Citigroup Inc SEC Filings

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is issuing autocallable contingent coupon equity-linked securities tied to NVIDIA Corporation. Each security has a $1,000 principal, an issue price of $1,000 and an estimated value of $969.90.

Investors may receive quarterly contingent coupons of 2.85% of principal (an annualized 11.40%) only if NVIDIA’s share price on each valuation date stays at or above the $93.835 coupon barrier and final barrier, set at 50% of the initial value of $187.67. The notes may be automatically called from July 23, 2026 onward if the share price is at least the initial value, returning principal plus the coupon.

If not called and NVIDIA’s final value is below the barrier, maturity payment is $1,000 + ($1,000 × underlying return), exposing holders to full downside, including potential total loss. The securities are unsecured, unlisted, subject to Citigroup credit risk, limited liquidity, complex U.S. tax treatment and an issue price above the bank’s model-based estimated value.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering $9,336,000 of unsecured autocallable securities linked to the worst performer of the Dow Jones Industrial, Russell 2000® Index and S&P 500® Index, maturing on January 30, 2032.

The notes pay no interest and may be automatically redeemed on scheduled valuation dates if the worst performing index closes at or above 92% of its initial value, returning $1,000 per note plus a fixed premium that steps up from 9.50% to 57.00%. If held to maturity, investors receive principal plus the final premium if the worst performer is at or above its autocall barrier, only principal back if it is between 75% and 92% of its initial value, and a loss matching any decline below 75%, potentially down to zero.

The notes do not provide dividends or upside beyond the fixed premiums, are not listed, and all payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. The initial estimated value is $981.20 per $1,000 note, reflecting structuring and hedging costs.

Citigroup Global Markets Holdings Inc. is offering $9,131,000 of Contingent Income Auto-Callable Securities due January 26, 2029, fully guaranteed by Citigroup Inc. These $1,000 principal-at-risk notes are linked to the common stock of NVIDIA Corporation.

Investors may receive a 2.725% quarterly contingent coupon (10.90% per annum) for each valuation date on which NVIDIA’s closing price is at or above the downside threshold of $93.835, which is 50.00% of the $187.67 initial share price. Missed coupons can be “made up” later if the stock recovers above the threshold.

The notes are automatically redeemed at par plus the applicable coupon (including any unpaid coupons) if on any potential redemption date NVIDIA’s closing price is at or above the initial share price. If not called and the final share price is at or above the threshold, holders receive par plus the final coupon.

If the notes are not redeemed early and the final share price is below the downside threshold, repayment is reduced 1‑for‑1 with the stock’s loss relative to the initial price, and no final coupon is paid. In that case, investors can lose a significant portion, up to all, of their principal.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering $1,000-denomination autocallable securities linked to the worst performer of the Dow Jones Industrial Average™, Russell 2000® Index and S&P 500® Index, maturing on January 30, 2032, with total proceeds of $4,286,000.00.

The notes can be automatically redeemed on scheduled valuation dates from January 27, 2027 to January 23, 2032 if all three indices are at or above their applicable premium threshold levels (100% to 80% of initial values), paying back principal plus fixed premiums ranging from 8.80% to 52.80%.

If not called, payoff at maturity depends solely on the worst-performing index. Investors receive principal plus the final premium if that index is at or above 80% of its initial value, only principal if it is between 75% and 80%, and a leveraged loss equal to the full negative return if it is below 75%, which can reduce repayment to zero.

The securities are unsecured obligations, not listed on any exchange, and carry Citigroup credit risk. The estimated value at pricing is $976.10 per security, below the $1,000 issue price, reflecting internal funding and hedging costs. Tax counsel expects prepaid forward contract treatment, with specific considerations for non‑U.S. holders under Section 871(m).

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering unsecured Medium-Term Senior Notes linked to the S&P 500 Futures Excess Return Index. Each security has a stated principal amount of $1,000, a pricing date of February 24, 2026, and matures on February 27, 2031 unless called earlier.

