Citigroup Inc. filings document the regulatory record of a global financial institution with common stock, preferred stock, medium-term senior notes and other registered securities. Form 8-K reports cover quarterly and annual results, financial data supplements, Regulation FD materials, registered-security schedules and exhibits tied to debt and preferred stock instruments.
The company’s SEC record also includes proxy disclosures on board governance, shareholder voting matters and executive compensation. Other filings document amendments to the certificate of incorporation through preferred stock designations, underwriting agreements, supplemental indentures and segment-reporting changes affecting Wealth, U.S. Personal Banking, Services, Markets and Banking.
Citigroup Global Markets Holdings Inc. offers medium-term senior notes — unsecured buffer securities linked to the S&P 500® Index due July 7, 2028. Each security has a $1,000 stated principal, an upside participation rate of 100.00%, a buffer percentage of 15.00%, and a maximum return at maturity of $274.00 (27.40%). Payment at maturity depends on the final closing value of the underlying on the valuation date; holders receive principal plus upside up to the cap, full principal if losses do not exceed the buffer, and 1-for-1 downside beyond the buffer. The securities do not pay interest, do not provide dividends or voting rights, are guaranteed by Citigroup Inc., and are subject to the credit risk of the issuer and guarantor. The pricing date shown is July 2, 2026 and the issue date is July 8, 2026.
Citigroup Global Markets Holdings Inc. is offering autocalled, buffered equity‑linked securities linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER with a $1,000 stated principal amount per security. The securities pay a monthly coupon equal to at least 0.6042% of principal (approximately 7.25% per annum) and may be automatically redeemed on specified potential autocall dates beginning in July 19, 2027. At maturity on July 22, 2031, if not earlier called, holders receive principal plus the final coupon unless a downside event occurs (final index value below 85.00% of the initial underlying value). The securities provide a 15.00% buffer against losses at maturity; losses beyond the buffer reduce principal on a one‑for‑one basis. The offering is guaranteed by Citigroup Inc. and includes an underwriting fee of up to $45 per security. The prospectus highlights significant complexity and risks including the index’s leverage, a 6% annual decrement, notional costs (average 1.92% per annum), limited index track record, potential early redemption, and uncertain U.S. federal tax treatment.
The issuer, Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.), is offering callable contingent coupon medium‑term senior notes linked to the worst performing of the iShares MSCI Brazil ETF, the Nasdaq‑100 Index and the Russell 2000 Index. Each security has a $1,000 stated principal amount and a final maturity of July 10, 2029. Contingent coupons equal to 2.875% per period (equivalent to 11.50% 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 (50% of the initial underlying value). The securities may be called by the issuer on specified potential redemption dates and are subject to the credit risk of the issuer and guarantor. The estimated value on the pricing date is at least $925.50 per security, below the issue price of $1,000.00.
The issuer, Citigroup Global Markets Holdings Inc., priced Dual Directional Buffer Securities linked to the worst performing of the Nasdaq-100 Index® and the S&P 500®. Each security has a $1,000 stated principal amount, an expected issue date of August 5, 2026 and maturity on August 3, 2028. An automatic early redemption can occur after the interim valuation date (August 3, 2027) if the worst performing underlying is >= its initial value; then holders receive $1,000 plus a premium (minimum 11.15%). At maturity holders receive payoffs determined by the worst performing underlying: enhanced upside with a 150% participation, a 1-for-1 absolute return in a limited negative band, and protection only up to a 15% buffer before suffering 1-for-1 downside beyond the buffer.
Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.) is offering autocallable contingent coupon equity-linked securities linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER. Each security has a stated principal amount of $1,000 and matures on July 31, 2031. Contingent coupons (at least 1.00% per period, equivalent to 12.00% per annum when set at the minimum) may be paid on scheduled contingent coupon dates only if the index closes at or above a coupon barrier (set at 70.00% of the initial underlying value). The securities may be automatically redeemed early if the index closes at or above the initial underlying value on potential autocall dates. At maturity, if not redeemed, principal repayment depends on the final underlying value relative to a 15.00% buffer (final buffer value = 85.00% of initial underlying value), exposing investors to losses beyond the buffer. The estimated value before pricing is expected to be at least $850.00 per security; CGMI may receive an underwriting fee of up to $45.00 per security.
