Citigroup Inc SEC Filings

Citigroup Global Markets Holdings Inc. is offering structured unsecured notes linked to the EURO STOXX 504 and the Nasdaq-1004. Each security has a stated principal amount of $1,000, an estimated value on the pricing date of at least $911.50, and proceeds to the issuer of $976.75 per security.

The securities pay a contingent coupon (annual rate at least 8.50%) on each contingent coupon payment date only if the lowest performing underlying on the preceding calculation day is at or above its coupon threshold (70% of starting value). The notes feature automatic early redemption (autocall) on certain dates and a maturity payment that can return less than principal, potentially down to zero, if the lowest performing underlying falls below its downside threshold (70% of starting value). Key dates: pricing date June 3, 2026, issue date June 8, 2026, final calculation day June 4, 2029, maturity date June 7, 2029.

Citigroup Global Markets Holdings Inc. priced equity-linked medium-term senior notes linked to TripAdvisor, Inc. with a stated principal amount of $1,000 per security. The securities pay quarterly coupons of 2.60% of principal (stated as 31.20% per annum equivalence), have an issue date: June 3, 2026, a valuation date: September 25, 2026, and mature on October 2, 2026.

Payment at maturity depends on the final underlying closing value versus the initial underlying value of $10.90. A knock-in threshold is set at $8.720 (80% of the initial value). If a knock-in occurs, holders may receive a fixed number of TripAdvisor shares equal to the equity ratio 91.74312 (or cash in Citigroup's discretion), which could be worth significantly less than principal.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked securities due May 30, 2031, guaranteed by Citigroup Inc. Each security has a $1,000 stated principal amount and a contingent coupon rate of approximately 7.85% per annum (0.6542% per payment) payable only when the worst performing of the three underlyings meets or exceeds its coupon barrier on specified valuation dates. The securities reference the worst performing of the Dow Jones Industrial Average, the Nasdaq-100 Index® and the Russell 2000® Index, expose holders to downside linked solely to that worst performing underlying, and may be redeemed at issuer option on many potential redemption dates prior to maturity.

Pricing occurred on May 27, 2026 with issue date June 1, 2026. The estimated value per security on the pricing date was $948.10, below the issue price of $1,000.00. The securities are complex, carry issuer and guarantor credit risk, may provide limited liquidity, and can result in the loss of a significant portion or all of invested principal.

The issuer, Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.), is offering autocallable barrier securities linked to the worst performing of three underlyings: the Nasdaq-100 Index, the Utilities Select Sector SPDR ETF (XLU) and the VanEck Semiconductor ETF (SMH). Each security has a $1,000 stated principal amount and may auto‑redeem on the May 30, 2028 valuation date for a 61.50% premium if every underlying is at or above its initial value on that date. If not auto‑redeemed, maturity is May 30, 2031 and payout depends solely on the worst performing underlying: repayment of principal, a leveraged upside at a 150.00% participation rate, or a 1‑for‑1 decline in principal if the worst performing underlying falls below its final barrier (60% of its initial value). The pricing date initial values: Nasdaq‑100 29,973.57, XLU $45.14, SMH $595.50. The issuer priced each security at $1,000.00 with an estimated model value of $882.30 and an underwriting fee of $41.25.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked securities due June 1, 2029, guaranteed by Citigroup Inc. Each security has a $1,000 stated principal and pays a contingent coupon of 0.9875% per contingent coupon date (equivalent to 11.85% per annum) only if the worst performing underlying equals or exceeds its coupon barrier (70% of initial value) on a valuation date.

The securities reference the Dow Jones Industrial Average, the Nasdaq-100 Index and the Russell 2000 Index, are callable on many potential redemption dates, had an estimated value of $988.00 on the pricing date versus an issue price of $1,000.00, and expose investors to potential loss of principal, limited or no liquidity and the credit risk of CGMH and Citigroup Inc.

The pricing supplement describes autocallable contingent coupon debt securities issued by Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., linked to the worst performing of the VanEck® Gold Miners ETF and the VanEck® Semiconductor ETF and due May 2, 2028. Each security has a stated principal amount of $1,000. Contingent coupons of 1.8525% per period (equivalent to 22.23% per annum if all are paid) are payable only when the worst performing underlying on a valuation date is at or above its coupon barrier (70% of initial). If the worst performing underlying on a potential autocall date is at or above its initial value, the securities will be automatically redeemed early at $1,000 plus the related contingent coupon. If not redeemed, maturity payment depends on the final underlying value of the worst performing underlying relative to its final barrier (60% of initial): you receive $1,000 if at/above the final barrier, or $1,000 × (1 + underlying return) if below (potentially resulting in significant loss, possibly total loss). The pricing date was May 27, 2026 and the issue date is June 1, 2026. The estimated value on pricing date was $959.50 per security and the issue price was $1,000, reflecting selling, structuring and hedging costs. Payments are subject to issuer and guarantor credit risk and limited secondary market liquidity.

Citigroup Global Markets Holdings Inc. is offering autocallable, contingent‑coupon equity‑linked securities due June 6, 2028 linked to the worst performing of Invesco QQQ, iShares Russell 2000 ETF and SPDR S&P 500 ETF Trust. Each security has a stated principal amount of $1,000 and pays a contingent coupon of 2.50% per valuation period (equivalent to 10.00% per annum) only if the worst performing underlying on a valuation date is at or above its coupon barrier (65% of initial value).

If not autocalled, at maturity holders receive $1,000 if the worst performing underlying is at or above its final barrier (65%); otherwise holders receive a fixed number of shares of the worst performing underlying (based on the equity ratio) or, at the issuer’s election, cash, which may be worth significantly less than the stated principal and possibly nothing. The issue price is $1,000 per security; CGMI’s estimated value on the pricing date was $986.00 per security. Terms include multiple valuation/autocall dates and reliance on the calculation agent and Citigroup credit support.

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity-linked securities linked to the worst performing of the Nasdaq-100®, Russell 2000® and S&P 500® indices due May 2, 2028. Each security has a $1,000 stated principal amount and pays a contingent coupon of 0.9833% per period (approximately 11.80% per annum) only if the worst performing underlying on a valuation date is at or above its coupon barrier (70% of its initial value). If not called early, payment at maturity depends on the worst performing underlying on the final valuation date: holders receive $1,000 if that underlying is at or above its final barrier (70% of initial), or $1,000 × (1 + underlying return) if below the final barrier, which can result in a large loss or total loss. The estimated value on the pricing date was $987.60 versus an issue price of $1,000. The offering aggregates $2,064,000 of stated principal and is unsecured and guaranteed by Citigroup Inc.; all payments are subject to issuer and guarantor credit risk.

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity-linked unsecured debt securities due May 30, 2031, guaranteed by Citigroup Inc. Each security has a stated principal amount of $1,000 and pays a contingent coupon of 1.1167% per period (≈13.40% per annum) only if the Index closes on a valuation date at or above the coupon barrier. The securities reference the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER (initial value 736.8581), which targets 40% volatility, applies leverage up to 500%, and is reduced by a 6% annual decrement. If not autocalled and the final Index value is below the final barrier (50% of the initial value), holders incur proportional losses to the Index return and may receive significantly less than principal, possibly zero. The pricing shows an issue price of $1,000 per security and an estimated model value of $943.30 per security on the pricing date; underwriting fees are $8.00 per security.