CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering $1,395,000 of callable contingent coupon equity-linked securities tied to the worst performer of the Nasdaq-100 Index, Russell 2000 Index and SPDR S&P Regional Banking ETF. The notes pay a 13.10% annualized contingent coupon (1.0917% per period) only if the worst underlying is at or above 70% of its initial level on each valuation date.

At maturity, if not called and the worst underlying is at or above 60% of its initial level, investors receive the $1,000 principal per note; below 60%, principal is reduced 1-for-1 with the worst underlying’s loss, down to zero. The issuer may redeem at par plus coupon on many dates, payments depend solely on underlyings’ performance, and all amounts are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. The initial estimated value is $976.90 per $1,000 note, below the issue price.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is issuing autocallable contingent coupon equity-linked securities tied to International Business Machines Corporation (IBM) shares, maturing September 10, 2027, with a $1,000 stated principal per security.

The notes pay a 1.05% contingent coupon each period (equivalent to 12.60% per annum) only if IBM’s closing value on the relevant valuation date is at or above the coupon barrier of $129.333 (55% of the $235.15 initial value. Automatic early redemption can occur on specified dates if IBM is at or above the initial value, returning $1,000 plus the coupon.

If not called and IBM’s final value is below the final barrier of $129.333, investors receive IBM shares (or, at Citigroup’s option, cash) based on a fixed equity ratio of 4.25260, which may be worth far less than principal, including zero. The securities are unsecured obligations subject to Citigroup Global Markets Holdings Inc. and Citigroup Inc. credit risk, may have limited or no liquidity, and carry complex U.S. tax and withholding considerations.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering unsecured Callable Contingent Coupon Equity Linked Securities linked to the worst performer of the Russell 2000® and S&P 500® indices, maturing August 9, 2028, with monthly observation dates.

The notes pay a contingent coupon of 0.7225% per month (annualized 8.67%) only if, on each valuation date, the worst-performing index is at or above 70% of its initial level. Principal is protected only if, at final valuation, the worst-performing index is at or above 60% of its initial value; otherwise, repayment is reduced one-for-one with the index loss, down to zero.

Citigroup may call the notes in whole on specified dates, paying $1,000 plus any due coupon, which can shorten the term. The issue price is $1,000 per note, including up to $7.50 in underwriting fees; the initial estimated value is $987.50, reflecting selling, structuring and hedging costs. Investors face full issuer and guarantor credit risk, complex payoff terms, potential illiquidity, and uncertain U.S. tax treatment.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering autocallable unsecured notes linked to the worst performer of the EURO STOXX 50® Index and the Nasdaq-100 Index®, with a stated principal amount of $1,000 per security and total issuance of $884,000. The notes pay no interest and may be automatically redeemed on scheduled valuation dates from August 4, 2027 through August 4, 2031 if the worst-performing index closes at or above 90% of its initial level, triggering return of principal plus a fixed premium of 10.12% to 50.60% of principal depending on the call date.

If not called, at maturity on August 7, 2031 investors receive principal plus the 50.60% premium if the worst performer is at or above its 90% autocall barrier, par if it is below that level but at or above the 85% final barrier, and a 1-for-1 loss with index decline if it finishes below the final barrier, with no minimum repayment. Initial index levels are 6,486.70 for the EURO STOXX 50® and 29,733.16 for the Nasdaq-100, with corresponding 90% autocall and 85% final barriers. The issue price is $1,000, including up to $41 underwriting fee, versus an estimated value of $958.60, and the notes carry full Citigroup credit risk, limited liquidity and complex tax and market risks.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering principal-at-risk Medium-Term Senior Notes, Series N, linked to the SOFR CMS spread (SOFR CMS30 minus SOFR CMS5), maturing on November 9, 2026, at an issue price of $1,000 per security.

