CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering Autocallable Contingent Coupon Equity Linked Securities linked to International Business Machines Corporation (IBM), due August 16, 2029. Each security has a $1,000 stated principal amount.

The notes pay a contingent coupon of 3.525% per quarter (14.10% per annum) only if IBM’s closing value on the relevant valuation date is at or above a coupon barrier set at 50% of the initial underlying value. The same 50% level is the final barrier that determines principal protection at maturity.

On specified potential autocall dates, if IBM’s closing value is at or above its initial value, the notes are automatically redeemed for $1,000 plus the applicable coupon, ending further payments. If not called and IBM’s final value is at or above the final barrier, investors receive $1,000 (plus any final coupon). If IBM’s final value is below the final barrier, investors receive IBM shares (or, at Citigroup’s option, cash) worth less than $1,000 and possibly zero.

The securities are unsecured senior debt, exposed to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., and may have limited or no secondary market liquidity. The estimated value on the pricing date is expected to be at least $916.50 per security, below the $1,000 issue price, reflecting selling costs, hedging and the issuer’s internal funding rate.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering unsecured autocallable securities linked to the worst performing of the Dow Jones Industrial, Nasdaq-100 Index® and Russell 2000® Index, due August 14, 2031. Each security has a $1,000 stated principal amount and pays no interest.

The notes may be automatically redeemed on scheduled valuation dates starting August 11, 2027 if the worst performing index is at or above its initial value, repaying $1,000 plus a fixed premium that steps up from at least 11.00% to 55.00% of principal over time. If not called, at maturity investors receive $1,000 plus the final premium if the worst index is at or above its initial value, $1,000 if it is below the initial value but at or above 70.00% of its initial value, or a loss matching the negative return of the worst index if it finishes below that barrier.

Investors forgo dividends and any upside beyond the fixed premiums, face full downside exposure below the barrier, limited liquidity, complex tax treatment and the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. The estimated value on the pricing date is expected to be at least $900.00 per $1,000 security, below the issue price.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering autocallable contingent coupon equity-linked securities tied to the worst performer of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index, maturing on August 19, 2031.

Each $1,000 note pays a 0.6667% contingent coupon per month (about 8.00% per year) only if the worst-performing index on the relevant valuation date is at or above its 70% coupon barrier. The notes can be automatically called on specified dates if the worst-performing index is at or above its initial level, returning $1,000 plus the coupon. If not called and the worst index finishes below its 70% final barrier, investors lose principal one-for-one with that decline, potentially down to zero, and receive no final coupon.

The notes are unsecured obligations of Citigroup Global Markets Holdings Inc., subject to the credit risk of both the issuer and Citigroup Inc., with limited expected secondary market liquidity. The issue price is $1,000, including up to a $34 underwriting fee, while the estimated value on the pricing date is expected to be at least $909 per note, reflecting selling, structuring and hedging costs.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering autocallable contingent coupon equity-linked securities tied to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement™ Index ER, with a stated principal amount of $1,000 per security and total issuance of $4,003,000.00. The pricing date is August 3, 2026, issue date August 6, 2026, and—unless called earlier—maturity on August 11, 2033.

The notes pay a contingent coupon of 1.5833% per month (approximately 19.00% per annum) only when the index closes on the prior valuation date at or above the coupon barrier of 1,207.176 (70% of the initial value 1,724.537). If, on any trading day from August 6, 2027 until shortly before final valuation, the index closes at or above its initial value, the notes are automatically redeemed at $1,000 per security (plus any due coupon if the trigger day is a valuation date).

