CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering medium-term senior unsecured autocallable securities linked to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER, due August 30, 2034. Each security has a $1,000 stated principal amount and is issued at $1,000, with an underwriting fee of $43 per security and minimum proceeds to the issuer of $957 per security. Citigroup Global Markets Inc. estimates the value on the pricing date will be at least $852.50 per security.

The notes pay no interest and may be automatically redeemed on scheduled valuation dates if the index closing value is at or above the initial value, returning $1,000 plus a fixed premium that starts at 19.30% of principal in August 2027 and rises to 154.40% if held to the August 25, 2034 final valuation date. If not redeemed early and the final index value is at least 50.00% of the initial value, investors receive $1,000 plus the final premium; otherwise, repayment is $1,000 plus $1,000 times the index return, exposing investors to up to a 100% loss of principal. All payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., and the issuer highlights substantial market, structural, liquidity, model and tax risks given the highly leveraged, 40% volatility-target, 6%-per-annum decrement index.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering callable equity-linked medium-term notes due August 24, 2027, linked to the worst performer of the Nasdaq‑100 Index®, Russell 2000® Index and S&P 500® Index. Each security has a $1,000 stated principal and pays monthly coupons of at least 0.8292% (about 9.95% per annum), unless earlier redeemed.

At maturity, if not called and the worst-performing index is at or above 70% of its initial value, investors receive $1,000 plus the final coupon. If it is below 70%, repayment is $1,000 plus $1,000 times that index’s return, exposing investors to losses up to their entire principal (excluding coupons). The issuer may redeem the notes at par plus coupon on monthly dates from February to July 2027.

The notes are unsecured obligations of the issuer, subject to the credit risk of both Citigroup Global Markets Holdings Inc. and Citigroup Inc., offer no dividend or upside participation in the indices, and may have limited or no secondary market. The estimated value on the pricing date is expected to be at least $943 per $1,000, below the issue price, reflecting structuring and hedging costs and the use of an internal funding rate.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering callable equity-linked medium-term senior notes maturing August 24, 2027, tied to the worst performer of the Nasdaq-100®, Russell 2000® and S&P 500® indices. Each security has a $1,000 stated principal amount.

The notes pay monthly coupons of at least 1.0167% (about 12.20% per annum) until redemption or maturity, but investors forgo any index upside and dividends. If a knock-in event occurs (any index closes below 70% of its initial value during the observation period) and the worst-performing index finishes below its initial value, principal is reduced one-for-one with that decline, potentially to zero.

Citigroup may redeem the notes at par plus coupon on monthly dates from February to July 2027, limiting future income if called. The estimated value on the pricing date is expected to be at least $938 per $1,000 note, below the issue price, reflecting selling, structuring and hedging costs. The notes are unsecured and subject to the credit risk of both Citigroup Global Markets Holdings Inc. and Citigroup Inc., and may have little or no secondary market.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is issuing autocallable contingent coupon equity-linked securities linked to the S&P 500 Futures 35% Edge Volatility 6% Decrement Index (USD) ER, due August 13, 2032. Each security has a $1,000 stated principal amount.

The notes may pay a contingent coupon of at least 1.5667% per period (about 18.80% per year) only if the index is at or above 70% of its initial value on scheduled valuation dates. They can be automatically called on specified dates if the index is at or above its initial value, returning $1,000 plus the coupon.

If not called and the final index value is below the 50% final barrier, principal is reduced 1% for each 1% index decline, potentially to zero. The underlying index is complex and risky, using up to 500% leverage and a 6% per annum decrement. The issuer expects an estimated value of at least $898.50 per $1,000 note, below the issue price, reflecting fees, hedging costs and funding rates.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Medium-Term Senior Notes in the form of Callable Contingent Coupon Equity Linked Securities tied to the worst performing of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index, under an effective shelf registration.

Each security has a $1,000 principal amount, prices on August 14, 2026, and, unless called, matures on February 17, 2028. Investors may receive contingent coupons of at least 0.7667% per period (about 9.20% per year) only if, on each valuation date, the worst-performing index is at or above 70% of its initial level. Principal is fully repaid at maturity only if the worst-performing index is at or above its 70% final barrier; otherwise, repayment is reduced one-for-one with that index’s loss, down to zero.

