CITIGROUP INC SEC Filings

Citigroup Global Markets Holdings Inc. priced callable contingent coupon equity-linked securities due June 22, 2029, each with a stated principal amount of $1,000. The securities pay a contingent coupon of 0.825% per period (equivalent to 9.90% per annum) only if the worst performing underlying on a valuation date is at or above its 70% coupon barrier. The three underlyings are the Nasdaq-100 (30,406.19 initial), the Russell 2000 (2,979.765 initial) and the S&P 500 (7,500.58 initial). If the final value of the worst performing underlying is below its 70% final barrier, principal at maturity is reduced pro rata and may be zero. The issuer may call the securities on multiple potential redemption dates; all payments are subject to Citigroup Global Markets Holdings Inc. and Citigroup Inc. credit risk.

Citigroup Global Markets Holdings Inc. priced autocallable contingent coupon equity-linked securities due May 23, 2028, linked to the worst performing of the Dow Jones Industrial, the Nasdaq-100 and the Russell 2000. Each security has a stated principal amount of $1,000 and pays a contingent coupon of 0.8125% per valuation period (equivalent to 9.75% per annum) only if the worst performing underlying on the preceding valuation date is at or above its coupon barrier (60% of initial). If not called early, maturity payoff depends on the worst performing underlying on the final valuation date: investors receive $1,000 if that underlying is at or above its final barrier (60% of initial), otherwise they receive $1,000 plus the underlying return of the worst performing underlying (which can result in a loss of principal, possibly to zero). The securities are unsecured obligations of CGMH and are fully guaranteed by Citigroup Inc.; all payments are subject to Citigroup credit risk. The estimated value on the pricing date was $986.70 per security and total proceeds equal $1,707,000.

Citigroup Global Markets Holdings Inc. priced an offering of autocal lable contingent coupon equity-linked securities linked to the worst performing of Invesco QQQ Trust, Series 1 and the State Street SPDR S&P 500 ETF Trust, due December 23, 2027, guaranteed by Citigroup Inc.

Each security has a $5,000 stated principal amount, a periodic contingent coupon equal to 2.70% of principal (equivalent to 10.80% per annum if all coupons are paid), potential automatic early redemption on specified valuation dates, and downside exposure at maturity to the worst performing underlying.

Citigroup Global Markets Holdings Inc. is offering Callable Contingent Coupon Equity Linked Securities due June 29, 2028 linked to the worst performing of the Nasdaq-100®, Russell 2000® and S&P 500®. The securities have a stated principal amount of $1,000 per security, a minimum contingent coupon per payment of 4.00% (equivalent to at least 16.00% per annum if all coupons are paid), and may be called on specified contingent coupon dates.

Key economics and dates: pricing date June 24, 2026, issue date June 29, 2026, valuation date June 26, 2028, maturity June 29, 2028. Estimated value on the pricing date was stated as at least $926.50 per security and the per-security underwriting fee is up to $15.00, leaving minimum proceeds of $985.00 per security. Payments at maturity depend solely on the final performance of the worst performing underlying relative to a 75.00% final barrier; if below that barrier, principal can be substantially reduced, possibly to zero.

Citigroup Global Markets Holdings Inc. is offering $13,360,000 of Equity Index Basket‑Linked Notes due December 21, 2027, fully guaranteed by Citigroup Inc. The notes pay no interest and return at maturity is tied to an unequally weighted basket of five non‑U.S. indices measured from the trade date June 18, 2026 to the determination date December 17, 2027.

The basket starts at 100.00 and uses weights: EURO STOXX 50 (40.00%), TOPIX (25.00%), FTSE 100 (17.00%), SMI (11.00%), S&P/ASX 200 (7.00%). Upside participation is 300% subject to a cap level of 108.65%, producing a maximum settlement amount of $1,259.50 per $1,000. If the final basket level is below 100.00 you lose 1% of principal for each 1% decline, including potential total loss. The notes are unsecured senior debt, not listed, may have limited liquidity, and are subject to issuer and guarantor credit risk.

Citigroup Global Markets Holdings Inc. priced a preliminary offering of Trigger Autocallable Contingent Yield Notes linked to the least performing of the Russell 2000® and the S&P 500®, with a $10.00 stated principal amount per note and an expected term of approximately three years, maturing on June 27, 2029. The notes pay a contingent quarterly coupon (annual rate to be set on the trade date, indicated here as 10.55% to 11.55% per annum), are autocallable beginning on the valuation date of December 24, 2026, and return principal at maturity only if the least performing underlying is at or above its downside threshold (set at 75% of its initial level). If not called and the final underlying level is below the downside threshold, holders suffer a loss proportionate to the decline, potentially losing the full investment. All payments are guaranteed by Citigroup Inc. and any payment is subject to issuer and guarantor credit risk.

Citigroup Global Markets Holdings Inc. is offering Trigger Autocallable Contingent Yield Notes with Memory Coupon Feature linked to the Class A common stock of Alphabet Inc. The notes have a 14.45% per annum contingent coupon (payable semi-annually if the underlying closes at or above a 70% coupon barrier), an initial underlying price of $349.68 and a downside threshold equal to $244.78 (70% of the initial underlying price). The notes are approximately 1.5 years in term (trade date June 23, 2026, maturity December 28, 2027) and are unsecured obligations of the issuer, fully guaranteed by Citigroup Inc. Beginning about six months after issuance the notes are auto‑callable if the underlying closes at or above the initial underlying price on a valuation date; if not called, principal repayment at maturity depends on the final underlying price and may result in share delivery (28.59757 shares per $10,000 note) if the final underlying price is below the downside threshold. The issue price is $10,000 per note (estimated value on trade date >= $9,750 per note). Investing involves significant risks and is subject to issuer/guarantor credit risk and underlying performance.

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering autocallable contingent coupon medium-term senior notes linked to Rocket Lab Corporation with a stated principal amount of $1,000 per security. The notes have an issue date of June 26, 2026 and a maturity date of March 29, 2027, with valuation dates on September 23, 2026, December 23, 2026 and March 23, 2027. On each contingent coupon payment date the securities will pay a contingent coupon equal to at least 9.75% of the stated principal (described as at least 39.00% per annum or 29.25% for the term if all coupons are paid), only if the closing value of Rocket Lab on the preceding valuation date is greater than or equal to the coupon barrier value of $50.145 (50% of the initial underlying value). The initial underlying value was $100.29 (closing value on June 22, 2026). If not auto‑redeemed, payment at maturity depends on the final underlying value: holders receive $1,000 if the final underlying value is ≥ final barrier ($50.145), or $1,000 × (1 + underlying return) if below the final barrier, potentially resulting in a total loss. Citigroup discloses an estimated value on the pricing date of at least $923.50 per security based on proprietary models. The pricing supplement highlights limited liquidity, credit risk of the issuer/guarantor, tax uncertainty, and that CGMI may act as market‑maker and hedging counterparty.