Citigroup Inc SEC Filings

Citigroup Global Markets Holdings has filed a pricing supplement for Autocallable Contingent Coupon Equity Linked Securities tied to the performance of Constellation Energy Corporation and GE Vernova Inc., due June 30, 2028. Key features include:

• Securities offer potential periodic contingent coupon payments at an annualized rate of at least 16.65%, subject to the performance of the worst-performing underlying stock
• Principal amount of $1,000 per security with estimated value of at least $889.00
• Automatic early redemption feature triggers if worst-performing underlying exceeds its initial value on any autocall date
• Downside risk: If worst-performing underlying falls below 60% barrier at maturity, investors face direct exposure to losses
• Securities are unsecured obligations of Citigroup Global Markets Holdings, guaranteed by Citigroup

Notable risks include potential loss of principal, no guaranteed coupon payments, limited liquidity, and credit risk of the issuer. The offering highlights Citigroup's strategy to provide structured investment products with enhanced yield potential in exchange for defined risks.

Citigroup Global Markets Holdings has issued Callable Contingent Coupon Equity Linked Securities due May 25, 2027, linked to the worst-performing of Nasdaq-100 Index, SPDR S&P Regional Banking ETF, and VanEck Gold Miners ETF. The total offering amount is $3,560,000.

Key features include:

• Potential for 15.75% annual contingent coupon payments if the worst-performing underlying is above its barrier value
• Principal at risk with 40% downside exposure to worst-performing underlying if below final barrier
• Callable by issuer on specified dates starting December 22, 2025
• Initial coupon barrier set at 70% of initial values
• Final barrier set at 60% of initial values

The estimated value of the securities ($972.60) is less than the issue price ($1,000). All payments are subject to credit risk of Citigroup Global Markets Holdings and Citigroup Inc. The securities will not be 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 NVIDIA Corporation, due July 12, 2028. Key features include:

• Principal amount of $1,000 per security with potential contingent coupon payments at 12.00% per annum
• Coupon payments only occur if NVIDIA's closing price is above the 60% barrier level on valuation dates
• Securities may be automatically called if NVIDIA's price equals/exceeds initial value on autocall dates
• At maturity, investors face full downside risk if NVIDIA falls below 60% barrier
• Estimated value at $913.50 per security, below issue price, with $25.50 underwriting fee

This structured product offers enhanced yield potential but carries significant risks including: possible loss of principal, no dividend participation, limited liquidity, and credit risk of Citigroup. The automatic call feature may limit upside potential if NVIDIA performs well.

Citigroup Global Markets Holdings has issued Autocallable Contingent Coupon Equity Linked Securities tied to Amazon.com stock, due June 23, 2028. The securities offer:

• Principal Amount: $1,000 per security with total offering of $275,000
• Contingent Coupon Rate: 11.20% per annum (2.80% per quarter), paid only if Amazon's closing price is above the 70% barrier level of $146.783
• Automatic Call Feature: Securities automatically redeem at par plus coupon if Amazon closes at or above initial value ($209.69) on any quarterly observation date
• Downside Risk: If Amazon closes below 70% barrier at maturity, investors face 1:1 losses with no floor

Key risks include potential loss of principal, no guaranteed coupons, and credit risk of Citigroup. The estimated value ($969.60) is less than the issue price ($1,000), with CGMI earning a $20 underwriting fee per security. These structured notes offer higher yield potential in exchange for significant market and credit risks.

Citigroup Global Markets Holdings has issued Autocallable Contingent Coupon Equity Linked Securities tied to Apple Inc, due June 23, 2028. The offering includes $400,000 worth of securities at $1,000 per unit with a potential 9.45% annual yield through contingent coupon payments.

Key features include:

• Contingent quarterly coupon payments of 2.3625% ($23.625 per security) if Apple stock closes at or above the barrier value of $140.70 (70% of initial value)
• Automatic early redemption if Apple stock closes at or above initial value of $201.00 on any potential autocall date
• At maturity, investors risk significant losses if Apple stock closes below $140.70, receiving a payment based on the stock's negative return

The securities' estimated value of $972.20 is below the issue price of $1,000, with CGMI receiving a $20 underwriting fee per security. These complex instruments carry significant risks including potential loss of principal and are not FDIC insured.

Citigroup Global Markets Holdings has filed a prospectus supplement for Trigger Autocallable Contingent Yield Notes linked to the performance of the Nasdaq-100 Index and Russell 2000 Index, due August 28, 2034. The notes offer:

• A 7.90% per annum contingent coupon paid quarterly if the least performing underlying is at or above its coupon barrier
• Automatic early redemption after one year if the least performing underlying is at or above its initial level
• Downside exposure if the least performing underlying falls below 75% of its initial level at maturity

Key features include initial levels of 21,856.33 for NDX and 2,132.684 for RTY, with 75% downside thresholds. The notes are priced at $10.00 per note with an estimated value of $9.379. Investors face significant risks including potential loss of principal, dependence on the worst-performing index, and credit risk of Citigroup. The notes are not bank deposits and lack FDIC insurance.

Citigroup Global Markets Holdings has issued Autocallable Securities linked to the S&P 500 Index due June 23, 2028, with key features:

The securities, priced at $1,000 per unit, offer potential automatic early redemption if the S&P 500 closes at or above the initial value of 5,967.84 on specified valuation dates. Early redemption premiums are:

• June 2026: 7.50% premium
• June 2027: 15.00% premium
• June 2028: 22.50% premium

Key risks include: No interest payments, potential principal loss if index falls below buffer value (90% of initial value), and limited upside potential capped at predetermined premiums. The estimated value per security is $963.70, below the issue price, with total offering size of $305,000. Securities are guaranteed by Citigroup and include a 10% downside buffer before losses begin.

Citigroup Global Markets Holdings has issued Enhanced Barrier Digital Securities linked to the performance of the Russell 2000® Index and S&P 500® Index, due July 23, 2026. The securities, with a stated principal amount of $1,000 per unit, offer a digital return of 8.75% if the worst-performing underlying index stays above its barrier value of 70% of initial value.

Key features:

• No regular interest payments
• Digital return of $87.50 per security if worst-performing index stays above barrier
• Full downside exposure if worst-performing index falls below 70% barrier
• Initial values: Russell 2000® at 2,109.267 and S&P 500® at 5,967.84
• Total offering amount: $2,371,000 with estimated security value of $986.80

Investors face significant risks including potential loss of principal, no interest payments, and limited upside potential capped at the digital return. The securities are subject to the credit risk of Citigroup and market risks of both underlying indices.