CITIGROUP (C) SEC Filings, May 28, 2026

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity-linked securities due June 1, 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 2.175% per period (8.70% annualized) payable only if the worst performing underlying on a valuation date is at or above its coupon barrier (65% of initial value). If the securities are not auto‑redeemed, final payment depends on the worst performing underlying versus a final barrier (65% of initial value); a breach can reduce maturity proceeds proportionally, possibly to zero. The issue price is $1,000.00 (estimated value $968.60); CGMI receives an underwriting fee up to $25.00 per security. The securities are unsecured obligations of CGMH and are guaranteed by Citigroup Inc., so payments remain subject to Citigroup credit risk and limited secondary‑market liquidity.

Citigroup Global Markets Holdings Inc. priced callable contingent coupon equity-linked securities due June 1, 2029 linked to the worst performing of XLV, XHB and KRE. Each security has a $1,000 stated principal amount and pays a contingent coupon of 3.125% per payment (12.50% per annum) only if the worst performing underlying on a valuation date is at or above its coupon barrier. If, on the final valuation date, the worst performing underlying is below its final barrier, maturity payment is reduced pro rata to that underlying’s return and may be zero. The issuer may call the securities on specified potential redemption dates; called securities pay $1,000 plus any related contingent coupon. The securities are unsecured obligations of Citigroup Global Markets Holdings Inc. and are unconditionally guaranteed by Citigroup Inc.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked securities due June 1, 2029 with a stated principal of $1,000 per security. The securities pay a contingent coupon of 0.8333% per valuation period (approximately 10.00% per annum) only if the worst performing underlying at each valuation date is at or above its 70.00% coupon barrier. The initial underlying values on the pricing date were: Dow Jones 50,461.68, Nasdaq-100 30,001.32, S&P 500 7,519.12, with coupon/final barrier levels equal to 70% of those values. The issuer may call the securities on numerous potential redemption dates; if called you receive $1,000 plus any related contingent coupon. If not called, payment at maturity depends on the worst performing underlying on the final valuation date: if below its final barrier you receive $1,000 × (1 + underlying return), which can be significantly less than principal or zero. All payments are subject to the credit risk of the issuer and guarantor.

Citigroup Global Markets Holdings Inc. priced Autocallable Barrier Securities linked to the EURO STOXX 50® Index with a $1,000 stated principal amount per security, a pricing date of May 26, 2026, an issue date of May 29, 2026 and a maturity date of May 29, 2031. The securities pay no interest, may automatically redeem early on scheduled valuation dates if the closing value of the underlying is at or above the initial underlying value (first such valuation date triggers redemption), and link payment at maturity to the final closing value of the index relative to the initial underlying value of 6,064.15. If not auto‑redeemed, holders receive at maturity either (i) $1,000 plus the greater of the final premium or the return amount (with a 100.00% upside participation rate) if the final underlying value is >= initial underlying value; (ii) $1,000 if the final underlying value is below the initial underlying value but >= the final barrier value of 4,548.113 (75.00% of the initial underlying value); or (iii) $1,000 plus $1,000×underlying return if the final underlying value is below the final barrier value, exposing holders to 1:1 downside.

The pricing supplement discloses premiums for each valuation date (for example, 11.70% on May 26, 2027, rising to 46.80% on May 27, 2030), an underwriting fee of $23.50 per security, an issue price of $1,000.00 and an estimated value to the underwriter of $967.90 per security on the pricing date. The securities are obligations of Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., and are subject to the issuer’s and guarantor’s credit risk, limited liquidity, timing‑only valuation on set dates, lost dividend yield, model and hedging costs, and uncertain U.S. federal tax treatment.

