Citigroup Inc SEC Filings

Citigroup Global Markets Holdings has issued $203,000 in Autocallable Market-Linked Securities tied to the Citi Dynamic Asset Selector 5 Excess Return Index, due June 30, 2032. These unsecured debt securities, guaranteed by Citigroup, offer potential automatic early redemption with premiums ranging from 7% to 42% if index performance meets threshold levels.

Key features include:

• No regular interest payments
• Automatic early redemption if index exceeds premium thresholds on valuation dates
• 100% upside participation rate at maturity if not called early
• Principal protection at maturity if index doesn't appreciate

The underlying index dynamically allocates between S&P 500 futures and 10-year Treasury futures based on market regime signals. The estimated value per security is $915.70, below the $1,000 issue price. CGMI receives an underwriting fee of up to $42.50 per security. Investors face credit risk from both Citigroup entities and potential limited liquidity.

Citigroup Global Markets Holdings has issued Autocallable Contingent Coupon Equity Linked Securities tied to Target Corporation, due June 29, 2028. The securities offer potential contingent coupon payments at 10.00% per annum, with a stated principal amount of $1,000 per security.

Key features include:

• Contingent coupon payments of 2.50% quarterly if Target's stock closes at or above the barrier value of $58.02 (60% of initial value)
• Automatic early redemption if Target's stock closes at or above the initial value of $96.70 on any potential autocall date
• Risk of principal loss if Target's stock closes below the final barrier value at maturity
• Total offering amount of $395,000 with estimated value of $923.90 per security

Notable risks include potential loss of principal, no guaranteed coupon payments, and limited liquidity. The securities are unsecured obligations subject to Citigroup's credit risk and are not FDIC insured.

Citigroup Global Markets Holdings has filed a pricing supplement for Market-Linked Securities tied to the Dow Jones Industrial Average, due March 30, 2028. The offering consists of unsecured debt securities with a stated principal amount of $1,000 per security and total offering size of $833,000.

Key features include:

• No regular interest payments
• 100% upside participation rate up to a maximum return of 16% ($160 per security)
• Principal protection if the index declines
• Initial underlying value: 42,982.43

Notable risks include credit risk of Citigroup, limited liquidity due to no exchange listing, capped upside potential, and no dividend payments. The estimated value of each security ($962.90) is less than the issue price, with CGMI receiving an underwriting fee of up to $22.50 per security. The securities are suitable only for investors who understand the complex risks involved and do not require current income.

Citigroup Global Markets Holdings has issued Buffered Digital Securities linked to the Dow Jones Industrial Average, due October 5, 2026. The securities, fully guaranteed by Citigroup, offer a unique investment structure with the following key features:

The securities, priced at $1,000 per unit, provide:

• A fixed 9.10% digital return if the DJIA is at or above the initial value of 42,982.43 at maturity
• A 10% buffer against initial losses in the underlying index
• 1:1 downside exposure beyond the buffer zone

Notable terms include no periodic interest payments, no upside participation beyond the digital return, and no dividend payments. The estimated value of $976.30 per security is below the issue price, reflecting selling, structuring, and hedging costs. Total offering size is $761,000 with CGMI receiving an underwriting fee of up to $20.50 per security. These securities involve significant risks including potential loss of principal and limited liquidity as they will not be listed on any exchange.

Citigroup Global Markets Holdings is offering Autocallable Securities linked to the performance of the Russell 2000® Index and S&P 500® Index, due June 28, 2030. Key features include:

• Principal amount: $1,000 per security with total offering of $2,006,000
• No regular interest payments
• Automatic early redemption feature if worst performing index meets threshold
• Premium payment potential ranging from 8.00% to 40.00% based on redemption date
• Downside risk: If worst performing index falls below 65% barrier at maturity, investors lose 1% for every 1% decline

Notable risks include: no guaranteed principal protection, credit risk of Citigroup, no dividend participation, and limited liquidity. The estimated value ($945.50) is less than the issue price, with CGMI receiving an underwriting fee of up to $41.50 per security. Securities are not bank deposits and not FDIC insured.

Citigroup announces the offering of Callable Fixed Rate Notes due June 30, 2028 with key terms:

• Principal amount: $1,000 per note with total issue size of $10,996,000
• Fixed interest rate: 4.75% per annum, paid semi-annually
• Callable feature: Citigroup can redeem notes starting June 30, 2026 on quarterly redemption dates
• Issue price: $1,000 per note with $3.00 underwriting fee

Key risks include: early redemption limiting interest accrual, market interest rate impacts on redemption likelihood, longer-term investment risks, credit risk of Citigroup, and limited secondary market liquidity as notes won't be listed on exchanges. CGMI will make secondary market but may suspend/terminate without notice. Notes are unsecured senior debt obligations subject to Citigroup's credit risk.

Citigroup Global Markets Holdings has issued Autocallable Contingent Coupon Equity Linked Securities tied to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index, due June 28, 2030. The securities offer potential periodic contingent coupon payments at 13.80% per annum, with a stated principal amount of $1,000 per security.

Key features include:

• Contingent coupon payments of 3.45% per period if the underlying index closes at or above the barrier value (60% of initial value)
• Automatic early redemption if the index closes at or above initial value on any autocall date
• Risk of principal loss if final index value is below 60% of initial value
• Estimated value of $898.10 per security, below the issue price of $1,000

Notable risks include potential loss of principal, no dividend participation, and exposure to a highly leveraged index with a 6% annual decrement. The securities are unsecured obligations backed by Citigroup credit.