CITIGROUP INC (C) SEC Filings

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering callable contingent coupon equity-linked medium-term senior notes with a $1,000 stated principal amount per security, linked to the worst performer of the Nasdaq-100 Index, the Russell 2000 Index and the VanEck Semiconductor ETF, and maturing on September 9, 2031.

The notes pay a contingent coupon of at least 1.2333% of principal per observation period (approximately 14.80% per annum) only if, on the relevant valuation date, the worst-performing underlying is at or above 60% of its initial value; otherwise no coupon is paid. If held to maturity and not called, investors receive full principal only if the worst-performing underlying is at or above its 60% final barrier; otherwise, repayment is reduced one-for-one with the decline in that underlying, down to a possible zero. Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon, and all payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and the Citigroup Inc. guarantee.

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering unsecured, principal-at-risk securities linked to the 30-year GBP SONIA ICE swap rate (SONIA CMS30), fully and unconditionally guaranteed by Citigroup Inc. Each security has a £1,000 stated principal amount and matures on November 30, 2026, with valuation on November 26, 2026.

At maturity, investors receive: the maximum payment £1,270.5923903 per £1,000 if the SONIA CMS30 rate is at or above the 5.069% strike, or a reduced amount that declines linearly as the rate falls below the strike, based on an OTM strike width of 0.50%, but not less than the minimum £270.5923903. Examples show potential returns from about +27.06% to about -72.94%, so a significant loss of principal is possible.

The issue price is 100% of principal, with total proceeds of £10,618,000 and no underwriting fee; Citigroup Global Markets Inc. acts as principal and may profit from hedging. The estimated value is £992.56 per security, below the issue price. The notes are cleared through Euroclear and Clearstream, carry complex tax treatment, and include ERISA and FATCA considerations.

Citigroup Inc. (C) is offering $1,004,000 of Autocallable Contingent Coupon Equity Linked Securities, issued by Citigroup Global Markets Holdings Inc. and fully guaranteed by Citigroup Inc., linked to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement Index ER, maturing September 5, 2036 unless called earlier.

The notes pay a monthly 1.175% contingent coupon (14.10% per annum) only if the index is at or above the coupon barrier of 1,055.441 (60% of the 1,759.068 initial value; 50% final barrier 879.534). From August 31, 2027, the notes are automatically redeemed at $1,000 per note if the index closes at or above its initial value on any trading day, which can cap total coupons.

If not called, at maturity investors receive $1,000 per note only if the final index value is at least the final barrier; otherwise payoff is $1,000 × (1 + index return), exposing principal to full downside below that level and possibly to total loss, with no coupon. The issue price is $1,000 per note, including a $50 underwriting fee; issuer proceeds are $950 per note. The estimated value is $864.30 per note, below the issue price, reflecting structuring and hedging costs. U.S. tax treatment is uncertain and non-U.S. holders may face 30% withholding on coupons; the notes are treated as complex prepaid forward contracts with associated coupon income.

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering 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 final maturity on August 29, 2031, unless automatically redeemed earlier.

The notes may be automatically redeemed on scheduled valuation dates starting August 27, 2027 if the index closing value is at or above the initial level of 9,823.75, paying $1,000 plus a fixed premium that steps up from 20% to 100% of principal by the final valuation date. If held to maturity and not called, investors receive: $1,000 plus the final premium if the index is at or above the initial level; $1,000 if the index is between the initial level and the 15% downside buffer; or a reduced amount with 1‑for‑1 loss beyond the buffer if the index finishes below the buffer level of 8,350.188.

The issue price is $1,000 per security, including up to $45 in underwriting fees (total offering $3,446,000), with estimated value of $880.20 per security based on Citigroup Global Markets Inc.’s models. The complex underlying index uses leveraged, volatility‑targeted S&P 500 futures exposure with a 6% annual decrement and notional costs, and may significantly underperform the S&P 500 Index. The securities are unsecured obligations of the issuer, fully and unconditionally guaranteed by Citigroup Inc., and involve significant market, structural, liquidity and tax risks.

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is issuing unsecured, guaranteed callable contingent coupon equity-linked securities maturing August 30, 2029, linked to the worst performing of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index.

The notes have a stated principal of $1,000 per security and pay a monthly contingent coupon of 0.9167% (about 11.00% per annum) only if, on the relevant valuation date, the worst-performing index is at or above its coupon barrier of 70% of its initial value. Principal is protected only if, on the final valuation date, the worst-performing index is at or above its final barrier of 60% of its initial value; otherwise, repayment is reduced 1% for every 1% decline in that index, potentially to zero.

Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon, limiting future income if called. The total offering is $500,000 (issue price $1,000, underwriting fee up to $2.50, proceeds to issuer $997.50 per note), and the estimated value at pricing is $985 based on internal models. Investors face equity, correlation, liquidity, tax and credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., and do not receive dividends or upside participation in the indices.

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is issuing unsecured autocallable securities linked to the worst performing of the Russell 2000® Index and the S&P 500® Index, maturing August 29, 2031. The notes pay no interest and do not guarantee full principal repayment.

The stated principal amount is $1,000 per security, with total issuance of $1,297,000. Early redemption can occur on annual valuation dates if the worst performing index closes at or above its initial value, paying $1,000 plus a fixed premium that steps up from 9% in 2027 to 45% in 2031. If held to maturity and not called, investors receive $1,000 plus the 45% premium if the worst index is at or above its initial value, $1,000 if it is below initial but at or above its 65% barrier, and otherwise lose 1% of principal for each 1% decline in the worst index from its initial level.

All payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. The securities lack dividends, upside beyond fixed premiums, and may have limited or no secondary market. The estimated value on the pricing date is $951.10 per security, below the $1,000 issue price, reflecting selling, structuring and hedging costs.

CITIGROUP INC, through Citigroup Global Markets Holdings Inc., is offering medium-term senior notes titled Callable Contingent Coupon Equity Linked Securities linked to the worst performer of the iShares Silver Trust (SLV), SPDR Gold Trust (GLD) and State Street Industrial Select Sector SPDR ETF (XLI), maturing September 7, 2029. Each security has a $1,000 stated principal and pays a quarterly contingent coupon of at least 3.3125% (annualized at least 13.25%) only if, on the prior valuation date, the worst-performing underlying is at or above 60% of its initial value. If not, that coupon is skipped. At maturity, if not previously called and the worst-performing underlying is at or above its 60% final barrier, investors receive $1,000 plus any final coupon; otherwise they receive $1,000 plus the negative return of the worst-performing underlying, risking up to a 100% loss of principal. Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon. The estimated value on the pricing date is expected to be at least $904 per $1,000, below issue price, reflecting structuring and hedging costs. All payments are unsecured and subject to the credit risk of Citigroup Global Markets Holdings Inc. and the Citigroup Inc. guarantee.

CITIGROUP INC (C), through subsidiary Citigroup Global Markets Holdings Inc., is offering unsecured Medium-Term Senior Notes, Series N, in the form of Autocallable Contingent Coupon Equity Linked Securities due April 4, 2028, linked to the worst performing of the Nasdaq-100 Index, the Russell 2000 Index and the S&P 500 Index, and fully and unconditionally guaranteed by Citigroup Inc.

The notes have a stated principal amount of $1,000 per security and pay a contingent coupon of 0.9792% per period (about 11.75% per annum) only if, on the relevant valuation date, the worst-performing index is at or above 80% of its initial value (the coupon barrier); missed coupons can be paid later if the barrier is subsequently met. The securities are subject to automatic early redemption on specified potential autocall dates if the worst-performing index is at or above its initial value, in which case investors receive $1,000 plus the due contingent coupon and any previously unpaid coupons.

If the notes are not called and on the final valuation date the worst-performing index is at or above 80% of its initial value, investors receive $1,000 per security (plus any final coupon). If it is below 80%, repayment is $1,000 plus $1,000 times the index return of the worst-performing index, exposing investors to losses up to 100% of principal and with no contingent coupon at maturity in that case. The issue price is $1,000, with an underwriting fee of up to $10 and minimum proceeds to the issuer of $990 per security; the issuer expects an initial estimated value of at least $931.50 per security, reflecting selling, structuring and hedging costs and its internal funding rate.

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering callable equity linked securities tied to Monolithic Power Systems, Inc. (MPWR), fully and unconditionally guaranteed by Citigroup Inc. Each security has a $5,000 stated principal amount and pays a quarterly coupon of 3.1375% of principal (equivalent to 12.55% per annum), until redeemed or at maturity.

The securities price on August 28, 2026, are issued on September 2, 2026, and, unless earlier redeemed, mature on August 31, 2028, with a valuation date of August 28, 2028. Citigroup may redeem them in whole on specified coupon dates in 2027 and 2028 at $5,000 plus the coupon. If not redeemed, investors receive principal back only if a downside event does not occur; otherwise they receive MPWR shares (or cash) worth the equity ratio times the final share price, which may be substantially less than principal.

The downside event occurs if the final MPWR value is below 40% of its initial value. Underwriting economics per security are: $5,000.00 issue price, $92.50 maximum underwriting fee and $4,907.50 proceeds to the issuer, with an initial estimated value of at least $4,585.00 based on Citigroup Global Markets Inc.’s proprietary models. The product carries significant market, credit and tax risks, including potential loss of principal.