Citigroup Inc 424B Filings

Citigroup Global Markets Holdings Inc. is offering structured notes, "Dual Directional Barrier Securities," linked to the iShares® MSCI EAFE ETF (ticker EFA) with a stated principal of $1,000 per security. The pricing date was May 29, 2026, the issue date is June 3, 2026, the valuation date is November 29, 2028 and the maturity date is December 4, 2028.

Payments at maturity depend on the final closing value of EFA versus the initial value of $104.80. A final underlying value at or above the initial value yields upside participation at a 200.00% rate capped at a $237.00 maximum upside. A final value below the final barrier of $78.60 (75.00% of initial) produces 1-to-1 downside exposure and could result in a principal loss.

Citigroup Global Markets Holdings Inc. is offering autocal lable contingent coupon equity-linked securities tied to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER. Each security has a $1,000 stated principal, a contingent coupon of 1.00% per contingent coupon date (equivalent to 12.00% per annum), automatic early redemption on specified valuation/autocall dates, a 20.00% buffer percentage and a final buffer value equal to 80.00% of the initial underlying value. The notes mature on July 3, 2031 unless called earlier; pricing date is June 30, 2026 and issue date is July 6, 2026. The estimated value on the pricing date is expected to be at least $850.00 per security; CGMI may receive an underwriting fee of up to $10.00 per security and proceeds to issuer are shown as $990.00 per security (issue price $1,000.00). The securities are guaranteed by Citigroup Inc. and involve complex index mechanics, potential for significant loss at maturity if the final underlying value is below the buffer, withholding tax considerations for non-U.S. holders, and discretionary early‑redemption rights in the event of material index modifications.

Citigroup Global Markets Holdings Inc. is offering Buffered Autocallable Medium-Term Senior Notes, Series N linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER. The securities have a stated principal amount of $1,000 per security, an issue price of $1,000.00 per security, an underwriting fee of $10.00 per security and per-security proceeds to the issuer of $990.00. The pricing date is June 30, 2026, the issue date is July 6, 2026 and the final valuation date is June 30, 2031 with maturity on July 3, 2031.

The notes pay an automatic early redemption if the underlying’s closing value on a valuation date is greater than or equal to the initial underlying value; early-redemption payments equal the $1,000 principal plus a specified premium for that valuation date (premiums range from 18.00% up to 90.00% of stated principal depending on date). At maturity, if not auto-redeemed, payoff depends on the final underlying value relative to the 20% buffer (final buffer value = 80% of the initial underlying value).

Citigroup Global Markets Holdings Inc. is offering callable equity-linked securities due December 3, 2027, linked to the worst performing of the EURO STOXX 50®, Nasdaq-100® and Russell 2000® indices. Each security has a $1,000 stated principal amount and pays a monthly coupon equal to 1.15% of principal (13.80% per annum) through periodic coupon dates beginning July 2026. The securities may be called monthly beginning October 2026; if not called, payment at maturity depends on the worst performing underlying and whether a knock-in event (70% of initial value) occurred during the observation period. If a knock-in occurs and the worst performing underlying closes below its initial value at valuation, holders may receive less than principal, possibly zero (excluding the final coupon). All payments are unsecured obligations of the issuer, guaranteed by Citigroup Inc., and subject to the credit risk of those entities.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity linked securities due December 8, 2027 with a $1,000 stated principal amount per security and aggregate issue amount of $7,000,000. The securities pay a contingent coupon of 14.85% per annum (1.2375% per period) only if the worst performing underlying on each valuation date is at or above its coupon barrier.

The payout depends solely on the worst performing of the EURO STOXX 50®, Nasdaq-100® and Russell 2000® indices. A knock-in event (an underlying falling below its knock-in level) exposes holders to full downside at maturity, potentially resulting in loss of principal. Citigroup Inc. fully guarantees payments; all payments remain subject to the issuer’s and guarantor’s credit risk.

The issuer, Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.), priced callable contingent coupon equity-linked securities linked to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500. The securities have a $1,000 stated principal amount per security, a pricing date of May 29, 2026, issue date June 3, 2026 and a maturity date of June 2, 2028.

The notes pay a contingent coupon equal to 1.0208% per period (approximately 12.25% per annum if all coupons are paid) on each contingent coupon payment date only if the worst performing underlying on the related valuation date is ≥ its coupon barrier (70% of initial value). If the final worst performing underlying is below its final barrier (70% of initial), principal at maturity is reduced by the underlying return and may be significantly less than $1,000, possibly zero. The issuer may call the securities on specified potential redemption dates; upon call you would receive $1,000 plus any related contingent coupon.

Citigroup Global Markets Holdings Inc. is issuing autocallable barrier securities linked to the EURO STOXX 50® Index with a stated principal amount of $1,000 per security. The securities were priced on May 29, 2026 and issued on June 3, 2026. Valuation dates are June 1, 2027 and the final valuation date May 29, 2029, with maturity on June 1, 2029 unless automatically redeemed earlier.

