CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is issuing Autocallable Buffered Notes linked to the MSCI Emerging Markets Index (MXEF), each with a $1,000 stated principal amount and maturing on August 10, 2028, unless automatically redeemed earlier. The initial index level is 1,657.82, with a 20.00% buffer and a final buffer value of 1,326.256.

If on the August 20, 2027 valuation date the index closes at or above the initial value, the notes are automatically redeemed for $1,187.50 per note, reflecting an 18.75% premium, and investors forgo further upside. If held to maturity, investors receive principal plus leveraged upside at a 125.00% upside participation rate when the final index value is at or above the initial value, full principal repayment when it is between the buffer level and the initial value, and a magnified loss beyond the 20% buffer at a 125.00% downside rate. The issue price is $1,000 per note, with an estimated value of $984.10, underwriting fee of $15.00 per note, and proceeds to the issuer of $985.00 per note.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Digital Plus Securities linked to the S&P 500 Futures Excess Return Index, part of its Medium-Term Senior Notes, Series N.

Each security has a $1,000 stated principal amount, priced on August 14, 2026 and maturing August 19, 2031. At maturity, if the index’s final value is at least its initial value, investors receive $1,000 plus the greater of a fixed $750 digital return (75%) or full upside participation based on the index return. If the index declines, repayment is $1,000 plus the index return on a 1-to-1 basis, exposing investors to the full downside and potential loss of all principal.

The expected estimated value on the pricing date is at least $931 per security, below the $1,000 issue price, reflecting internal funding and hedging costs. CGMI acts as underwriter, receiving up to $2.50 per security. The product offers leveraged, derivative-style exposure and for U.S. tax purposes is expected to be treated as a prepaid forward contract, with additional complexity for Non-U.S. holders under Section 871(m).

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering autocallable securities linked to the worst performing of the Dow Jones Industrial Average™, Russell 2000® Index and S&P 500® Index, maturing August 16, 2032. Each security has a $1,000 stated principal amount; total proceeds are $800,000 at issuance on August 14, 2026 after pricing on August 7, 2026.

The notes may be automatically redeemed on scheduled valuation dates if the worst performing index is at or above its autocall barrier (for example, 48,633.237 for the Dow, 2,731.045 for the Russell 2000 and 6,981.876 for the S&P 500), paying $1,000 plus a premium that steps up from 11.9375% to 57.3000% of principal. If not redeemed early, maturity payment depends solely on the worst performer on the final valuation date: investors receive $1,000 plus the final premium if it is at or above its final premium threshold, par if it is between the threshold and trigger, and $1,000 plus the index return if it is below the trigger (e.g., 40,527.698 for the Dow, 2,275.871 for the Russell 2000, 5,818.230 for the S&P 500), which can result in substantial principal loss.

The estimated value is $982.90 per security, below the $1,000 issue price, reflecting CGMI’s proprietary models and internal funding rate. Investors receive no dividends from the indices and face issuer and guarantor credit risk, market volatility risk, worst-of index risk and uncertain U.S. tax treatment, including discussed Section 871(m) considerations for non‑U.S. holders.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is issuing autocallable securities linked to the worst performer of the Dow Jones Industrial Average™, Russell 2000® Index and S&P 500® Index, each with a $1,000 stated principal amount and total proceeds of $9,393,000.

The notes price on August 7, 2026, are issued August 14, 2026, and mature August 14, 2031, unless automatically redeemed. On scheduled valuation dates from 2027 to 2031, if the worst-performing index is at or above its autocall barrier, investors receive $1,000 plus a premium that starts at 10.100% and rises to 50.500% of principal.

