Citigroup Inc SEC Filings

Citigroup Global Markets Holdings has issued Callable Contingent Coupon Equity Linked Securities tied to the performance of the Nasdaq-100, Russell 2000, and S&P 500 indices, due June 28, 2028. The securities offer:

• Potential periodic contingent coupon payments at 10.25% per annum, paid only if the worst-performing underlying is above its coupon barrier
• Principal amount of $1,000 per security with total offering of $250,000
• 70% downside protection barrier for each underlying index
• Issuer callable feature on specified redemption dates

Key risks include: potential loss of principal if worst-performing index falls below 70% barrier, no guaranteed coupon payments, and credit risk of Citigroup. The estimated value of $982.00 per security is less than the issue price, with CGMI receiving a $7.50 underwriting fee per security. Securities are not listed on any exchange and may have limited liquidity.

Citigroup Global Markets has issued Autocallable Contingent Coupon Equity Linked Securities tied to the performance of the Nasdaq-100, Russell 2000, and S&P 500 indices, due December 29, 2026. The securities offer:

• Potential periodic contingent coupon payments at 8.50% per annum, paid if the worst-performing underlying index stays above its coupon barrier value (80% of initial value)
• Principal amount of $1,000 per security with total offering size of $645,000
• Automatic early redemption feature if worst-performing index exceeds its initial value on any autocall date
• 20% downside buffer at maturity, with 1:1 losses beyond the buffer

Key risks include potential loss of principal, no guaranteed coupon payments, and credit risk of Citigroup. The estimated value per security is $989.20, below the issue price of $1,000. The securities are not listed on any exchange, potentially limiting liquidity.

Citigroup Global Markets Holdings has filed a pricing supplement for Autocallable Contingent Coupon Equity Linked Securities tied to Shopify Inc., due January 7, 2027. The securities, guaranteed by Citigroup Inc., offer potential periodic contingent coupon payments at an annualized rate of at least 13.30%.

Key features include:

• Stated principal amount of $1,000 per security
• Contingent coupon payments of at least 1.1083% if underlying closes at/above coupon barrier
• Automatic early redemption if Shopify closes above initial value on autocall dates
• Downside risk if final value falls below 50% of initial value
• Estimated value at least $916.00 per security, below issue price

Notable risks include potential loss of principal, no guaranteed coupon payments, and limited liquidity. The securities are not bank deposits and not FDIC insured. CGMI receives an underwriting fee of up to $23.75 per security and may profit from hedging activities.

Citigroup Global Markets Holdings is offering Autocallable Securities linked to the worst-performing of the Dow Jones Industrial Average, Russell 2000 Index, and S&P 500 Index, due July 8, 2030. Key features include:

• $1,000 stated principal amount per security
• No regular interest payments
• Potential automatic early redemption if worst-performing underlying equals/exceeds initial value on valuation dates
• Premium payments ranging from 9.25% to 46.25% based on redemption date
• Downside risk: If worst-performing underlying falls below 70% barrier at maturity, investors lose 1% for every 1% decline

Notable risks include: no guaranteed principal protection, exposure to worst-performing index, no dividend participation, and credit risk of Citigroup. The estimated initial value ($904.50) is less than the issue price ($1,000), with CGMI receiving a $37.50 underwriting fee per security. Securities will not be listed on any exchange, potentially limiting liquidity.

Citigroup Global Markets Holdings has issued 9,694 Contingent Income Auto-Callable Securities due June 23, 2028, tied to Netflix stock performance. The securities, totaling $9,694,000, offer potential quarterly contingent coupon payments at 11.50% per annum (2.875% quarterly).

Key features include:

• Contingent coupon payments only if Netflix stock closes above $738.846 (60% of initial price)
• Automatic early redemption if stock price equals/exceeds initial price of $1,231.41
• Principal at risk: If final stock price falls below threshold, investors could lose over 40% of principal
• No participation in Netflix stock appreciation or dividends

The estimated value per security is $972.80, below the $1,000 issue price. CGMI receives a $22.50 underwriting fee per security. The securities are unsecured and subject to Citigroup's credit risk.

