CITIGROUP INC (C) SEC Filings, Aug 25-26, 2026

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering autocallable medium-term senior notes linked to the worst performing of the Nasdaq-100 Index, the Russell 2000 Index and the State Street Utilities Select Sector SPDR ETF, fully and unconditionally guaranteed by Citigroup Inc.

Each security has a $1,000 stated principal amount, pricing on August 31, 2026, issuing on September 3, 2026 and maturing on September 6, 2029, unless automatically redeemed earlier. The notes pay no interest and your return depends solely on the worst performer among the three underlyings on scheduled valuation dates. If, on any non-final valuation date, the worst performer is at or above its initial value, the notes are automatically redeemed for $1,000 plus a fixed premium for that date, starting at 18.60% on September 1, 2027 and rising by steps to 55.80% on August 31, 2029.

If not called, at maturity you receive (i) $1,000 plus the final premium if the worst performer is at or above its initial value; (ii) $1,000 if it is below its initial value but at or above 70% of its initial value (the final barrier); or (iii) $1,000 plus 1-to-1 exposure to its negative return if it is below the barrier, which can reduce repayment to zero. The estimated value on the pricing date is expected to be at least $918 per security, below the issue price, and the notes are subject to Citigroup Global Markets Holdings Inc. and Citigroup Inc. credit risk, limited liquidity, complex payoff features and uncertain U.S. tax treatment.

CITIGROUP INC (C), through 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 Russell 2000® Index and the S&P 500® Index, guaranteed by Citigroup Inc.

The notes have a stated principal of $1,000 per security, price on September 11, 2026, and mature on September 16, 2031, unless called earlier. They pay a contingent coupon of 1.9625% per quarter (equivalent to 7.85% per annum) only if, on the relevant valuation date, the worst performing index is at or above its coupon barrier value, set at 55.00% of its initial value. If this condition is not met, no coupon is paid for that period.

Citigroup may redeem the notes in whole on specified quarterly dates starting March 2027, paying $1,000 plus any due coupon per note. If not called, maturity payment depends solely on the worst performing index on the final valuation date: if it is at or above its final barrier value (also 55% of initial), investors receive $1,000; if below, they receive $1,000 plus $1,000 times the index return, potentially losing most or all principal and receiving no final coupon. The estimated value on the pricing date is expected to be at least $927.50 per $1,000 note, below the 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 issuer warns of limited or no liquidity, complex tax treatment and extensive downside risk.

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering medium-term senior unsecured notes called Callable Contingent Coupon Equity Linked Securities linked to the worst performing of the Russell 2000® Index and the S&P 500® Index, guaranteed by Citigroup Inc. Each security has a $1,000 stated principal amount, priced on September 11, 2026 and maturing September 16, 2031, unless earlier redeemed.

The notes pay a contingent coupon of 1.7125% per quarter (6.85% per annum) only if, on the relevant valuation date, the worst performing index is at or above its coupon barrier, set at 55% of its initial valuedown to zero.

Citigroup may call the notes in whole on specified potential redemption dates, paying $1,000 plus any due coupon. The issue price is $1,000, including up to a $15 underwriting fee, with minimum proceeds to the issuer of $985 per security and an expected estimated value of at least $921 based on internal models. The notes carry Citigroup Global Markets Holdings Inc. and Citigroup Inc. credit risk, have limited or no assured secondary liquidity, and involve complex market, correlation and tax risks, including potential 30% U.S. withholding on coupons for certain non-U.S. holders.

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering medium-term senior autocallable contingent coupon market-linked notes due September 30, 2036, linked to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement™ Index ER and fully and unconditionally guaranteed by Citigroup Inc.

The notes have a $1,000 stated principal amount and pay a monthly contingent coupon of 0.8042% of principal (about 9.65% per annum) only if the index is at or above a coupon barrier set at 75% of its initial value on the relevant valuation date. From late 2028, if on specified potential autocall dates the index is at or above its initial value, the notes are automatically redeemed at $1,000 plus the coupon, ending future payments.

The underlying index is a Citi-designed, volatility-targeting, leveraged futures-based strategy with a 35% volatility target and a 6% per annum decrement, and may significantly underperform the Nasdaq-100 Index®. The notes are unsecured obligations subject to Citigroup credit risk, will not be listed on any exchange, involve complex index and tax features, and may have limited or no secondary market liquidity.

CITIGROUP INC (C), through its subsidiary Citigroup Global Markets Holdings Inc., is offering preliminary medium-term senior autocallable notes linked to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement™ Index ER, fully and unconditionally guaranteed by Citigroup Inc.

Each security has a $1,000 stated principal and may be automatically redeemed on scheduled valuation dates from September 2027 through September 2036 if the index level is at or above its initial value, paying $1,000 plus a growing premium that reaches 245% of principal at the final valuation date. If the notes are not called and, at maturity in 2036, the index is below its initial value but at or above 50% of the initial value, investors receive $1,000; if it is below 50%, the payoff is $1,000 plus the underlying return, giving 1-to-1 downside exposure and potentially a total loss.

