CITIGROUP (C) SEC Filings, Aug 10, 2026

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Callable Contingent Coupon Equity Linked Securities linked to the worst performing of the Dow Jones Industrial Average, the Russell 2000 Index and the S&P 500 Index, due August 17, 2029. Each security has a $1,000 stated principal amount and pays a contingent coupon of at least 0.7792% per month (approximately at least 9.35% per annum) only if, on the relevant valuation date, the worst performing index is at or above its coupon barrier, set at 70% of its initial level.

If not called and held to maturity, investors receive $1,000 per security only if the worst performing index on the final valuation date is at or above its final barrier, set at 60% of its initial level; otherwise, repayment is reduced one-for-one with the index decline and can fall to zero. Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon. The notes are unsecured obligations subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., may have limited or no secondary market, and have an estimated value on the pricing date of at least $937.50 per $1,000, below the issue price, reflecting selling, structuring and hedging costs.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering callable contingent coupon equity-linked senior notes due August 22, 2029, linked to the worst performer of the Nasdaq-100®, Russell 2000® and S&P 500® indices. Each security has a $1,000 stated principal amount.

Investors may receive quarterly contingent coupons of at least 0.9333% of principal (about 11.20% per annum) only if, on the relevant valuation date, the worst-performing index is at or above 70.00% of its initial value. At maturity, if not previously called, principal is fully repaid only if the worst-performing index is at or above its 70.00% final barrier; otherwise repayment is reduced one-for-one with that index’s decline and can fall to zero.

Citigroup may redeem the notes early on specified dates at $1,000 plus any due coupon. The notes are unsecured obligations subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., may have limited or no liquidity, and are expected to have an initial estimated value of at least $932.50 per security, below the $1,000 issue price.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering medium-term senior autocallable contingent coupon equity-linked securities due August 17, 2029, linked to the worst performer of the Nasdaq‑100 Index®, the Russell 2000® Index and the State Street® SPDR® S&P® Regional Banking ETF.

The notes have a $1,000 stated principal amount per security, a pricing date of August 14, 2026, and may pay a contingent coupon of at least 0.7708% per period (about 9.25% per annum) when the worst-performing underlying on the relevant valuation date is at or above its 70% coupon barrier. If the worst-performing underlying ever finishes below its 60% final barrier at maturity (and the notes have not been called), principal is reduced one-for-one with the decline, potentially to zero, and no coupon (including catch-up) is paid at maturity.

The securities are subject to automatic early redemption on specified potential autocall dates beginning February 16, 2027 if the worst-performing underlying is at or above its initial level, in which case investors receive $1,000 plus the applicable coupon and any unpaid coupons. Underwriting fees are up to $29 per $1,000 security, with minimum issuer proceeds of $971 per security and an expected initial estimated value of at least $911. The product carries significant market, correlation, liquidity, tax and credit risk and is intended only for investors who understand structured notes and can tolerate loss of principal.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Autocallable Contingent Coupon Equity Linked Securities linked to the worst performer of the Nasdaq‑100 Index®, Russell 2000® Index and S&P 500® Index, each with a $1,000 stated principal amount and maturing on August 21, 2031, subject to automatic early redemption. Investors may receive quarterly contingent coupons of at least 1.8875% of principal (at least 7.55% per annum) only if, on each valuation date, the worst performing index is at or above 75% of its initial level. If not called, principal repayment at maturity depends on the worst performing index: full principal is returned only if its final level is at or above 70% of its initial level; otherwise repayment is reduced one‑for‑one with the index decline, down to a possible zero recovery. The notes are unsecured, subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., include limited liquidity, and have an estimated value on the pricing date expected to be below the $1,000 issue price due to underwriting, hedging costs and internal funding assumptions.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering Medium-Term Senior Notes, Series N that are autocallable securities linked to the worst performing of the Dow Jones Industrial Average, the Russell 2000® Index and the S&P 500® Index, due August 21, 2031. Each security has a $1,000 stated principal amount and pays no interest.

The notes can be automatically redeemed on scheduled valuation dates if the worst performing index is at or above its initial value, returning $1,000 plus a fixed premium that starts at 11.75% on August 18, 2027 and steps up to 58.75% on August 18, 2031. If not redeemed early, at maturity investors receive $1,000 plus the final premium if the worst performer is at or above its initial value, $1,000 if it is below the initial value but at or above 60.00% of that value, and $1,000 plus the index return (exposing investors 1-for-1 to losses) if it is below the 60% final barrier, with the potential to lose all principal.