If the closing value of the underlying on the valuation date prior to the final valuation date is greater than or equal to the initial underlying value, the securities will be automatically redeemed for $1,000 plus a premium (the applicable premium for June 1, 2027 is 15.10%). If not redeemed, maturity payments depend on the final underlying value relative to the initial underlying value (6,050.54) and the final barrier (4,840.432, 80.00% of the initial underlying value). The upside participation rate is 150.00%. The cover page shows an estimated value of $963.40 per security versus the issue price of $1,000.

Citigroup Global Markets Holdings Inc. is offering $500,000 of autocallable contingent coupon equity linked securities linked to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER, each with a stated principal amount of $1,000, guaranteed by Citigroup Inc. The securities pay a contingent coupon of 1.3583% per period (approximately 16.30% per annum) when the underlying's closing value on a valuation date is at or above the coupon barrier, but coupons are unpaid for valuation dates below the barrier. The securities may be automatically redeemed on many potential autocall dates prior to maturity and offer downside exposure at maturity to the final underlying value, subject to a 6% per annum decrement to the Index. The offering price per security is $1,000 and the estimated value on the pricing date was $943.40.

Citigroup Global Markets Holdings Inc. priced callable contingent coupon equity-linked securities due June 1, 2029 with a $1,000 stated principal amount per security. The securities pay a contingent coupon of 0.9917% of principal on each contingent coupon payment date (about 11.90% per annum) only if the worst performing underlying at the prior valuation date is at or above its coupon barrier (70% of initial value). The securities reference the worst performing of the Nasdaq-100, Russell 2000 and S&P 500, with initial underlying values of 30,223.89, 2,936.570 and 7,563.63, respectively (pricing date May 28, 2026). If not called, maturity payoffs return $1,000 if the final worst-performing underlying is at or above its final barrier (70% of initial); otherwise investors receive $1,000 × underlying return plus principal, which can be significantly below principal. The offering price was $1,000 per security; estimated value was $988.60 per security on the pricing date. The securities are guaranteed by Citigroup Inc. and carry issuer and market risks, tax uncertainty, and possible withholding for non-U.S. holders.

Citigroup Global Markets Holdings Inc. is offering autocal lable contingent coupon equity-linked securities linked to the S&P 500 Futures 35% Edge Volatility 6% Decrement Index (USD) ER. Each security has a $1,000 stated principal amount, a potential contingent coupon of 1.5542% per period (approximately 18.65% per annum if all coupons pay) and matures on June 8, 2032. Payments are conditional: coupons are paid only when the Index closing value on a valuation date is at or above the coupon barrier (413.308), and full principal repayment at maturity occurs only if the final Index value is at or above the final barrier (295.22). The initial Index value is 590.4399. The Index targets 35% volatility, may employ leverage up to 500% and is reduced by a 6% annual decrement. The issue price is $1,000.00 per security; the issuer received $993.00 per security after underwriting fees. These securities are unsecured obligations of the issuer, guaranteed by Citigroup Inc., and carry issuer credit risk, limited liquidity and complex index‑methodology risks.

Citigroup Global Markets Holdings Inc. priced 370 PLUS performance leveraged upside securities linked to a 10‑component basket, with aggregate stated principal of $370,000 and a stated principal of $1,000.00 per security. The securities mature on June 10, 2027 with a valuation date of June 7, 2027.

At maturity, investors receive the $1,000 stated principal plus 150.00% of the basket appreciation, capped at a $407.50 maximum return per security (40.75% of principal). If the basket is flat or down, holders bear losses 1-to-1 and may lose some or all principal. The securities are obligations of Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., and CGMI acted as principal underwriter.

The issuer, Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.), is offering equity linked securities tied to TripAdvisor, Inc. with a stated principal of $1,000 per security. The securities pay quarterly coupons of 2.60% of principal (stated as 31.20% per annum equivalent) on set July–September dates and at maturity on October 2, 2026. Key economic terms include an initial underlying value of $10.90, a knock-in value of $8.720 (80% of initial), and an equity ratio of 91.74312. If a knock-in occurs during the observation period, holders may receive underlying shares (or cash at the issuer’s option) whose value could be significantly less than principal. The estimated value on pricing was $974.20 per security, below the $1,000 issue price; underwriting fee is $10 per security.

Citigroup Global Markets Holdings Inc. is offering callable equity-linked securities due June 3, 2027 linked to the worst performing of the Nasdaq-100®, Russell 2000® and S&P 500® indices.

