Citigroup Inc SEC Filings

Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.) is offering autocallable securities linked to the worst performing of the Dow Jones Industrial Average and the Nasdaq-100 Index®. The securities have a stated principal amount of $1,000 per security, an issue date of April 1, 2026 and a maturity date of April 1, 2030. Initial underlying values are Dow 45,166.64 and Nasdaq-100 23,132.77 with final barrier levels equal to 70.00% of each initial value. The notes may redeem early on specified annual valuation dates and pay fixed premiums if both underlyings on a valuation date are at or above their initial values; otherwise repayment at maturity depends solely on the worst performing underlying and can result in partial or total loss of principal. The estimated value at pricing was $961.30 versus an issue price of $1,000.00.

Citigroup Global Markets Holdings Inc. offers callable contingent coupon equity-linked securities due April 2, 2029, linked to the worst performing of the Russell 2000® and the S&P 500®. The securities have a stated principal of $1,000 per security, contingent quarterly coupons equal to 2.3125% ($23.125) per period (9.25% annualized) payable only if the worst performing underlying on a valuation date is >= its 70% coupon barrier, and a maturity payoff that can deliver full principal or a loss equal to the underlying return of the worst performing index. Issue price is $1,000 per security; estimated value on pricing date was $952.10 per security. Citigroup Inc. fully guarantees payments; all amounts remain subject to issuer and guarantor credit risk. The issuer may call the securities on specified redemption dates, returning principal plus any related contingent coupon then due.

Citigroup Global Markets Holdings Inc. priced an offering of autocallable contingent coupon equity-linked securities linked to NVIDIA Corporation with a stated principal of $1,000 per security and a maturity of March 30, 2028. The securities pay a contingent coupon of $37.50 per $1,000 on each coupon date (3.75% per period, equivalent to 15.00% per annum) only if the underlying’s closing value on the related valuation date is at or above the coupon barrier. If not redeemed early, repayment at maturity is either $1,000 (if final underlying value is at or above the final barrier) or a fixed number of NVIDIA shares equal to an equity ratio of 5.96944 (or, at Citigroup’s option, cash), which could result in losses up to the full principal. All payments are obligations of Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc., and holders bear issuer credit risk.

Citigroup Global Markets Holdings Inc. is offering equity-linked securities tied to the worst-performing of JPMorgan Chase & Co. and Morgan Stanley with a stated principal amount of $1,000 per security. The securities pay monthly coupons equal to 1.0917% of principal (about 13.10% per annum) and mature on October 14, 2026. At maturity, if the final value of the worst-performing underlying is at or above its downside threshold (65% of its initial value), holders receive the $1,000 principal; if below, holders receive a fixed number of shares of the worst-performing underlying (or, at issuer discretion, cash) equal to the security's equity ratio, which may be worth substantially less than principal. The securities are obligations of CGMH, fully guaranteed by Citigroup Inc., carry underwriting fees of $7.50 per security, and have an estimated pricing-date value Citigroup expects to be at least $878.50 per security.

Citigroup Global Markets Holdings Inc. is offering market-linked securities due April 2, 2029, fully guaranteed by Citigroup Inc. Each security has a $1,000 stated principal amount and pays a monthly contingent coupon of 8.90% per annum only when the lowest-performing underlying (Dow Jones Industrial Average™, Russell 2000®, or S&P 500®) closes at or above its 75% coupon threshold on a calculation day. The securities are auto-callable from September 2026 through February 2029 if the lowest-performing underlying equals or exceeds its starting value on a potential autocall date. If not auto-redeemed, maturity payment depends on the final calculation day: investors receive $1,000 if the lowest-performing underlying is at or above its 60% downside threshold, otherwise the principal is reduced pro rata to that underlying's performance factor. All payments are subject to the credit risk of the issuer and guarantor.

Citigroup Global Markets Holdings Inc. is offering medium-term, equity-linked senior notes tied to Micron Technology, Inc. with a stated principal amount of $1,000 per security. The securities pay a one-time coupon equal to 9.95% of principal at maturity (equivalent to 19.90% per annum) and mature on October 7, 2026. The payment at maturity depends on the final underlying value measured on the valuation date of October 2, 2026: if the final underlying value is at or above the final buffer (set at 75.00% of the initial underlying value), holders receive $1,000 plus the coupon; if below the final buffer, holders receive a fixed number of Micron shares equal to the equity ratio (or cash at the issuer’s election), which may be worth less than principal. Citigroup Inc. unconditionally guarantees payments. The preliminary pricing supplement states CGMI’s estimated value will be at least $932.00 per security on the pricing date and an underwriting fee of $7.50 per security applies.

Citigroup Global Markets Holdings Inc. priced equity-linked securities linked to NVIDIA Corporation with a stated principal of $1,000 per security, a one-time coupon of 6.10% (12.20% annualized) and maturity on October 7, 2026. Payments depend on the final underlying value versus a final buffer equal to 80.00% of the initial underlying value; if the final underlying value is below the buffer, holders receive an equity ratio-based share delivery (or cash in CGMI’s discretion) that can be worth less than principal. The estimated preliminary value on the pricing date was $936.50 per security and CGMI will receive an underwriting fee of $7.50 per security.

Citigroup Global Markets Holdings Inc. priced 17,613 Contingent Income Auto-Callable Securities linked to NVIDIA Corporation with an aggregate stated principal amount of $17,613,000 and a stated principal amount of $1,000 per security. The securities pay a quarterly contingent coupon of 2.95% of stated principal ($29.50 per security; 11.80% per annum) only if the underlying closing price on a valuation date is at or above the downside threshold of $83.76 (50.00% of the initial share price). The initial share price is $167.52 (closing price on March 27, 2026). The securities may be automatically redeemed early if the underlying share price on any potential redemption date is at or above the initial share price; early redemption pays the stated principal plus the applicable contingent coupon. If not redeemed early and the final share price is below the downside threshold, the maturity payment exposes investors to a 1-to-1 decline in NVIDIA shares (payment = $1,000 + $1,000 × share return), potentially resulting in a total loss. Issue price per security is $1,000.00, estimated value on the cover is $969.70 per security, underwriting fee per security is $22.50, selling concession is $17.50, and a structuring fee of $5.00 applies.

Citigroup Global Markets Holdings Inc. is offering $15,557,000 aggregate stated principal of contingent income auto-callable securities due March 30, 2028, each with a $1,000 stated principal amount. The securities pay a quarterly contingent coupon of 2.80% ($28.00) if Microsoft’s closing price on a valuation date is at or above the downside threshold of $249.739 (70.00% of the initial share price of $356.77), and may automatically redeem early if Microsoft’s closing price on a potential redemption date is at or above the initial share price. At maturity, if not redeemed and the final share price is below the downside threshold, holders receive $1,000 + ($1,000 × share return), exposing principal to 1:1 downside and possible total loss. The estimated value on pricing was $966.10 per security and CGMI received underwriting and structuring fees disclosed in the supplement.