Citigroup Global Markets Holdings Inc. priced a callable, contingent-coupon, equity-linked medium-term note series due July 20, 2028 guaranteed by Citigroup Inc. The securities pay contingent quarterly coupons (at least 0.9292% per period, approximately 11.15% annualized if all paid) when the worst-performing underlying on a valuation date is at or above a 70% coupon barrier, and return either principal or an equity-linked payout at maturity depending on the worst-performing underlying versus a 60% final barrier.
The notes reference the Nasdaq-100®, Russell 2000® and S&P 500® indices, are callable on specified potential redemption dates, carry issuer and guarantor credit risk, and have limited liquidity; per-security economics: issue price $1,000, underwriting fee $7.00, proceeds to issuer $993.00, estimated value (pricing date) at least $937.00.
Citigroup Global Markets Holdings Inc. is offering medium-term senior notes — autoca llable contingent coupon equity-linked securities linked to the worst performing of the EURO STOXX 50® Index, the iShares® MSCI Emerging Markets ETF and the Russell 2000® Index, with a stated principal amount of $1,000 per security. The notes pay periodic contingent coupons (at least 1.0083% per period, approximately 12.10% per annum if all are paid) when the worst performing underlying on a valuation date is at or above its coupon barrier (70% of initial). The securities may be automatically redeemed on specified autocall dates if the worst performing underlying is at or above its initial value; otherwise payment at maturity depends on the final performance of the worst performing underlying and can be significantly less than principal, possibly zero. Issue date is July 14, 2026 and maturity (unless earlier redeemed) is July 14, 2031. The estimated value on the pricing date is expected to be at least $920.00 per security; underwriting fee up to $6.00 per security and proceeds to issuer shown as $994.00 per security. All payments are subject to the issuer’s and guarantor’s credit risk.
Citigroup Global Markets Holdings Inc. proposes an offering of medium-term, autocal lable contingent-coupon equity-linked notes due July 22, 2031, linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER. Each security has a stated principal amount of $1,000 and, unless earlier redeemed, matures on July 22, 2031.
The securities pay a contingent coupon of at least 1.00% per valuation date (equivalent to 12.00% per annum at the minimum) when the underlying closing value on a valuation date is at or above a coupon barrier set at 70.00% of the initial underlying value. A buffer of 15.00% (final buffer value = 85.00% of initial underlying value) limits first-loss exposure; beyond the buffer investors bear 1:1 downside at maturity. Automatic early redemption can occur on many valuation dates for $1,000 plus the contingent coupon.
Citigroup Global Markets Holdings Inc. is offering autocallable securities linked to the worst performing of the S&P 500® Index and the Russell 2000® Index. Each security has a stated principal amount of $1,000, a pricing date of July 28, 2026, issue date July 31, 2026 and a maturity date of August 2, 2029. The securities pay a minimum premium of 12.50% if autocalled on July 28, 2027 and 35.00% if autocalled at the final valuation date July 30, 2029. If not autocalled, repayment depends solely on the performance of the worst performing underlying versus its initial value and an 80% trigger; a final underlying value below the trigger can produce substantial principal loss. The securities are obligations of Citigroup Global Markets Holdings Inc. and are fully guaranteed by Citigroup Inc.; they are not bank deposits and are not FDIC insured.
Citigroup Global Markets Holdings Inc. has offered a preliminary pricing supplement for medium-term, unsecured, barrier-linked notes due August 2, 2027 tied to the S&P 500® Index. Each security has a stated principal of $1,000. Payment at maturity depends on the underlying index performance: full participation up to an upside participation rate of 100.00%, repayment of principal if the final underlying value is at or above the final barrier set at 80.00% of the initial underlying value, or 1:1 downside exposure if the final underlying value is below that barrier. The maximum return at maturity will be set on the pricing date and will be at least $112.50 (11.25%). CGMI estimates the securities' value on the pricing date will be at least $924.50 and will receive an underwriting fee of up to $16.50 per security.
The securities do not pay interest or dividends, carry issuer and guarantor credit risk (Citigroup Global Markets Holdings Inc. and Citigroup Inc.), may have limited liquidity, and the estimated value is derived from CGMI proprietary models using an internal funding rate. The offering includes detailed risk disclosures including tax uncertainty and the potential for loss of principal.