Overview: Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc. (C), is issuing $3.016 million of Contingent Income Auto-Callable Securities due 23 Jun 2028 linked to Palo Alto Networks, Inc. (PANW). The unsecured, unlisted notes combine a high potential coupon with meaningful principal risk.

Coupon mechanics: A 2.55 % quarterly coupon (10.20 % p.a.) is paid only when PANW’s closing price on the relevant observation date is at or above 60 % of the $199.24 initial price. Missed coupons are permanently forfeited.

Auto-call feature: From 22 Sep 2025 onward, the notes are automatically redeemed at $1,000 plus the coupon if PANW closes at or above the initial price on any quarterly observation date, capping upside and shortening tenor.

Principal repayment: If not called, at maturity investors receive (i) par plus the final coupon when PANW ≥ 60 % threshold ($119.544) or (ii) par plus par × share return when PANW < threshold, exposing holders to a 1-for-1 loss that could reduce recovery to $0.

Pricing & fees: Issue price $1,000; estimated value $969.10 (≈3.1 % discount). Underwriting fee $22.50 per unit, including a $17.50 selling concession and $5.00 structuring fee to Morgan Stanley Wealth Management. Net proceeds $977.50 per note.

Key risks: Credit exposure to Citigroup entities, principal-at-risk beyond the 40 % buffer, no secondary-market listing, no participation in equity upside or dividends, single-stock concentration, and valuation drag from sizable upfront fees.

Citigroup Global Markets Holdings has issued Autocallable Barrier Securities linked to the S&P 500® Index, due June 23, 2028. Key features include:

• Principal Amount: $1,000 per security with total offering of $2,637,000
• Automatic Early Redemption: If S&P 500 closes at or above initial value (5,967.84) on June 26, 2026, securities redeem for $1,080
• Maturity Payment Structure: - If final index value ≥ initial value: Principal + greater of (34% premium or index appreciation) - If final index value ≥ 90% barrier (5,371.056): Principal protected - If below barrier: 1:1 loss with index decline
• Key Risks: No interest payments, potential total loss of principal, limited liquidity, credit risk of Citigroup

The estimated value ($961.40) is below issue price ($1,000), with CGMI receiving $22.50 underwriting fee per security. These structured notes offer conditional downside protection with upside participation in S&P 500 performance.

Citigroup Global Markets Holdings has filed a prospectus supplement for Autocallable Contingent Coupon Equity Linked Securities tied to the S&P 500® Index, due October 1, 2026. The securities offer potential periodic contingent coupon payments at an annualized rate of at least 6.50%.

Key features include:

• Stated principal amount of $1,000 per security
• Contingent coupon payments subject to the S&P 500 closing above 75% of initial value
• Automatic early redemption if index closes at or above initial value on specified dates
• 15% downside buffer at maturity
• Risk of principal loss if index falls below buffer level

Notable risks include potential loss of principal, no guaranteed coupon payments, and limited liquidity. The estimated value ($941.50 per security) is less than the issue price, reflecting underwriting fees and hedging costs. All payments are subject to Citigroup's credit risk.

Citigroup Global Markets Holdings has issued $2.417 million in Dual Directional Buffer Securities linked to the Nasdaq-100 Index, due July 9, 2026. These structured notes, fully guaranteed by Citigroup Inc, offer unique investment characteristics:

Key features include:

• $1,000 stated principal amount per security
• 1-to-1 upside participation up to a maximum return of 14.70%
• 10% downside buffer protection
• Potential positive returns in both up and down markets within specified ranges
• No periodic interest payments

The securities' payment at maturity depends on the Nasdaq-100 Index performance. If the index declines more than 10%, investors face leveraged downside exposure, potentially losing significant principal. The estimated value per security is $983.40, below the issue price, reflecting CGMI's pricing models and internal funding rate. Trading may be limited as securities won't be listed on any exchange.