Each security has a $1,000 stated principal amount, pays a monthly coupon equal to 0.9875% of principal (annualized 11.85%), may be called monthly beginning December 2026, and at maturity returns either $1,000 or an amount tied to the worst performing underlying depending on knock-in and final values. The initial underlying values and knock-in levels are shown on the cover page, and the estimated value on the pricing date was $987.90 per security (issue price $1,000).

Citigroup Global Markets Holdings Inc. is offering callable equity linked securities due June 3, 2027 with a stated principal amount of $1,000 per security and total issue amount shown as $208,000. The securities pay a monthly coupon equal to 0.775% per month (equivalent to 9.30% per annum) and are linked to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500 indices. Each underlying’s initial closing value on the pricing date and its final barrier (70% of initial) are listed (Nasdaq-100: 30,333.18 / 21,233.226; Russell 2000: 2,919.338 / 2,043.537; S&P 500: 7,580.06 / 5,306.042). The securities may be called on potential redemption dates from December 3, 2026 through May 3, 2027; if not called, the maturity payout depends on the final underlying value of the worst performing underlying relative to its 70% barrier. The valuation date is May 28, 2027. All payments are unsecured obligations of the issuer and are guaranteed by Citigroup Inc..

Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.) is offering Callable Contingent Coupon Equity Linked Securities linked to the worst performing of the Nasdaq-100®, Russell 2000® and S&P 500®. Each security has a $1,000 stated principal amount, a pricing date of June 30, 2026, an issue date of July 6, 2026 and a maturity date of July 3, 2031. Contingent coupons (at least 0.8667% per period, equivalent to ~10.40% per annum if all are 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 final value of the worst performing underlying is below its final barrier (60% of initial), the maturity payment is reduced pro rata and could be significantly less than the stated principal, possibly zero. The issuer may call the securities on specified potential redemption dates; redemption returns the stated principal plus any related contingent coupon. The estimated value on the pricing date is expected to be at least $929.00 per security, which is less than the issue price.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon medium-term senior notes, guaranteed by Citigroup Inc., linked to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500. The notes have a $1,000 stated principal per security, a contingent coupon target of approximately 9.10% per annum (minimum contingent coupon per payment of $0.7583 per $1,000), a pricing date of June 12, 2026, an issue date of June 17, 2026 and maturity on December 16, 2027.

The notes pay contingent coupons only if the worst performing underlying on each valuation date is at or above its coupon barrier (70% of initial value). At maturity holders receive principal only if the worst performing underlying is at or above its final barrier (70% of initial value); otherwise the payoff equals $1,000 plus the worst-performing underlying return, which can result in substantial loss, including loss of principal. The offer carries an underwriting fee of $22.75 per security and an estimated value on the pricing date of at least $919.00 per security as determined by CGMI’s models.

Citigroup Global Markets Holdings Inc. is offering autocallable, contingent‑coupon medium‑term senior notes due June 15, 2029, fully guaranteed by Citigroup Inc.. Each security has a $1,000 stated principal amount and pays contingent coupons of at least 8.25% per annum (at least $20.625 per period, equivalent to 2.0625% per contingent coupon payment) if the worst performing underlying closes on or above its coupon barrier on each valuation date.

The notes are linked to the worst performing of the Nasdaq‑100® and the S&P 500®. Coupon and final barrier levels are set at 70% of each underlying’s initial value. The securities may be automatically redeemed beginning on the first potential autocall date (December 14, 2026) if the worst performing underlying equals or exceeds its initial value. CGMI estimates an initial estimated value of at least $921.00 versus the issue price of $1,000.00; underwriting fee is up to $20.00 (proceeds to issuer $980.00 per security).

Citigroup Global Markets Holdings Inc. is offering autocalable contingent coupon equity-linked securities due June 3, 2031, guaranteed by Citigroup Inc. Each security has a $1,000 stated principal amount and pays a contingent coupon of 0.6417% per valuation period (approximately 7.70% per annum) only if the worst performing underlying on a valuation date is at or above its coupon barrier (70% of initial value). The securities reference the worst performing of the Nasdaq-100 Index® (initial 30,333.18; coupon/final barrier 21,233.226) and the Russell 2000® Index (initial 2,919.338; coupon/final barrier 2,043.537). If not autocalled, payment at maturity depends on the final valuation of the worst performing underlying and can result in substantial loss of principal, possibly to zero. The issue price is $1,000 (estimated value at pricing $949.60); CGMI underwriting fee is $41.00 per security.

Citigroup Global Markets Holdings Inc. is offering callable, contingent coupon equity-linked medium-term senior notes due December 14, 2027, guaranteed by Citigroup Inc.. Each security has a $1,000 stated principal amount and pays contingent coupons (at least 0.9917% per payment; approximately 11.90% per annum if all paid) only when the worst performing of the Nasdaq-100, Russell 2000 and S&P 500 is at or above a 70.00% barrier on scheduled valuation dates. Investors face downside exposure to the worst performing underlying and may lose up to all principal if that underlying finishes below its final barrier on the final valuation date. The issuer may redeem the securities on many potential redemption dates, in which case holders receive principal plus any related contingent coupon. The pricing supplement discloses an estimated value on the pricing date of at least $934.50 per security (below issue price) and discusses limited secondary market liquidity, credit risk of the issuer and guarantor, uncertain U.S. tax treatment, and fees paid to distributors and service providers.

