6% per annum decrement, which can materially drag performance versus the S&P 500. The estimated value is $899.50 per note versus the $1,000 issue price, reflecting fees, hedging costs and Citigroup’s internal funding rate. Early issuer redemption is also permitted after certain index “material modification” events at a fair value that may be significantly below principal.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering Autocallable Contingent Coupon Equity Linked Securities linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER, maturing July 22, 2031, at $1,000 stated principal per security.

Investors may receive a 1.00% contingent coupon per period (12.00% per annum) only if, on the relevant valuation date, the index is at or above the coupon barrier value of 6,695.871 (70% of the 9,565.53 initial level. Missed coupons can be paid later if the barrier is later met, but may be lost entirely.

The notes are autocallable: if on any potential autocall date the index is at or above its initial level, each security is redeemed at $1,000 plus the coupon and any unpaid coupons, ending further payments. If held to maturity and not called, principal is protected only down to the final buffer value of 8,130.701 (85% of initial); below that, investors lose 1% of principal for each 1% index decline beyond the 15% buffer.

The bespoke index is a leveraged, 40% volatility-targeted futures-based strategy with a 6% per annum decrement and embedded notional and financing costs, which may cause it to significantly underperform the S&P 500 Index. The issue price is $1,000, but the estimated value is $884.60 per security, reflecting structuring and hedging costs. The notes involve complex market, credit and tax risks, including potential early issuer redemption upon certain index modifications and possible 30% withholding on coupon payments to some non-U.S. holders.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering Dual Directional Barrier Digital Plus Securities linked to the worst performer of the EURO STOXX 50® Index and the MSCI Emerging Markets Index, in an aggregate amount of $2,818,000 at $1,000 per security.

The notes mature on July 23, 2031. If the worst-performing index on the valuation date is at or above its initial value, investors receive $1,000 plus the greater of an $800 (80%) digital return or 1‑to‑1 upside participation. If it is below its initial value but at or above the 70% barrier, investors receive $1,000 plus the absolute value of its negative return. If it finishes below the 70% barrier, repayment is reduced 1‑to‑1 with the index loss, down to zero.

The initial index levels are 6,230.87 for EURO STOXX 50® and 1,620.66 for MSCI Emerging Markets, with corresponding barriers at 70% of those levels. The issue price is $1,000, but the dealer’s estimated value is $944.30. An underwriting fee of up to $33.50 per security applies, secondary liquidity may be limited, investors forgo dividends, and tax treatment is uncertain, with the notes expected to be treated as a prepaid forward contract.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Autocallable Barrier Securities linked to the S&P 500® Index, issued in $1,000 denominations and maturing on July 31, 2031, with no periodic interest and no full principal protection.

The notes may be automatically redeemed on specified annual valuation dates starting July 28, 2027 if the S&P 500® closing value is at or above the initial level, paying $1,000 plus a premium of 8.50%, 17.00%, 25.50% or 34.00%, depending on the call date. If held to maturity and not called, investors receive $1,000 plus the greater of a 25.00% premium or 100% participation in any index appreciation when the final value is at or above the initial level, par repayment if the final value is below the initial but at or above the 75.00% barrier, and a 1‑for‑1 loss with the index below the barrier.

The estimated value on the pricing date is expected to be at least $907.00 per note, below the $1,000 issue price, reflecting underwriting fees of up to $23.50 per note, hedging costs, and the issuer’s internal funding rate. The securities are unsecured obligations subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., offer no dividends or voting rights in the S&P 500® stocks, may have limited or no secondary market, and involve complex tax and Section 871(m) considerations.