Citigroup Inc SEC Filings

Citigroup Global Markets Holdings Inc. is offering autocallable, contingent‑coupon, equity‑linked Medium‑Term Senior Notes due May 11, 2028, guaranteed by Citigroup Inc.. Each note has a $1,000 stated principal amount and a contingent coupon equal to 2.50% per period (an annualized 10.00%) payable only if the worst performing underlying is at or above its coupon barrier on each valuation date.

The notes are linked to the worst performing of QQQ, IWM and SPY, have periodic valuation/autocall dates beginning August 4, 2026, and may be automatically redeemed early at par plus any contingent coupon if the worst performing underlying is at or above its initial value on a potential autocall date. If not redeemed, principal at maturity depends on the worst performing underlying on the final valuation date; investors may receive underlying shares (or cash at the issuer's election) and could lose most or all of their investment. The estimated value on the pricing date was at least $936.50 per security; issue price is $1,000.00.

Citigroup Global Markets Holdings Inc. priced Medium-Term Senior Notes, Series N — autocallable contingent-coupon equity-linked securities due May 11, 2028 linked to the worst-performing of QQQ, IWM and SPY. Each security has a $1,000 stated principal amount and pays a 2.50% contingent coupon on each valuation date (equivalent to 10.00% per annum) if the worst-performing underlying is at or above its coupon barrier. Potential autocall opportunities occur on scheduled valuation dates beginning August 4, 2026; if autocalled, holders receive $1,000 plus the related contingent coupon. If not autocalled, final payoff depends on the worst-performing underlying on the final valuation date — either $1,000 or a fixed number of underlying shares (or, at issuer’s option, cash), which could be worth significantly less than principal. Issue price is $1,000; estimated value on the pricing date was at least $930 per security; underwriting fee is $15 per security.

Citigroup Global Markets Holdings Inc. is offering callable, contingent coupon medium-term senior notes (Series N) linked to the worst performing of the Nasdaq-100®, Russell 2000® and S&P 500® indices. Each note has a stated principal of $1,000, a contingent coupon mechanism that pays only if the worst performing underlying meets a 70% coupon barrier on valuation dates, and an issuer call feature. Pricing date is May 7, 2026, issue date May 12, 2026, and scheduled maturity is April 12, 2028. Holders face downside exposure to the single worst performing index on the final valuation date, possible loss of principal, limited liquidity, and full credit risk of CGMI and Citigroup Inc.

Citigroup Global Markets Holdings Inc. is offering autocallable barrier medium-term senior notes linked to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500 indices. Each security has a stated principal amount of $1,000, an upside participation rate of 150%, a pricing date of May 15, 2026, an issue date of May 20, 2026, and a maturity date of May 20, 2030. The notes may automatically redeem early on specified valuation dates if the worst performing underlying is at or above its initial value, paying the stated principal plus a preset premium. If not redeemed, payment at maturity depends solely on the final closing value of the worst performing underlying relative to a final barrier equal to 70% of its initial value, exposing holders to potential loss of principal tied 1:1 to negative performance below that barrier. The securities pay no interest, do not provide dividends, are unsecured obligations of the issuer and are guaranteed by Citigroup Inc.; all payments are subject to the credit risk of those entities.

Citigroup Global Markets Holdings 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. The securities have a stated principal amount of $1,000 per security, a pricing date of May 22, 2026, an issue date of May 28, 2026 and a final maturity of May 28, 2031. Each contingent coupon payment will be at least 1.2292% per period (approximately 14.75% per annum) if the underlying’s closing value on the preceding valuation date is at or above the coupon barrier (50% of the initial underlying value). The securities are automatically redeemed if the underlying closes at or above the initial underlying value on a potential autocall date; if not redeemed, maturity payment depends on the final underlying value relative to the 50% final barrier, exposing investors to potential significant loss of principal. The securities are fully guaranteed by Citigroup Inc. and subject to index-specific costs, a 6% annual decrement, withholding and tax uncertainties.

Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.) priced autocalled contingent coupon market-linked securities due May 5, 2031, linked to the worst performing of Cloudflare, NVIDIA and Palantir. Each security has a $1,000 stated principal amount and may pay a monthly contingent coupon of 0.5833% ($5.833 per $1,000) if the worst performing underlying on the preceding valuation date is >= its coupon barrier (70% of the initial underlying value). The securities will be automatically called early for $1,000 plus the related coupon if the worst performing underlying on any potential autocall date is >= its initial underlying value. Pricing date was April 29, 2026, issue date May 4, 2026; issue price is $1,000 with an estimated value of $926.00. Purchasers bear issuer/guarantor credit risk, limited secondary-market liquidity, and no dividend or upside participation in the underlyings.

Citigroup Global Markets Holdings Inc. is offering medium-term, autocallable senior notes (guaranteed by Citigroup Inc.) linked to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER. The notes have a stated principal amount of $1,000 per security, a pricing date in May 2026, an issue date of May 18, 2026, and a final maturity of May 18, 2034. The notes may automatically redeem early on specified valuation dates if the underlying closes at or above a 90.00% autocall barrier (measured versus the initial underlying value), delivering $1,000 plus a predefined premium for that valuation date. If not autocalled, maturity payments depend on whether the final underlying value is at or above a 50.00% final barrier; below that barrier the payoff exposes investors 1:1 to negative performance of the underlying. The offering includes an underwriting fee up to $43.00 per security; estimated model value on the pricing date is expected to be at least $858.00 per security.

Citigroup Global Markets Holdings Inc. is offering Callable Barrier Securities linked to the iShares® 20+ Year Treasury Bond ETF (TLT) with a stated principal of $1,000 per security. The securities may be called on May 6, 2027 for a mandatory redemption of $1,100 (including a 10.00% premium). If not called, maturity is November 5, 2027. At maturity payments depend on the final underlying value versus the initial value of $86.1448 and a final barrier of $77.530: upside participation is 340%, but holders face 1-to-1 downside below the barrier and may lose principal. Issue price was $1,000 per security; CGMI estimated value was $965.80 per security. The securities are obligations of CGMH (guaranteed by Citigroup Inc.), carry issuance and underwriting fees, limited secondary market liquidity, and specific U.S. federal tax considerations described in the supplement.

Citigroup Global Markets Holdings Inc. is offering $12,000,000 of contingent income auto-callable securities due May 4, 2027, each with a stated principal of $1,000. The securities pay a monthly contingent coupon of 1.2333% of principal when the closing price of the Invesco QQQ (underlying) on a valuation date is at or above the downside threshold of $591.795 (90.00% of the initial share price of $657.55). If the underlying is at or above the initial share price on a potential redemption date, the securities are automatically redeemed for principal plus the applicable contingent coupon. If not redeemed and the final share price is below the downside threshold, the maturity payment is reduced by a leveraged formula using the buffer rate (≈1.11111) and may result in a substantial loss of principal. The estimated value at pricing was $998.20 per security and CGMI received underwriting and structuring fees disclosed in the supplement.