CITIGROUP INC SEC Filings

The issuer Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering autocallable unsecured debt securities linked to the worst performing of the Russell 2000® and the S&P 500® with a stated principal of $1,000 per security. The notes pay no interest, may be automatically redeemed on specified annual valuation dates for the stated principal plus a fixed premium if both underlyings are at or above their initial values, and otherwise return principal or an amount tied 1:1 to the worst performing underlying at maturity (losses possible down to zero). Key pricing terms: issue price $1,000, estimated value $945.50, underwriting fee $41.50 per security, final valuation date April 28, 2031 and maturity May 1, 2031. The securities expose holders to index, correlation, dividend, model, liquidity and issuer credit risk; tax treatment is uncertain and counsel views the securities as prepaid forward contracts for U.S. federal income tax purposes.

Citigroup Global Markets Holdings Inc. is offering autocallable market-linked securities tied to the Citi Dynamic Asset Selector 5 Excess Return Index with an aggregate stated principal amount of $11,842,000 and a stated principal amount of $1,000 per security. The securities may automatically redeem early on specified annual valuation dates for the stated principal plus a stated premium (ranging from 6.25% to 25.00%) if the Index closing level on a valuation date is greater than or equal to the initial index level of 229.96. If not auto‑redeemed, maturity on May 1, 2031 will pay principal plus a positive return only if the final index level exceeds the initial index level; otherwise holders receive only the stated principal. All payments are unsecured obligations of the issuer and guaranteed by Citigroup Inc.; holders bear credit, liquidity, index, and methodology risks described in the pricing supplement.

Citigroup Global Markets Holdings Inc. is offering market-linked unsecured notes tied to the Citi Dynamic Asset Selector 5 Excess Return Index maturing May 2, 2028. Each security has a $1,000 stated principal and offers a return at maturity equal to the Index return times a 150.00% upside participation rate if the final index level exceeds the initial index level of 229.96. If the Index is flat or down, holders receive only the stated principal.

The aggregate stated principal amount is $779,000. The securities do not pay interest, are subject to Citigroup credit risk, may have limited liquidity, and include an 0.85% per annum index fee and other features (volatility targeting, futures-based constituents) described in the supplement.

Citigroup Global Markets Holdings Inc. is offering autocal lable market-linked securities linked to the Citi Dynamic Asset Selector 5 Excess Return Index (CIISDA5N) with an aggregate stated principal amount of $549,000. The securities pay no interest, carry a stated principal amount of $1,000 per security, and may automatically redeem early on scheduled valuation dates for a premium that increases over time. If not auto‑redeemed, payment at maturity (May 2, 2033) equals the $1,000 principal plus a positive return only if the final index level exceeds the initial index level of 229.96, with an upside participation rate of 100.00%. Investors bear Citigroup credit risk, limited liquidity, index methodology and fee drag (index fee 0.85% per annum), and may receive no positive return at maturity.

Citigroup Global Markets Holdings Inc. is offering autocallable, contingent‑coupon equity‑linked securities due May 2, 2029, guaranteed by Citigroup Inc. Each security has a $1,000 stated principal and may pay a contingent coupon equal to 0.8333% per period (approximately 10.00% per annum) if the worst performing underlying on a valuation date is at or above its coupon barrier. Coupons are paid only when the worst performing of the Dow Jones Industrial Average, Nasdaq‑100 and Russell 2000 is >= its coupon barrier on a valuation date. If not auto‑redeemed, payment at maturity depends on the worst performing underlying relative to its final barrier and can result in significant loss of principal, up to total loss. The offering size is $1,912,000 (1,912 securities) with underwriting fees and proceeds shown in the pricing supplement; estimated value per security on the pricing date was $971.00.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked securities due May 2, 2029, guaranteed by Citigroup Inc. Each security has a stated principal amount of $1,000 and pays a contingent coupon of 1.0833% per period (approximately 13.00% per annum) only if the worst performing of the Dow Jones Industrial, the Nasdaq-100 and the Russell 2000 is at or above its coupon barrier (70% of its initial value) on a valuation date. If not redeemed, the payment at maturity depends on the final value of the worst performing underlying: you receive $1,000 if that underlying is at or above its final barrier (70% of initial); otherwise you receive $1,000 × (1 + underlying return), which can be significantly less than the principal, potentially zero. Issue price is $1,000; estimated value on pricing date was $988.60. The securities may be called on numerous potential redemption dates; all payments are subject to Citigroup credit risk.

The pricing supplement describes autocal lable contingent coupon equity-linked securities issued by Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc. Each $1,000 security pays contingent quarterly coupons (2.50% per payment; 10.00% per annum if all paid), is exposed to the worst-performing of QQQ, IWM, and SPY, may be auto‑redeemed on specified valuation/autocall dates, and matures on May 4, 2028.

Payments depend on closing values on scheduled valuation dates; if the worst performing underlying is below barriers at final valuation, holders may receive shares (or cash) worth substantially less than principal, and may lose their entire investment.

Citigroup Global Markets Holdings Inc. priced callable contingent coupon equity-linked securities due May 1, 2031, linked to the worst performing of the Dow Jones Industrial Average, the Nasdaq-100 Index and the Russell 2000 Index. Each security has a $1,000 stated principal amount, an issue price of $1,000 and an estimated value on the pricing date of $982.10. Contingent coupons of 0.9292% per period (approximately 11.15% per annum if all paid) are payable only when the worst performing underlying on a valuation date is at or above its coupon barrier (70% of initial). If the final value of the worst performing underlying is below its final barrier (60% of initial), maturity payment declines pro rata and can be significantly less than principal, potentially zero. The issuer may call the securities on many potential redemption dates; all payments are subject to issuer and guarantor credit risk.

Citigroup Global Markets Holdings Inc. is offering autocal lable contingent coupon equity-linked securities due May 2, 2029, guaranteed by Citigroup Inc. Each security has a $1,000 stated principal, a per-period contingent coupon of 0.8167% (approximately 9.80% per annum if all coupons pay), and valuation dates through the final valuation date of April 27, 2029. Payments and automatic early redemption depend solely on the performance of the worst performing of the Dow Jones Industrial Average, Nasdaq-100, and Russell 2000 on specified valuation dates. If the worst performing underlying is below its final barrier on the final valuation date, payment at maturity will be reduced pro rata and could be zero. The issue price was $1,000 (estimated value on the pricing date: $972.90); underwriting fee per security is $30.