Citigroup Global Markets Holdings Inc. is offering autocallable securities linked to the worst performing of the Nasdaq-100 Index® and the S&P 500® Index, maturing June 1, 2029. Each security has a $1,000 stated principal amount and may auto‑redeem on scheduled valuation dates if the worst performing underlying is at or above its initial value. If not redeemed, payoff at maturity depends solely on the worst performing underlying versus its initial underlying value and a final barrier set at 70% of the initial value; declines below that barrier produce 1:1 downside exposure. Pricing date was May 29, 2026 with issue on June 3, 2026. The issue price is $1,000 per security, estimated value $975.20 per security, and CGMI receives up to $12.00 underwriting fee per security. All payments are subject to the credit risk of the issuer and guarantor, Citigroup Inc.

Citigroup Global Markets Holdings Inc. priced callable contingent coupon senior notes linked to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500. Each security has a $1,000 stated principal amount, a contingent coupon (minimum 1.00% per payment; 12.00% per annum if all paid), a pricing date of June 9, 2026 and a maturity of May 12, 2028. Coupons and principal repayment depend on the worst performing underlying versus 70.00% barrier levels; Citigroup may call the notes on specified potential redemption dates.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked medium-term senior notes, due June 14, 2029, guaranteed by Citigroup Inc.. The securities pay contingent coupons (annualized equivalent at least 11.25%) subject to the worst-performing of the Nasdaq-100, Russell 2000 and S&P 500 on scheduled valuation dates and may be called on multiple potential redemption dates. Pricing is subject to completion; pricing date is June 9, 2026 and issue date is June 12, 2026. Payments at maturity depend on the final underlying value versus a 70% barrier; if the worst performing underlying is below the final barrier, holders may receive substantially less than the $1,000 stated principal, possibly zero. All payments are subject to issuer and guarantor credit risk and the securities may have limited liquidity.

Citigroup Global Markets Holdings Inc. priced autocallable securities due June 3, 2031, 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 and may auto‑redeem on specified annual valuation dates if the worst performing underlying is >= its autocall barrier (95% of initial). If not auto‑redeemed, maturity payoffs depend solely on the worst performing underlying versus a final barrier (60% of initial): repayment with premium, par, or a loss equal to 1% per 1% decline below initial. Issue price was $1,000 per security; estimated model value at pricing was $953.20. The securities are unsecured obligations of CGMH and guaranteed by Citigroup Inc., carry significant market and credit risk, limited liquidity, no dividends, and an underwriting fee of $41 per security.

Citigroup Global Markets Holdings Inc. is offering autocal lable securities linked to an unequally weighted basket of six underlyings due June 1, 2029. Each security has a $1,000 stated principal and an issue date of June 3, 2026 following a pricing date of May 29, 2026. The securities pay scheduled premiums on three valuation dates—June 8, 2027 (10.85%), May 30, 2028 (21.70%) and the final valuation date May 29, 2029 (32.55%)—if the basket value on a valuation date is greater than or equal to the initial basket value.

Automatic early redemption occurs if the basket value on any valuation date is at or above its initial value; otherwise, at maturity investors receive either the stated principal plus the final premium or a reduced cash payment equal to $1,000 plus $1,000 times the basket return. The pricing supplement discloses an issue price of $1,000, an estimated value of $957.70 per security, and an underwriting fee up to $22.50 per security. The securities are obligations of Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc. and carry issuer and market, liquidity, tax and underlying-specific risks described in the supplement.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon medium-term senior notes due June 13, 2029 linked to the worst performing of the Dow Jones Industrial, Nasdaq-100 and Russell 2000 indices. Each security has a $1,000 stated principal amount, a pricing date of June 8, 2026 and an issue date of June 11, 2026.

The notes pay contingent coupons on scheduled valuation dates if the worst performing underlying is at or above a coupon barrier equal to 75.00% of its initial value; contingent coupons are at least 0.9208% per payment (approximately 11.05% per annum if all are paid). If the final worst performing underlying is below its final barrier (60.00% of initial), holders will receive a reduced principal tied to that underlying’s return and may lose a significant portion or all of their investment. The issuer may call the securities on specified potential redemption dates; all payments are subject to Citigroup Global Markets Holdings Inc. and Citigroup Inc. credit risk.

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity-linked securities linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (ticker SPXI4EV6). The securities have a stated principal of $1,000 per security, an issue date of June 3, 2026 and a scheduled maturity of June 3, 2031. The contingent coupon equals 1.1667% per period (approximately 14.00% per annum) when the underlying closes at or above the coupon barrier on a valuation date. Initial underlying value is 11,277.27, the coupon barrier is 7,894.089 (70.00% of initial) and the final buffer value is 9,585.680 (85.00% of initial). The pricing supplement lists an estimated value of $923.00 per security and an issue price of $1,000.00 per security; total issued amount in the table is $321,000.00. Automatic early redemption may occur on specified valuation dates if the underlying closes at or above the initial underlying value, and principal protection at maturity depends on the final underlying value relative to the buffer percentage.

Citigroup Global Markets Holdings Inc. is offering contingent-coupon, autocallable structured securities (stated principal $1,000 each) linked to the VanEck® Gold Miners ETF (GDX) and the iShares® Silver Trust (SLV). The securities pay a 20.00% per annum contingent coupon on scheduled contingent coupon dates only if the lowest performing underlying meets its coupon threshold on the preceding calculation day. The securities may be automatically redeemed early if the lowest performing underlying equals or exceeds its starting value on a potential autocall date. At maturity, if not redeemed, repayment depends solely on the lowest performing underlying and may result in substantial loss of principal. Payments are unsecured obligations of Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., and all payments are subject to their credit risk.

Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.) is issuing autocalIable contingent coupon equity-linked securities linked to the worst-performing of the Russell 2000® and the S&P 500®. The securities have a stated principal of $1,000 per security, a contingent coupon of 2.125% per payment (equivalent to 8.50% per annum) and a maturity date of December 2, 2027.

Valuation dates occur periodically from August 31, 2026 through November 29, 2027. Contingent coupons are paid only if the worst-performing underlying on a valuation date is >= its coupon barrier (75.00% of the initial underlying value). Potential autocall dates can trigger automatic redemption at $1,000 plus the related contingent coupon. If not called and the worst-performing underlying is below its final barrier (75% of initial) at maturity, payment is reduced by that underlying return, possibly substantially below principal.

Citigroup Global Markets Holdings Inc. priced autocallable, contingent‑coupon equity‑linked securities linked to NVIDIA Corporation with a $1,000 stated principal amount per security and a scheduled maturity of June 2, 2028. The securities pay a contingent coupon of 3.75% per payment (equivalent to 15.00% per annum) only if the underlying closing value on each valuation date is at or above the coupon barrier of $119.505 (56.60% of the initial underlying value). If the underlying meets or exceeds the initial underlying value on a potential autocall date, the securities will be automatically redeemed early for $1,000 plus the related contingent coupon. If not redeemed, the final payment depends on the final underlying value: holders receive $1,000 if the final underlying value is >= the final barrier, or $1,000 plus the underlying return (which can be zero) if below the final barrier. The securities are unsecured obligations of Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., subject to the issuers' credit risk, limited liquidity, model‑based estimated value ($987.30 per security on the pricing date) and tax uncertainties described in the supplement.

Citigroup Global Markets Holdings Inc. priced and is issuing Dual Directional Buffer Securities with an autocallable feature linked to the worst performing of the Nasdaq-100® and the S&P 500®, stated principal $1,000 per security, maturity June 2, 2028. The securities pay a 10.00% premium on the interim valuation date June 1, 2027 if the worst performing underlying is at or above its initial value, and are automatically redeemed in that case.

At final valuation (May 30, 2028), payout depends on the worst performing underlying: full upside with a 150% participation rate if the final value ≥ initial value; a 1-for-1 absolute return if final value < initial but ≥ the final buffer value (85.00% of initial); otherwise losses apply with a 15% buffer reducing losses by that percentage.

Citigroup Global Markets Holdings Inc. priced callable contingent coupon equity-linked securities due June 1, 2029 linked to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500. Each security has a stated principal amount of $1,000 and may pay periodic contingent coupons of 0.9708% per period (approximately 11.65% per annum) only when the worst performing underlying on a valuation date is at or above its coupon barrier (70% of initial).

If not called, at maturity holders receive $1,000 if the worst performing underlying is at or above its final barrier (70% of initial); otherwise the maturity payment equals $1,000 × (1 + underlying return), which can result in a substantial loss, including loss of principal. The securities are unsecured obligations of the issuer, guaranteed by Citigroup Inc., subject to issuer credit risk, limited liquidity and the issuer’s call right on specified dates.

Citigroup Global Markets Holdings Inc. is offering autocallable securities due June 3, 2031 linked to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER, guaranteed by Citigroup Inc. Each security has a stated principal amount of $1,000 and may automatically redeem early on scheduled valuation dates if the underlying meets the autocall barrier.

Key structural features: initial underlying value 753.2489, autocall barrier 715.586 (95.00%) and final barrier 451.949 (60.00%). The Index applies a 6% per annum decrement and a volatility-targeting methodology that can produce leveraged exposure. If not called, maturity payoffs depend on the final underlying value: full principal plus premium if ≥ autocall barrier, principal only if between barriers, or a 1:1 loss below the final barrier.

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. The securities have a $1,000 stated principal per security, a pricing date of June 17, 2026, an issue date of June 23, 2026 and a scheduled maturity date of June 23, 2031.

The notes can auto‑redeem on specified valuation dates for the stated principal plus a scheduled premium if the underlying closes at or above a premium threshold (90% of initial). If not redeemed, a 15% buffer protects first losses up to that amount at maturity; below the buffer investors bear 1% loss for each 1% the underlying falls beyond the buffer. The final valuation date is June 17, 2031 with a final premium of 92.50% of principal.

Citigroup Global Markets Holdings Inc. is offering unsecured, autocallable securities due June 3, 2031, guaranteed by Citigroup Inc.. Each security has a $1,000 stated principal amount and may automatically redeem early on specified valuation dates if the worst performing underlying meets its autocall barrier.

If not autocalled, payment at maturity depends solely on the worst performing of the Dow Jones Industrial Average, the Russell 2000® Index and the S&P 500® Index on the final valuation date: you may receive $1,000 plus a fixed premium, $1,000, or an amount that reflects 1-to-1 downside exposure to the worst performing underlying (potentially losing most or all principal). The pricing date was May 29, 2026 and the issue date is June 3, 2026.

Citigroup Global Markets Holdings Inc. is offering autocal lable contingent coupon equity-linked securities due June 1, 2029, guaranteed by Citigroup Inc. The securities pay a contingent coupon of 0.725% per period (equivalent to 8.70% per annum) when the worst performing underlying meets its coupon barrier on specified valuation dates. The underlyings are the Russell 2000® (initial value 2,919.338) and the S&P 500® (initial value 7,580.06). The securities have a 15.00% buffer and may be automatically redeemed on potential autocall dates if the worst performing underlying is at or above its initial value. Pricing date was May 29, 2026 with an issue price of $1,000.00 per security and an estimated value at pricing of $975.40 per security. The issuer received proceeds of $54,120.00 on the total issuance shown.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked securities with a stated principal of $1,000 per security. The securities, guaranteed by Citigroup Inc., pay a contingent coupon of 1.3167% per contingent coupon date (approximately 15.80% per annum if all coupons are paid). Coupon and principal repayment depend solely on the performance of the worst performing of the Nasdaq-100, Russell 2000 and S&P 500 on specified valuation dates. Each underlying’s coupon and final barrier is 80% of its initial value (initial values: Nasdaq-100 30,333.18, Russell 2000 2,919.338, S&P 500 7,580.06). Maturity is June 1, 2029 (final valuation date May 29, 2029). The securities are callable by the issuer on many potential redemption dates; if called you receive $1,000 plus any related contingent coupon. The estimated value on pricing date was $989.60 per security versus an issue price of $1,000, and purchasers bear Citigroup credit risk and possible limited liquidity.

Citigroup Global Markets Holdings Inc. is offering $1,415,000 aggregate stated principal of 1,415 Enhanced Trigger Jump Securities due June 2, 2028, fully guaranteed by Citigroup Inc.. The securities reference the Class A common stock of Bloom Energy Corporation (ticker BE), have a $1,000 stated principal per security, were priced on May 29, 2026 and issued on June 3, 2026. The initial share price is $285.00 and the trigger price is $171.00 (60% of the initial share price). Beginning about one year after issuance, the notes are subject to automatic early redemption if the underlying closing price on any valuation date is greater than or equal to the initial share price; automatic redemptions pay $1,000 plus a specified premium that increases on scheduled valuation dates. If not redeemed and the final share price is below the trigger price, investors receive $1,000 plus the share return (1-to-1 downside), which could result in a payment below $600 or = $0. The securities do not pay regular interest, do not participate in dividends or upside beyond the stated premiums, and are subject to Citigroup credit and market risks.

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. Stated principal is $1,000 per security; pricing date was May 29, 2026, issue date June 3, 2026, maturity (unless earlier autocalled) June 3, 2031. The securities are fully guaranteed by Citigroup Inc. Automatic early redemption occurs if the underlying's closing value on a valuation date is >= the premium threshold (90% of the initial underlying value). The initial underlying value is 11,277.27; the premium threshold is 10,149.543 and the final buffer value is 9,585.680 (85% of initial). The buffer percentage is 15%, which shields the first 15% of a decline at maturity; losses beyond that exhibit 1:1 exposure to declines. Issue price is $1,000 per security, underwriting fee up to $10.00 per security and proceeds to issuer shown as $990.00 per security. On the pricing date CGMI estimated the value at $915.60 per security. The securities do not pay dividends and incorporate index-specific deductions and a 6% per annum decrement; the underlying launched on August 14, 2025 and has limited history.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked securities due June 1, 2029, guaranteed by Citigroup Inc. Each $1,000 security pays a contingent coupon of 0.9625% per valuation period (equivalent to 11.55% per annum) only if the worst performing underlying on the preceding valuation date is at or above its coupon barrier (70% of the initial value).

The notes are linked to the worst performer of the Nasdaq-100, Russell 2000 and S&P 500. If on the final valuation date the worst performing underlying is below its final barrier (70% of initial), principal at maturity is reduced pro rata by that underlying's return. The issuer may call the securities on many specified potential redemption dates. The cover price was $1,000 per security and the estimated value at pricing was $986.20.

Citigroup Global Markets Holdings Inc. is offering autocal lable contingent coupon debt securities due June 3, 2031, guaranteed by Citigroup Inc.. Each security has a stated principal amount of $1,000 and pays a contingent coupon of 1.375% per period (16.50% per annum) when the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER closes at or above the coupon barrier on specified valuation dates. The initial underlying value is 753.2489, the coupon and final barrier values are 451.949 (60.00% of initial), and the Index is reduced by a 6% per annum decrement. If not autocalled, maturity payment depends on the final underlying value: at or above final barrier you receive $1,000; below the final barrier you receive $1,000 × (1 + underlying return), which could result in substantial losses, possibly to zero. The estimated value at pricing was $924.90 per security versus the issue price of $1,000; proceeds to issuer were $990.00 per security after up to a $10.00 underwriting fee. The Index targets 40% volatility using leveraged exposure (up to 500%), may suffer decay and leverage-related amplification of losses, and has limited live performance history (launched May 10, 2024). These securities carry issuer and guarantor credit risk, limited liquidity, uncertain U.S. federal tax treatment, and complex path-dependent payout features.

Citigroup Global Markets Holdings Inc. priced contingent coupon equity-linked debt due June 1, 2029 linked to the worst performing of the Russell 2000® and S&P 500® indices. The securities have a $1,000 stated principal amount and pay a contingent coupon of 4.60% per payment (equivalent to 9.20% per annum) only if the worst performing underlying on a valuation date is at or above its coupon barrier (75.00% of the initial underlying value). The estimated value on the pricing date was $986.20 per security and the issue price was $1,000.00 per security, with total proceeds of $3,790,000.00. If on the final valuation date the worst performing underlying is below its final barrier (75.00% of its initial value), maturity payment will equal $1,000 plus $1,000×underlying return (which can result in a loss of up to 100% of principal). Valuation dates occur semiannually through the final valuation date on May 29, 2029, and contingent coupon payment dates follow each valuation date (final payment at maturity).

Citigroup Global Markets Holdings Inc. priced and issued autocallable contingent coupon equity-linked securities linked to the worst performing of the Dow Jones Industrial Average and the S&P 500® Index with an aggregate issue price of $2,140,000. The securities have a stated principal amount of $1,000 per security, an issue date of June 3, 2026, and a maturity date of June 1, 2029.

The securities pay a contingent coupon of $21.25 per $1,000 on each contingent coupon payment date (2.125% per period; 8.50% per annum) only if the worst performing underlying on the preceding valuation date is at or above its coupon barrier (70% of the initial underlying value). If not, no coupon is paid. At maturity, holders receive $1,000 if the worst performing underlying is at or above its final barrier (70% of initial); otherwise the holder receives $1,000 × underlying return plus $1,000, which can result in a significant loss, potentially to zero. Payments are unsecured obligations of CGMH and guaranteed by Citigroup Inc.; all payments are subject to the issuers' credit risk.

Citigroup Global Markets Holdings Inc. is offering autocalable contingent coupon equity-linked securities due June 1, 2029 linked to the worst performing of the Dow Jones Industrial Average and the S&P 500® Index. The stated principal is $1,000 per security; pricing date was May 29, 2026 and issue date June 3, 2026. Each contingent coupon payment equals 2.425% of principal (equivalent to 9.70% per annum) but is paid only if the worst performing underlying on a valuation date is at or above its coupon barrier (70% of the initial value). Initial underlying values were Dow 51,032.46 and S&P 500 7,580.06; coupon/final barrier values are 35,722.722 and 5,306.042, respectively. The estimated value at pricing was $996.80 versus the issue price of $1,000.00; total proceeds reported are $2,751,000.00. Holders face downside exposure to the worst performing underlying, possible loss of up to all principal at final valuation, potential automatic early redemption on specified autocall dates, limited liquidity, and credit risk of CGMH and Citigroup Inc.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering contingent coupon equity-linked securities due June 1, 2029. Each $1,000 security pays a contingent coupon of $40.50 per valuation (4.05% per payment; 8.10% annualized) only if the worst performing underlying meets a 75% coupon barrier. The underlyings are the Russell 2000® (initial 2,919.338) and the S&P 500® (initial 7,580.06); each final coupon/final barrier equals 75% of its initial value. If the worst performing underlying on the final valuation date is below its final barrier, principal is reduced pro rata by the underlying return and may be zero. Issue price is $1,000 per security (estimated value on pricing date $959.80); proceeds to issuer $975 per security. Investors bear market exposure to the worst performing index, limited or no liquidity, and Citigroup credit risk.

