STOCK TITAN

Citigroup Inc 424B Filings

C NYSE

Every 424B that Citigroup Inc (C) has filed with the SEC in the last 12 months is listed below, newest first, and each one links through to the document itself with the summary and the scores our analysis gives it.

A 424B covers the supplement that carries the terms of a priced offering, so if you follow C and want that one kind of document rather than the whole filing history, this is the page to keep. The company's other filings, of every form, are on the full C filings page.

Rhea-AI Summary

CITIGROUP INC, through Citigroup Global Markets Holdings Inc., is offering Autocallable Contingent Coupon Equity Linked Securities, unsecured senior notes linked to the worst performer of the Nasdaq-100 Index® and the Russell 2000® Index, due September 6, 2029. Each security has a $1,000 stated principal amount and pays a contingent quarterly coupon of at least 2.3625% (at least 9.45% per annum) only if the worst-performing index on the relevant valuation date is at or above 70% of its initial value.

The notes may be automatically redeemed on specified dates starting March 1, 2027 if the worst-performing index is at or above its initial value, paying $1,000 plus the coupon. If not called and the worst-performing index finishes below 70% of its initial value, principal is reduced 1-for-1 with index loss, potentially to zero. The securities are fully and unconditionally guaranteed by Citigroup Inc., are subject to its and the issuer’s credit risk, and are expected to have an estimated value of at least $920.50 per $1,000 on the pricing date, below the issue price, reflecting underwriting discounts, hedging costs and internal funding assumptions.

Rhea-AI Summary

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering medium-term senior notes titled Callable Contingent Coupon Equity Linked Securities linked to the worst of the Nasdaq‑100, Russell 2000 and S&P 500 indices, due September 7, 2029. Each security has a $1,000 stated principal amount. Investors may receive a contingent coupon of at least 12.00% per annum, paid only if on each valuation date the worst-performing index is at or above 75.00% of its initial value. If the worst-performing index on the final valuation date is at or above 70.00% of its initial value, investors receive $1,000 plus any final coupon; otherwise principal is reduced one‑for‑one with the index loss, potentially to zero.

The issuer may redeem the notes early on specified dates by paying $1,000 plus any due coupon. All payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and its guarantor Citigroup Inc. The preliminary estimated value on the pricing date is expected to be at least $935 per security, below the $1,000 issue price, and liquidity may be limited, with any secondary market making at CGMI’s discretion.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering autocallable contingent coupon equity-linked senior notes due August 24, 2028, linked to Dow Inc.. Each security has a $1,000 stated principal amount and pays a contingent coupon of 3.625% of principal per quarter (a 14.50% annual rate) only if Dow’s closing value on the relevant valuation date is at or above a coupon barrier set at 60.00% of the initial underlying value.

If on any potential autocall date Dow’s closing value is at or above its initial value, the notes are automatically redeemed for $1,000 plus the due coupon, ending further payments. If the notes are not called and Dow’s final value is at or above the final barrier (also 60.00% of the initial value), investors receive $1,000 plus any contingent coupon then due. If the final value is below the final barrier, investors receive Dow shares (or, at the issuer’s option, cash) based on a fixed equity ratio, which may be worth far less than $1,000, and no coupon at maturity.

The notes are unsecured obligations of Citigroup Global Markets Holdings Inc., fully and unconditionally guaranteed by Citigroup Inc., and all payments are subject to their credit risk. The expected estimated value on the pricing date is at least $919.50 per $1,000 security, below the issue price, reflecting selling, structuring, and hedging costs and the issuer’s internal funding rate. Liquidity may be limited, and complex U.S. tax and withholding rules, including potential application of Section 871(m) to non-U.S. holders, apply.

Rhea-AI Summary

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering autocallable contingent coupon equity-linked medium-term senior notes due September 5, 2031, linked to the worst of the Dow Jones Industrial Average, the Russell 2000 Index and the S&P 500 Index.

The notes pay a contingent coupon of at least 1.875% per quarter (at least 7.50% per annum) only if on each valuation date the worst-performing index is at or above 75% of its initial value. If, on specified potential autocall dates starting September 1, 2027, the worst-performing index is at or above its initial value, the notes are automatically redeemed at $1,000 plus the coupon.

If the notes are not called, principal repayment is protected only if the worst-performing index on the final valuation date is at or above 70% of its initial value; otherwise repayment is reduced one-for-one with the index loss, down to zero. The notes are unsecured obligations of Citigroup Global Markets Holdings Inc., fully and unconditionally guaranteed by Citigroup Inc. The issue price is $1,000 per note, with an estimated value on the pricing date of at least $904.50, underwriting fee of $37.50 and issuer proceeds of $962.50 per note, and may have limited or no secondary market.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering Callable Dual Directional Barrier Securities linked to the S&P 500 Futures Excess Return Index, with a stated principal amount of $1,000 per security, fully and unconditionally guaranteed by Citigroup Inc.

The securities may be called in whole on specified redemption dates, paying $1,000 plus a preset premium (from 18.00% up to 88.50% of principal). If not redeemed, the payment at maturity depends on index performance: enhanced upside at a 240.00% upside participation rate when the index is at or above its initial value, a one‑for‑one “absolute return” gain for negative performance down to a final barrier value equal to 60% of the initial value, and full downside exposure below that barrier, potentially resulting in a full loss of principal.

The issue price is $1,000, including a $2.50 underwriting fee and $997.50 to the issuer, and Citigroup Global Markets Inc. currently expects an estimated value on the pricing date of at least $932.50 per security based on proprietary models. Investors receive no dividends on the underlying index, face limited liquidity, complex U.S. tax treatment as a prepaid forward contract, and potential future changes under Section 871(m) and other tax rules.

