CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. is offering principal-at-risk securities linked to a synthetic 5Y5Y SOFR CMS rate maturing on August 13, 2026. Each security has a $1,000 stated principal amount and an issue price of 100.00% of stated principal.

Payments at maturity depend on the synthetic 5Y5Y SOFR CMS rate on the valuation date (August 11, 2026). The strike was set at 4.227% (determined on the strike date in the calculation agent’s sole discretion). The securities provide a maximum payment at maturity of at least $1,236.7641986 and a minimum payment at maturity of at least $236.7641986. The calculation agent and hedging activity by affiliates may affect valuation and secondary market prices.

Citigroup Global Markets Holdings Inc. is offering unsecured Medium-Term Senior Notes, Series N, due May 24, 2032, guaranteed by Citigroup Inc. The securities are autocallable contingent coupon notes linked to the S&P 500 Futures 35% Edge Volatility 6% Decrement Index (USD) ER.

The notes pay a contingent coupon that, if all coupons are paid, equates to approximately 18.70% per annum (contingent coupon at least 1.5583% per payment). Coupons are paid only when the underlying on a valuation date is at or above a coupon barrier of 70% of the initial underlying value. If the final underlying value is below a final barrier of 50% of the initial underlying value, principal is reduced pro rata and may be substantially or entirely lost. The Index applies a 6% per annum decrement and may use leveraged exposure, increasing risk. Issue price is $1,000 per security, estimated value on pricing date at least $893.50, underwriting fee $8.00, proceeds per security $992.00.

Citigroup Global Markets Holdings Inc. priced a structured medium-term note: autocallable, contingent-coupon securities linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER. $1,000 stated principal per security; pricing date May 27, 2026 and issue date May 29, 2026. The securities pay a 1.00% contingent coupon on certain valuation dates (12.00% per annum equivalent) when the underlying meets a coupon barrier (70% of the initial underlying value). The securities can autocall on specified potential autocall dates; if not called, maturity is May 29, 2031 with payoff tied to the final underlying value and a 15.00% buffer (final buffer value = 85.00% of initial underlying value). The securities are fully guaranteed by Citigroup Inc., carry underwriting fees (up to $45.00 per security), and CGMI estimated an initial estimated value of at least $850.00 per security.

Citigroup Global Markets Holdings Inc. is offering autcallable contingent coupon equity-linked securities linked to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement™ Index ER with a $1,000 stated principal amount and maturity of May 17, 2033. The securities pay a quarterly contingent coupon of 1.5292% of principal (approximately 18.35% per annum) on each contingent coupon payment date if the underlying closing value on the preceding valuation date is at or above the coupon barrier (1,318.225, 70% of the initial underlying value). The securities may be automatically redeemed during the autocall period if the underlying closes at or above the initial underlying value (1,883.179 on the pricing date), in which case holders receive the $1,000 principal (plus any applicable contingent coupon). At final maturity, if not redeemed, payment depends on the final underlying value versus the final barrier (1,129.907, 60% of initial); if below that final barrier, investors bear full downside exposure and may receive significantly less than principal. The issue price is $1,000 per security; estimated model value at pricing was $911.60. The securities are fully guaranteed by Citigroup Inc. and include multiple issuer rights (e.g., early redemption on certain index modifications) and complex tax and market‑disruption features.

Citigroup Global Markets Holdings Inc. priced and is issuing autocallable securities linked to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER with a stated principal of $1,000 per security and total issue amount shown as $250,000. The securities are guaranteed by Citigroup Inc. and have an issue date of May 12, 2026 and a final valuation date of May 7, 2031 (the maturity is May 12, 2031), subject to postponement for certain market-disruption or non-scheduled trading days. Each valuation date carries a specified premium schedule and premium threshold mechanics (final premium threshold = 415.563, equal to 60.00% of the initial underlying value of 692.6044), and the underwriting fee is $7.50 per security with proceeds to issuer of $992.50 per security.

Citigroup Global Markets Holdings Inc. is offering autocalable contingent coupon equity-linked securities due November 12, 2027, each with a $1,000 stated principal amount. Payments depend on the worst performing of the Nasdaq-100, Russell 2000 and S&P 500 indices on specified valuation dates. The securities pay a contingent coupon of 0.95% per period (11.40% annualized) only if the worst performing underlying on a valuation date is at least 70% of its initial value. If not autocalled, maturity payment is either $1,000 or $1,000 × underlying return of the worst performing underlying, which can result in a substantial loss or total loss of principal. The issuer’s affiliate determined an estimated price of $986.90 per security, below the $1,000 issue price.

Citigroup Global Markets Holdings Inc. offers Callable Contingent Coupon Equity Linked Securities, guaranteed by Citigroup Inc., with a stated principal amount of $1,000 per security and total offering size of $8,875,000. The securities mature on April 12, 2028 and pay a contingent coupon of 0.8167% per period (approximately 9.80% per annum) only when the worst performing of the Nasdaq-100®, Russell 2000® and S&P 500® on a valuation date is at or above its coupon barrier (70% of the initial value). The issuer may call the securities on specified potential redemption dates; if not redeemed, the maturity payment depends solely on the final valuation date performance of the worst performing underlying and may result in a significant loss of principal (potentially total loss). The estimated value on the pricing date was $970.70 per security, which is below the issue price. Valuation dates occur monthly from June 8, 2026 through April 7, 2028, subject to postponement; contingent coupons are paid the third business day after each valuation date (maturity date for the final coupon).

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity‑linked securities due November 12, 2027 linked to the worst performing of the Dow Jones Industrial, Nasdaq‑100 and Russell 2000. The offering consists of $1,657,000 aggregate face amount at $1,000 per security. Each scheduled contingent coupon equals 0.9583% per period (approximately 11.50% per annum) if the worst performing underlying on a valuation date is ≥ its coupon barrier (70% of the initial value). If not, no coupon is paid. If not autocalled earlier, at maturity investors receive $1,000 if the worst performing underlying is ≥ its final barrier (70% of initial); otherwise payment equals $1,000×(1 + underlying return) and may be significantly less or zero. The pricing date estimated value was $988.80 per security, below the issue price. Key risks include loss of principal, missed contingent coupons, automatic early redemption, market‑date sensitivity, limited liquidity and credit risk of Citigroup entities.

Citigroup Global Markets Holdings Inc. is offering Callable Contingent Coupon Equity Linked Securities totaling $12,713,000 at an issue price of $1,000 per security, guaranteed by Citigroup Inc. The securities pay a contingent coupon of 1.0125% per valuation period (12.15% per annum if all coupons are paid) and mature on April 12, 2028, unless earlier redeemed. Coupon payments occur only if the worst performing underlying (Nasdaq-100, Russell 2000 or S&P 500) on each valuation date is at or above its 70.00% coupon barrier. At maturity, holders receive $1,000 if the worst performing underlying is at or above its 70.00% final barrier; otherwise payment equals $1,000 plus $1,000 times that underlying's return, which can result in significant loss, including total loss of principal. The issuer may call the securities on specified contingent coupon dates; all payments are subject to Citigroup credit risk and limited secondary market liquidity.