CITIGROUP INC SEC Filings

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.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is issuing Memory Coupon Barrier Step-Down Autocall Securities linked to the worst performer of QQQ, IWM and SPY, maturing on August 17, 2028 unless called earlier. Each security has a $1,000 principal amount.

Investors may receive a 2.25% quarterly contingent coupon (9.00% p.a.) only if, on each valuation date, the worst-performing ETF is at or above 70% of its initial value; missed coupons can be paid later if the barrier is regained. The notes can be automatically redeemed on step-down autocall dates if the worst-performing ETF is above specified percentages (from 100% down to 85%).

If not called and the worst-performing ETF is at or above 70% at final valuation, investors receive $1,000 back; otherwise they receive ETF shares (or cash) based on a fixed equity ratio, exposing them to potentially substantial loss of principal. The estimated value on pricing is expected to be at least $926.50 per $1,000 issue price, with an underwriting fee of $14 per security.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering medium-term senior notes titled Autocallable Contingent Coupon Equity Linked Securities linked to the worst performer of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index, due March 5, 2029. Each security has a $1,000 stated principal amount and may pay quarterly contingent coupons of 2.50%–2.75% of principal (annualized 10.00%–11.00%) if, on the relevant valuation date, the worst-performing index is at or above 80% of its initial value.

The notes can be automatically redeemed on specified autocall dates if the worst-performing index is at or above its initial value, in which case investors receive $1,000 plus the coupon. If not called, and on the final valuation date the worst-performing index is at or above 75% of its initial value, investors receive $1,000 (plus any final coupon). If it is below 75%, repayment is $1,000 plus the index return of the worst performer, exposing investors to losses up to their entire principal. The issue price is $1,000, including a $25 underwriting fee and at least a $916 estimated value per security, and the notes carry significant market, structural, liquidity, credit and tax risks.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering autocallable buffer securities with a $1,000 stated principal amount per security, linked to the worst performer of the SPDR S&P Regional Banking ETF (KRE) and the VanEck Semiconductor ETF (SMH). The notes may be automatically redeemed on any of more than 50 scheduled valuation dates from August 2027 to August 2031 if the worst-performing ETF on that date is at or above its initial value, paying $1,000 plus a growing premium starting at 16.15% and reaching 80.75% of principal by the final valuation date.

If not called, the maturity payment depends solely on the final value of the worst-performing ETF: full principal plus the final premium if it is at or above its initial value; full principal if it is between 80% and 100% of its initial value; and a 20% downside buffer below which repayment is reduced 1-for-1 with further declines. Citigroup expects the estimated value on the pricing date to be at least $879.50 per security, below the $1,000 issue price, with an underwriting fee of up to $41.25 per security and proceeds to the issuer of at least $958.75. Investors do not receive dividends from the ETFs and face complex tax, market, and credit risks.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering principal-at-risk contingent income auto-callable securities linked to Meta Platforms, Inc. common stock. Each security has a $1,000 stated principal amount and pays a 4.275% quarterly contingent coupon (17.10% per annum) only if Meta’s closing price on the related valuation date is at or above 70.00% of the initial share price, the downside threshold.

Beginning about three months after issuance, if Meta’s closing price on a potential redemption date is at or above the initial share price, the notes are automatically redeemed for $1,000 plus that period’s coupon, and no further payments are made. If held to maturity and not redeemed, investors receive $1,000 plus the final coupon if Meta’s final price is at or above the downside threshold; otherwise, they receive $1,000 + ($1,000 × share return), fully exposing them 1‑for‑1 to downside below the threshold and potentially losing their entire principal.

The issue price is $1,000 per security, including an underwriting fee of $22.50; Citigroup expects the estimated value on the pricing date to be at least $924.00, below the issue price. Investors do not receive Meta dividends, face issuer and guarantor credit risk, limited liquidity, complex U.S. tax treatment, and possible 30% withholding on coupons for certain non‑U.S. holders.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering unsecured Callable Contingent Coupon Equity Linked Securities due August 9, 2029 linked to the worst performing of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index. The notes pay a quarterly contingent coupon of 1.0083% of $1,000 (about 12.10% per annum) only if, on the related valuation date, the worst-performing index closes at or above 70% of its initial value. Principal is at risk: at maturity, if the notes are not earlier redeemed and the worst-performing index is at or above 60% of its initial value, investors receive $1,000 per note; otherwise repayment is $1,000 plus $1,000 × index return, resulting in a loss of 1% of principal for each 1% decline and potentially a total loss. Citigroup may redeem the notes at par plus any due coupon on specified dates from February 2027 onward. The issue price is $1,000 per note, total offering $1.333 million, with estimated value $998.60 per note and an underwriting fee up to $4.00 per note. All payments depend on the credit of Citigroup Global Markets Holdings Inc. and Citigroup Inc., and the notes may have limited or no secondary market liquidity.