CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. is offering autocal lable medium-term senior notes linked to the EURO STOXX 50® Index with a stated principal amount of $1,000 per security. The notes may automatically redeem early (first valuation date July 28, 2027) for $1,100 if the underlying closes at or above its initial value, otherwise they mature on July 31, 2031 and pay based on the final index value versus a final barrier of 55% of the initial value. If not redeemed early and the final index value is above the initial value, holders receive upside participation (at least 200%). If the final index value is below the final barrier, holders suffer 1:1 downside on the stated principal. The issue is guaranteed by Citigroup Inc.; estimated per-security value on the pricing date is at least $905 and the underwriting fee is up to $35.

Citigroup Global Markets Holdings Inc. priced and issued autocal lable dual directional barrier securities linked to Capital One Financial Corporation, at a $1,000 stated principal amount per security with total issue proceeds of $6,104,000.

The securities pay a premium on early autocall (15.80% on July 1, 2027; 31.60% on June 30, 2028), have an initial underlying value of $200.62, an autocall barrier at $196.608 (98.00%) and a final barrier at $130.403 (65.00%). If not autocalled, maturity payoffs depend on the final underlying value, with a $400.00 maximum return and an equity ratio of 4.98455 underlying shares per security. Investors bear issuer and underlying equity risk, may receive underlying shares at maturity, and will not receive dividends during the term.

Citigroup Global Markets Holdings Inc. priced autocal lable securities linked to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER with a stated principal amount of $1,000 per security. The securities price date was June 30, 2026, issue date July 6, 2026, and final valuation date (maturity) June 30, 2031 with maturity on July 3, 2031. The securities pay scheduled premiums on specified valuation dates and will automatically redeem early if the underlying meets the applicable premium threshold on a valuation date; otherwise payment at maturity depends on the final underlying value versus the final premium threshold value of 411.231 (60.00% of the initial underlying value). The securities are guaranteed by Citigroup Inc. and include a 6% per annum decrement to the Index.

Citigroup Global Markets Holdings Inc. is offering autocal lable dual directional barrier securities linked to International Business Machines Corporation (IBM) with a stated principal amount of $1,000 per security and a scheduled maturity of July 6, 2029. The securities pay a 20.00% premium if automatically redeemed on the July 1, 2027 valuation date and provide either leveraged upside (200% participation) if the final underlying value is at or above the initial underlying value, a 1-to-1 absolute return if the final value is below initial but at or above the 65% barrier, or full downside exposure to declines below the 65% final barrier.

The initial underlying value is $281.21 (closing value on the June 30, 2026 pricing date); the final barrier is $182.787 (65% of the initial value). Issue price is $1,000.00 per security, estimated value $958.70, underwriting fee up to $32.00 per security and proceeds to issuer $968.00 per security.

Citigroup Global Markets Holdings Inc. is offering autocal lable securities linked to the S&P 500 Futures 35% Edge Volatility 6% Decrement Index (USD) ER with a stated principal amount of $1,000 per security, pricing date July 1, 2026, issue date July 6, 2026 and maturity (unless earlier redeemed) July 10, 2036. The securities pay a valuation-date premium if the underlying on a valuation date is >= the initial underlying value of 542.585 and will automatically redeem for $1,000 plus that premium on the fifth business day after such valuation date. At final maturity, holders receive $1,000 plus the final premium if the final underlying value is >= initial value; $1,000 if final underlying is between the final barrier value 325.551 and the initial value; otherwise holders receive $1,000 + $1,000 × underlying return, which can result in significant loss. The issue price is $1,000 per security, underwriting fee $50.00, estimated CGMI model value $923.00, and proceeds to issuer $950.00 per security. The Index targets 35% volatility, applies weekly leverage across five weekday sub-indexes, and applies a 6% per annum decrement, which materially reduces index performance relative to the S&P 500. These securities are debt obligations of CGMH with a full guarantee by Citigroup Inc.

Citigroup Global Markets Holdings Inc. is offering market-linked, auto-callable securities due July 3, 2030, fully guaranteed by Citigroup Inc. The securities pay a contingent coupon of 8.05% per annum monthly when the lowest performing underlying meets an 80% coupon threshold. Each security has a $1,000 stated principal amount and a public offering price of $1,000.00 (estimated value at pricing: $967.70). The payoff is linked to the lowest performing of the Dow Jones Industrial Average, Russell 2000 and S&P 500 on monthly calculation days; autocall may occur December 2026–May 2030 if the lowest performing underlying is at or above its starting value. If not autocalled, principal at maturity depends on the final calculation day: full principal if the lowest performing underlying is >=60% of its starting value, otherwise maturity payment = $1,000 × performance factor, exposing holders to potential loss of principal.

Citigroup Global Markets Holdings Inc. is offering $11,402,000 of Performance Leveraged Upside Securities linked to the Russell 2000® Index, guaranteed by Citigroup Inc. Each security has a $1,000 stated principal amount, an estimated value of $979.80 on the pricing date and an issue price of $1,000. The securities mature on August 4, 2027 and provide 300.00% leveraged participation in any index appreciation subject to a $203.00 maximum return per security (20.30% of principal). If the index declines, investors suffer 1-to-1 exposure to losses; there is no minimum payment and principal can be lost. The offering includes underwriting and structuring fees disclosed on the cover page.

Citigroup Global Markets Holdings Inc. is offering $41,461,000 of principal-at-risk, auto-callable "41,461 Trigger Jump Securities" linked to the worst performing of the S&P 500® and Russell 2000®, maturing July 6, 2032. The securities have a stated principal amount of $1,000 per security and may be automatically redeemed beginning about one year after issuance for $1,000 plus a predefined premium if the worst performing index on a valuation date is at or above its initial level.

If not redeemed, maturity payouts depend on the final level of the worst performing index: holders receive $1,000 plus the final premium if that index is at/above its initial level; $1,000 if it is below the initial level but at/above an 80% trigger; or a 1-to-1 loss tied to the index return if it is below the 80% trigger (potentially below $800 and possibly zero). The securities are fully guaranteed by Citigroup Inc., priced at $1,000 with an estimated initial value of $956.20 per security, and carry underwriting fees and structuring concessions disclosed in the pricing supplement.

Citigroup Global Markets Holdings Inc. is offering $10,032,000 aggregate principal amount of 10,032 PLUS securities, each with a $1,000 stated principal amount. The securities pay at maturity on August 4, 2027 and reference an unequally weighted basket of five equity indices. If the final basket value is greater than the initial basket value, investors receive the stated principal plus a leveraged return equal to 300.00% of the basket appreciation, subject to a $185.00 maximum return per security. If the final basket value is less than or equal to the initial basket value, investors suffer 1-to-1 exposure to losses and may lose their entire investment. Pricing date was June 30, 2026; issue date July 6, 2026; valuation date scheduled July 30, 2027 (subject to postponement).