Citigroup Global Markets Holdings Inc. is offering autocalled, contingent-coupon equity-linked securities due June 1, 2029, guaranteed by Citigroup Inc., linked to the worst performing of the Dow Jones Industrial, the Nasdaq-100 and the Russell 2000. The securities have a stated principal amount of $1,000 per security and pay a contingent coupon of 2.0225% per payment (equivalent to 8.09% per annum) only if the worst performing underlying on a valuation date is at or above its coupon barrier (60% of initial value). The securities may be automatically redeemed on potential autocall dates if the worst performing underlying is at or above its initial value; if not redeemed, the maturity payoff is either $1,000 or $1,000 × (1 + underlying return) for the worst performing underlying, which can result in substantial loss, including loss of principal. Pricing data: issue price $1,000, estimated value on pricing date $968.70, underwriting fee $25 per security. Risks include concentration on the worst performing underlying, no dividend participation, limited liquidity, issuer and guarantor credit risk, uncertain U.S. federal tax treatment and potential withholding for non-U.S. holders.

Citigroup Global Markets Holdings Inc. offered autocal lable securities linked to the worst performing of the S&P 500 and the Russell 2000, with a stated principal amount of $1,000 per security and a maturity of June 1, 2029. The pricing date was May 26, 2026 and the issue date was May 29, 2026. The offering lists total proceeds to issuer of $866,360 and total issue proceeds of $895,000, reflecting an underwriting fee of $32 per security. Each security pays a premium of 11.50 if autocalled on May 26, 2027 and 35.00 if autocalled or paid at final maturity on May 29, 2029. The trigger value for each underlying is 80 of its initial underlying value; if the worst performing underlying finishes below that trigger on the final valuation date, principal is reduced pro rata by that underlying's return.

Citigroup Global Markets Holdings Inc. priced autocallable barrier securities linked to Baxter International Inc., with a $1,000 stated principal per security and maturity of June 1, 2028. The securities can auto‑redeem on the prior valuation date for a premium of 28.50% (payable on June 2, 2027) if the underlying closes at or above the initial underlying value of $19.38. If not auto‑redeemed, final payoffs depend on the final underlying value versus a barrier of $13.566 (70.00% of the initial value): holders receive principal plus any leveraged upside at a 150.00% participation rate if the underlying appreciates, par if the final value is between the barrier and initial value, or a fixed number of Baxter shares (the equity ratio) or cash at maturity if the final value is below the barrier. The securities do not pay interest or dividends, are unsecured obligations of Citigroup Global Markets Holdings Inc. guaranteed by Citigroup Inc., carry issuer and guarantor credit risk, limited liquidity, and complex tax and valuation considerations.

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity-linked securities (guaranteed by Citigroup Inc.) linked to the worst performing of the EURO STOXX® Banks Index and the State Street® SPDR® S&P® Biotech ETF (XBI). The securities have a stated principal of $1,000 per security, an issue date of May 29, 2026 and a maturity date of June 1, 2029. Each contingent coupon payment (paid the third business day after valuation dates) equals $44.625 per security if the worst performing underlying on the preceding valuation date is at or above its coupon barrier (75% of initial value), equivalent to a 17.85% per annum contingent coupon rate if all coupons are paid. The pricing supplement lists initial underlying values (EURO STOXX® Banks Index: 272.47; XBI: $134.45) and coupon/final barrier values (75% of initial: 204.353 and $100.838, respectively). The securities may be automatically redeemed early on scheduled autocall dates if the worst performing underlying meets or exceeds its initial value. The estimated value on the pricing date was $949.70 per security versus the issue price of $1,000; underwriting fee up to $23.50 per security and total issue proceeds shown as $2,006,707.50 to issuer net of fees. Payments and liquidity are subject to Citigroup Global Markets Holdings Inc. and Citigroup Inc. credit risk and the securities do not provide dividend participation or upside exposure to better-performing underlyings.

Citigroup Global Markets Holdings Inc. is offering autocallable unsecured debt securities due May 30, 2031, guaranteed by Citigroup Inc., linked to the worst performing of the Russell 2000® and S&P 500® indices. Each security has a $1,000 stated principal amount and may auto‑redeem on predefined annual valuation dates, paying a fixed premium if the worst performing underlying is at or above its initial value on that valuation date. If not redeemed, maturity payoffs depend on the worst performing underlying versus a 65.00% final barrier; losses are 1:1 below that barrier. Issue price per security was $1,000 and CGMI estimated the value at $943.70 on the pricing date.