Rhea-AI Summary

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering unsecured, senior medium-term notes linked to the worst performing of the Dow Jones Industrial Average, Nasdaq-100 Index® and Russell 2000® Index, fully and unconditionally guaranteed by Citigroup Inc.

The notes have a stated principal of $1,000 per security, mature on August 30, 2029, and may be called in whole on specified redemption dates. Investors may receive a contingent coupon of at least 0.8333% per period (at least 10.00% per annum) only if, on the relevant valuation date, the worst performing index is at or above 70.00% of its initial value.

At maturity, if not called, principal is fully repaid only if the worst performer is at or above 55.00% of its initial value; otherwise repayment is reduced 1-for-1 with its negative return, potentially to zero. The estimated value on the pricing date is expected to be at least $933.00 per $1,000, reflecting structuring and hedging costs and use of Citigroup’s internal funding rate.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering unsecured, unsubordinated Trigger Autocallable Notes linked to the Nasdaq-100 Index®. The notes have a stated principal amount of $10 per note, a term of about 5 years (unless called earlier), and are fully and unconditionally guaranteed by Citigroup Inc.

The notes pay no interest or dividends. If on any quarterly valuation date starting one year after issuance the Nasdaq-100 Index® closes at or above its initial level, the notes are automatically called and pay $10 plus a call return based on a fixed call return rate of 9.10%–9.60% per annum, increasing over time; if called on the final valuation date, the call price is $14.55 per note, a 45.50% total return.

If the notes are not called and the final index level is below the initial level but at or above the downside threshold of 75% of the initial level, investors receive only the $10 principal. If the final level is below the downside threshold, repayment is reduced proportionally to index loss, down to zero. The issue price is $10, with $0.25 per note underwriting discount and $9.75 per note proceeds to the issuer; the estimated value on the trade date is expected to be at least $9.57 per note. All payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., and the notes will not be listed on any securities exchange.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering autocallable contingent coupon equity-linked senior notes linked to the worst performer of the Dow Jones Industrial Average, Nasdaq‑100 Index® and Russell 2000® Index, fully and unconditionally guaranteed by Citigroup Inc.

Each security has a $1,000 principal amount and pays a contingent coupon of 0.925% of principal per valuation period (an annualized 11.10%) only if, on the relevant valuation date, the worst-performing index is at or above its “coupon barrier value,” set at 70.00% of its initial level. The same 70% level is the “final barrier value” for principal protection at maturity.

The notes can be automatically redeemed on specified “potential autocall dates” starting March 1, 2027 if the worst-performing index is at or above its initial value, paying $1,000 plus the coupon. If not called and, on the final valuation date (February 28, 2029), the worst performer is below its final barrier, investors lose 1% of principal for each 1% decline in that index, down to zero. The issue price is $1,000 per security, with an underwriting fee of up to $7.50 and expected estimated value of at least $934.00 per security on the pricing date. All payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., and the notes may be illiquid and highly sensitive to index volatility.

Rhea-AI Summary

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

Each $1,000 security pays a 0.8875% contingent coupon per period (annualized 10.65%) only if, on the relevant valuation date, the worst-performing index is at or above 70% of its initial level. At maturity in 2031, if not called and the worst index is at or above 60% of its initial level, investors receive $1,000; otherwise repayment is reduced one-for-one with the index loss, down to zero.

Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon. The securities are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., limited liquidity, complex tax treatment (including potential 30% withholding for non‑U.S. holders), and an estimated initial value of at least $933 per $1,000, below the issue price.

Rhea-AI Summary

CITIGROUP INC (C), through subsidiary Citigroup Global Markets Holdings Inc., is offering unsecured, autocallable senior notes linked to the worst performer of the Nasdaq-100 Index® and the S&P 500® Index, with a $1,000 stated principal amount per security and a maturity of August 29, 2029.

The notes pay no interest and may redeem early on scheduled valuation dates if the worst-performing index is at or above its initial value, returning $1,000 plus a fixed premium that steps up from 4.75% to 28.50%. If not called, at maturity investors receive $1,000 plus the final premium if the worst-performing index is at or above its initial level, $1,000 if it is between 70% and 100% of its initial level, or a loss of 1% of principal for each 1% decline from the initial level if it finishes below 70%, potentially down to zero. The notes are fully and unconditionally guaranteed by Citigroup Inc., but all payments are subject to the credit risk of both issuers and to limited liquidity and complex U.S. tax treatment.

Rhea-AI Summary

CITIGROUP INC (C), via subsidiary Citigroup Global Markets Holdings Inc., is offering unsecured Medium-Term Senior Notes, Series N, in the form of Callable Contingent Coupon Equity Linked Securities tied to the worst performing of the Dow Jones Industrial Average, Nasdaq-100 Index® and Russell 2000® Index, fully and unconditionally guaranteed by Citigroup Inc.

Each security has a $1,000 principal amount, a 2-year term to September 7, 2028, and pays a 1.00% monthly contingent coupon (12.00% per annum) only if, on the relevant valuation date, the worst performing index is at or above 70% of its initial value (the coupon barrier). The same 70% level is the final barrier for principal: at maturity, if not previously redeemed, investors receive $1,000 per security only if the worst performer is at or above its final barrier; otherwise repayment is reduced one-for-one with the index decline, potentially to zero.

Citigroup may redeem the notes in whole on specified monthly dates starting December 2026 at $1,000 plus any due coupon. The issue price is $1,000, including up to a $5.00 underwriting fee, with at least $936.50 estimated value per note based on Citigroup Global Markets Inc.’s models. The notes expose holders to equity-market, correlation, small-cap, liquidity, tax and Citigroup credit risk, and provide no dividends or upside participation in the indices.

