CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity-linked securities due May 5, 2027, fully guaranteed by Citigroup Inc. Each security has a stated principal amount of $1,000 and is linked to the worst-performing of BAC, JPM, and WFC. The securities pay a contingent coupon of 2.275% per period (9.10% per annum) on each contingent coupon payment date if the worst-performing underlying is at or above its 50% coupon barrier on the preceding valuation date. The securities may be automatically redeemed early on scheduled potential autocall dates if the worst-performing underlying meets its autocall barrier (100%, 90%, 80% of initial values). If not redeemed, maturity payoffs depend on the worst-performing underlying: full principal if its final value is at or above the final barrier, or a fixed number of underlying shares (or cash at the issuer’s election) that may be worth substantially less than principal if below the final barrier. The issue price is $1,000 per security; CGMI’s estimated value was $989 per security on pricing, and CGMI will receive a $5 underwriting fee per security.

The issuer, Citigroup Global Markets Holdings Inc., is offering dual directional barrier securities linked to the iShares MSCI EAFE ETF (EFA) with a stated principal amount of $1,000 per security, an issue date of May 29, 2026, a valuation date of November 27, 2028 and maturity on November 30, 2028. Payment at maturity depends on the final underlying value relative to the initial value and a final barrier set at 75.00% of the initial underlying value. The securities pay:

• If final >= initial: $1,000 + upside return (subject to a $190.00 maximum upside).
• If final < initial but >= barrier: $1,000 + absolute return amount.
• If final < barrier: $1,000 + ($1,000 × underlying return), which can result in a loss of principal.

The participation rate for upside is 200.00%. The underwriting fee is up to $27.50 per security; estimated value on the pricing date is at least $896.50 per security (per issuer models).

Citigroup Global Markets Holdings Inc. is offering Dual Directional Barrier Securities linked to the iShares MSCI EAFE ETF (EFA) with a stated principal amount of $1,000 per security. Pricing date is May 29, 2026, issue date June 3, 2026, valuation date November 29, 2028 (subject to postponement), and maturity date December 4, 2028. The securities pay at maturity based on the final underlying value versus the initial underlying value and a barrier set at 75.00% of the initial underlying value. Upside participation is 200.00% subject to a $237.00 maximum upside per security. The per-security issue price is $1,000, estimated value on the pricing date was at least $917.00, underwriting fee up to $10.00, and proceeds to issuer at least $990.00. Payments are fully guaranteed by Citigroup Inc.. The securities do not pay dividends, involve complex tax treatment (likely treated as a prepaid forward contract), and may expose holders to credit risk of Citigroup and to downside loss if the underlying falls below the barrier.

Citigroup Global Markets Holdings Inc. is issuing Autocallable Buffered Securities due May 1, 2031, linked to the worst performing of the EURO STOXX 50® and the S&P 500® (pricing date April 28, 2026, issue date May 1, 2026). Each security has a $1,000 stated principal amount and a 15.00% buffer (final buffer value = 85.00% of initial). The securities pay scheduled premiums on multiple valuation dates (ranging to 54.00% of principal at the final valuation date) and will autocall early if the worst performing underlying on a valuation date is at or above its initial value; otherwise final payoff depends on the final performance of the worst performing underlying with losses amplified by the buffer rate if that underlying falls below the final buffer value. Issue economics: underwriting fee of $30.00 per security; estimated initial model value $958.90 per security; proceeds to issuer shown as $947,690.00 in the offering table. The securities are unsecured obligations of Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., are not FDIC insured, and carry issuer/market and tax risks described in the pricing supplement.

Citigroup Global Markets Holdings Inc. priced callable contingent coupon equity-linked securities due May 3, 2029, linked to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500. Each security has a $1,000 stated principal amount and a contingent coupon of 0.95% per valuation (equivalent to 11.40% per annum) payable only if the worst performing underlying on a valuation date is at or above its 70% coupon barrier.