At maturity, investors receive a minimum of $232.3931624 and up to a maximum of $2,796.4957265 per $1,000, depending on how much the SOFR CMS spread on the valuation date exceeds the 0.354% strike, multiplied by a leverage factor of 854.7008547 and capped at the maximum payment. If the yield curve does not steepen significantly, or flattens or inverts, investors incur a substantial loss of principal. The estimated value on the pricing date is expected between $950.00 and $1,000.00 per security, reflecting Citigroup Global Markets Inc.’s proprietary models and internal funding rate, and the notes are subject to complex tax treatment as prepaid financial contracts.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., offers Autocallable Contingent Coupon Equity Linked Securities linked to the worst of the Nasdaq‑100, Russell 2000 and S&P 500 indices, each with a $1,000 stated principal amount and maturing on August 17, 2029, unless called earlier.

Investors may receive monthly contingent coupons of 0.7083% (about 8.50% per annum) only when the worst performing index on a valuation date is at or above 70% of its initial value. The notes are automatically redeemed at par plus coupon on specified dates if the worst index is at or above its initial value. If not called, and the worst index finishes below its 70% final barrier, repayment of principal is reduced 1% for each 1% decline, down to zero, meaning investors may lose all of their investment and may receive no coupons. The securities are unsecured and subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., and the issuer expects the initial estimated value to be at least $915 per note, below the $1,000 issue price.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Autocallable Contingent Coupon Equity Linked Securities linked to the worst performing of the Dow Jones Industrial Average, Nasdaq‑100 Index® and Russell 2000® Index, due August 17, 2029, under its Medium‑Term Senior Notes, Series N program.

The notes pay a contingent coupon of 0.8958% per month (about 10.75% 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 value. On designated potential autocall dates, if the worst index is at or above its initial value, the notes are automatically redeemed at $1,000 plus the coupon, which can cap investors’ total income.

If not called, maturity payoff depends solely on the worst index: if its final level is at or above 70% of its initial value, investors receive $1,000 per note (plus any final coupon); otherwise they receive $1,000 × (1 + underlying return), exposing principal 1‑for‑1 to downside, with no minimum and potential total loss. Investors do not receive dividends or upside from any index and face the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. The issue price is $1,000 per note, including up to $8.00 underwriting fee, while the estimated value on the pricing date is expected to be at least $931.50, reflecting embedded costs and hedging.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering callable contingent coupon equity-linked notes tied to the worst performer of the iShares Russell 2000 ETF, the Nasdaq-100 Index and the S&P 500 Index, maturing on August 30, 2029. Each security has a $1,000 stated principal amount and pays a 2.575% quarterly contingent coupon (equivalent to 10.30% per annum) only if, on the relevant valuation date, the worst-performing underlying is at or above its coupon barrier set at 70% of its initial value. Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon. At maturity, if not called, investors receive $1,000 per note only if the worst-performing underlying is at or above its 70% final barrier; otherwise, principal is reduced one-for-one with the underlying’s loss, potentially to zero. The issue price is $1,000, with underwriter fees up to $18.50 and estimated value at least $921, and all payments depend on the credit of Citigroup Global Markets Holdings Inc. and Citigroup Inc.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering callable contingent coupon equity-linked senior notes due August 16, 2029, with a $1,000 stated principal amount per security. Payments depend on the worst performer of the Dow Jones Industrial Average, Nasdaq-100 Index® and Russell 2000® Index.

The notes pay a 0.9917% contingent coupon per month (about 11.90% per year) 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 any valuation date is below this barrier, no coupon is paid for the following period. At maturity, if not previously called and the worst-performing index is at or above 70% of its initial level, investors receive $1,000 plus any final coupon; otherwise repayment is $1,000 plus the index return of the worst performer, exposing investors to losses up to their entire principal.

The issuer may redeem the notes early on specified dates at $1,000 plus any due coupon, capping future income. The notes are unsecured obligations subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., include an underwriting fee of up to $6.50 per security, and have an estimated initial value of at least $939.00 per security, below the issue price due to structuring and hedging costs.