Rhea-AI Summary

CITIGROUP INC (C), through its subsidiary Citigroup Global Markets Holdings Inc., is offering medium-term senior unsecured structured notes linked to the worst performing of the Dow Jones Industrial Average, Nasdaq-100 Index® and Russell 2000® Index, fully and unconditionally guaranteed by Citigroup Inc. Each security has a $1,000 stated principal amount, a pricing date of August 26, 2026 and, unless earlier redeemed, a maturity date of August 30, 2029.

The notes pay a contingent coupon of 0.9375% of principal per period (equivalent to 11.25% 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 repayment is protected only if, on the final valuation date, the worst performing index is at or above its final barrier of 65% of its initial value; otherwise, maturity payment is reduced one-for-one with the worst index’s loss and can be zero.

Citigroup may call the notes in whole on specified potential redemption dates, paying $1,000 plus any due coupon. The estimated value on the pricing date is expected to be at least $934.50 per security, below the $1,000 issue price, reflecting selling, structuring and hedging costs. All payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., and the notes may have limited or no secondary market liquidity.

Rhea-AI Summary

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering unsecured Medium-Term Senior Notes, Series N, in the form of callable contingent coupon equity-linked securities tied to the worst performer of the Nasdaq-100 Index®, the Russell 2000® Index and the State Street® Utilities Select Sector SPDR® ETF, maturing on November 30, 2028.

Each $1,000 security may pay a contingent coupon of at least 1.075% per period (at least 12.90% per annum on scheduled payment dates, but only if on the prior valuation date the worst-performing underlying is at or above 70% of its initial value; otherwise no coupon is paid. If held to maturity and not called, investors receive $1,000 per security only if the worst-performing underlying on the final valuation date is at or above its 70% final barrier. If it is below, principal is reduced 1:1 with the underlying’s loss, potentially to zero, with no final coupon.

Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon, limiting the maximum coupon stream. The issue price is $1,000 per security, including up to $7.00 underwriting fee, with at least $993.00 per security to the issuer and an estimated initial value of at least $934.00. The notes are unsecured obligations of the issuer, fully and unconditionally guaranteed by CITIGROUP INC, and are subject to its and the guarantor’s credit risk, as well as limited liquidity and complex U.S. tax treatment.

Rhea-AI Summary

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering medium-term senior unsecured notes called Autocallable Contingent Coupon Equity Linked Securities linked to Meta Platforms, Inc. (META), due October 6, 2027 and fully and unconditionally guaranteed by Citigroup Inc.

Each security has a $1,000 stated principal amount and pays a contingent coupon of 0.875% per quarter (an annualized rate of 10.50%) only if META’s closing value on the relevant valuation date is at or above the coupon barrier value, set at 62.00% of the initial underlying value. The same 62% level is the final barrier that determines downside protection at maturity. If META closes at or above its initial value on specified potential autocall dates starting March 1, 2027, the notes are automatically redeemed for $1,000 plus the due coupon, ending any further payments.

If the notes are not called and META’s final value is below the final barrier, investors receive a fixed number of META shares (or, at Citigroup’s option, their cash value) worth less than $1,000 and potentially zero, with no minimum principal repayment. The issue price is $1,000 per security, including an underwriting fee of up to $21.50, for minimum issuer proceeds of $978.50 per security; the estimated value on the pricing date is expected to be at least $921.50, reflecting selling, structuring and hedging costs.

Rhea-AI Summary

Citigroup Inc (C), through Citigroup Global Markets Holdings Inc., is offering autocallable contingent coupon equity-linked senior notes tied to Salesforce, Inc. (CRM), maturing October 6, 2027. Each security has a $1,000 stated principal and pays a contingent coupon of 0.9792% per period (about 11.75% per annum) only if Salesforce’s closing value on the relevant valuation date is at or above a coupon barrier set at 59.39% of the initial value.

If on specified autocall dates Salesforce’s value is at least its initial value, the notes are automatically redeemed at $1,000 plus the coupon, which can shorten the life of the investment. If not called and the final value is at least the final barrier (also 59.39% of the initial value), investors receive $1,000 at maturity plus any final coupon. If the final value is below the final barrier, investors receive Salesforce shares (or, at the issuer’s option, cash) equal to a fixed equity ratio and can lose some or all principal. The notes are unsecured obligations of Citigroup Global Markets Holdings Inc., fully and unconditionally guaranteed by Citigroup Inc., and are subject to both issuers’ credit risk.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering unsecured, senior autocallable securities linked to the worst performer of the Nasdaq-100 Index, Russell 2000 Index and State Street Utilities Select Sector SPDR ETF, issued under its Series N medium-term note program and guaranteed by Citigroup Inc.

The notes have a $1,000 stated principal amount, no interest payments and may be automatically redeemed quarterly from September 1, 2027 if the worst-performing underlying is at or above its initial value, paying $1,000 plus a fixed premium starting at 12.60% and rising to 63.00% if called on the final valuation date.

If not redeemed early, holders receive at maturity on September 5, 2031: $1,000 plus the final premium if the worst-performing underlying is at or above its initial value; $1,000 if it is below its initial value but at or above 70% of initial (the final barrier); or $1,000 plus the underlying return (1:1 loss) if it is below the barrier, with potential loss of the entire principal.

The issue price is $1,000 per note, including an underwriting fee of up to $40.25 and minimum proceeds to the issuer of $959.75 per note; the expected estimated value on the pricing date is at least $882.00, reflecting structuring, hedging costs and the issuer’s internal funding rate. Investors are exposed to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., market risk in all three underlyings, limited liquidity and complex U.S. tax treatment as a prepaid forward contract.

Rhea-AI Summary

Citigroup Inc (C), via Citigroup Global Markets Holdings Inc., is offering autocallable contingent coupon equity-linked securities tied to GE Vernova Inc., maturing August 22, 2028. Each security has a $5,000 stated principal amount and pays a contingent coupon of 3.75% of principal per period (equivalent to 15.00% per annum) only when GE Vernova’s closing value on the prior valuation date is at or above the coupon barrier.

