CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. offers Trigger Autocallable GEARS linked to the common stock of JPMorgan Chase & Co., with a $10.00 stated principal amount per security and a three-year term maturing on May 24, 2029. The securities can be automatically called on the interim valuation date and pay a 16.00% call return if the underlying meets the autocall barrier.

If not called, a positive underlying return at maturity pays leveraged upside equal to the underlying return times an upside gearing of 1.50 to 1.70. If the underlying falls below the downside threshold (75.00% of the initial underlying price) at maturity, investors are fully exposed to the negative underlying return and may lose a substantial portion or all of principal. All payments are unsecured obligations of the issuer and are guaranteed by Citigroup Inc.; payments remain subject to the issuer’s and guarantor’s creditworthiness.

Citigroup Inc. is offering callable fixed rate notes with a stated principal of $1,000 per note that pay interest at 5.50% per annum and mature on May 20, 2041. The notes are callable beginning on August 20, 2028, and redemption dates occur quarterly on the 20th of February, May, August and November. The issue price is $1,000 per note (with eligible institutional or fee‑based accounts subject to a negotiated price not less than $980.00), and the underwriter may receive up to $20.00 per note in underwriting fees. The notes may be assumed by a wholly owned subsidiary upon notice, subject to conditions, and are intended to qualify as eligible debt for the Federal Reserve’s TLAC rule; holders may be subordinate to losses in a resolution or bankruptcy.

Citigroup Global Markets Holdings Inc. priced callable contingent coupon equity-linked securities due November 18, 2027, guaranteed by Citigroup Inc. Each $1,000 security may pay a contingent coupon of 1.0042% per valuation period (approximately 12.05% per annum if all are paid) and repays principal at maturity only if the worst performing underlying meets its final barrier (70% of its initial value). Valuation dates run from June 15, 2026 through November 15, 2027, and the issuer may call the securities on specified potential redemption dates. The securities expose holders to the credit risk of the issuer and guarantor and to the full downside of the worst performing of the Dow Jones Industrial Average, Nasdaq-100 and Russell 2000.

Citigroup Global Markets Holdings Inc. is offering unsecured, non‑interest‑paying autocal lable securities linked to the S&P 500 Futures 35% Edge Volatility 6% Decrement Index (USD) ER that mature on May 23, 2036. Each security has a stated principal amount of $1,000 and may automatically redeem on scheduled valuation dates for the stated principal plus a fixed premium if the closing value of the Index on that valuation date is greater than or equal to the initial underlying value of 561.0556. If not redeemed early, payment at maturity depends on the final underlying value relative to the initial underlying value and the final barrier value of 280.528 (50% of the initial underlying value): holders receive the principal plus the final premium if the final underlying value is at or above the initial underlying value; receive only principal if the final underlying value is below the initial value but at or above the final barrier value; and suffer 1-to-1 downside exposure if the final underlying value is below the final barrier value. The Index targets 35% volatility, may apply leverage up to 500%, and is reduced by a 6% per annum decrement; the Index launched on May 10, 2024. The issue price is $1,000.00 per security, the estimated value on the pricing date was $881.90 per security, and the underwriting fee is $50.00 per security.

Citigroup Global Markets Holdings Inc. offers autocallable securities linked to the S&P 500 Futures 35% Edge Volatility 6% Decrement Index (USD) ER with a stated principal amount of $1,000 per security. The securities were priced May 15, 2026 and issued May 20, 2026, mature May 23, 2031 and may auto‑redeem on specified valuation dates if the closing value of the underlying is greater than or equal to the initial underlying value.

The initial underlying value is 561.0556 and the final barrier value is 336.633 (60.00% of initial). The index applied a 6% per annum decrement and targets 35% volatility using leveraged exposure up to 500%. The issue price was $1,000 (estimated value $903.90), with an underwriting fee of $50 per security.

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity-linked securities due May 22, 2028, guaranteed by Citigroup Inc. Each security has a stated principal amount of $1,000 and pays a contingent coupon of 10.00% per annum (paid as 2.50% per valuation period) only if the worst performing underlying meets its coupon barrier on the applicable valuation date. Valuation dates begin August 17, 2026 and the final valuation date is May 15, 2028. If not autocalled, maturity payments depend on the final value of the worst performing underlying: either $1,000 or a fixed number of underlying shares (or cash in CGMI’s discretion), which could be worth significantly less than principal. The securities are unsecured obligations of CGMI, subject to the credit risk of CGMI and the guarantee of Citigroup Inc., and have limited liquidity, an estimated value of $973.70 on the pricing date, and an underwriting fee of $16.00 per security.

Citigroup Global Markets Holdings Inc. is offering autocallable, contingent-coupon equity-linked securities due April 20, 2028, guaranteed by Citigroup Inc.. Each security has a $1,000 stated principal amount and pays a contingent coupon of 0.7625% per valuation period (an annualized 9.15% rate) only if the worst performing underlying on a valuation date is at or above its coupon barrier. The securities reference the worst performing of the Nasdaq-100, Russell 2000 and S&P 500 indices and may autocall on specified potential autocall dates starting in August 2026. If not redeemed, payment at maturity depends on the final value of the worst performing underlying and can be less than, equal to, or substantially lower than the stated principal (potentially zero). The issue price is $1,000.00 with an estimated value on the pricing date of $969.10 per security. The offering involves issuer and guarantor credit risk and limited liquidity; CGMI acted as underwriter receiving up to $22.25 per security.

Citigroup Global Markets Holdings Inc. is offering Autocallable Contingent Coupon Equity Linked Securities linked to the worst performing of the Nasdaq-100 Index®, Russell 2000® Index and the VanEck® Semiconductor ETF.

Each security has a stated principal of $1,000, a contingent coupon of 0.9292% per period (approximately 11.15% per annum if all coupons pay), potential automatic early redemption beginning on valuation dates in August 2026, final maturity on November 18, 2027, coupon barrier at 70% and final barrier at 50% of each underlying’s initial value. The offering price was $1,000 per security, the estimated value on pricing date was $959, and the underwriting fee per security is $22.25. All payments are unsecured obligations of the issuer and are guaranteed by Citigroup Inc.; holders bear credit risk and market risk tied to the worst performing underlying.

Citigroup Global Markets Holdings Inc. priced an offering of autocal lable, unsecured securities linked to the worst performing of the Nasdaq-100 Index, the Russell 2000 Index and the State Street SPDR S&P Regional Banking ETF, maturing May 18, 2028. The offering comprises securities with a $1,000 stated principal amount per security and total issue proceeds shown as $1,797,000. Payments are guaranteed by Citigroup Inc. and depend solely on the worst performing underlying on fixed valuation dates; a 65.00% final barrier is applied to each underlying and fixed premiums (from 8.75% to 35.00%) apply for automatic early redemption or at maturity. The securities do not pay interest, do not provide dividend rights and expose holders to Citigroup credit risk.