CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. is offering medium-term, autocallable contingent-coupon notes linked to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement™ Index ER. The notes have a $1,000 stated principal amount per note, a pricing date of July 29, 2026 and an issue and maturity date of July 31, 2026 and July 31, 2036, respectively.

The notes pay a monthly contingent coupon equal to at least 0.75% per month (equivalent to 9.00% per annum at the minimum) if the underlying's closing value on the prior valuation date is at or above a coupon barrier equal to 75.00% of the initial underlying value. The notes may be automatically called on specified autocall dates for $1,000 plus the related contingent coupon if the underlying is at or above the initial underlying value on a potential autocall date. The underlying closing value on June 25, 2026 was 1,835.442. These notes are unsecured obligations guaranteed by Citigroup Inc.; they will not be listed on an exchange and carry issuer and market-structure risks described in the accompanying supplements.

Citigroup Global Markets Holdings Inc. offers autocal lable contingent-coupon market-linked notes linked to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement™ Index ER due July 31, 2036. The notes have a stated principal amount of $1,000 per note, a pricing date of July 29, 2026 and an issue date of July 31, 2026. Each month beginning August 2026 the notes may pay a contingent coupon of at least 0.90% per month (10.80% per annum) if the closing value of the underlying on the prior valuation date is at or above the coupon barrier (75% of the initial underlying value). The notes may be automatically redeemed early at $1,000 plus the contingent coupon if the underlying on a potential autocall date is at or above the initial underlying value. The underlying applies a 35% volatility target and a 6% annual decrement and was 1,835.442 on June 25, 2026. The notes are unsecured obligations of the issuer, fully guaranteed by Citigroup Inc., not exchange-listed, and carry underwriting fees of $20 per note.

Citigroup Global Markets Holdings Inc. is offering autocal lable medium‑term notes linked to the S&P 500® Index with a stated principal amount of $1,000 per security. The notes may redeem early on specified valuation dates and mature on July 11, 2031.

The notes pay no interest and do not pay dividends on the underlying. If not autocalled, holders receive a fixed premium at maturity if the final underlying value is at or above the initial underlying value, receive the principal only if the final underlying value is between the barrier (70.00% of the initial underlying value) and the initial value, or suffer 1:1 downside exposure below the final barrier value.

Citigroup Global Markets Holdings Inc. offers principal-at-risk securities linked to the synthetic 5Y5Y EUR CMS rate. Each security has a €1,000 stated principal and an issue price of €1,000, is guaranteed by Citigroup Inc., and pays at maturity an amount that ranges from a minimum €198.317354 to a maximum €1,198.317354 depending on the synthetic 5Y5Y EUR CMS rate on the valuation date (September 30, 2026). The strike is 3.107% (determined on the strike date) and the payout formula reduces the maturity payment proportionally when the synthetic rate is below the strike, subject to the stated minimum.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked medium-term senior notes due July 13, 2028, guaranteed by Citigroup Inc. Each security has a $1,000 stated principal amount and pays a contingent coupon of 0.875% per period (equivalent to 10.50% per annum) only if the worst performing underlying on the preceding valuation date is at or above its coupon barrier (60% of its initial value). The securities are linked to the worst performing of the Dow Jones Industrial Average, the Nasdaq-100 Index® and the Russell 2000® Index. Citigroup may call the securities on specified potential redemption dates; if not called, payment at maturity depends on the final underlying value of the worst performing underlying (full principal if at or above the final barrier of 60%, otherwise a declining cash payment down to potentially zero). Issue price is $1,000 per security, CGMI currently estimates an indicative value of at least $938 per security on the pricing date; CGMI will receive an underwriting fee of up to $7.00 per security and proceeds to issuer are shown as $993.00 per security. The securities are unsecured obligations of CGMH and are fully and unconditionally guaranteed by Citigroup Inc.; all payments are subject to issuer and guarantor credit risk.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon medium-term senior notes (guaranteed by Citigroup Inc.) linked to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500, with a stated principal amount of $1,000 per security. The pricing date is July 31, 2026, the issue date is August 5, 2026 and the scheduled maturity date is July 6, 2029. The securities pay a contingent coupon of at least 0.9625% per contingent payment (equivalent to at least 11.55% per annum if all coupons are paid) when the worst performing underlying on a valuation date is at or above its coupon barrier (75% of initial value). At maturity you receive $1,000 if the worst performing underlying is at or above its final barrier (65% of initial value); otherwise your return equals $1,000 × (1 + underlying return), which can result in a substantial loss, possibly total loss. CGMI estimates an initial estimated value of at least $927.50 per security versus the $1,000 issue price; underwriting fee is $10.00 per security and proceeds to issuer are $990.00 per security. The notes may be called on multiple potential redemption dates; all payments are subject to Citigroup credit risk.

Citigroup Global Markets Holdings Inc. issues autocallable contingent-coupon securities linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER. The securities have a $1,000 stated principal amount, a pricing date of June 26, 2026, an issue date of July 1, 2026 and a maturity date of July 1, 2031. They pay a contingent coupon of 1.0208% per valuation period (approximately 12.25% per annum) only if the Index closes at or above a coupon barrier (70% of the initial underlying value) on specified valuation dates and are subject to automatic early redemption if the Index closes at or above the initial underlying value on a potential autocall date. At maturity, if not redeemed, principal repayment depends on the final underlying value relative to an 85% buffer (a 15.00% buffer percentage); losses are 1% per 1% the final underlying depreciation exceeds the buffer. The offering price is shown as $1,000 per security with underwriting fee $45 and proceeds to issuer $955 per security; aggregate totals are included in the cover table.

Citigroup Global Markets Holdings Inc. is offering Bearish Autocallable Market-Linked Notes linked to the S&P 500® Index with a stated principal amount of $1,000 per note. The notes have a pricing date of June 26, 2026, an issue date of July 1, 2026 and a stated maturity of September 30, 2027, unless automatically redeemed earlier.

The notes pay a digital return of $56.50 per note (5.65%) if the final underlying value is greater than or equal to the initial underlying value (initial underlying value 7,354.02). If the final underlying value is lower, the note return at maturity equals $1,000 × the absolute value of the underlying return. An automatic early redemption occurs if the underlying closes at or below the barrier value 5,883.216 (80.00% of the initial underlying) on any scheduled trading day during the observation period.

Citigroup Global Markets Holdings Inc. is offering enhanced barrier digital medium-term senior notes due February 3, 2028, linked to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500 indices. The securities have a $1,000 stated principal amount and pay a digital return of at least $162.00 (16.20%) at maturity if the worst performing underlying is at or above a final barrier equal to 70.00% of its initial value. If the worst performing underlying closes below its final barrier on the valuation date, investors receive 1-to-1 downside exposure and may lose up to their entire investment. Pricing date is July 31, 2026 (pricing terms to be set), issue date August 5, 2026, valuation date January 31, 2028, and estimated value on the pricing date is stated at least $929.50 per security. All payments are subject to the credit risk of the issuer and guarantor, Citigroup Inc.