The issuer may call the notes in whole on specified dates from 2027 onward, paying $1,000 plus any due coupon, which can shorten the investment and halt future coupons. The issue price is $1,000, including up to a $20 underwriting fee, with at least $922 estimated value per note based on internal models, and expected secondary market liquidity only through an affiliate, subject to Citigroup credit risk.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering unsecured Medium-Term Senior Notes, Series N in the form of callable contingent coupon equity-linked securities tied to the worst performing of the Invesco S&P 500® Equal Weight ETF, the Nasdaq‑100 Index® and the Russell 2000® Index, due August 17, 2029.

Each security has a $1,000 stated principal amount and may pay a quarterly contingent coupon of 3.10% of principal (12.40% per annum) only if, on the relevant valuation date, the worst performing underlying is at or above its coupon barrier, set at 70.00% of its initial value. If not, no coupon is paid for that period.

Unless earlier redeemed at the issuer’s option on specified dates for $1,000 plus any due coupon, the maturity payment depends solely on the final value of the worst performer: full principal back if it is at or above its 70% final barrier, or $1,000 plus the underlying return of the worst performer if below, exposing investors to losses up to their entire investment. The estimated value on the pricing date is expected to be at least $943 per security, below issue price, and all payments are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., is offering unsecured Medium-Term Senior Notes linked to the S&P 500 Futures Excess Return Index, with a stated principal amount of $1,000 per security and no periodic interest payments.

At maturity in August 2031, investors receive: (i) $1,000 plus a leveraged gain if the index ends above its initial level, using a 228.00% upside participation rate; (ii) return of $1,000 if the index is at or below its initial level but at or above a barrier set at 70.00% of the initial index value; or (iii) $1,000 plus the full negative index return if the final value is below the barrier, exposing investors to losses up to their entire investment.

The S&P 500 Futures Excess Return Index tracks E-mini S&P 500 futures and is expected to underperform the total return of the S&P 500 Index due to an implicit financing cost, which may rise with interest rates. The estimated value on the pricing date is expected to be at least $933.00 per $1,000 security, below the issue price, reflecting selling, structuring, hedging costs and use of an internal funding rate. The notes are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., offer limited or no liquidity, and concentrate payoff on the index level observed on a single valuation date.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering contingent income auto-callable securities linked to Advanced Micro Devices, Inc. common stock. Each security has a $1,000 stated principal amount and a 3‑year term to August 2029, unless automatically redeemed earlier.

Investors may receive a quarterly contingent coupon of at least 4.925% of principal (at least 19.70% per annum) only if AMD’s closing price on the related valuation date is at or above a downside threshold equal to 50.00% of the initial share price. A memory feature allows unpaid coupons to be caught up if the threshold is later met. If AMD closes at or above the initial share price on any potential redemption date, the notes auto‑redeem for $1,000 plus the applicable coupon, ending future payments.

If not redeemed and AMD’s final price is at or above the downside threshold, holders receive $1,000 plus the final coupon (with any unpaid coupons). If the final price is below the threshold, repayment equals $1,000 plus $1,000 × share return, exposing investors 1‑for‑1 to AMD’s decline and potentially reducing repayment to zero. The notes do not participate in any upside in AMD, pay no dividends, have an estimated initial value of at least $917 per $1,000, and embed underwriting and structuring fees. U.S. and non‑U.S. holders face complex tax and possible 30% withholding on coupons.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Contingent Income Auto-Callable Securities due August 2028 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 and pays a quarterly contingent coupon of at least 2.40% (at least 9.60% per annum) only if, on the relevant valuation date, the worst performing index is at or above its downside threshold of 70% of its initial level.

The notes are auto-callable: beginning about three months after issuance, if on any potential redemption date the worst performing index is at or above its initial level, investors receive early redemption of $1,000 plus the contingent coupon and the securities terminate. If not redeemed, and on the final valuation date the worst performer is at or above its downside threshold, the maturity payment is also $1,000 plus the contingent coupon. If the worst performer finishes below its downside threshold, repayment is $1,000 plus $1,000 × index return of the worst index, so investors can lose a significant portion or all of principal and receive no final coupon.

The initial issue price is $1,000 per security, with an underwriting fee of $20 per security (including a $15 selling concession and $5 structuring fee), and expected proceeds to the issuer of $980 per security. Citigroup Global Markets Inc. estimates the value on the pricing date will be at least $925.50 per security, lower than the issue price, reflecting internal funding and hedging costs. The notes are unsecured obligations, not bank deposits, and are subject to issuer and guarantor credit risk, market risks tied to the three indices, complex tax treatment and potential withholding for non-U.S. investors.