The initial underlying value is $1,079.00, with both the coupon barrier and final barrier set at $525.473, or 48.70% of the initial value. If on specified potential autocall dates GE Vernova’s value is at or above the initial value, the notes are automatically redeemed at $5,000 plus applicable coupons. If not called and the final value is below the final barrier, investors receive GE Vernova shares (or cash) worth less than principal and may lose their entire investment. The estimated value at pricing was $4,861.50 per security, below the $5,000 issue price.

Rhea-AI Summary

Citigroup Inc. (C), via Citigroup Global Markets Holdings Inc., is offering Autocallable Contingent Coupon Equity Linked Securities linked to the worst performer of QQQ, IWM and SPY, fully and unconditionally guaranteed by Citigroup Inc. The notes have a stated principal of $1,000 per security, total issuance of $1,693,000, and mature on August 24, 2028, unless called earlier.

Investors may receive a 2.50% quarterly contingent coupon (10.00% per annum) only if, on each valuation date, the worst performing ETF is at or above its coupon barrier. Missed coupons can be paid later if the barrier is subsequently met, but may be lost entirely. The notes are callable on scheduled valuation dates from November 17, 2026 through May 17, 2028 if the worst performer is at or above its initial level, in which case holders receive $1,000 plus applicable coupons.

If not redeemed early, at maturity investors receive $1,000 per note if the worst performer is at or above its final barrier; otherwise they receive shares (or cash equivalent) of that ETF based on a fixed equity ratio, potentially worth far less than principal and with no unpaid coupons. The issue price is $1,000 with an underwriting fee of $8; the estimated value is $987.50 per note, based on Citigroup Global Markets Inc.’s pricing models.

Rhea-AI Summary

CITIGROUP INC (C), via its wholly owned subsidiary Citigroup Global Markets Holdings Inc., is offering unsecured Callable Fixed Rate Notes due August 20, 2031, fully and unconditionally guaranteed by Citigroup Inc. Each note has a $1,000 principal amount and pays fixed interest of 5.20% per annum on a 30/360 basis, with semi-annual payments each February 20 and August 20, starting February 20, 2027.

Citigroup may redeem the notes at its option, in whole but not in part, at 100% of principal plus accrued interest on quarterly redemption dates beginning August 20, 2027. The notes will not be listed on any securities exchange. Issue price is generally $1,000 per note, with certain fee-based or institutional accounts paying between $996.50 and $1,000, and CGMI receiving an underwriting fee of up to $3.50 per note. Net proceeds will be used for general corporate purposes and related hedging activities. For U.S. tax purposes, the notes are treated as fixed rate debt issued without original issue discount.

Rhea-AI Summary

Citigroup Inc. (C), via Citigroup Global Markets Holdings Inc., is offering Memory Coupon Barrier Step-Down Autocall Securities linked to the worst performer of QQQ, IWM and SPY, fully and unconditionally guaranteed by Citigroup Inc. Each security has a $1,000 stated principal amount and pays a 2.25% quarterly contingent coupon (9.00% p.a.) only if, on the relevant valuation date, the worst-performing ETF is at or above 70% of its initial value. Missed coupons can be paid later if the barrier is subsequently met.

The notes may be automatically called on scheduled dates from November 17, 2026 through May 17, 2028 if the worst performer is at or above a declining autocall barrier (100% down to 85% of initial), returning $1,000 plus the coupon. If not called, and the worst performer is below 70% of its initial value at final valuation, investors receive ETF shares (or cash) based on an equity ratio, with losses potentially large and up to total principal loss, and no coupons. The issue price is $1,000 per note versus an estimated value of $977.80, and the securities carry the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc.

Rhea-AI Summary

CITIGROUP INC (C), via its wholly owned subsidiary Citigroup Global Markets Holdings Inc., is offering callable fixed rate notes due August 20, 2029, with a $1,000 stated principal amount per note and a fixed interest rate of 5.00% per annum. Interest is paid semi-annually on February 20 and August 20, beginning February 20, 2027, using a 30/360 day-count convention. The notes are callable at the issuer’s option, in whole but not in part, at 100% of principal plus accrued interest on quarterly redemption dates starting February 20, 2027. Payments on the notes are fully and unconditionally guaranteed by Citigroup Inc. The notes will not be listed on any securities exchange, and net proceeds will be used for general corporate purposes and related hedging activities.

Rhea-AI Summary

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering autocallable barrier securities linked to the worst performer of the Utilities Select Sector SPDR ETF, the Nasdaq‑100 Index and the Russell 2000 Index, maturing August 29, 2031, with a $1,000 stated principal amount per security.

The notes may be automatically redeemed on four interim valuation dates from August 2027 to May 2028 if each underlying is at or above its premium threshold, paying back $1,000 plus a fixed premium of at least 16%–28% depending on the date. If held to maturity and not called, investors get $1,000 plus leveraged upside based on 150% of the worst performer’s positive return, par if that worst performer is between 70% and 100% of its initial level, and a one‑for‑one loss if it finishes below 70%, potentially losing the entire principal.

The issue price is $1,000, including up to $41.25 in underwriting fees, with at least $958.75 in proceeds per security to the issuer. The estimated value on the pricing date is expected to be at least $875 per security, reflecting dealer pricing models and internal funding rates, and the securities do not pay dividends or provide any rights in the underlying assets.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering callable Contingent Coupon Equity Linked Securities linked to the worst performer of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index, maturing on August 22, 2028 and fully guaranteed by Citigroup Inc.