Investors forgo dividends on the indices, face limited or no liquidity, and are exposed to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. The estimated value on the pricing date is expected to be at least $935.00 per security, less than the $1,000 issue price.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is issuing autocallable contingent coupon equity-linked securities due August 14, 2028, linked to the worst performer of three ETFs: Invesco QQQ Trust, iShares Russell 2000 ETF and SPDR S&P 500 ETF Trust. Each security has a $1,000 stated principal amount and pays a 2.50% contingent coupon per quarter (10.00% per annum) only if, on the relevant valuation date, the worst-performing underlying is at or above 65.00% of its initial value; missed coupons can be later paid on a catch-up basis if the barrier is met.

The notes are automatically called on specified valuation dates from November 2026 through May 2028 if the worst-performing ETF is at or above its initial value, returning $1,000 plus the coupon (and any unpaid coupons) and ending further payments. If not called and, at final valuation, the worst-performing ETF is at or above 65% of its initial value, investors receive $1,000 plus any due coupon. If it is below 65%, investors receive ETF shares (or, at Citigroup’s option, cash) equal to a fixed equity ratio, which may be worth far less than $1,000 and potentially result in substantial loss of principal and forfeited coupons. The offering size is $5,585,000, with an estimated value of $986.40 per security, below the $1,000 issue price, reflecting embedded costs and hedging.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering Callable Fixed Rate Notes due September 11, 2027 with a stated principal amount of $1,000 per note. The notes pay fixed interest at 4.38% per annum on an Actual/360 day count, with all interest paid only on the earlier of redemption or maturity.

The issuer may redeem the notes at its option, in whole but not in part, at 100% of principal plus accrued interest on the 11th day of each month from February 2027 to August 2027, subject to the following business day convention. The notes will not be listed on any securities exchange and are sold through Citigroup Global Markets Inc., which receives an underwriting fee of up to $0.30 per note. For U.S. tax purposes, the notes are treated as debt issued with original issue discount, requiring accrual of income over the term, and net proceeds are used for general corporate purposes and related hedging.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering callable equity-linked medium-term senior notes due February 11, 2028, tied to the worst performing of the EURO STOXX 50® Index, Nasdaq-100 Index® and Russell 2000® Index. Each security has a $1,000 stated principal amount and pays monthly coupons of at least 1.0917% (about 13.10% per year) until redeemed or maturity.

Citigroup may redeem the notes in whole on monthly dates from February 2027 through January 2028 at $1,000 plus coupon. If not called, principal repayment depends entirely on the worst-performing index and whether a knock-in event (any index closing below 70% of its initial value on any observation day) occurs. If no knock-in occurs, investors receive $1,000 at maturity even if indices are below initial levels. If a knock-in occurs and the worst-performing index finishes below its initial level, repayment is $1,000 plus $1,000 × underlying return, creating 1:1 downside exposure and possible total loss of principal (excluding the final coupon).

The issue price is $1,000, including a $2.00 underwriting fee, with expected estimated value of at least $943.50 per note, reflecting dealer costs and hedging. The notes are unsecured, unsubordinated obligations subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., and may have limited or no secondary market liquidity.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering autocallable contingent coupon equity-linked securities under its Medium-Term Senior Notes, Series N program. Each security has a $1,000 stated principal amount and is linked to the worst performing of the Dow Jones Industrial Average and the S&P 500 Dynamic Participation Index, maturing on August 29, 2031, unless called earlier.

The notes pay a contingent coupon of 0.5833% per period (about 7.00% per annum) only if, on the relevant valuation date, the worst-performing index is at or above 80% of its initial level. Principal is protected only down to a 15.00% buffer; if the worst-performing index falls more than 15% by final valuation, repayment is reduced 1% for each additional 1% decline, potentially down to a minimum of zero. The securities may be automatically redeemed from August 27, 2027 onward if the worst-performing index is at or above its initial level, returning $1,000 plus the coupon. Issue price is $1,000 with an underwriting fee of $37.50 and estimated value of at least $893.50 per security, and all payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc.