CITIGROUP (C) SEC Filings, May 29, 2026

Citigroup Global Markets Holdings Inc. priced an offering of autocallable contingent coupon medium-term senior notes, guaranteed by Citigroup Inc., linked to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500. The notes have a $1,000 stated principal amount per security, a pricing date of June 4, 2026, an issue date of June 9, 2026 and maturity on December 9, 2027.

The securities pay a contingent coupon of 0.9583% per valuation period (equivalent to approximately 11.50% per annum if all coupons pay) when the worst performing underlying on a valuation date is at or above its coupon barrier (70.00% of the initial underlying value). If not autocalled, the payment at maturity depends on the worst performing underlying relative to its final barrier (70.00%). The estimated value on the pricing date is at least $936.50 per security (below the $1,000.00 issue price) based on CGMI’s proprietary models and internal funding rate.

Citigroup Global Markets Holdings Inc. files a preliminary pricing supplement for Medium‑Term Senior Notes, Series N: callable contingent‑coupon equity‑linked securities due June 14, 2029. The notes are unsecured obligations of Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., linked to the worst performing of the Dow Jones Industrial Average, the Nasdaq‑100 and the Russell 2000.

The securities have a stated principal amount of $1,000 per security, a contingent coupon of 0.8583% per payment (about 10.30% per annum if all payments occur), key dates including pricing date June 11, 2026 and issue date June 16, 2026, and maturity June 14, 2029. Contingent coupons are paid only if the worst performing underlying on each valuation date is at or above its coupon barrier (70% of initial). At maturity, principal repayment depends on the worst performing underlying relative to its final barrier (70% of initial); significant principal loss, including total loss, is possible.

Citigroup Global Markets Holdings Inc. is offering Contingent Income Auto-Callable Securities due June 8, 2029 linked to the worst performing of the Russell 2000®, S&P 500® and EURO STOXX 50® indices. Each security has a $1,000 stated principal amount and may pay a quarterly contingent coupon of 2.7875% ($27.875) if no coupon barrier event occurs during an observation period. The securities can be automatically redeemed on specified potential redemption dates if the worst performing index is at or above its initial index level; otherwise payment at maturity depends on the worst performing index relative to a 65.00% downside threshold and could result in substantial principal loss. Expected pricing and issue dates are in June 2026. Terms include underwriting and selling concessions disclosed in the supplement.

Citigroup Global Markets Holdings Inc. is offering $3,139,000 of Buffered S&P 500® Index‑Linked Notes due November 17, 2027 with payments guaranteed by Citigroup Inc. The notes reference the S&P 500® Index from the trade date May 27, 2026 to the determination date November 15, 2027.

The notes provide 130.00% upside participation capped by a maximum settlement amount of $1,198.90 per $1,000 (a 19.89% maximum return) and a 12.50% downside buffer (buffer level 87.50% of the initial underlier). If the final underlier level falls more than the buffer, holders lose approximately 1.1429% of principal for each 1% decline beyond the buffer. All payments are subject to the credit risk of CGMI and Citigroup Inc., and the notes are not exchange listed.

Citigroup Global Markets Holdings Inc. is offering structured unsecured notes linked to the EURO STOXX 504 and the Nasdaq-1004. Each security has a stated principal amount of $1,000, an estimated value on the pricing date of at least $911.50, and proceeds to the issuer of $976.75 per security.

The securities pay a contingent coupon (annual rate at least 8.50%) on each contingent coupon payment date only if the lowest performing underlying on the preceding calculation day is at or above its coupon threshold (70% of starting value). The notes feature automatic early redemption (autocall) on certain dates and a maturity payment that can return less than principal, potentially down to zero, if the lowest performing underlying falls below its downside threshold (70% of starting value). Key dates: pricing date June 3, 2026, issue date June 8, 2026, final calculation day June 4, 2029, maturity date June 7, 2029.

Citigroup Global Markets Holdings Inc. priced equity-linked medium-term senior notes linked to TripAdvisor, Inc. with a stated principal amount of $1,000 per security. The securities pay quarterly coupons of 2.60% of principal (stated as 31.20% per annum equivalence), have an issue date: June 3, 2026, a valuation date: September 25, 2026, and mature on October 2, 2026.

Payment at maturity depends on the final underlying closing value versus the initial underlying value of $10.90. A knock-in threshold is set at $8.720 (80% of the initial value). If a knock-in occurs, holders may receive a fixed number of TripAdvisor shares equal to the equity ratio 91.74312 (or cash in Citigroup's discretion), which could be worth significantly less than principal.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked securities due May 30, 2031, guaranteed by Citigroup Inc. Each security has a $1,000 stated principal amount and a contingent coupon rate of approximately 7.85% per annum (0.6542% per payment) payable only when the worst performing of the three underlyings meets or exceeds its coupon barrier on specified valuation dates. The securities reference the worst performing of the Dow Jones Industrial Average, the Nasdaq-100 Index® and the Russell 2000® Index, expose holders to downside linked solely to that worst performing underlying, and may be redeemed at issuer option on many potential redemption dates prior to maturity.

Pricing occurred on May 27, 2026 with issue date June 1, 2026. The estimated value per security on the pricing date was $948.10, below the issue price of $1,000.00. The securities are complex, carry issuer and guarantor credit risk, may provide limited liquidity, and can result in the loss of a significant portion or all of invested principal.

The issuer, Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.), is offering autocallable barrier securities linked to the worst performing of three underlyings: the Nasdaq-100 Index, the Utilities Select Sector SPDR ETF (XLU) and the VanEck Semiconductor ETF (SMH). Each security has a $1,000 stated principal amount and may auto‑redeem on the May 30, 2028 valuation date for a 61.50% premium if every underlying is at or above its initial value on that date. If not auto‑redeemed, maturity is May 30, 2031 and payout depends solely on the worst performing underlying: repayment of principal, a leveraged upside at a 150.00% participation rate, or a 1‑for‑1 decline in principal if the worst performing underlying falls below its final barrier (60% of its initial value). The pricing date initial values: Nasdaq‑100 29,973.57, XLU $45.14, SMH $595.50. The issuer priced each security at $1,000.00 with an estimated model value of $882.30 and an underwriting fee of $41.25.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked securities due June 1, 2029, guaranteed by Citigroup Inc. Each security has a $1,000 stated principal and pays a contingent coupon of 0.9875% per contingent coupon date (equivalent to 11.85% per annum) only if the worst performing underlying equals or exceeds its coupon barrier (70% of initial value) on a valuation date.

The securities reference the Dow Jones Industrial Average, the Nasdaq-100 Index and the Russell 2000 Index, are callable on many potential redemption dates, had an estimated value of $988.00 on the pricing date versus an issue price of $1,000.00, and expose investors to potential loss of principal, limited or no liquidity and the credit risk of CGMH and Citigroup Inc.