The notes pay a contingent coupon of 1.0167% per month (about 12.20% per annum) only if, on each valuation date, the worst-performing index is at or above 70% of its initial level; otherwise no coupon is paid for that period. If not called and at final valuation the worst-performing index is at or above 70% of its initial level, investors receive the $1,000 principal per note; if it is below 70%, repayment is reduced dollar-for-dollar with the index loss, potentially to zero.

The issuer may redeem the notes in whole on specified dates at $1,000 plus any due coupon, which can shorten the term. The offering size is $3,655,000, with an underwriting fee of $5 per note and an estimated value of $989.60 per note. Investors face downside market risk on the worst-performing index, no upside participation or dividends, credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., complex U.S. tax treatment and potentially limited secondary market liquidity.

Rhea-AI Summary

Citigroup Inc. (C), via Citigroup Global Markets Holdings Inc., is offering $5,716,000 of autocallable equity-linked securities with a stated principal amount of $1,000 per security, linked to Caterpillar Inc. (CAT) and guaranteed by Citigroup Inc. The notes pay a fixed coupon of 2.775% per quarter, equivalent to 11.10% per annum, until they are automatically redeemed or mature on August 17, 2028.

The notes can be automatically called on semi-annual observation dates starting in February 2027 if CAT’s closing price is at or above the initial underlying value of $856.57, in which case holders receive $1,000 plus the coupon and no further payments. If not called, the maturity payoff depends on CAT’s level on the valuation date: if it is at or above the final barrier value of $471.114 (55% of the initial value), investors receive full principal; if below, they receive 1.16745 CAT shares per note (or equivalent cash), which may be worth far less than principal and could be zero, aside from the final coupon.

Investors do not receive CAT dividends or upside appreciation and face full downside market risk below the barrier as well as the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. The estimated value is $985.50 per note, below the $1,000 issue price, reflecting selling, structuring and hedging costs, and secondary market liquidity may be limited.

Rhea-AI Summary

CITIGROUP INC (symbol: C) is the issuer of record for a Form 424B2 filing submitted to the SEC.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering Autocallable Contingent Coupon Equity Linked Securities linked to the worst performer of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index with a total issue size of $1,710,000 and maturity on August 22, 2029.

The notes pay a contingent coupon of 0.7917% per month (about 9.50% per annum) only if, on each valuation date, the worst-performing index is at or above 80% of its initial level; otherwise no coupon is paid. If on specified autocall dates the worst-performing index is at or above its initial level, the notes are automatically redeemed at $1,000 plus the applicable coupon.

At maturity, if not called and the worst-performing index is below 80% of its initial level, principal is reduced 1% for each 1% decline beyond the 20% buffer, potentially down to a substantial loss. Investors face the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., limited liquidity, complex U.S. tax treatment and an initial estimated value of $987 per $1,000 note, below the issue price.

Rhea-AI Summary

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering unsecured, autocallable equity-linked securities due August 24, 2028, linked to the worst performer of QQQ, SPDR EURO STOXX 50 ETF and SPDR S&P 500 ETF. The notes pay a fixed coupon of 2.375% per quarter (9.50% per year) while outstanding, but principal repayment is conditional.

If not called early and the worst-performing ETF on August 17, 2028 is at or above 75% of its initial level, investors receive the $1,000 principal plus final coupon; otherwise, repayment is reduced 1:1 with that ETF’s loss, down to zero (excluding the final coupon). The notes can be automatically redeemed as early as August 17, 2027 if the worst performer is at or above its initial level, paying $1,000 plus coupon and ending further income. All payments depend on the credit of Citigroup Global Markets Holdings Inc. and the Citigroup Inc. guarantee, and the estimated value at pricing of $982.90 is below the $1,000 issue price, reflecting embedded costs and dealer margin.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is issuing unsecured, autocallable barrier securities linked to shares of a semiconductor and telecom equipment company trading under ticker “QCOM,” fully and unconditionally guaranteed by Citigroup Inc. The notes have a $1,000 stated principal per security, are issued on August 20, 2026, and mature August 22, 2028, unless automatically redeemed earlier.

The notes pay no interest. On August 24, 2027, if the underlying’s closing value is at or above the autocall barrier of $129.744 (80% of the initial value), investors receive $1,295 per security (principal plus a 29.50% premium) and the notes terminate. If not called, at maturity investors receive: (i) principal plus leveraged upside at a 150% participation rate if the final value exceeds the initial value of $162.18; (ii) principal only if the final value is at or above the final barrier of $113.526 (70% of initial) but not higher than initial; or (iii) a fixed number of underlying shares (or equivalent cash) worth less than principal, potentially zero, if the final value is below the final barrier.

The securities are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., offer limited or no liquidity, and have an estimated value on the pricing date of $976.70 per security, below the $1,000 issue price due to selling, structuring, and hedging costs and internal funding assumptions.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is issuing unsecured, index-linked notes maturing August 22, 2029, guaranteed by Citigroup Inc. Each $1,000 security pays a contingent coupon of 0.9333% per month (about 11.20% per annum) only if, on the relevant valuation date, the worst performing of the Nasdaq-100, Russell 2000, and S&P 500 is at or above its coupon barrier, set at 70% of its initial level. If the worst-performing index is below its barrier on a valuation date, no coupon is paid for that period.

At maturity, if not previously called, investors receive $1,000 per security only if the worst-performing index is at or above its 70% final barrier; otherwise the payoff is $1,000 plus the index return of that worst index, exposing principal to losses down to zero. Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon, capping further income. The issue price is $1,000, with an estimated value of $982.50 and underwriting fees up to $7.50 per note, and all payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc.

Rhea-AI Summary

CITIGROUP INC (C), through issuer Citigroup Global Markets Holdings Inc., is offering callable fixed rate Medium-Term Senior Notes, Series N, due September 24, 2027, with a stated principal amount of $1,000 per note, fully and unconditionally guaranteed by Citigroup Inc.

