CITIGROUP (C) SEC Filings, May 22-26, 2026

Citigroup Global Markets Holdings Inc. is offering contingent income callable securities due June 2028 based on the worst performing of the Nasdaq-100, Russell 2000 and S&P 500 indices; payments are fully guaranteed by Citigroup Inc.

The securities have a stated principal amount of $1,000 per security, an expected issue date in June 2026, an expected final valuation date of May 30, 2028 and an expected maturity date of June 2, 2028. They pay a contingent quarterly coupon of 3.125% (equal to $31.25 per $1,000) only if no coupon barrier event occurs during an observation period, and principal at risk is tied to the worst-performing index with a 75.00% downside threshold.

Citigroup Global Markets Holdings Inc. is offering autocallable securities linked to the worst performing of the Dow Jones Industrial Average™, the Russell 2000® Index and the S&P 500® Index. Each security has a stated principal amount of $1,000, a pricing date of June 5, 2026, an issue date of June 12, 2026 and a final maturity of June 12, 2031. The securities may be automatically redeemed on listed valuation dates if the worst performing underlying is at or above its autocall barrier (90% of initial). If not called, maturity payoffs depend solely on the worst performing underlying versus the final premium threshold (80%) and trigger (75%), and can result in repayment below principal, including possible total loss.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon medium-term senior notes due June 8, 2028, guaranteed by Citigroup Inc. The notes pay contingent quarterly coupons (0.9542% per period; ~11.45% per annum if all paid) tied to the worst performing of the Dow Jones Industrial, Nasdaq-100 and Russell 2000 indices and are callable on specified potential redemption dates.

Coupon payments occur only if the worst performing underlying on a valuation date is at or above 70% of its initial value; principal repayment at maturity depends on the worst performing underlying relative to a 65% final barrier and can be substantially below the $1,000 stated principal, possibly zero. The notes are unsecured, subject to Citigroup credit risk, limited secondary market liquidity, and have an estimated pricing-date value below the $1,000 issue price.

The issuer, Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.), is offering callable contingent coupon medium‑term senior notes linked to the worst performing of the Nasdaq‑100, Russell 2000 and S&P 500, due June 2, 2028. Each $1,000 security may pay contingent coupons of 1.0208% per period (approximately 12.25% per annum) only if the worst performing underlying on a valuation date is at or above its 70% coupon barrier. If the final worst performing underlying is below its 70% final barrier, principal at maturity is reduced by the underlying return of that worst performing underlying and may be zero. The issuer may call the securities on listed potential redemption dates; called securities pay $1,000 plus any related contingent coupon. Purchases bear underwriting fees and an estimated value below issue price as disclosed on the cover page.

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity-linked securities linked to the worst performing of the EURO STOXX 50® and the Russell 2000®, with a stated principal amount of $1,000 per security and maturity of May 24, 2029. The securities pay a contingent coupon of 2.35% per period (equivalent to 9.40% per annum) only if the worst performing underlying on a valuation date is at or above its coupon barrier (70% of its initial value). If, on any potential autocall date, the worst performing underlying is at or above its initial value the securities will be automatically redeemed for $1,000 plus the related contingent coupon. If not redeemed, final payment depends on the worst performing underlying on the final valuation date: holders receive $1,000 if that underlying is at or above its final barrier (70% of initial); otherwise the payment equals $1,000 × (1 + underlying return), which can result in a large loss, including a total loss of principal.

The securities are unsecured obligations of CGMH and are fully guaranteed by Citigroup Inc.; all payments are subject to Citigroup credit risk. The issue price is $1,000 with an estimated value at pricing of $972.00 and per-security underwriting fee of $23.50. Valuation and contingent coupon determinations rely on closing values on specified valuation dates; timing and market-disruption adjustments are described in the supplements. These securities are complex, may have limited liquidity, and are suitable only for investors who understand the risks described herein.

Citigroup Global Markets Holdings Inc. is offering medium-term senior notes—autocallable securities linked to the worst performing of the Dow Jones Industrial Average, the Russell 2000® and the S&P 500®. The notes have a $1,000 stated principal amount per security, an issue date of June 3, 2026 and valuation dates through a final valuation date of May 29, 2031.

Holders receive no interest or dividends; automatic early redemption can occur on specified valuation dates for the stated principal plus a fixed premium if the worst performing underlying is at or above its initial value. If not redeemed, maturity pay‑offs depend solely on the worst performing underlying versus a final barrier equal to 70.00% of the initial underlying value. All payments are obligations of CGMH and guaranteed by Citigroup Inc.; investors bear issuer credit risk and potential loss of principal.

Citigroup Global Markets Holdings Inc. is offering callable, contingent coupon equity-linked medium-term senior notes guaranteed by Citigroup Inc. The notes have a $1,000 stated principal amount per security, a pricing date of May 28, 2026, an issue date of June 2, 2026 and a maturity date of June 1, 2029. Coupons are contingent and pay at least 3.75% per contingent coupon payment (equivalent to 15.00% per annum if all are paid). Payments and principal at maturity depend on the performance of the worst performing of the EURO STOXX 50® Index, the Nikkei 225 Index and the Russell 2000® Index, with coupon and final barrier thresholds set at 70.00% and 65.00% of initial values, respectively. The issuer may mandatorily redeem the securities on specified potential redemption dates and all payments are subject to the credit risk of the issuer and guarantor.

Citigroup Global Markets Holdings Inc. priced callable contingent coupon equity-linked securities due May 24, 2029, fully guaranteed by Citigroup Inc. Each security has a stated principal of $1,000 and pays a contingent coupon of 1.175% per payment (equivalent to 14.10% per annum) only if the worst performing underlying on a valuation date is at or above its coupon barrier. Valuation dates run from June 22, 2026 through the final valuation date on May 21, 2029. At maturity you receive $1,000 if the worst performing underlying is at or above its final barrier (60% of initial); otherwise your maturity payment is $1,000 × (1 + underlying return), which can be substantially less than principal or zero. The securities are callable by the issuer on many potential redemption dates; redemption returns principal plus any related contingent coupon. The offering price was $1,000 (estimated value $980), total proceeds to issuer $375,115. These securities carry market, correlation, ETF and issuer credit risk and may have limited liquidity.

Citigroup Global Markets Holdings Inc. is offering Airbag Autocallable Yield Notes linked to the common stock of International Business Machines Corporation. The Notes are senior, unsecured and guaranteed by Citigroup Inc., issued at a stated principal amount of $1,000 per Note and paying a monthly coupon. The Coupon Rate will be set on the Trade Date between 11.30% and 12.00% per annum. Trade Date is May 27, 2026, Settlement Date May 29, 2026, and Maturity (unless automatically called earlier) is on or about May 28, 2027. The Notes are automatically called on any quarterly Observation Date if the Underlying Closing Price is at or above the Initial Underlying Price. At maturity, if not called and the Final Underlying Price is below the Conversion Price (set as 85% of the Initial Underlying Price on the cover), holders would receive a number of IBM shares equal to $1,000 divided by the Conversion Price, which could be worth less than principal. The underwriting discount is $15.00 per Note, so proceeds to the issuer are $985.00 per Note. Investing involves credit risk of the Issuer/Guarantor and market risk tied to IBM.