At maturity, if not redeemed early, investors receive $1,000 per security if the final index value is at or above the final barrier of 1,034.722 (60% of initial); otherwise, principal is reduced one-for-one with index losses, potentially to zero and without any final coupon. The estimated value is $894.60 per security, below the $1,000 issue price, reflecting structuring and hedging costs. The issuer highlights significant market, index-methodology, credit, liquidity and tax risks, including possible 30% withholding on coupon payments to certain non-U.S. holders and early issuer redemption upon specified index methodology changes.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering unsecured senior Buffered Digital TOPIX Index-Linked Notes with a term expected to be 12 to 14 months. The notes pay no interest and do not guarantee repayment of principal. At maturity, if the TOPIX® Index final level is at least 90.00% of the initial level, holders receive a threshold settlement amount expected to be between $1,095.20 and $1,112.00 per $1,000, a contingent return of about 9.52%–11.20%. If the index falls by more than the 10.00% threshold amount, investors lose approximately 1.1111% of principal for each 1% decline beyond that threshold and could lose their entire investment. The notes will not be listed, may have limited or no liquidity, are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., and their estimated value on the trade date will be less than the issue price due to fees, hedging costs and the issuer’s internal funding rate.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering $1,150,000 of Autocallable Barrier Securities linked to the EURO STOXX 50® Index, at $1,000 per security, maturing July 31, 2031. The notes pay no interest and do not guarantee principal.

The securities may be automatically redeemed on scheduled valuation dates from 2027–2030 if the index closes at or above the initial level of 6,289.51, paying $1,000 plus a fixed premium of 11.35%, 22.70%, 34.05%, or 45.40%, depending on the year. If held to maturity, investors receive: $1,000 plus the greater of a 30% premium or 100% participation in index gains if the final level is at or above the initial; par if the index is below the initial but at or above the barrier of 4,717.133 (75%); or 1‑for‑1 downside exposure below the barrier, up to total loss.

Investors forego dividends and accept credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. The estimated value on the pricing date is $964.30 per security, below the issue price, reflecting selling, structuring and hedging costs.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering callable Contingent Coupon Equity Linked Securities due July 19, 2029, linked to the worst performing of the Nasdaq-100 Index®, the Russell 2000® Index and the S&P 500® Index.

Each security has a $1,000 stated principal amount and pays a contingent coupon of at least 0.9333% per period (about 11.20% per annum) only if, on the relevant valuation date, the worst performing index is at or above 70.00% of its initial value. Principal is repaid at maturity only if the worst performing index is at or above 65.00% of its initial value; otherwise investors lose 1% of principal for each 1% decline, potentially losing their entire investment.

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 $934.50 per security, below the issue price, and all payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., with limited liquidity and complex U.S. tax treatment.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering Callable Contingent Coupon Equity Linked Securities due August 10, 2028, 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 and may pay a quarterly contingent coupon of at least 0.9417% (about 11.30% per year) if, on the relevant valuation date, the worst performing index is at or above 75% of its initial value. At maturity, if not called, investors receive $1,000 per security only if the worst index is at or above 70% of its initial value; otherwise, repayment is reduced one-for-one with the index decline and can fall to zero. The issuer may redeem the notes early on specified dates at $1,000 plus any due coupon. The notes are unsecured, subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., may have limited or no secondary market, and carry complex tax and market risks. The estimated value on the pricing date is expected to be at least $940.50 per $1,000, below the issue price.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering buffer securities linked to the S&P 500 Futures Excess Return Index, maturing on August 5, 2031, with a stated principal amount of $1,000 per security. The amended supplement revises totals to an aggregate issue price of $90,000, total underwriting fee of $450 and proceeds to issuer of $89,550. The securities provide a 20.00% downside buffer: if the index decline does not exceed this buffer, investors receive $1,000 at maturity. If the index rises, investors receive $1,000 plus the index gain multiplied by a 175.00% upside participation rate. If the index falls beyond the buffer, principal is reduced 1% for each 1% decline beyond 20%, exposing investors to substantial loss. The initial index value on July 31, 2026 was 598.42, and the estimated value of each security on the pricing date is $940.50, below the issue price, reflecting dealer pricing and funding assumptions. The notes do not pay dividends, are not bank deposits or FDIC insured, and involve complex market, valuation and tax risks.