CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. priced an offering of medium-term, unsecured, autocalled contingent-coupon notes linked to the worst performing of Advanced Micro Devices, Inc., Broadcom Inc. and Micron Technology, Inc.. Each security has a stated principal amount of $1,000, a monthly contingent coupon of 0.8458% (approximately 10.15% per annum) payable only if the worst performing underlying on the immediately preceding valuation date is at or above its coupon barrier (70% of initial underlying value). The notes may be automatically redeemed early on specified autocall dates if the worst performing underlying equals or exceeds its initial underlying value. The securities mature on May 18, 2033 unless earlier redeemed; all payments are unsecured obligations of the issuer and guaranteed by Citigroup Inc.

Citigroup Global Markets Holdings Inc. is offering Autocallable Contingent Coupon Equity Linked Medium-Term Senior Notes, Series N due May 11, 2028, guaranteed by Citigroup Inc. The securities have a stated principal amount of $1,000 per security, an issue price of $1,000 per security, and a per-security underwriting fee of $27.50. They pay contingent quarterly coupons equal to 0.7108% of principal when the worst performing underlying on a valuation date is at or above its coupon barrier (70% of initial value). Valuation dates run monthly through May 8, 2028, with a final valuation date on that date; contingent coupons are paid the third business day after each valuation date, with the final payment at maturity. If not called early, payment at maturity depends on the worst performing underlying: full principal is repaid only if that underlying is at or above its final barrier (70% of initial value); otherwise the maturity payment equals $1,000 plus $1,000 times that underlying's return, which can result in a substantial loss or a total loss. The preliminary estimated value on the pricing date is at least $914.00 per security, based on CGMI’s proprietary models and internal funding rate. The offering may be automatically redeemed early on specified autocall dates if the worst performing underlying is at or above its initial underlying value on a potential autocall date. All payments are subject to Citigroup Global Markets Holdings Inc. and Citigroup Inc. credit risk and other terms and risks described in the accompanying supplements.

Citigroup Global Markets Holdings Inc. offers Enhanced Barrier Digital Securities linked to Constellation Energy Corporation due June 4, 2027, issued by Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc. Each security has a stated principal amount of $1,000 and a digital return of $169.00 (16.90%) payable at maturity if the final underlying value is greater than or equal to the final barrier value.

Payment at maturity will be either $1,000 + $169.00 per security (if final underlying value ≥ final barrier value) or a fixed number of Constellation Energy shares equal to the equity ratio (or, at the issuer’s election, cash based on the final underlying value) if the final underlying value is below the final barrier value. The pricing date was April 30, 2026, issue date May 5, 2026, valuation date June 1, 2027, and the cover discloses an estimated value on the pricing date of at least $932.50 per security. The offering includes an underwriting fee of up to $11.00 per security.

Citigroup Global Markets Holdings Inc. is offering autocal lable contingent coupon equity-linked medium-term senior notes linked to NVIDIA Corporation, with a stated principal of $1,000 per security and an expected issue price of $975.00. The securities mature on May 18, 2029 unless automatically redeemed earlier. Contingent coupons are payable only if the underlying closing value on specified valuation dates is at or above a coupon barrier (set at 50.00% of the initial underlying value), with a contingent coupon per period at least 2.625% (equivalent to 10.50% per annum if all paid). Automatic early redemption will occur if the underlying closes at or above the initial underlying value on a potential autocall date; payment at maturity depends on the final underlying value relative to the final barrier (also 50.00% of initial), and holders may lose up to their entire investment. The securities are unsecured obligations of CGMH and are fully guaranteed by Citigroup Inc.; all payments are subject to the issuers' credit risk.

Citigroup Global Markets Holdings Inc. (issuer), guaranteed by Citigroup Inc., priced a structured note: Dual Directional Buffer Securities linked to the worst performing of the Nasdaq-100® and S&P 500®. Stated principal is $1,000 per security; pricing date is May 29, 2026, issue date June 3, 2026, and maturity is June 2, 2028. An interim valuation date is set for June 1, 2027 (automatic early redemption if the worst performing underlying is >= its initial value). Key economics: upside participation rate 150%, final buffer 15%, and an interim premium floor of 9.25%. CGMI may receive an underwriting fee up to $10.00 per security and estimates the securities' value at at least $923.50 on the pricing date. The notes do not pay dividends on the underlyings and expose holders to credit risk of Citigroup Inc. and to the full range of structured-product risks described in the supplements.

Citigroup Global Markets Holdings Inc. is offering autocallable, contingent-coupon medium-term senior notes due May 18, 2029, guaranteed by Citigroup Inc. Each note has a stated principal amount of $1,000 and a contingent coupon that will be at least 1.875% per payment (equivalent to 7.50% per annum if all coupons are paid). Valuation dates begin August 17, 2026 and occur quarterly; automatic early redemption can occur on multiple potential autocall dates starting November 16, 2026. The notes pay at maturity either $1,000 (if the worst performing underlying is at or above its final barrier) or $1,000 × (1 + underlying return) of the worst performing underlying, which may result in a significant loss of principal. The issuer disclosed an estimated per-note value on the pricing date of at least $914.50, an issue price of $1,000 and an underwriting fee up to $25.00. The securities are unsecured obligations subject to Citigroup credit risk, limited liquidity, complex payoff mechanics tied to the worst-performing of the Nasdaq-100, Russell 2000 and S&P 500, and uncertain U.S. federal tax treatment.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity‑linked securities tied to the worst performing of the EURO STOXX 50®, Russell 2000® and S&P 500® Equal Weight indices. Each security has a stated principal of $1,000, an issue price of $1,000, and scheduled maturity of May 10, 2029. Contingent coupons (at least 2.375% per payment, equivalent to 9.50% per annum if paid) are paid on specified valuation dates only if the worst performing underlying closes at or above its coupon barrier (70% of initial value). At maturity, if the worst performing underlying is below its final barrier (65% of initial value), holders suffer downside equal to that underlying return and may receive significantly less than principal. The securities are obligations of CGMH, guaranteed by Citigroup Inc., and carry underwriting fees, hedging conflicts, and tax and withholding uncertainties described in the supplement.

Citigroup Global Markets Holdings Inc. is offering Contingent Income Auto-Callable Securities linked to NVIDIA Corporation common stock, due May 2029. Each security has a $1,000 stated principal amount and may pay a quarterly contingent coupon of 2.75% ($27.50) if the underlying closing price on a valuation date is at or above a downside threshold equal to 50.00% of the initial share price. The securities are automatically redeemed early if the underlying share price on a potential redemption date is at or above the initial share price; at maturity investors face 1-for-1 exposure to any decline below the downside threshold and may lose all principal.

Citigroup Global Markets Holdings Inc. priced Medium-Term Senior Notes, Series N: autocallable contingent-coupon equity-linked securities linked to Philip Morris International Inc. with a stated principal of $1,000 per security and maturity of May 4, 2028. The notes pay a contingent coupon of 2.775% per payment (equivalent to 11.10% per annum) when the underlying’s closing value on a valuation date is at or above the coupon barrier ($113.897, 70% of the initial underlying value $162.71).

If not autocalled, at maturity holders receive either $1,000 (if final underlying value ≥ final barrier) or a fixed number of underlying shares equal to the equity ratio (6.14590) or cash at the issuer’s election, which may be worth significantly less than principal. Estimated value on pricing date was at least $922.50 per security; underwriting fee was $18.50 per security. Payments depend on the underlying only on specified valuation dates, and all payments are subject to the issuer’s and guarantor’s credit risk.