CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering Barrier Securities linked to the S&P 500® Index due September 1, 2027 as unsecured Medium-Term Senior Notes, Series N. Each security has a $1,000 stated principal amount, pays no interest and is not principal-protected.

At maturity you receive: $1,000 plus upside if the S&P 500® final value is above its initial value, but gains are capped by a maximum return of $112.50 per security (11.25%); $1,000 if the index is at or below the initial but at or above the final barrier value of 80% of the initial; or $1,000 + $1,000 × index return if the index ends below the barrier, exposing you to full downside and possible total loss.

The upside participation rate is 100% subject to the cap. The expected estimated value on the pricing date is at least $923.00 per security, below the $1,000 issue price, reflecting selling, structuring and hedging costs and the issuer’s internal funding rate. Underwriting fees are up to $16.50 per security, with per-security proceeds to the issuer of $983.50. The notes are not bank deposits, are unsecured and unsubordinated, and are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., as well as limited liquidity, market risk and complex U.S. tax treatment.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is issuing market-linked medium-term senior notes tied to the Citi Dynamic Asset Selector 5 Excess Return Index, maturing August 31, 2028. Each note has a $1,000 stated principal and pays no periodic interest.

At maturity, investors receive $1,000 plus a return amount that is zero or positive. If the Index ends above its initial level, the return equals the index gain multiplied by a 175.00% upside participation rate; if the Index is flat or lower, only principal is repaid, subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. The notes may have limited or no secondary-market liquidity and are designed for investors willing to forgo income and accept the risk of no return in exchange for leveraged upside exposure.

The underlying Index is a rules-based, volatility-targeted (5%) strategy allocating between S&P 500 and 10-year U.S. Treasury futures, reduced by a 0.85% annual index fee. On July 29, 2026, the Index level was 227.61, and historical/index back-tests show modest or negative excess-return performance over recent periods.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Contingent Income Auto-Callable Securities with a $1,000 stated principal per note linked to NVIDIA Corporation common stock. Investors may receive a quarterly contingent coupon of 2.70% of principal (10.80% per annum) for each valuation date on which NVIDIA’s closing price is at or above the downside threshold price, set at 50.00% of the initial share price. Missed coupons can be recovered later under a memory coupon feature if the stock subsequently closes at or above the threshold.

The notes are auto-callable: if on any potential redemption date NVIDIA’s closing price is at or above the initial share price, each note is redeemed for $1,000 plus the applicable coupon, including any unpaid past coupons, and no further payments are made. If not redeemed and the final share price is at or above the downside threshold, investors receive the full principal plus the final coupon (with any unpaid coupons). If the final share price is below the downside threshold, repayment equals $1,000 plus $1,000 × share return, exposing investors 1‑for‑1 to downside in NVIDIA and potentially reducing the payment to zero with no coupon at maturity. The estimated value on the pricing date is expected to be at least $920.50 per $1,000 note, below the issue price, and all principal is at risk.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Buffered Autocallable Securities linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER, maturing July 31, 2031, with a stated principal amount of $1,000 per security. The pricing date is July 28, 2026 and the issue date is July 31, 2026.

The notes may be automatically redeemed quarterly if, on any valuation date before maturity, the index closing value is at or above the initial level of 9,348.07. In that case, investors receive $1,000 plus a fixed premium that steps up from 20% to 100% of principal over the life of the notes (e.g., $1,200 on July 28, 2027 up to $2,000 on the final valuation date).

If not called, the maturity payment per security is: $1,000 plus the final premium if the index is at or above the initial level; $1,000 if the index is below the initial level but at or above the final buffer value of 7,945.860 (a 15% buffer); or $1,000 plus $1,000×(index return + 15%) if the index falls below the buffer, creating 1‑for‑1 downside beyond 15%. The estimated value is $871.60 per $1,000 security, below the issue price, reflecting structuring and hedging costs and the issuer’s internal funding rate.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering autocallable equity-linked securities tied to Advanced Micro Devices, Intel and Micron. Each security has a $1,000 stated principal amount, prices on July 27, 2026 and matures July 28, 2028, unless redeemed earlier.

Investors receive monthly coupons of 1.6125% of principal (about 19.35% per annum) while the notes are outstanding. On specified potential autocall dates, if the worst performing stock is at or above its initial value, the notes are automatically redeemed at $1,000 plus the coupon. At maturity, if not called and the worst stock is at or above its 50% barrier, or at least one stock is at or above its initial value, investors receive full principal. Otherwise, repayment is $1,000 plus the return of the worst stock, exposing holders to substantial loss of principal and possibly receiving nothing beyond the final coupon. The issue price is $1,000, while the estimated value is $921.50 per security; secondary market liquidity depends largely on CGMI.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering unsecured Autocallable Barrier Securities linked to the worst performer of the Dow Jones Industrial Average and the S&P 500® Index, each with a final barrier value of 70.00% of its initial level, in $1,000 denominations.

The notes pay no interest and may be automatically redeemed on August 17, 2027 at $1,140 per $1,000 security (a 14.00% premium) if the worst-performing index is at or above its initial level on that valuation date. If not redeemed, at maturity in August 2029 investors receive $1,000 plus leveraged upside at a 150.00% upside participation rate if the worst performer finishes above its initial level, par repayment if it is between 70.00% and 100.00%, and 1:1 downside loss if it finishes below 70.00%, potentially losing the entire principal.

All payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. The issuer currently expects an estimated value of at least $938.50 per $1,000 security on the pricing date, reflecting embedded costs, and warns of limited or no liquidity, significant market and correlation risks, complex U.S. tax treatment and potential adverse effects from its own and affiliates’ hedging and trading activities.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering Autocallable Barrier Securities linked to the worst performer of the Dow Jones Industrial Average and the S&P 500 Index, as part of its Medium-Term Senior Notes, Series N, due August 17, 2029. Each security has a stated principal amount of $1,000 and pays no interest.

The notes may be automatically redeemed on August 17, 2027 if the worst-performing index is at or above its initial level, paying $1,105 per security (principal plus a 10.50% premium). If not redeemed, at maturity investors receive: (i) upside participation of 150% of any positive return of the worst-performing index; (ii) full principal back if the worst performer is below its initial level but at or above 70.00% of its initial level (the final barrier); or (iii) a loss of 1% of principal for every 1% decline from the initial level if the worst performer finishes below the barrier, with no minimum payment.

The issue price is $1,000 per security, including an underwriting fee of up to $20.00, leaving proceeds to the issuer of at least $980.00 per security. Citigroup Global Markets Inc. currently expects the estimated value on the pricing date to be at least $917.50 per security, reflecting selling, structuring and hedging costs and the issuer’s internal funding rate. The investment entails credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., exposure to both indices without dividends, potential illiquidity, and complex U.S. tax treatment.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering Buffered Autocallable Securities with a stated principal of $1,000 per security, linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER and maturing on August 19, 2031, unless redeemed earlier. On each scheduled valuation date, if the index closing value is at or above its initial level, the notes are automatically redeemed for $1,000 plus a premium that starts at 20% of principal in August 2027 and steps up to 100% on the final valuation date.

If not called, maturity payment depends on the final index level: full principal plus the final premium if the index is at or above its initial level; principal only if it is between 85% and 100% of the initial level; and principal reduced 1-for-1 for losses beyond the 15% buffer if the index falls below 85% of its initial level. The index itself is highly engineered, can apply up to 500% leveraged exposure to S&P 500 futures, and embeds a 6% per annum decrement plus notional costs that weigh on performance. The issue price is $1,000, including up to $45 in underwriting fees, while the issuer’s estimated value on the pricing date is expected to be at least $850 per note.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Autocallable Contingent Coupon Equity Linked Securities linked to the worst performer of the EURO STOXX 50® Index, Nasdaq-100 Index® and Russell 2000® Index, maturing on August 3, 2029, with a stated principal of $1,000 per security.

The notes pay a contingent coupon of at least 2.625% per quarter (at least 10.50% per annum) only if, on each valuation date, the worst-performing index is at or above 60% of its initial value. They may be auto-called on specified dates if the worst performer is at or above its initial value, in which case investors receive $1,000 plus the coupon and the trade ends early.

If not redeemed early and the worst-performing index is below 60% of its initial value at final valuation, repayment of principal is reduced 1:1 with the index loss, down to zero. The notes are unsecured and subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., have limited liquidity, an estimated value of $931.50 per $1,000 at pricing, and carry complex market and tax risks.