Citigroup Inc SEC Filings

Citigroup Global Markets Holdings Inc. is offering callable zero coupon notes due May 20, 2056, fully guaranteed by Citigroup Inc. The notes are issued at a stated principal of $1,000 per note and accrete to a maturity payment of $7,116.3443 per $1,000 (accrual yield 6.76% per annum, compounded annually). The issuer may mandatorily redeem the notes, in whole but not in part, on May 20, 2036 or May 20, 2046 for the accreted values of $1,923.4710 and $3,699.7408, respectively. The notes pay no periodic interest and are not listed on any exchange. Net proceeds will be used for general corporate purposes and hedging activities; CGMI is the underwriter and an affiliate may engage in hedging that could affect secondary‑market pricing. Tax treatment: the notes are issued with original issue discount for U.S. federal income tax purposes.

Citigroup Global Markets Holdings Inc. is offering medium-term, autocallable dual-directional barrier notes linked to CoreWeave, Inc. with a $1,000 stated principal per security. Pricing date is May 27, 2026, issue date May 29, 2026, and final maturity June 1, 2029. The securities pay tiered automatic early redemption premiums (30% on May 26, 2027, 60% on May 30, 2028, 90% on the final valuation date) if the underlying meets specified thresholds. At maturity, payments depend on whether the final underlying value is above the premium threshold (paying the stated premium), between the premium threshold and the final barrier (paying the absolute return amount), or below the final barrier (paying 1-to-1 downside exposure). Issue price per security is $1,000 with an underwriting fee of $25 and proceeds to issuer of $975 per security; CGMI estimates an indicative value of $876.50 on the pricing date. The underlying closed at $107.30 on May 15, 2026. This pricing supplement contains tax, withholding and valuation disclosures and emphasizes that the securities are not conventional debt instruments and carry risks including potential loss of principal.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering callable contingent coupon equity-linked securities due May 18, 2029. Each security has a $1,000 stated principal amount and pays a contingent coupon of 2.125% per period (annualized 8.50%) only if the worst performing underlying on a valuation date is at or above its coupon barrier (70% of the initial value). Valuation dates run from Aug 17, 2026 through the final valuation date May 15, 2029. At maturity, repayment depends on the worst performing underlying versus a final buffer of 15.00% below its initial value: if the worst performing underlying is at or above the final buffer you receive $1,000; if below, you incur losses equal to the excess depreciation beyond the buffer. The issuer may call the securities on specified potential redemption dates; called securities pay $1,000 plus any related contingent coupon. The issue price was $1,000 per security, with an estimated value on the pricing date of $968.80, reflecting underwriting, structuring and hedging costs. All payments are subject to Citigroup’s credit risk.

Citigroup Global Markets Holdings Inc. is offering 13,436 Contingent Income Auto-Callable Securities due May 18, 2029 with a stated principal amount of $1,000 per security (aggregate stated principal amount $13,436,000). The securities pay a quarterly contingent coupon of 2.775% per quarter (11.10% per annum) if no coupon barrier event occurs during an observation period and are automatically redeemable on scheduled potential redemption dates if the worst performing underlying index is at or above its initial index level on a potential redemption date. If not auto‑redeemed, payment at maturity depends on the final level of the worst performing underlying index: if at or above its downside threshold (65.00% of initial level) you receive the stated principal (plus any final contingent coupon), otherwise you receive $1,000 plus $1,000 times the index return of the worst performing index, which can result in significant principal loss. The underlying indices and their initial levels on the pricing date (May 15, 2026) are: Nasdaq-100 29,125.20, S&P 500 7,408.50, and EURO STOXX 50 5,827.76. The issue price is $1,000.00 per security and the estimated value on the pricing date was $967.70 per security per the underwriter's models.

Citigroup Global Markets Holdings Inc. priced 12,000 Contingent Income Auto-Callable Securities linked to the Invesco QQQ Trust, Series 1. The securities have an aggregate stated principal of $12,000,000 and a $1,000 stated principal per security, issue date May 20, 2026, and maturity (unless earlier redeemed) May 20, 2027. Monthly contingent coupons equal 1.025% ($10.25) per security are payable only if the closing price of the underlying shares at each valuation date is at or above the downside threshold of $611.822 (85.00% of the initial share price of $719.79).

If the underlying share closes at or above the initial share price on a potential redemption date the securities will be automatically redeemed for the stated principal plus the related contingent coupon. If not redeemed and the final share price is below the downside threshold, maturity proceeds may be substantially below principal (potentially zero under the stated formula).

Citigroup Global Markets Holdings Inc. is offering Trigger Autocallable GEARS linked to the S&P 500® Index with a stated principal amount of $10.00 per security and a minimum purchase of 100 securities. The securities have a 3-year term (strike date May 18, 2026) and an interim valuation date on May 26, 2027 that can trigger an automatic call paying the stated principal plus a 12.00% call return (call return = $1.20 per security). If not called, maturity payoff depends on the underlying return: positive returns receive the upside multiplied by an upside gearing of 1.50; negative returns below the downside threshold of 75.00% of the initial level produce full downside exposure and can result in losing a substantial portion or all principal. All payments are guaranteed by Citigroup Inc., and any payment is subject to the creditworthiness of the issuer and guarantor.

Citigroup Global Markets Holdings Inc. is offering contingent income callable securities due November 2028 linked to the worst performing of the Nikkei 225, Russell 2000 and S&P 500 indices. Each security has a $1,000 stated principal amount and may pay a quarterly contingent coupon of $28.75 (2.875%) when no coupon barrier event occurs in the observation period. If not redeemed early, payment at maturity depends on the final level of the worst performing index: investors receive $1,000 if that index is at or above its 60.00% downside threshold; if below, the maturity payment equals $1,000 × (1 + index return), exposing investors to full downside risk, potentially losing most or all principal. Citigroup Inc. fully guarantees payments.

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon medium-term senior notes due May 25, 2029, linked to the worst performing of the Dow Jones Industrial Average, the Nasdaq-100 Index® and the Russell 2000® Index. The notes pay a contingent coupon of 0.75% per valuation period (equivalent to 9.00% per annum if all coupons are paid) and may be automatically redeemed on specified autocall dates.

The notes have a $1,000 stated principal per security, a pricing date of May 22, 2026, an issue date of May 28, 2026 and depend on the closing values of the worst performing underlying on discrete valuation dates. The notes are unsecured obligations of the issuer, guaranteed by Citigroup Inc., and expose holders to credit, market, autocall and tax risks described in the supplement.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon medium-term senior notes due May 24, 2029, linked to the worst performing of Invesco QQQ Trust, Series 1 (QQQ), State Street Industrial Select Sector SPDR ETF (XLI) and State Street SPDR S&P Regional Banking ETF (KRE). Each security has a stated principal amount of $1,000 and pays a contingent coupon of 1.2833% per valuation period (about 15.40% per annum) only if the worst performing underlying on a valuation date is at or above its coupon barrier (70% of initial). If not redeemed, maturity pay depends on the final closing value of the worst performing underlying: you receive $1,000 if the final value is at or above its final barrier (70%); otherwise you receive $1,000 × (1 + underlying return), which could be significantly less than principal, possibly zero. The issuer may call the notes on specified contingent coupon dates. The estimated value on the pricing date is at least $923.50 per security and CGMI will receive up to $6.00 underwriting fee per security. All payments are subject to the credit risk of CGMI and Citigroup Inc.