Citigroup INC 424B8 Filing

Key Financial Figures

• $1,000 — Group, Inc. Stated principal amount: $1,000 per security Pricing date: March 31,
• $845 — payments). Initial underlying value: $845.99, the closing value of the underlying
• $592 — valuation date Coupon barrier value: $592.193, 70.00% of the initial underlying v
• $1,000.00 — Proceeds to issuer (3) Per security: $1,000.00 $18.50 $981.50 Total: $3,106,000.0
• $18.50 — issuer (3) Per security: $1,000.00 $18.50 $981.50 Total: $3,106,000.00 $57,4
• $981.50 — (3) Per security: $1,000.00 $18.50 $981.50 Total: $3,106,000.00 $57,461.00 $3
• $3,106,000.00 — : $1,000.00 $18.50 $981.50 Total: $3,106,000.00 $57,461.00 $3,048,539.00 (Key Terms
• $57,461.00 — 18.50 $981.50 Total: $3,106,000.00 $57,461.00 $3,048,539.00 (Key Terms continued o
• $3,048,539.00 — 50 Total: $3,106,000.00 $57,461.00 $3,048,539.00 (Key Terms continued on next page)
• $972.60 — he estimated value of the securities is $972.60 per security, which is less than the is
• $17.50 — iated with CGMI a selling concession of $17.50 for each security they sell and a struc
• $1.00 — hey sell and a structuring fee of up to $1.00 for each security they sell. For more i
• $100.00 — Hypothetical initial underlying value: $100.00 Hypothetical coupon barrier value: $
• $70.00 — 0 Hypothetical coupon barrier value: $70.00 (70.00% of the hypothetical initial und
• $85 — mple 1 Hypothetical Valuation Date #1 $85 (greater than coupon barrier value; le

Filing Documents

• dp244873_424b8-us26e1136.htm (424B8) — 117KB
• dp244873_exfilingfees.htm (EX-FILING FEES) — 17KB
• image_001.jpg (GRAPHIC) — 20KB
• 0000950103-26-005321.txt ( ) — 295KB
• dp244873_exfilingfees_htm.xml (XML) — 6KB

From the Filing

SUPPLEMENT Citigroup Global Markets Holdings Inc. March 31, 2026 Medium-Term Senior Notes, Series N Pricing Supplement No. 2026-USNCH31262 Filed Pursuant to Rule 424(b)(8) Registration Statement Nos. 333-293732 and 333-293732-02 Autocallable Contingent Coupon Equity Linked Securities Linked to The Goldman Sachs Group, Inc. Due April 5, 2028 ▪ 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 on the performance of the underlying specified below. Although you will have downside exposure to the underlying, you will not receive dividends with respect to the underlying or participate in any appreciation of the 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. Underlying: The Goldman Sachs Group, Inc. $1,000 per security Pricing date: March 31, 2026 Issue date: April 6, 2026 Valuation dates: July 1, 2026, October 1, 2026, December 31, 2026, March 31, 2027, July 1, 2027, October 1, 2027, January 3, 2028 and March 31, 2028 (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 5, 2028 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 3.6125% of the stated principal amount of the securities (equivalent to a contingent coupon rate of 14.45% per annum) if and only if the closing value of the underlying on the immediately preceding valuation date is greater than or equal to the coupon barrier value. If the closing value of the underlying on any valuation date is less than the coupon barrier value, you will not receive any contingent coupon payment on the immediately following contingent coupon payment date. If the closing value of the underlying on one or more valuation dates is less than the coupon barrier value and, on a subsequent valuation date, the closing value of the underlying on that subsequent valuation date is greater than or equal to the coupon barrier value, your contingent coupon payment for that subsequent valuation date will include all previously unpaid contingent coupon payments (without interest on amounts previously unpaid). However, if the closing value of the underlying on a valuation date is less than the coupon barrier value and the closing value of the underlying on each subsequent valuation date up to and including the final valuation date is less than the coupon barrier value, you will not receive the unpaid contingent coupon payments in respect of those valuation dates. Payment at maturity: If the securities are not automatically redeemed prior to maturity, you will receive at maturity for each security you then hold (in addition to the final contingent coupon payment, if applicable): § If the final underlying value is greater than or equal to the final barrier value: $1,000 § If the final underlying value is less than the final barrier value: a fixed number of underlying shares of the underlying equal to the equity ratio (or, if we elect, the cash value of those shares based on the final underlying value) If the securities are not automatically redeemed prior to maturity and the final underlying value is less than the final barrier value, you

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