If not called, final payment depends on the worst performing underlying on the final valuation date: holders receive $1,000 if that underlying is at or above its 65% final barrier; otherwise payment equals $1,000 plus the underlying return of the worst performing index, which can result in significant principal loss, potentially to zero. The securities are unsecured obligations of CGMH and are unconditionally guaranteed by Citigroup Inc.; all payments remain subject to issuer and guarantor credit risk. The pricing supplement discloses an estimated value of $934.80 per security versus the $1,000 issue price and the issuer may call the securities on specified contingent coupon dates.

Citigroup Global Markets Holdings Inc. is offering $15,877,000 aggregate of Buffered Digital Equity Index Basket-Linked Notes due July 21, 2028, fully guaranteed by Citigroup Inc. The notes pay no interest; maturity payments depend on an unequally weighted basket of five non-U.S. indices measured from the trade date (April 28, 2026) to the determination date (July 19, 2028).

The initial basket level is 100.00. If the final basket level is at or above 100.00, holders receive the greater of the threshold settlement amount $1,225.50 per $1,000 (a contingent 22.55% return) or the principal plus the basket return. The notes include a 10.00% buffer: declines up to 10.00% result in repayment of principal; declines beyond 10.00% reduce payments at a rate of approximately 1.1111% of principal for each 1% decline beyond the buffer. Payments are unsecured and subject to issuer and guarantor credit risk; the notes are not listed and may have little or no liquidity.

Citigroup Global Markets Holdings Inc. priced callable contingent coupon equity-linked securities due November 2, 2027, each with a $1,000 stated principal amount and an estimated value of $985.20 per security on the pricing date. The securities pay a contingent coupon of 1.075% per period (equivalent to 12.90% annualized) only when the worst performing of the three underlyings meets its coupon barrier (75% of its initial value) on specified valuation dates. At maturity, holders receive full principal only if the worst performing underlying on the final valuation date is >= its final barrier (70% of initial value); otherwise repayment is reduced pro rata and may be zero. The securities are unsecured obligations of CGMH and are fully guaranteed by Citigroup Inc., and are exposed to issuer credit risk, limited liquidity, early mandatory redemption at the issuer’s option, index‑specific and correlation risks, and uncertain U.S. federal tax treatment.

Citigroup Global Markets Holdings Inc. priced callable contingent coupon equity-linked securities due May 3, 2029, guaranteed by Citigroup Inc. The securities have a $1,000 stated principal amount per security, a contingent coupon of 0.825% per payment (equivalent to 9.90% per annum) and an estimated value on the pricing date of $985.60 per security versus an issue price of $1,000. Coupon payments and the principal repayment at maturity depend solely on the performance of the worst performing of the Dow Jones Industrial Average, the Nasdaq-100 and the Russell 2000 on specified valuation dates. The notes may be called for mandatory redemption on many potential redemption dates; if not called, repayment at maturity is $1,000 if the worst performing underlying is at or above its final barrier (60% of initial value), or $1,000 plus the worst performing underlying's return (which may be significantly less than $1,000, possibly zero). Investors bear market risk in the underlyings and credit risk of CGMH and Citigroup Inc.

Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.) is offering autocallable, contingent-coupon equity-linked notes due May 3, 2028 linked to the worst-performing of the State Street SPDR S&P Bioteχ ETF (XBI) and the State Street SPDR S&P Oil & Gas Exploration & Production ETF (XOP). The securities have a $1,000 stated principal amount per security, an issue price of $1,000 per security and aggregate issue amount of $350,000. Pricing date was April 28, 2026 and issue date is May 1, 2026.

Holders may receive contingent quarterly coupons of 2.9625% per period (11.85% annualized) only if the worst-performing underlying on a valuation date is at or above its coupon barrier (65% of initial value). If the worst-performing underlying on a valuation date is at or above its initial value on a potential autocall date, the notes will be automatically redeemed at $1,000 plus the related contingent coupon. At final maturity, if the worst-performing underlying is below its final barrier (65% of initial value), payment will be reduced pro rata and could be significantly less than principal, possibly zero. All payments are subject to the issuer’s and guarantor’s credit risk.