Citigroup Inc SEC Filings

Citigroup Global Markets Holdings has filed a prospectus supplement for Autocallable Phoenix Securities linked to Microsoft Corporation (MSFT) stock, due July 2026. Key features include:

• Structure: Contingent coupon notes with potential early redemption features and downside risk
• Coupon Rate: 2.5875% contingent on MSFT stock price remaining above 85% of initial price
• Principal Protection: 15% buffer against losses, but no minimum payment guarantee at maturity
• Early Redemption: Automatic call if MSFT closes at or above initial price on any interim valuation date
• Estimated Value: At least $937.50 per $1,000 principal amount

The securities offer higher potential yield compared to conventional debt but expose investors to significant risks including potential loss of principal, missed coupon payments, and early redemption. All payments are subject to Citigroup's credit risk and the securities will not be listed on any exchange.

Citigroup Global Markets Holdings has issued $4.99 million in Autocallable Phoenix Securities linked to ASML Holding N.V. shares, due July 9, 2026. The securities, guaranteed by Citigroup Inc., offer potential contingent coupon payments at a 3.60% annualized rate.

Key features include:

• Initial share price: $756.53 with coupon and final barrier price at $491.745 (65% of initial)
• Automatic early redemption if ASML shares close above initial price on interim valuation dates
• Contingent coupon payments only if share price stays above barrier price
• Risk of significant principal loss if final share price falls below barrier price

The estimated value of $985.50 per security is below the $1,000 issue price. Citigroup Global Markets Inc. receives a $10.00 underwriting fee per security. The securities are not listed on any exchange and carry credit risk of both issuers.

Citigroup Global Markets Holdings has filed a pricing supplement for Autocallable Contingent Coupon Equity Linked Securities tied to the worst-performing stock among Alphabet, Carrier Global Corporation, and Home Depot, due July 7, 2027.

Key features of the securities include:

• $1,000 stated principal amount per security
• Potential contingent coupon payments at approximately 16.00% per annum, paid only if the worst-performing underlying stays above its coupon barrier
• Automatic early redemption if worst-performing stock exceeds its initial value on any autocall date
• 70% downside protection barrier at maturity
• Full principal at risk if worst-performing stock falls below barrier

The securities are unsecured obligations of Citigroup Global Markets Holdings, guaranteed by Citigroup Inc. The estimated value ($903.50) is less than the issue price ($1,000), with CGMI receiving an underwriting fee of up to $27.00 per security. The securities will not be listed on any exchange.

Citigroup Global Markets is offering $15,818,600 in Trigger Autocallable Notes linked to the S&P 500 Index, due June 25, 2027. The notes feature:

• Automatic Call Feature: Notes will be automatically called if the S&P 500 closes at or above the initial level (6,025.17) on any quarterly valuation date after 6 months
• Call Return Rate: 10.13% per annum if called
• Downside Protection: Principal protected if final index level is above downside threshold (4,820.14, 80% of initial level)
• Risk Features: Full exposure to index losses below threshold; potential for 100% loss

The notes are priced at $10.00 per note with an estimated value of $9.798. They are unsecured obligations of Citigroup Global Markets Holdings, guaranteed by Citigroup Inc. UBS Financial Services is acting as selling agent with a $0.15 per note underwriting discount. The offering highlights significant risks including credit risk, market risk, and limited liquidity as notes won't be listed on any exchange.

Citigroup Global Markets Holdings has issued Autocallable Securities linked to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER, due June 24, 2033. Key features include:

• $1,000 stated principal amount per security
• No regular interest payments
• Potential for automatic early redemption if the underlying index closes at or above initial value (496.186)
• Premium payments ranging from 19% to 123.50% based on redemption date
• Risk of principal loss if final index value falls below barrier value of 248.093 (50% of initial value)

Important risks: The underlying index involves highly leveraged exposure to S&P 500 Futures with a 6% annual decrement fee. The estimated value ($894.00) is significantly below the issue price ($1,000). Securities lack liquidity and are subject to Citigroup's credit risk. CGMI receives up to $43.00 underwriting fee per security.

Citigroup Global Markets Holdings has issued $6.741 million in Autocallable Phoenix Securities linked to NVIDIA Corporation stock, due July 9, 2026. These structured notes offer 4.3375% contingent coupon payments with potential for early redemption.

Key features include:

• Initial NVIDIA share price: $143.85
• Coupon barrier and final barrier price: $107.888 (75% of initial price)
• Buffer amount: 25% downside protection
• Automatic early redemption if NVIDIA shares close above initial price on valuation dates

Notable risks: Investors may lose significant principal if NVIDIA shares fall below barrier price, no participation in stock upside, and credit risk exposure to Citigroup. The estimated value ($988.10) is less than the issue price, with $10.00 per security underwriting fee. Securities are not listed and may have limited liquidity.

Citigroup Global Markets Holdings has issued $3.97 million in Autocallable Phoenix Securities linked to Amazon.com stock, due July 9, 2026. The securities offer contingent coupon payments at 3.8825% annualized rate, subject to underlying stock performance.

Key features include:

• Initial share price: $209.69 with coupon barrier and final barrier price at $178.237 (85% of initial)
• Automatic early redemption if Amazon stock closes above initial price on interim valuation dates
• 15% downside buffer at maturity, but investors risk significant losses if final price falls below barrier
• No participation in Amazon stock upside or dividends

The estimated value of $985.70 per security is below the $1,000 issue price. CGMI receives a $10.00 underwriting fee per security. The securities are unsecured obligations of Citigroup Global Markets Holdings, guaranteed by Citigroup, and not FDIC insured.

Citigroup Global Markets Holdings has issued Autocallable Contingent Coupon Equity Linked Securities tied to Monolithic Power Systems, with a maturity date of June 24, 2027. The securities, priced at $1,000 per unit with total proceeds of $510,000, offer potential periodic contingent coupon payments at 14.20% per annum.

Key features include:

• Contingent coupon payments of 3.55% per period if underlying stock closes at or above barrier value of $342.95
• Automatic early redemption if stock closes at or above initial value of $685.90 on any autocall date
• Downside risk exposure if final value falls below 50% of initial value
• Full principal protection if final stock price stays above barrier value

Notable risks include potential loss of principal, no guaranteed coupon payments, and credit risk of Citigroup. The estimated value of $975.10 per security is below the issue price, reflecting embedded costs and profit margins. Securities are not listed on any exchange, limiting liquidity.

Citigroup Global Markets Holdings has issued $1.221 million in Autocallable Phoenix Securities linked to NVIDIA (NVDA) stock, due June 25, 2029. These structured notes offer contingent coupon payments of 3.195% with key features:

• Initial NVDA share price: $143.85
• Coupon barrier & final barrier price: $86.31 (60% of initial price)
• Automatic early redemption if NVDA closes at or above initial price on any interim valuation date
• Contingent coupon payments only if NVDA trades above barrier price
• Risk of principal loss if NVDA falls below 60% barrier at maturity

The securities are priced at $1,000 per unit with estimated value of $971.30. Key risks include potential loss of principal, no participation in NVDA upside, limited liquidity, and credit risk of Citigroup. CGMI receives $25 underwriting fee per security, with J.P. Morgan acting as placement agent.