The notes pay fixed interest at 4.28% per annum on February 24, 2027, August 24, 2027 and at maturity, using an Actual/360 day count. Beginning February 24, 2027, the issuer may redeem the notes at 100% of principal plus accrued interest on specified redemption dates. The notes will not be listed on any securities exchange, and the net proceeds will be used for general corporate purposes and related hedging activities.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering autocallable contingent coupon equity-linked securities maturing on August 19, 2031, linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER (SPXI4EV6). Each security has a stated principal amount of $1,000 and is fully and unconditionally guaranteed by Citigroup Inc.

The notes pay a contingent coupon of 1.1917% of principal (about 14.30% per annum) on each scheduled payment date only if the index is at or above the coupon barrier value of 7,430.08 (70% of the initial 10,614.40). Missed coupons are “memory” and may be paid later if the barrier is met, but can be lost entirely if never re-met.

The notes are automatically called on specified dates if the index is at or above its initial level, returning $1,000 plus the coupon and any unpaid coupons. If held to maturity and not called, principal is protected only down to the final buffer value of 9,022.24 (85% of initial). Below that level, losses increase 1% for each 1% index decline beyond the 15% buffer. The issue price is $1,000 per security versus an estimated value of $924.80, and the product carries complex index, market, credit and tax risks.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is issuing unsecured Medium-Term Senior Notes, Series N, in the form of callable contingent coupon equity-linked securities tied to the worst performer of the Nasdaq-100®, Russell 2000® and S&P 500® indices, maturing July 28, 2028 and fully guaranteed by Citigroup Inc.

Each $1,000 security can pay a contingent coupon of at least 0.9442% per valuation period (about 11.33% per annum) only when the worst-performing index on the prior valuation date is at or above 70% of its initial level; otherwise no coupon is paid. At maturity, if not previously called and the worst-performing index is below 70% of its initial level, repayment is reduced one-for-one with the index decline, down to zero.

Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon, capping future income. The estimated value on the pricing date is expected to be at least $933 per $1,000, reflecting selling, structuring and hedging costs. Investors face Citigroup Global Markets Holdings Inc. and Citigroup Inc. credit risk, limited liquidity, complex U.S. tax treatment and potential 30% withholding on coupons for some non-U.S. holders.

Rhea-AI Summary

Citigroup Global Markets Holdings Inc., guaranteed by CITIGROUP INC (C), is offering autocallable contingent coupon equity-linked securities with a stated principal amount of $1,000 per security, linked to the worst performer of the Nasdaq-100®, Russell 2000® and S&P 500® Indices.

The notes pay a contingent coupon of at least 8.85% per annum, but only if on each valuation date the worst performing index is at or above 75.00% of its initial value; missed coupons are not paid later. If on the final valuation date the worst index is below 70.00% of its initial value, investors lose principal 1-for-1 with the index decline and can lose their entire investment.

The notes may be automatically called on specified dates if the worst index is at or above its initial value, returning $1,000 plus the coupon, which can limit total return. The issue price is $1,000, with an estimated value of at least $920 and an underwriting fee up to $22.25 per security. All payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., and the securities may have limited or no secondary market liquidity.

Rhea-AI Summary

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering unsecured, autocallable medium-term senior notes linked to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER, due August 26, 2032 and fully guaranteed by Citigroup Inc. The notes have a $1,000 stated principal amount, pay no interest and may be automatically redeemed on scheduled valuation dates if the index is at or above 90% of its initial level, in which case investors receive $1,000 plus a fixed premium that steps up over time. If held to maturity and not called, investors receive $1,000 plus the final-date premium if the index is at or above the autocall barrier, $1,000 if it is between 60% and 90% of the initial level, and suffer 1‑for‑1 downside below 60%, potentially losing their entire investment. The index itself is complex and highly risky, combining up to 500% leveraged exposure to S&P 500 futures, a 40% volatility target and a 6% per annum decrement, and is expected to underperform the S&P 500 price index. The issue price is $1,000, including up to an $8.00 underwriting fee, with minimum issuer proceeds of $992 per note and an estimated value on the pricing date expected to be at least $895.50, reflecting structuring and hedging costs and Citigroup’s internal funding rate; payments are subject to the credit risk of both Citigroup Global Markets Holdings Inc. and Citigroup Inc. and the notes are expected to have limited or no liquidity.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering medium-term senior unsecured structured notes linked to the worst performing of the Nasdaq-100 Index, the Russell 2000 Index and the S&P 500 Index, guaranteed by Citigroup Inc., and maturing on August 29, 2030.

Each $1,000 security may pay a monthly contingent coupon of at least 0.6333% (about 7.60% per annum) only if, on the preceding valuation date, the worst performing index is at or above 70% of its initial level. The notes are callable at the issuer’s option on specified dates from 2028 onward at $1,000 plus any due coupon.

At maturity, if not called, investors receive $1,000 per security only if the worst performing index is at or above 70% of its initial level; otherwise, principal is reduced 1-for-1 for index declines beyond a 30% buffer. Investors face full credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., potentially limited liquidity, an initial estimated value (at least $938) below the $1,000 issue price, complex tax treatment and exposure to index volatility and correlation.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is issuing unsecured Medium-Term Senior Notes, Series N, structured as callable contingent coupon equity-linked securities tied to the worst performer of the Nasdaq‑100, Russell 2000, and S&P 500 indices and fully guaranteed by Citigroup Inc.

