CITIGROUP INC SEC Filings

The securities are autocallable contingent coupon equity-linked notes issued by Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc. Each security has a stated principal amount of $1,000 and an expected issue price of $1,000 on the pricing date with estimated value at least $891.50. The notes pay a contingent coupon of 1.0833% per period (approximately 13.00% per annum at the minimum) when the underlying index closes at or above a coupon barrier (set at 60.00% of the initial underlying value). The securities may be automatically redeemed early if the underlying closes at or above an autocall barrier (90.00% of initial value) on specified valuation/autocall dates. At maturity (unless earlier redeemed), holders receive $1,000 if the final underlying value is at or above the final barrier (60.00% of initial); if below that barrier the maturity payment equals $1,000 plus $1,000 times the underlying return, which can result in substantial principal loss. The underlying is the S&P 500 Futures 35% Edge Volatility 6% Decrement Index (USD) ER, which targets 35% volatility, may use up to 500% leverage, and applies a 6% annual decrement. The document highlights significant complexity, leverage, decrement drag, tax uncertainty (prepaid forward treatment), withholding risks for non-U.S. holders, and that CGMI estimated value is model-based and not a market bid.

Citigroup Global Markets Holdings Inc. is offering autocallable contingent coupon equity-linked securities tied to the S&P 500 Futures 35% Edge Volatility 6% Decrement Index (USD) ER with a stated principal of $1,000 per security. The securities price on June 24, 2026, issue on June 26, 2026 and mature on June 30, 2033, unless automatically redeemed earlier.

The securities pay a contingent coupon of at least 1.0833% per period (approximately 13.00% per annum at the minimum) when the underlying on a valuation date is >= the coupon barrier (60% of the initial underlying value). Automatic early redemption occurs when the underlying is >= the autocall barrier (90% of the initial underlying value) on a potential autocall date, resulting in redemption at $1,000 plus the related contingent coupon.

At maturity, if not called, holders receive $1,000 if the final underlying >= final barrier (60%); if below, payment equals $1,000 plus the underlying return, which can result in significantly less than principal. The securities are guaranteed by Citigroup Inc. and carry index-specific risks including leverage, a 6% annual decrement, limited index history, tax uncertainty, and credit risk of the issuer/guarantor.

Citigroup Global Markets Holdings Inc. is offering Bearish Autocallable Market-Linked Notes linked to the S&P 500® Index with a stated principal amount of $1,000 per note. The notes have a pricing date of June 26, 2026, an issue date of July 1, 2026, a final valuation date of September 27, 2027 and a maturity date of September 30, 2027. If not automatically redeemed, holders at maturity receive either the $1,000 stated principal plus a digital return of $56.50 (a 5.65% digital return) when the final underlying value is greater than or equal to the initial underlying value, or $1,000 multiplied by the absolute value of the underlying return when the final underlying value is less than the initial underlying value. The notes are automatically redeemed if the underlying closing value on any scheduled trading day during the observation period is less than or equal to a barrier equal to 80% of the initial underlying value. The notes are unsecured obligations of the issuer and are fully guaranteed by Citigroup Inc.

Citigroup Global Markets Holdings Inc. priced an offering of autocallable contingent coupon equity-linked securities linked to the Nasdaq-100 Futures 35% Edge Volatility 6% Decrement™ Index ER due July 20, 2033. The stated principal amount is $1,000 per security; pricing date was July 10, 2026 and issue date July 15, 2026.

Contingent coupons pay at least 1.5625% per payment (equivalent to approximately 18.75% per annum) when the underlying on a valuation date is at or above the coupon barrier of 70% of the initial underlying value. The final barrier is 60% of the initial underlying value. Securities may be automatically redeemed during the autocall period beginning July 15, 2027.

Citigroup Global Markets Holdings Inc. priced autocallable securities linked to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER with a stated principal of $1,000 per security. Issue date is July 6, 2026 and final valuation date is June 30, 2031 (maturity July 3, 2031), subject to postponement for scheduled trading-day or market disruption events. The securities pay a schedule of predetermined premiums on specified valuation dates and will automatically redeem early if the underlying meets or exceeds the applicable premium threshold; otherwise maturity payment depends on the final underlying value and can result in losses down to zero.

