CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon market-linked notes tied to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement™ Index ER. The notes have a stated principal amount of $1,000 per note, a pricing date of May 27, 2026, an issue date of May 29, 2026 and a maturity date of May 29, 2036. On each contingent coupon payment date the notes will pay at least 0.8792% of principal (equivalent to a contingent coupon rate of approximately 10.55% per annum) if the underlying’s closing value on the preceding valuation date is at or above the coupon barrier (75% of the initial underlying value). The notes may be automatically redeemed early if the underlying equals or exceeds its initial value on a potential autocall date. Payments are guaranteed by Citigroup Inc.. The notes are unsecured, will not be listed, and involve risks tied to the novel volatility-targeted underlying, a 6% annual decrement, limited track record, and issuer credit risk.

Citigroup Global Markets Holdings Inc. is offering medium-term, autocallable contingent coupon senior notes linked to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement™ Index ER with a stated principal of $1,000 per security. The notes have monthly valuation dates, may pay contingent coupons (at least 1.1667% per period, equivalent to ~14.00% per annum at the lowest indicated rate) when the underlying is at or above a coupon barrier, and are callable early if the underlying equals or exceeds the initial underlying value during the autocall period. If not redeemed, maturity is scheduled for May 23, 2036, with payment at maturity dependent on the final underlying value relative to a final barrier (50% of the initial value). The securities are fully guaranteed by Citigroup Inc.; estimated value and underwriting terms are based on CGMI models and the pricing date determinations.

Citigroup Global Markets Holdings Inc. is offering Medium-Term Senior Notes—autocallable, contingent-coupon equity-linked securities due November 9, 2029, guaranteed by Citigroup Inc.

Each $1,000 security pays a contingent coupon of at least 0.8417% per payment (approximately 10.10% annualized if all paid) when the worst performing underlying (Nasdaq-100, Russell 2000, S&P 500) on a valuation date is ≥ its coupon barrier (70% of initial). The notes may autocall beginning on valuation dates as early as November 6, 2026, returning $1,000 plus the related contingent coupon. If not called, maturity payment depends on the worst performing underlying on the final valuation date and can result in substantial loss, including total loss. The pricing date is May 6, 2026 and issue date May 11, 2026; CGMI’s estimated value at pricing is $934.50 versus an issue price of $1,000.00.

Citigroup Global Markets Holdings Inc. priced market-linked, auto-callable notes due May 30, 2029, guaranteed by Citigroup Inc. Each security has a $1,000 stated principal amount and a contingent quarterly coupon (contingent coupon rate to be set on the pricing date, at least 20.00% per annum). The securities are linked to the lowest performing of the VanEck® Gold Miners ETF (GDX) and the iShares® Silver Trust (SLV). Automatic early redemption may occur on specified potential autocall dates if the lowest performing underlying is at or above its starting value; otherwise the maturity payment depends on the final calculation day and may result in a loss of principal if the lowest performing underlying is below 70% of its starting value.

Payments are unsecured obligations of Citigroup Global Markets Holdings Inc. and fully guaranteed by Citigroup Inc.; all payments are subject to their credit risk. The public offering price is $1,000 per security and the issuer estimates an intrinsic value at issuance below the offering price based on proprietary models.

Citigroup Global Markets Holdings Inc. is pricing autocallable securities due May 12, 2031, linked to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER. Each security has a stated principal amount of $1,000, a pricing date of May 7, 2026 and an issue date of May 12, 2026. The securities may automatically redeem on specified valuation dates for $1,000 plus a stated premium if the underlying meets a premium threshold; otherwise, at maturity holders receive $1,000 + ($1,000 × underlying return), which can result in significant principal loss. The final premium threshold equals 60.00% of the initial underlying value. The offering includes an underwriting fee of $7.50 per security and an issuer proceeds figure of $992.50 per security.

Citigroup Global Markets Holdings Inc. priced 3,222 market-linked notes with an aggregate stated principal of $3,222,000, $1,000 per note, maturing on April 30, 2030. The notes are linked to a two-index basket weighted 70% S&P 500 (initial level 7,165.08) and 30% TOPIX (initial level 3,716.59) with a valuation date of April 24, 2030. At maturity each note pays $1,000 plus the basket return if positive, capped at a $298.00 maximum return per note (29.80%); if the basket is flat or down, holders receive $1,000. The notes pay no interest, are not listed, and all payments are guaranteed by Citigroup Inc..

Citigroup Global Markets Holdings Inc. is offering Medium-Term Senior Notes, Series N—autocallable, contingent-coupon equity-linked securities linked to the S&P 500 Futures 35% Edge Volatility 6% Decrement Index (USD) ER, with a stated principal amount of $1,000 per security and maturity of May 23, 2036. The notes pay contingent coupons (at least 3.0375% per payment, equivalent to 12.15% per annum if all paid) only when the index meets coupon barriers on scheduled valuation dates, may be automatically redeemed early on multiple autocall dates, and expose holders to downside linked to the index (including a 6% per annum decrement). The offering is guaranteed by Citigroup Inc.; estimated value on the pricing date is stated as at least $850.00 per security and underwriting fee is $50.00 per security. Terms and risks (including credit, tax, liquidity, index leverage/decay, and model/hedging conflicts) are described in the pricing supplement and accompanying product and prospectus supplements.

Citigroup Global Markets Holdings Inc. is offering Autocallable Contingent Coupon Equity Linked Securities linked to Iron Mountain Incorporated, due May 27, 2027. The securities pay contingent quarterly coupons of 0.9333% per payment (≈11.20% per annum if all are paid) and may be automatically redeemed on specified autocall dates. At maturity holders receive $1,000 if the final underlying value is at or above a final barrier of $82.381 (71.00% of the initial underlying value of $116.03); otherwise the cash payment equals $1,000 × (1 + underlying return), which can be significantly less than principal, possibly zero. Payments are unsecured obligations of the issuer, guaranteed by Citigroup Inc., and subject to issuer/guarantor credit risk and limited liquidity.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon medium-term notes due November 10, 2027, guaranteed by Citigroup Inc. Each security has a $1,000 stated principal amount, a pricing date of May 5, 2026, and an issue date of May 8, 2026. Periodic contingent coupons of at least 1.0333% per period (approximately 12.40% annualized if all paid) depend solely on the worst performing of the Dow Jones Industrial, Nasdaq-100 and Russell 2000 on scheduled valuation dates. Coupon and principal protection are conditioned on each underlying remaining at or above 70% of its initial value. The issuer may call the securities on multiple potential redemption dates; holders bear Citigroup credit risk and limited liquidity.