Each security has a $1,000 stated principal amount and may pay a contingent coupon of at least 1.05% per period, equivalent to at least 12.60% per annum, only if on each valuation date the worst-performing index is at or above its coupon barrier, set at 70% of its initial level. If the notes are not called and on the final valuation date the worst-performing index is below its 70% final barrier, repayment of principal is reduced one-for-one with the index loss, down to zero. 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 $941 per security, below the $1,000 issue price, reflecting selling, structuring and hedging costs and use of the issuer’s internal funding rate. All payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. and the notes are expected to have limited or no liquidity.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering medium-term senior notes in the form of Callable Contingent Coupon Equity Linked Securities tied to the worst performer of the Nasdaq-100, Russell 2000 and S&P 500 indices, maturing September 3, 2031. The notes pay a quarterly contingent coupon of at least 1.275% of the $1,000 principal (at least 15.30% per year) only when the worst-performing index on a valuation date is at or above 80% of its initial level. At maturity, if not previously called and the worst-performing index is below 80% of its initial level, principal is reduced one-for-one with the index loss, down to zero. Citigroup may redeem the notes on many scheduled dates at $1,000 plus any due coupon, and all payments depend on the credit of Citigroup Global Markets Holdings Inc. and the Citigroup Inc. guarantee.

Rhea-AI Summary

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering medium-term senior unsecured notes titled Callable Contingent Coupon Equity Linked Securities linked to the worst performer of the Russell 2000 Index, the S&P 500 Index and the State Street Consumer Discretionary Select Sector SPDR ETF, maturing on December 2, 2027. The notes are fully and unconditionally guaranteed by Citigroup Inc.

Each $1,000 security may pay a contingent coupon of at least 1.0083% per period (about 12.10% per annum) on scheduled dates, but only if the worst performing underlying on the prior valuation date is at or above 70% of its initial level. Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon. If held to maturity and not redeemed, investors receive $1,000 only if the worst performing underlying is at or above its 70% final barrier; otherwise, repayment is reduced one-for-one with the worst underlying’s decline and can fall to zero.

The offering embeds significant market and credit risk, no upside participation in the underlyings, no dividends, and potentially limited liquidity. The estimated value on the pricing date is expected to be below the $1,000 issue price, reflecting structuring, hedging costs and Citigroup’s internal funding rate.

Rhea-AI Summary

Citigroup Inc (C), through its subsidiary Citigroup Global Markets Holdings Inc., is offering autocallable contingent coupon equity-linked senior notes tied to the worst performer of the Nasdaq-100 Index, Russell 2000 Index and VanEck Semiconductor ETF, maturing September 7, 2028. The notes have a $1,000 stated principal amount and pay a contingent coupon of at least 1.1958% per month (about 14.35% per annum) only when the worst-performing underlying on the prior valuation date is at or above 70% of its initial value. Principal is protected only above a final barrier at 60% of initial; below that, investors lose 1% of principal for each 1% decline in the worst underlying, down to total loss. The notes may be automatically called on specified dates if the worst-performing underlying is at or above its initial value, returning $1,000 plus that period’s coupon. The estimated value on the pricing date is expected to be at least $909.50 per $1,000, below the issue price, and liquidity may be limited, with all payments subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc.

Rhea-AI Summary

CITIGROUP INC (guarantor, symbol C) is supporting an offering of unsecured Medium-Term Senior Notes issued by Citigroup Global Markets Holdings Inc., structured as callable contingent coupon equity-linked securities tied to the worst performing of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index, maturing August 30, 2029.

Investors receive a contingent coupon of at least 10.35% per annum (0.8625% per period) only if, on each valuation date, the worst performing index is at or above 80% of its initial value. The issuer may redeem the notes early on specified dates at $1,000 plus any coupon. If held to maturity and the worst index is at or above its 80% buffer level, principal is repaid; otherwise, repayment is reduced dollar-for-dollar for losses beyond the 20% buffer, with potential for substantial principal loss.

Each note has a $1,000 stated principal amount, issue price of $1,000, underwriting fee of $10 and proceeds to the issuer of $990, with an estimated initial value of at least $932.50 based on internal models. Payments depend entirely on index performance and the credit of Citigroup Global Markets Holdings Inc. and Citigroup Inc., and the notes are intended for investors who understand structured equity-linked risk, limited liquidity and complex U.S. tax treatment.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering medium-term senior notes (Series N) in the form of Callable Contingent Coupon Equity Linked Securities linked to the worst of the Dow Jones Industrial Average, the Russell 2000 Index and the S&P 500 Index, guaranteed by Citigroup Inc.

Each security has a $1,000 principal amount and matures on August 26, 2031, with a pricing date of August 21, 2026. Investors may receive a contingent coupon of at least 0.7583% per period (about 9.10% per annum, set on the pricing date) only if, on the relevant valuation date, the worst performing index is at or above 65% of its initial level (the coupon barrier. Principal is protected only if, on the final valuation date, the worst index is at or above 60% of its initial level; otherwise repayment is reduced one-for-one with the index loss and can fall to zero.

The issuer may call the notes on specified dates at $1,000 plus any due coupon. Underwriting fees are $6 per $1,000 note, for issuer proceeds of $994, and the initial estimated value is expected to be at least $938, below the issue price. Payments depend on Citigroup Global Markets Holdings Inc. and Citigroup Inc. credit and the notes may have limited secondary market liquidity.

Rhea-AI Summary

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering autocallable buffer securities linked to the worst performer of the SPDR S&P Regional Banking ETF (KRE) and the VanEck Semiconductor ETF (SMH), maturing August 19, 2031, fully and unconditionally guaranteed by Citigroup Inc.

Each security has a $1,000 stated principal amount. If on any valuation date the worst-performing ETF is at or above its initial value, the note auto-redeems for $1,000 plus a fixed premium that steps up over time to 80.75% of principal by the final valuation date. If held to maturity without auto-redemption, principal is protected as long as the worst-performing ETF has not fallen below its final buffer value, set at 80% of its initial level (a 20% buffer).