The notes are callable at Citigroup’s option on four potential redemption dates, paying a fixed premium of 14.00%, 28.00%, 42.00% or 56.00% of principal, depending on the call date. If not redeemed and the index finishes above its initial level, investors receive $1,000 plus 200% of the index gain. If the final index level is at or above 60% of the initial level but not higher than the initial, investors receive only the $1,000 principal.

If the final index value falls below 60% of the initial value, repayment is reduced 1-for-1 with the index loss, potentially to zero. The securities will not be listed on any exchange. The issue price is $1,000 per security, with an underwriting fee of up to $41.25 and minimum proceeds to the issuer of $958.75 per security. Citigroup currently expects the estimated value on the pricing date to be at least $882.00 per security, reflecting internal pricing models and funding rates, and highlights significant structural and credit risks compared with conventional debt.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering autocallable contingent coupon equity-linked medium-term senior notes tied to the worst performer of the Nasdaq-100, Russell 2000 and S&P 500 indices, due November 4, 2027.

Each security has a $1,000 principal amount and may pay quarterly contingent coupons of at least 0.8042% (about 9.65% per year) if the worst-performing index on the relevant valuation date stays at or above 70% of its initial level. If, on specified dates, the worst-performing index is at or above its initial level, the notes are automatically called at $1,000 plus any due coupon.

At maturity, if not called, investors receive $1,000 only if the worst index is at or above 65% of its initial level; below that, principal is reduced one-for-one with the index loss, potentially to zero. The notes are unsecured, not listed on an exchange, have an estimated initial value below the issue price, and carry the full credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering unsecured autocallable barrier securities linked to the worst performer of the Nasdaq-100®, Russell 2000® and S&P 500® indices, each with a $1,000 stated principal amount and no interest payments.

The notes may be automatically redeemed on March 2, 2027 at $1,130 per security (13% premium) if the worst performing index is at or above its initial value. If not called, at maturity on March 2, 2028 investors get upside at a 270% participation rate if the worst index is above its initial value, full principal back if it is at or above 70% of its initial value, and a 1-for-1 loss below that barrier, potentially losing all principal.

The securities are not listed, carry the credit risk of Citigroup entities, do not pay dividends on the underlying indices and have an estimated value on the pricing date expected to be at least $924 per security, below the issue price, reflecting structuring and hedging costs.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering unsecured barrier securities linked to the S&P 500® Index, maturing on March 1, 2027. These notes pay no interest and repay principal only if index performance meets specified conditions.

At maturity, investors get $1,000 plus leveraged upside (100% participation) if the index rises, but gains are capped by a maximum return of at least $102.50 per $1,000. If the index is flat or down but not below 80% of its initial level, investors receive $1,000. If the index closes below that 80% barrier on the valuation date, repayment falls one-for-one with the index loss and investors can lose their entire investment.

The notes are unsecured obligations subject to the credit risk of both issuers, are not listed, and may have limited or no liquidity. The issue price is $1,000 per security, with an underwriting fee of up to $16.50 and estimated value on pricing of at least $924. Extensive risk and complex U.S. tax treatment, including reliance on prepaid forward characterization and Section 871(m) analysis for non-U.S. holders, are highlighted.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering $789,000 of autocallable buffer securities linked to the worst performer of the Dow Jones Industrial Average and the S&P 500 Dynamic Participation Index, maturing January 28, 2031.

The notes pay no interest, are not principal protected and can be automatically called on January 26, 2027 at $1,091.50 per $1,000 if each index is at or above its initial level. If held to maturity and the worst index is above its initial level, investors receive amplified upside at a 150% participation rate; if it finishes between 85% and 100% of its initial level, only the $1,000 principal is repaid.

If the worst index ends below 85% of its initial level, repayment is reduced 1% for every 1% decline beyond the 15% buffer, and investors can lose a substantial portion, up to all, of their investment. The notes are unsecured, subject to Citigroup credit risk, will not be listed, may have little or no liquidity, and have an estimated value of $936 per $1,000, below the issue price because of embedded costs and the issuer’s internal funding rate.