CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. priced market-linked, auto-callable notes due May 17, 2030 linked to the lowest performing of the EURO STOXX 50® and the S&P 500®. Each security has a stated principal amount of $1,000 and a contingent quarterly coupon at a 7.50% per annum rate payable only if the lowest performing underlying on a calculation day is at or above its coupon threshold (70% of its starting value). The notes may be automatically redeemed on specified autocall dates if the lowest performing underlying is at or above its starting value, and if not redeemed you may lose a portion or all principal at maturity depending on the lowest performing underlying on the final calculation day. The pricing date values were EURO STOXX 50: 5,934.96 and S&P 500: 7,501.24, and the estimated value at pricing was $961.30 per security versus a public offering price of $1,000.00. The securities are unsecured obligations of Citigroup Global Markets Holdings Inc. and fully guaranteed by Citigroup Inc., and all payments are subject to the issuers' credit risk.

Citigroup Global Markets Holdings Inc. is offering Trigger Callable Yield Notes linked to the least performing of the EURO STOXX 50® and the Russell 2000®. Each note has a $10.00 stated principal amount, a $10.00 issue price and pays a monthly coupon equal to $0.07 (8.40% per annum). The notes are callable by the issuer beginning approximately three months after issuance on any monthly coupon date; if called the holder receives the $10.00 principal plus the coupon then due. If not called, repayment at maturity on August 20, 2027 depends on the final level of the least performing underlying versus its downside threshold (set at 65.00% of each initial underlying level). If the least performing underlying closes below its downside threshold, maturity payment equals $10.00 × (1 + underlying return of the least performing underlying), which can result in up to a 100% loss of stated principal. All payments are fully guaranteed by Citigroup Inc. and remain subject to issuer/guarantor credit risk.

Citigroup Global Markets Holdings Inc. is offering $buffered S&P 500® index‑linked notes due in an expected 16–18 month term, with each note having a $1,000 stated principal amount. The notes provide 140.00% upside participation subject to a cap (maximum settlement amount expected between $1,168.42 and $1,198.10 per $1,000) and a 10.00% downside buffer. If the final S&P 500® level is above the initial level, holders participate up to the cap; if the final level is down by up to 10.00%, holders receive the stated principal; if it falls more than 10.00%, holders lose approximately 1.1111% of principal for each 1% decline beyond the buffer and may lose the entire investment. The notes pay no interest, are unsecured senior debt of CGMH and guaranteed by Citigroup Inc., will not be listed, and are subject to the credit risk of the issuer and guarantor. Hedge activity by CGMI and affiliates and uncertain U.S. federal tax treatment are disclosed.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked securities due April 20, 2028, guaranteed by Citigroup Inc. Each security has a stated principal amount of $1,000 and pays a contingent coupon of 1.0167% per period (approximately 12.20% per annum) only if the worst performing of the Dow Jones Industrial Average, the Nasdaq-100 Index® and the Russell 2000® Index is at or above its coupon barrier (70% of its initial value) on each valuation date. If the worst performing underlying is below its final barrier on the final valuation date, the payment at maturity will be reduced pro rata to that underlying return (potentially to zero). The issuer may call the securities on specified contingent coupon dates; a call yields the $1,000 principal plus any related contingent coupon. The pricing date was May 14, 2026, and the estimated value on that date was $986.40 per security, with total proceeds shown as $3,468,000.

Citigroup Global Markets Holdings Inc. priced medium-term senior notes (guaranteed by Citigroup Inc.) linked to the worst performing of the EURO STOXX 50®, Nasdaq-100® and S&P 500® indices. The notes have a $1,000 stated principal per security, a pricing date of May 20, 2026, an issue date of May 26, 2026 and mature on May 23, 2031.

The securities pay a contingent coupon of 2.5875% per valuation period (equivalent to 10.35% per annum) only if the worst performing underlying on a valuation date is at or above its coupon barrier (80% of initial value). If not, no coupon is paid. At maturity the holder receives $1,000 if the worst performing underlying is at or above its final barrier (60% of initial value); otherwise the redemption equals $1,000 plus the worst performing underlying return, which can result in substantial loss, including loss of most or all principal. The notes are also autocallable on specified valuation dates if the worst performing underlying is at or above its initial value; an autocall pays $1,000 plus the related contingent coupon.

The preliminary pricing shows an estimated value of at least $913.50 per security on the pricing date, an issue price of $1,000, an underwriting fee of $30.00, and proceeds to the issuer of $970.00 per security.

Citigroup Global Markets Holdings Inc. is offering buffered digital notes linked to the S&P 500® Index. The notes are unsecured senior debt, fully guaranteed by Citigroup Inc., with an expected term of about 17 to 20 months. If the final index level is at least 90.00% of the initial level, holders receive a $1,119.70 to $1,140.80 threshold settlement per $1,000 principal (a contingent fixed return of 11.97% to 14.08%). If the index falls by more than the 10.00% threshold, losses accrue at approximately 1.1111% of principal for each additional 1% decline; there is no minimum payment and investors could lose the entire investment. The notes pay no interest, do not provide dividends or voting rights, will not be listed, and may have limited liquidity. The initial underlier level, determination date and final issue price will be set on the trade date. A portion of proceeds will be used to hedge the issuer’s obligations.

Citigroup Global Markets Holdings Inc. is offering PLUS Performance Leveraged Upside Securities linked to a basket of ten underliers due June 2027, with principal at risk and a capped leveraged upside.

Each $1,000 security pays $1,000 plus 150% of basket appreciation at maturity, subject to a $407.50 maximum return; if the basket declines, investors lose on a 1‑for‑1 basis. Pricing date and issuance are expected in late May/early June 2026.

Citigroup Global Markets Holdings Inc. priced an autocal lable contingent coupon medium-term note linked to GE Vernova Inc. The notes have a $1,000 stated principal amount per security, a pricing date of May 18, 2026, an issue date of May 20, 2026 and a maturity date of May 24, 2029. Contingent coupons pay on scheduled contingent coupon payment dates only if the underlying closing value on the prior valuation date is at or above a coupon barrier set at 70.00% of the initial underlying value. The prospectus discloses an estimated value of at least $918.00 per security on the pricing date and an underwriting fee of $27.50 per security. The securities are unsecured obligations of the issuer and are guaranteed by Citigroup Inc.; all payments are subject to the credit risk of both entities.

The issuer, Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.), priced autocal lable contingent coupon equity-linked securities tied to Applied Materials, Inc. with a stated principal of $1,000 per security and a maturity of November 22, 2027. The securities pay a contingent coupon of 5.375% per valuation period (equivalent to 21.50% per annum) only if the underlying's closing value on each valuation date is >= the coupon barrier of $261.966 (60% of the initial underlying value). If not auto-redeemed and the final underlying value is below the final barrier, holders receive an equity settlement equal to an equity ratio of 2.29037 shares (or cash in issuer's discretion), which may be worth significantly less than the stated principal. Issue price is $1,000 with an estimated value of $979.20 on pricing date; underwriting fee is $15 per security.