The issue price is $1,000, including a $50 underwriting fee and $950 in proceeds to the issuer; the estimated value on the pricing date is expected to be at least $852.50. Investors do not receive dividends on the underlying and face complex risks, including limited performance history of the index, potential significant underperformance versus the Nasdaq-100 Index®, illiquidity, early redemption at a model-determined fair value if certain index modifications occur, and substantial U.S. tax uncertainty, including possible treatment as a debt instrument or implications under Section 871(m) for non-U.S. holders.

CITIGROUP INC (C), through Citigroup Global Markets Holdings Inc., is offering autocallable contingent coupon equity-linked securities linked to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement™ Index ER, fully and unconditionally guaranteed by Citigroup Inc. Each security has a $1,000 stated principal amount, a pricing date of September 14, 2026, issue date of September 17, 2026, and final maturity on September 22, 2036 unless called earlier. Investors may receive a 1.1875% monthly contingent coupon (about 14.25% per annum) only when the underlying’s closing value on the prior valuation date is at or above the coupon barrier, set at 60% of the initial underlying value; otherwise no coupon is paid. If the note is not redeemed early and the final index value is at least the 50% final barrier, principal is repaid at $1,000; if below the final barrier, repayment equals $1,000 plus $1,000 times the index return, exposing investors to substantial downside and possible total loss. An automatic early redemption feature from September 17, 2027 can return $1,000 per security (plus any due coupon) if the underlying closes at or above its initial value during the autocall period, which can limit total coupons received. The issue price is $1,000 with a $50 underwriting fee and expected estimated value of at least $856 per security, reflecting structuring and hedging costs. The customized underlying index is administered by an affiliate, uses volatility targeting up to 500% leverage and a 6% decrement, and is expected to underperform the Nasdaq-100 Index® under many conditions; the prospectus emphasizes complex risks, limited history, model- and tax-related uncertainties, potential early redemption on index methodology changes, and the possibility of receiving no coupons and significantly less than principal at maturity.

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering unsecured Medium-Term Senior Notes titled Enhanced Barrier Digital Securities linked to NVIDIA Corporation (NVDA), due September 30, 2027. The notes pay no interest and repay an amount at maturity based on NVDA’s performance.

Each security has a $1,000 stated principal amount and offers a fixed digital return amount of at least $110.50 (at least 11.05%) if the final NVDA value on September 27, 2027 is at or above a final barrier value equal to 60% of the initial NVDA value. If NVDA closes below this barrier, repayment equals $1,000 plus $1,000 times the underlying return, giving full 1‑for‑1 downside exposure and potential loss of the entire investment.

The notes are fully and unconditionally guaranteed by Citigroup Inc. The issue price is $1,000 per security, including an underwriting fee of up to $7.50, with minimum per‑security proceeds to the issuer of $992.50. Citigroup Global Markets Inc. estimates the value on the pricing date will be at least $927.50 per security, below the issue price. Investors forgo NVDA dividends, face limited or no secondary market liquidity, and are exposed to the credit risk of both Citigroup Global Markets Holdings Inc. and Citigroup Inc.

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering unsecured Medium-Term Senior Notes, Series N, 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 and fully guaranteed by Citigroup Inc.

The notes pay a contingent coupon of 0.9167% of the $1,000 principal (about 11.00% per annum) on each observation date only if the worst-performing index is at or above its coupon barrier (70% of its initial level). Citigroup may redeem the notes early on specified dates at $1,000 plus any coupon. If held to maturity and not called, principal is protected only if the worst-performing index is at or above its final barrier (60% of its initial level); otherwise, repayment is reduced one-for-one with the index loss and can fall to zero. Investors face Citigroup Global Markets Holdings Inc. and Citigroup Inc. credit risk, no upside participation or dividends on the indices, potential illiquidity, estimated value per note below the issue price, and complex, uncertain U.S. tax and withholding treatment, particularly for non-U.S. holders.

CITIGROUP INC (C), via Citigroup Global Markets Holdings Inc., is offering autocallable contingent coupon equity-linked medium-term senior notes, fully and unconditionally guaranteed by Citigroup Inc., linked to the worst of Invesco QQQ, iShares MSCI Emerging Markets ETF and SPDR S&P 500 ETF, under an amended and restated pricing supplement that revises the issue date.

Each $1,000 note can pay a quarterly contingent coupon of 2.55% (10.20% per annum) if, on the relevant valuation date, the worst-performing underlying’s closing value is at least 75.00% of its initial value; missed coupons are “memory” and can be paid later if the barrier is met. The notes are subject to automatic early redemption on specified dates if the worst-performing underlying is at or above its initial value, returning $1,000 plus the applicable coupon and any unpaid coupons. If not redeemed early, principal is repaid in full only if, at final valuation, the worst-performing underlying is at or above 75.00% of its initial value; otherwise repayment is reduced one-for-one with that underlying’s negative return and can be as low as zero.

The issue price is $1,000 per note, including a $30 underwriting fee and $970 in proceeds to the issuer, while the estimated value on the pricing date is expected to be at least $905.50, reflecting internal funding and hedging assumptions. The notes involve Citigroup credit risk, complex equity, correlation and volatility risk, and significant U.S. tax and withholding uncertainty, including potential 30% withholding on coupon payments to certain non-U.S. holders and possible future changes under Section 871(m).