Below the buffer at maturity, repayment is reduced 1% for each 1% decline beyond the 20% buffer, exposing investors to significant loss of principal. The issue price is $1,000, with an estimated value of $946.20 per security and an underwriting fee of up to $41.25 per security, reflecting embedded costs and dealer compensation.

Rhea-AI Summary

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering medium-term senior notes called Callable Contingent Coupon Equity Linked Securities linked to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500 indices, fully and unconditionally guaranteed by Citigroup Inc. Each security has a $1,000 stated principal amount, a term to August 24, 2029, and pays a contingent coupon of at least 0.9167% per month (about 11.00% per annum) only if, on each valuation date, the worst performing index is at or above 70% of its initial level.

If the notes are not called and on the final valuation date the worst performing index is at or above 70% of its initial level, investors receive $1,000 plus the final coupon. If it is below 70%, repayment is reduced one-for-one with the index loss, potentially to zero. 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 $930.50 per $1,000 note, below the issue price, reflecting structuring and hedging costs. Investors face equity market risk, issuer and guarantor credit risk, call risk, limited liquidity, and uncertain U.S. tax treatment.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering unsecured, senior, equity-linked notes tied to the worst performer of the Dow Jones Industrial Average, Nasdaq-100 Index® and S&P 500® Index, guaranteed by Citigroup Inc. The notes pay a contingent coupon of at least 1.0125% of the $1,000 principal per period (at least 12.15% per annum) only if, on the relevant valuation date, the worst-performing index is at or above 75% of its initial level. At maturity, if not previously called and the worst-performing index is at or above 70% of its initial level, investors receive $1,000; below 70%, principal is reduced 1-for-1 with the index loss, potentially to zero. Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon, and the estimated value on the pricing date is expected to be at least $939 per note, below the $1,000 issue price, reflecting structuring and hedging costs.

Rhea-AI Summary

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering $493,000 aggregate stated principal amount of 493 Performance Leveraged Upside Securities linked to an equally weighted basket of ten U.S.-listed energy and industrial stocks. Each security has a $1,000 principal, prices on August 14, 2026, and matures on September 13, 2027.

At maturity, investors receive $1,000 plus 150.00% of any positive basket return, capped at a maximum return of $410 per security (41%); if the basket is flat or down, they are fully exposed 1:1 to the percentage decline with no minimum payment, risking a total loss of principal. The notes pay no interest and do not pass through dividends on the basket components.

The securities are senior unsecured obligations of Citigroup Global Markets Holdings Inc., fully and unconditionally guaranteed by Citigroup Inc. The estimated value is $948.70 per $1,000 at pricing, below the issue price, reflecting underwriting and structuring fees totaling $15.00 per security and issuer funding and hedging costs.

Rhea-AI Summary

CITIGROUP INC (symbol: C) is the issuer of record for a Form 424B2 filing submitted to the SEC.

Rhea-AI Summary

CITIGROUP INC (symbol: C) is the issuer of record for a Form 424B3 filing submitted to the SEC.

Rhea-AI Summary

Citigroup Inc (C), as guarantor, supports an offering by Citigroup Global Markets Holdings Inc of unsecured “Capped GEARS” notes linked to an unequally weighted basket of five equity indices (EURO STOXX 50, Nikkei 225, FTSE 100, Swiss Market Index and S&P/ASX 200).

The notes have a stated principal of $10 per security, a term of about 14 months from the August 27, 2026 trade date to October 29, 2027 maturity, and minimum investment of 100 securities. If the basket return is zero or positive, investors receive principal plus 3x leveraged basket performance, capped at a maximum gain of 18.55%–20.55%. If the basket return is negative, losses match the basket’s decline, down to a total loss of principal. The initial basket level is 100, with weights of 40% EURO STOXX 50, 25% Nikkei 225, 17.5% FTSE 100, 10% SMI and 7.5% S&P/ASX 200. The issue price is $10, with proceeds to the issuer of $9.80 per note and an underwriting discount of $0.20. Citigroup Global Markets Inc estimates the value on the trade date will be at least $9.66, below the issue price. The notes pay no interest or dividends and all payments depend on the credit of the issuer and Citigroup Inc.

Rhea-AI Summary

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering Digital Plus Securities linked to the S&P 500 Futures Excess Return Index, fully and unconditionally guaranteed by Citigroup Inc. Each security has a stated principal of $1,000, with total issuance of $1,266,000.

The initial underlying value is 621.16. At maturity on August 19, 2031, if the final index value is at or above the initial value, investors receive $1,000 plus the greater of a $750 digital return (75%) or $1,000 times the underlying return. If the final value is below the initial value, repayment is $1,000 plus $1,000 times the underlying return, giving full downside exposure and potential loss of most or all principal.

The issue price is $1,000 per security, including up to a $10 underwriting fee and minimum proceeds to the issuer of $990 per security; the estimated value is $980.20, reflecting CGMI’s internal funding rate and pricing models. Investors receive no dividends, face credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., and the product is expected to be treated as a prepaid forward contract for U.S. federal income tax purposes, subject to uncertainty and potential future tax changes.

Rhea-AI Summary

CITIGROUP INC (through Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc.) is offering autocallable buffered equity-linked securities tied to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER, maturing August 19, 2031 unless redeemed earlier. Each security has a $1,000 principal amount and pays a fixed coupon of 0.6042% monthly (about 7.25% per annum while outstanding. The estimated value at pricing is $893.90 per $1,000, below the issue price. The notes may be automatically called on specified dates if the index is at or above its initial value, returning $1,000 plus the coupon. If held to maturity, investors receive the final coupon plus $1,000 if no downside event occurs; otherwise principal is reduced based on the index loss beyond a 15% buffer, with a downside threshold at 9,022.240 (85% of the initial level 10,614.40). Total issuance is $260,000, with $45 per security in underwriting fees and $955 in proceeds to the issuer.