CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. is offering 18,089 contingent income auto-callable securities linked to Advanced Micro Devices, Inc. common stock with a stated principal amount of $1,000 per security. The securities pay a quarterly contingent coupon of 5.60% of principal (22.40% per annum) only if the underlying closing price at each valuation date is at or above the downside threshold of $255.785 (50.00% of the initial share price). Securities may be automatically redeemed early if the underlying closes at or above the initial share price of $511.57 on a potential redemption date; early redemption returns principal plus the applicable contingent coupon. If not redeemed and the final share price is below the downside threshold, investors receive principal adjusted 1-for-1 by the share return and will not receive contingent coupons, exposing holders to significant or total principal loss. Issue date is June 17, 2026 and maturity is June 15, 2029. The issue price is $1,000 per security, estimated model value is $967.20 per security, underwriting fees total $22.50 per security and selected selling concessions and structuring fees are described in the supplement.

Citigroup Global Markets Holdings Inc. is offering autocallable securities linked to the worst performing of the S&P 500®, the Russell 2000® and the Dow Jones Industrial Average™ due June 17, 2030. Each security has a stated principal amount of $1,000 and the offering aggregates $32,984,000. The securities pay a specified premium on a schedule of valuation dates (up to 35.600% on the final valuation date). If on any valuation date the worst performing underlying is at or above its autocall barrier value (80% of initial value), the securities will be automatically redeemed for $1,000 plus the premium applicable to that valuation date. If not autocalled, payment at maturity depends solely on the performance of the worst performing underlying: you receive $1,000 plus the final premium if the worst performing underlying is >= its trigger (80% of initial); otherwise you receive $1,000 plus $1,000 times the underlying return of the worst performing underlying, which can result in a substantial loss (possibly to zero).

The securities are obligations of Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc.; the estimated model value at pricing was $986.00 per security. These securities do not pay dividends on the underlyings, involve complex tax and market risks (including uncertain U.S. federal tax treatment), and are suitable only for investors who understand autocallable and principal-at-risk structures.

The issuer, Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.), is offering autocallable contingent coupon debt securities linked to the S&P 500 Futures 35% Edge Volatility 6% Decrement Index (USD) ER. The securities have a $1,000 stated principal amount, an issue price of $1,000.00 per security and mature on June 23, 2036, unless earlier redeemed. Contingent coupons of $31.00 per $1,000 would be payable on each contingent coupon payment date (equivalent to an annualized contingent coupon rate of 12.40% per annum) only if the underlying’s closing value on the applicable valuation date is at or above the coupon barrier (50% of the initial underlying value). The Index includes a 6% per annum decrement, may apply leverage up to 500%, and is described as highly risky; investors may lose a substantial portion or all of their principal and may receive no contingent coupons.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked securities tied to the worst performing of the Dow Jones Industrial Average, the Nasdaq-100 Index and the Russell 2000, due June 15, 2029. Each security has a stated principal amount of $1,000. Contingent coupons of 1.0167% per period (approximately 12.20% per annum) are payable on scheduled contingent coupon payment dates only if the worst performing underlying on the preceding valuation date is at or above its coupon barrier for that underlying. If on the final valuation date the worst performing underlying is below its final barrier, the maturity payment will be $1,000 + $1,000 × underlying return for that worst performing underlying, which can result in a material loss of principal. The issue date is June 17, 2026, pricing date June 12, 2026, and maturity is June 15, 2029. The offering totals $1,573,000 (1,573 securities at $1,000 each). The estimated value per security at pricing was $983.20, below the issue price. The securities are obligations of Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc.

Citigroup Global Markets Holdings Inc. priced buffer securities linked to the iShares® 20+ Year Treasury Bond ETF (TLT) with a maturity date of June 15, 2029. Each security has a stated principal amount of $1,000, an initial underlying value of $85.77 (closing on the pricing date), a buffer percentage of 10.00% and an upside participation rate of 169.00%. At maturity the payout depends on the final underlying value versus the initial and the final buffer value of $77.193 (90.00% of the initial underlying value).

The offering size is shown as $700,000.00 (700 securities) at an issue price of $1,000 per security; underwriting fee is up to $5.00 per security and estimated value per security at pricing was $965.60 based on CGMI’s proprietary models. The securities are obligations of Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., and carry the risks described, including credit risk of Citigroup and market risk linked to long-duration U.S. Treasury bonds held by the ETF.

Citigroup Global Markets Holdings Inc. is issuing autocalled contingent-coupon equity-linked securities tied to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement™ Index ER. Each security has a $1,000 stated principal, a contingent coupon of 1.1833% per period (approximately 14.20% per annum), and may be automatically redeemed during the autocall period. The securities are fully guaranteed by Citigroup Inc.. Key valuation figures: initial underlying value 1,865.382, coupon barrier 1,119.229 (60.00%), and final barrier 932.691 (50.00%). Issue price is $1,000 (estimated value $900 per security); proceeds to the issuer are $950 per security after a $50 underwriting fee. If a final underlying value is below the final barrier, holders will receive $1,000 × (1 + underlying return), which can be significantly less than the stated principal, including potentially zero.

Citigroup Global Markets Holdings Inc. priced an offering of Autocallable Contingent Coupon Equity Linked Securities linked to Intel Corporation, with a stated principal amount of $1,000 per security and maturity of June 22, 2029. The securities pay a contingent coupon of 4.50% per valuation period (equivalent to 18.00% per annum) only if the underlying closing value on each valuation date is at or above the coupon barrier of $62.285 (50.00% of the initial underlying value). Initial underlying value is $124.57. If not autocalled, repayment at maturity depends on the final underlying value relative to the final barrier of $62.285; a final underlying below that barrier reduces principal pro rata and may result in a total loss. Issue price is $1,000.00 with estimated value at pricing of $888.80 and underwriting fee of $40.00 per security. All payments are unsecured obligations of CGMH and fully guaranteed by Citigroup Inc.; holders bear credit risk of both entities and may face limited liquidity.

The issuer is Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., offering autocallable securities due June 17, 2030 with a stated principal of $1,000 per security. The payout depends on the worst performing of the S&P 500®, Russell 2000® and the Dow Jones Industrial Average™. The notes pay scheduled premiums on specified valuation dates and may be automatically redeemed early if the worst performing underlying on a valuation date is at or above its autocall barrier (85.80% of its initial value). At final maturity, if the worst performing underlying is below its trigger (80% of initial), the holder absorbs the full downside of that underlying; if at or above the trigger, the holder receives principal plus the final premium.

Citigroup Global Markets Holdings Inc. issues autocallable securities linked to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement™ Index ER. The offering comprises securities with a $1,000 stated principal amount each (issue price $1,000.00), priced on June 12, 2026 and issued on June 17, 2026, with a legal final maturity of June 23, 2036. Payments are fully guaranteed by Citigroup Inc. The securities may automatically redeem on specified valuation dates if the underlying closing value is greater than or equal to the initial underlying value (initial underlying value 1,865.382); otherwise, maturity payoffs depend on the final underlying value versus a final barrier value of 1,119.229 (60.00% of the initial underlying value). The pricing supplement shows total issue price proceeds of $877,000 and an estimated model value per security of $896.00.