Citigroup Global Markets Holdings Inc. is offering autocallable securities with a stated principal of $1,000 per security, linked to the worst performing of the S&P 500® Index and the Russell 2000® Index. The pricing date was May 29, 2026, issue date June 3, 2026, and maturity (unless automatically redeemed earlier) is June 1, 2029. The securities pay a premium of 12.25% if auto‑called on the first valuation date (June 1, 2027) or 40.00% at final valuation (May 29, 2029) provided each underlying is at or above its initial underlying value. Each underlying’s trigger value is 75% of its initial underlying value; if the worst performing underlying at the final valuation date is below its trigger value, principal at maturity is reduced pro rata by that underlying’s return, possibly to $0.

Citigroup Global Markets Holdings Inc. is offering autocallable securities linked to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER, with a stated principal amount of $1,000 per security. The issue date is June 3, 2026 and maturity is June 3, 2031, with annual valuation dates and potential automatic early redemption if the underlying closes at or above the initial underlying value on a valuation date. Payments: automatic early redemption pays $1,000 plus a fixed premium that increases by valuation date (31.50% first year up to 157.50% at final date). If not auto‑redeemed, maturity pays $1,000 plus the final premium if final underlying ≥ initial; $1,000 if final underlying ≥ final barrier (50% of initial); otherwise you suffer 1:1 downside below initial (possible substantial loss).

The underlying is a volatility‑targeted, futures‑based index that can apply leverage up to 500% and is reduced by a 6% per annum decrement. The pricing shows an estimated value of $908.90 per security versus an issue price of $1,000. The offering size shown in the supplement is $583,000 total (583 securities). All payments are obligations of the issuer and guaranteed by Citigroup Inc.; holders bear credit risk and limited liquidity.

Citigroup Global Markets Holdings Inc. is offering unsecured structured notes due December 2, 2027 linked to the worst performing of the Dow Jones Industrial Average and the Russell 2000® Index. Each security has a stated principal amount of $1,000 and a participation rate of 120.00% with a 15.00% downside buffer and a $175 maximum upside per security (17.50%). Payments at maturity depend on the final underlying value of the worst performing underlying relative to its initial and final buffer values. The securities pay no interest, do not provide dividends or voting rights, carry the credit risk of Citigroup Global Markets Holdings Inc. and are fully guaranteed by Citigroup Inc. The issue price is $1,000 per security, the estimated value on the pricing date was $976.70, and CGMI may provide a limited secondary market.

Citigroup Global Markets Holdings Inc. priced autocal lable barrier securities linked to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500. The securities have a $1,000 stated principal amount, issue date June 3, 2026 and maturity June 2, 2028. They may auto‑redeem following the first valuation date (June 1, 2027) for $1,000 plus a 13.00% premium if each underlying is at or above its initial value. If not auto‑redeemed, final payoff depends solely on the worst performing underlying on the final valuation date (May 30, 2028): participation in upside at a 300.00% rate if the worst performing underlying appreciates; return of $1,000 if the worst performing underlying is down but ≥ the final barrier (70% of initial); and a 1:1 principal loss if the worst performing underlying falls below the final barrier. The estimated value on pricing date was $972.40 versus an issue price of $1,000.00.

Citigroup priced autocallable securities due June 3, 2031 that pay no interest and whose payoff depends on the worst performing of three underlyings: the Nasdaq-100 Index, the Russell 2000 Index and the State Street Utilities Select Sector SPDR ETF (XLU). The securities have a $1,000 stated principal amount and may automatically redeem early on scheduled valuation dates if the worst performing underlying is at or above its initial value, in which case holders receive the stated principal plus a fixed premium for that valuation date. If not auto‑redeemed, maturity payoffs are (i) principal plus the final premium if the worst performing underlying is at or above its initial value, (ii) par ($1,000) if the worst performing underlying is below its initial value but at or above 70% of its initial value, or (iii) a loss equal to 1% of principal for each 1% decline below the initial value if the worst performing underlying is below 70% of its initial value.

The pricing date values listed include Nasdaq‑100 at 30,333.18, Russell 2000 at 2,919.338 and XLU at $44.42. The issue price is $1,000 per security, the per security estimated value on pricing date is $924.80, and the underwriting fee is $41.25 per security. Payments are unsecured obligations of Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., and are subject to issuer credit risk, limited liquidity and complex tax treatment.