CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. offers autocal lable contingent coupon equity-linked securities due June 30, 2031. Each security has a $1,000 stated principal amount and an issue price of $1,000.00 per security. The securities pay a contingent coupon of 0.6458% per valuation period (approximately 7.75% per annum) only if the closing value of the worst performing underlying on the preceding valuation date is at or above its coupon barrier. The three underlyings are the Dow Jones Industrial Average, the Nasdaq-100 Index® and the Russell 2000® Index with initial values shown on the cover page. The securities may be automatically redeemed on specified potential autocall dates if the worst performing underlying is at or above its autocall barrier; if not redeemed, the maturity payment depends solely on the final value of the worst performing underlying and can be significantly less than the stated principal, possibly zero. All payments are unsecured obligations of the issuer and fully guaranteed by Citigroup Inc., so holders bear both market exposure to the underlyings and the credit risk of CGMH and Citigroup Inc.

Citigroup Global Markets Holdings Inc. is offering callable contingent coupon equity-linked securities due March 1, 2029 linked to the worst performing of the Nasdaq-100 Index, the Russell 2000 Index and the State Street Utilities Select Sector SPDR ETF. Each security has a $1,000 stated principal amount and pays a contingent coupon of 0.9625% per period (annualized 11.55%) only if the worst performing underlying on a valuation date is at or above its coupon barrier (70% of the initial value). If not redeemed, payment at maturity depends on the worst performing underlying versus its final barrier (65%); a final shortfall reduces the principal pro rata and could result in total loss. The issuer may call the securities on numerous potential redemption dates; all payments are subject to Citigroup’s credit risk.

Citigroup Global Markets Holdings Inc. priced autocal lable contingent coupon equity-linked securities due June 30, 2031 linked to the worst performer of the Dow Jones Industrial, Nasdaq-100 and Russell 2000. Each security has a $1,000 stated principal, a contingent coupon of 0.7292% per valuation period (approximately 8.75% annualized if all coupons pay) and frequent valuation dates beginning July 27, 2026 through the final valuation date on June 25, 2031. Coupons are paid only if the worst performing underlying is at or above its coupon barrier (75% of initial). If not autocal led, maturity payout depends on the worst performing underlying relative to its final barrier (70% of initial), with possible large principal loss. The issue price was $1,000 and the estimated value on the pricing date was $946.90.

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity-linked securities due June 30, 2031 linked to the worst performing of the Dow Jones Industrial Average, Nasdaq-100 and Russell 2000. Each security has a stated principal amount of $1,000 and pays a contingent coupon of 0.6958% per valuation period (about 8.35% per annum) only if the worst performing underlying on the preceding valuation date is at or above its coupon barrier.

If a potential autocall condition is met, securities may be redeemed early for $1,000 plus the related contingent coupon. At maturity, if not redeemed, payment depends on the worst performing underlying versus its final barrier and can result in a partial or total loss of principal. The issue is guaranteed by Citigroup Inc. and carries issuer and market‑underlying risks described in the pricing supplement.

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity-linked securities due December 30, 2027 linked to the worst-performing of Invesco QQQ Trust, Series 1 and State Street SPDR S&P 500 ETF Trust. Each security has a $5,000 stated principal amount and pays a contingent coupon of 2.50% of principal on each contingent coupon payment date (equivalent to 10.00% per annum) only if the worst-performing underlying on the immediately preceding valuation date is at or above its coupon barrier (75% of the initial underlying value). The securities may be automatically redeemed on specified autocall dates if the worst-performing underlying is at or above its initial value; if not redeemed, maturity payout depends on whether the worst-performing underlying is at or above its final barrier (75% of initial) — holders either receive $5,000 or a fixed number of underlying shares (or cash in the issuer’s discretion), which may be worth significantly less than principal. The securities are unsecured obligations of CGMH with an unconditional guarantee by Citigroup Inc., carry issuer and guarantor credit risk, limited liquidity, a reported estimated value of $4,890.00 per security on the pricing date, and an issue price of $5,000 per security.

Citigroup Global Markets Holdings Inc. offers autocallable contingent coupon equity-linked securities due June 28, 2030.

Each security has a $1,000 stated principal amount and pays a contingent coupon of 3.20% per valuation (equivalent to 12.80% per annum) only if the worst performing underlying (the Nasdaq-100® or the S&P 500®) is at or above a 75% coupon barrier on the applicable valuation date. The securities may be automatically redeemed on specified autocall dates if the worst performing underlying meets or exceeds its initial value, and if not redeemed the final payment depends on the worst performing underlying relative to a 65% final barrier on the final valuation date. The issue price was $1,000.00 per security (estimated value $992.90), total offering $9,122,000.00. All payments are unsecured obligations of the issuer and guaranteed by Citigroup Inc., exposing investors to credit risk of both entities.

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity-linked securities linked to Caterpillar Inc. with a stated principal of $1,000 per security and a maturity of June 29, 2028. The securities pay a contingent coupon of 3.75% per payment (equivalent to 15.00% per annum if all are paid) only when the underlying closing value on each valuation date is at or above a coupon barrier of $628.921 (59.50% of the initial underlying value of $1,057.01). If a valuation date meets or exceeds the initial underlying value the securities will be automatically redeemed earlier for $1,000 plus the related contingent coupon. If not redeemed and the final underlying value is below the final barrier, holders receive a fixed number of underlying shares (equity ratio 0.94606) or, at the issuer’s election, cash, which may be significantly less than principal or zero. All payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc.

The pricing supplement describes autocalled contingent coupon equity-linked securities issued by Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., linked to NVIDIA Corporation (NVDA). Each security has a $1,000 stated principal, an initial underlying value of $192.53, and pays a 3.00% contingent coupon per valuation (12.00% per annum) only if the underlying meets the coupon barrier ($115.518, 60.00% of the initial value) on a valuation date. The securities may be automatically redeemed early if the underlying equals or exceeds the initial value on an autocall date; if not redeemed, maturity payment depends on the final closing value versus the final barrier ($115.518). The estimated value at pricing was $954.00 while the issue price was $1,000.00. The offering carries issuer and guarantor credit risk, limited liquidity, model- and input-dependent pricing, and uncertain U.S. federal tax treatment.

Citigroup Global Markets Holdings Inc. priced callable contingent coupon equity-linked securities linked to the worst performing of the Nasdaq-100, Russell 2000 and S&P 500, due December 30, 2027. Each security has a $1,000 stated principal amount and pays a contingent coupon of 1.0167% per period (about 12.20% per annum if all coupons are paid) only when the worst performing underlying on a valuation date is at or above its coupon barrier (70% of initial). If not called, the final payment depends on the worst performing underlying on the final valuation date: if below its 70% final barrier, maturity proceeds equal $1,000 plus the underlying return of the worst performing underlying, which can result in a substantial loss, including total loss. Pricing date was June 25, 2026; issue date June 30, 2026; valuation schedule and issuer call rights are described in the supplement. All payments are unsecured obligations of CGMHI and guaranteed by Citigroup Inc.