The securities are obligations of CGMH with an unconditional guarantee by Citigroup Inc., do not pay dividends on the underlying, and reflect complex features including weekly volatility-targeted leverage, a 6% per annum decrement and exposure to a futures-based index that includes implicit financing costs. The pricing supplement discloses an estimated value and underwriting economics and highlights material tax and market-disruption considerations investors should review with advisors.

Citigroup Global Markets Holdings Inc. is offering autocallable, medium-term senior notes linked to NVIDIA Corporation (NVDA) with a stated principal amount of $1,000 per security. The securities may automatically redeem on specified valuation dates and pay fixed premiums if the closing value of NVDA on a valuation date is greater than or equal to the initial underlying value. If not redeemed, maturity outcomes depend on the final underlying value versus a final barrier equal to 60.00% of the initial underlying value: payment of principal plus premium, repayment of principal only, or delivery (or cash-in-lieu) of underlying shares via the equity ratio. Issue date is July 10, 2026, pricing date July 7, 2026, and maturity is July 12, 2029. CGMI estimates the securities' value will be at least $908.00 on the pricing date and may receive an underwriting fee of up to $32.00 per security. All payments are obligations of CGMH and guaranteed by Citigroup Inc.; holders bear both issuer credit risk and downside exposure to NVDA, including possible loss of principal and no dividend entitlement unless shares are delivered at maturity.

Citigroup Global Markets Holdings Inc. is issuing autocallable contingent-coupon equity-linked securities due June 20, 2028 linked to the worst performing of Invesco QQQ Trust, Series 1 and SPDR S&P 500 ETF Trust (SPY). Stated principal is $1,000 per security with a contingent coupon of 2.5375% per payment (10.15% per annum) payable only if the worst performing underlying on a valuation date is at or above its coupon barrier (65% of the initial value). The securities may be automatically redeemed early if the worst performing underlying is at or above its initial value on a potential autocall date; otherwise, at maturity investors may receive $1,000 or a fixed number of underlying shares (or cash at the issuer’s election) if the worst performing underlying is below its final barrier. Issue price is $1,000 with an estimated value of $992.20 and underwriting fee of $5.00 per security. The securities are obligations of CGMH, guaranteed by Citigroup Inc.

The securities are unsecured Medium-Term Senior Notes issued by Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., linked to the worst performing of the Dow Jones Industrial Average and the S&P 500®. Each security has a stated principal amount of $1,000, a pricing date of July 17, 2026, an issue date of July 22, 2026 and a maturity date of July 20, 2029. The notes pay contingent coupons on scheduled valuation dates if the worst performing underlying is at or above its coupon barrier (70% of initial value); the contingent coupon per payment is at least 2.10% of principal (equivalent to 8.40% per annum if all coupons are paid). If not autocalled, payment at maturity depends on the worst performing underlying relative to its final barrier (70%); principal can be partially or fully lost. The cover page discloses an estimated value of at least $937.00 per security versus an issue price of $1,000. The offering includes an underwriting fee of $7.50 per security.

Citigroup Global Markets Holdings Inc. is offering autocallable Medium-Term Senior Notes, Series N, linked to the worst performing of the Dow Jones Industrial Average, the Russell 2000® Index and the S&P 500® Index. The notes have a $1,000 stated principal amount, a pricing date of July 17, 2026, an issue date of July 22, 2026 and a maturity date of July 22, 2031. The notes do not pay interest and may be automatically redeemed early on specified valuation dates if the worst performing underlying is at or above an autocall barrier (95% of its initial value). If not autocalled, payoff at maturity depends on the worst performing underlying relative to an autocall barrier (95%) and a final barrier (75%), with 1:1 downside below the final barrier. Citigroup Inc. fully guarantees payments; all payments remain subject to issuer and guarantor credit risk.