If not called, maturity payment depends solely on the worst-performing index: full principal plus final premium if at or above its final premium threshold; principal only if between the threshold and trigger; or $1,000 plus index return (downside exposure) if below the trigger, which can result in significant loss and possibly no return of principal. The estimated value is $989.80 per $1,000 note, and holders do not receive dividends on the indices.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering unsecured Medium-Term Senior Notes, Series N, in the form of Callable Contingent Coupon Equity Linked Securities linked to the worst performing of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index, maturing August 23, 2029. Each security has a $1,000 stated principal amount and pays a contingent coupon of at least 0.975% per period (equivalent to at least 11.70% per annum) only if, on the relevant valuation date, the worst performing index is at or above 75% of its initial value. Principal repayment is protected only if, on the final valuation date, the worst performing index is at or above its 75% final barrier; otherwise, investors lose 1% of principal for each 1% decline in that index and may lose their entire investment. The issuer may redeem the notes early on specified dates at $1,000 plus any due coupon, and the estimated value on the pricing date is expected to be at least $935.50 per security, below the $1,000 issue price. All payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. and the notes may have limited or no secondary market liquidity.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering callable contingent coupon equity‑linked senior notes due August 17, 2028, linked to the worst performer of the iShares MSCI EAFE ETF, the Russell 2000 Index and the State Street Energy Select Sector SPDR ETF. Each note has a $1,000 principal amount and may pay a contingent coupon of at least 0.9792% per period (about 11.75% per year) if, on the relevant valuation date, the worst performing underlying is at or above 70% of its initial value. Citigroup may redeem the notes in whole on specified dates at $1,000 plus any coupon. At maturity, if not called, investors receive $1,000 per note only if the worst performer is at or above 60% of its initial value; otherwise, repayment is reduced one‑for‑one with the decline of that underlying, potentially to $0. The notes do not pay dividends, have limited or no liquidity, are exposed to the credit risk of both issuers and to equity, sector, small‑cap and FX risks, and their estimated value on the pricing date is expected to be below the issue price.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering unsecured Medium-Term Senior Notes, Series N in the form of callable contingent coupon equity-linked securities tied to the worst performing of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index. Each security has a $1,000 stated principal amount and pays a contingent coupon of at least 0.9625% of principal per valuation period (at least 11.55% per annum) only if the worst-performing index on the relevant valuation date is at or above its coupon barrier of 70% of its initial value. At maturity, if not earlier redeemed and the worst-performing index is at or above its final barrier of 65% of its initial value, holders receive $1,000 plus any final coupon; otherwise, repayment is reduced 1-for-1 with the index loss, potentially to zero. Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon. The notes are subject to the credit risk of both issuers, limited liquidity, complex tax treatment and full downside exposure to sharp declines in the worst-performing index.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering unsecured Medium-Term Senior Notes in $1,000 denominations as callable contingent coupon equity-linked securities tied to the worst performer of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index, maturing on August 17, 2029. The notes may pay a monthly contingent coupon of at least 0.8333% of principal (about 10.00% per annum) whenever the worst-performing index on a valuation date is at or above its coupon barrier.

Both the coupon barrier and final barrier for each index are set at 64.60% of its initial level; if, at maturity, the worst-performing index is below its final barrier, repayment of principal is reduced one-for-one with the index loss, down to zero. Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon. The notes are subject to the credit risk of both issuers, offer no dividends or upside participation in the indices, may have limited or no secondary market, and are expected to have an initial estimated value of at least $939.50 per $1,000, below the issue price due to structuring, distribution and hedging costs.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is issuing autocallable equity-linked medium-term senior notes tied to Apple Inc. and Space Exploration Technologies Corp., due February 18, 2028, with a stated principal amount of $1,000 per security.

The notes pay a quarterly coupon of 4.375% of principal (17.50% per annum) as long as they remain outstanding. They are automatically called on specified dates from November 2026 through November 2027 if the worst-performing stock is at or above its initial value, returning $1,000 plus the coupon. At maturity, if not called and the worst-performing stock is at or above 50.00% of its initial value, investors receive $1,000 plus the final coupon; otherwise return depends on stock performance and may be underlying shares, exposing investors to substantial principal loss, up to a total loss.

The issue price is $1,000, including a $15 underwriting fee, with proceeds to the issuer of $985 per note. The estimated value on the pricing date is expected to be at least $922 per security, reflecting Citigroup Global Markets Inc.’s proprietary pricing models. The notes involve issuer and guarantor credit risk, complex payoff features, market volatility exposure and uncertain U.S. tax treatment, including potential implications under Section 871(m) for non-U.S. holders.