Citigroup Inc 424B2 Filing

FAQ

Key Financial Figures

• $1,000 — ying value Stated principal amount: $1,000 per security Pricing date: April 9,
• $1,000.00 — Proceeds to issuer Per security: $1,000.00 — $1,000.00 Total: $ — $
• $930.50 — es on the pricing date will be at least $930.50 per security, which will be less than t
• $5.00 — cted dealers a structuring fee of up to $5.00 for each security sold in this offering
• $4.50 — these service providers a fee of up to $4.50 per security in consideration for provi
• $1.50 — ronic platform providers a fee of up to $1.50 for each security sold in this offering
• $10.00 — ing return = (125 - 100) / 100 = 25%) $10.00 (contingent coupon is paid; securities
• $0.00 — ing return = (80 - 100) / 100 = -20%) $0.00 (no contingent coupon; securities not
• $1,010.00 — ing return = (110 - 100) / 100 = 10%) $1,010.00 (contingent coupon is paid; securities
• $300.00 — ing return = (30 - 100) / 100 = -70%) $300.00 Example 6 20 (underlying return = (
• $200.00 — ing return = (40 - 100) / 100 = -60%) $200.00 Example 4: On the final valuation dat
• $700.00 — + ($1,000.00 -70.00%) = $1,000.00 + -$700.00 = $300.00 In this scenario, because
• $800.00 — + ($1,000.00 -80.00%) = $1,000.00 + -$800.00 = $200.00 In this scenario, because

Filing Documents

• form424b2.htm (424B2) — 201KB
• image_001.jpg (GRAPHIC) — 138KB
• image_002.jpg (GRAPHIC) — 102KB
• image_003.jpg (GRAPHIC) — 111KB
• 0001918704-26-009371.txt ( ) — 678KB

From the Filing

PRICING SUPPLEMENT 424B2 The information in this preliminary pricing supplement is not complete and may be changed. A registration statement relating to these securities has been filed with the Securities and Exchange Commission. This preliminary pricing supplement and the accompanying product supplement, underlying supplement, prospectus supplement and prospectus are not an offer to sell these securities, nor are they soliciting an offer to buy these securities, in any state where the offer or sale is not permitted. Citigroup Global Markets Holdings Inc. April , 2026 Medium-Term Senior Notes, Series N Pricing Supplement No. 2026-USNCH31406 Filed Pursuant to Rule 424(b)(2) Registration Statement Nos. 333-293732 and 333-293732-02 Autocallable Contingent Coupon Equity Linked Securities Linked to the Worst Performing of the Nasdaq-100 Index , the Russell 2000 Index and the S&P 500 Index Due April 12, 2029 The securities offered by this pricing supplement are unsecured debt securities issued by Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc. The securities offer the potential for periodic contingent coupon payments at an annualized rate that, if all are paid, would produce a yield that is generally higher than the yield on our conventional debt securities of the same maturity. In exchange for this higher potential yield, you must be willing to accept the risks that (i) your actual yield may be lower than the yield on our conventional debt securities of the same maturity because you may not receive one or more, or any, contingent coupon payments, (ii) the value of what you receive at maturity may be significantly less than the stated principal amount of your securities, and may be zero, and (iii) the securities may be automatically called for redemption prior to maturity beginning on the first potential autocall date specified below. Each of these risks will depend solely on the performance of the worst performing of the underlyings specified below. You will be subject to risks associated with each of the underlyings and will be negatively affected by adverse movements in any one of the underlyings. Although you will have downside exposure to the worst performing underlying, you will not receive dividends with respect to any underlying or participate in any appreciation of any underlying. Investors in the securities must be willing to accept (i) an investment that may have limited or no liquidity and (ii) the risk of not receiving any payments due under the securities if we and Citigroup Inc. default on our obligations. All payments on the securities are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. KEY TERMS Issuer: Citigroup Global Markets Holdings Inc., a wholly owned subsidiary of Citigroup Inc. Guarantee: All payments due on the securities are fully and unconditionally guaranteed by Citigroup Inc. Underlyings: Underlying Initial underlying value * Coupon barrier value ** Final barrier value ** Nasdaq-100 Index Russell 2000 Index S&P 500 Index * For each underlying, its closing value on the pricing date ** For each underlying, 70.00% of its initial underlying value $1,000 per security Pricing date: April 9, 2026 Issue date: April 14, 2026 Valuation dates: May 11, 2026, June 9, 2026, July 9, 2026, August 10, 2026, September 9, 2026, October 9, 2026, November 9, 2026, December 9, 2026, January 11, 2027, February 9, 2027, March 9, 2027, April 9, 2027, May 10, 2027, June 9, 2027, July 9, 2027, August 9, 2027, September 9, 2027, October 11, 2027, November 9, 2027, December 9, 2027, January 10, 2028, February 9, 2028, March 9, 2028, April 10, 2028, May 9, 2028, June 9, 2028, July 10, 2028, August 9, 2028, September 11, 2028, October 9, 2028, November 9, 2028, December 11, 2028, January 9, 2029, February 9, 2029, March 9, 2029 and April 9, 2029 (the "final valuation date"), each subject to postponement if such date is not a scheduled trading day or certain market disruption events occur Maturity date: Unless earlier redeemed, April 12, 2029 Contingent coupon payment dates: The third business day after each valuation date, except that the contingent coupon payment date following the final valuation date will be the maturity date Contingent coupon: On each contingent coupon payment date, unless previously redeemed, the securities will pay a contingent coupon equal to at least 1.00% of the stated principal amount of the securities (equivalent to a contingent coupon rate of at least 12.00% per annum) (to be determined on the pricing date) if and only if the closing value of the worst performing underlying on the immediately preceding valuation date is greater than or equal to its coupon barrier value. If the closing value of the worst performing underlying on any valuation date is less than its coupon barrier value, you will not receive any contingent coupon payment on the imm

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