Citigroup Inc FWP Filing

FAQ

Key Financial Figures

• $1,250.00 — ayment at Maturity 100.00% 25.00% $1,250.00 D 50.00% 25.00% $1,250.00 20.
• $1,249.88 — 5.00% $1,250.00 20.823% 24.988% $1,249.88 C 5.00% 6.00% $1,060.00 0.00%
• $1,060.00 — .988% $1,249.88 C 5.00% 6.00% $1,060.00 0.00% 0.00% $1,000.00 B -7.50
• $1,000.00 B — % 6.00% $1,060.00 0.00% 0.00% $1,000.00 B -7.50% 0.00% $1,000.00 -15.00%
• $1,000.00 — .00% $1,000.00 B -7.50% 0.00% $1,000.00 -15.00% 0.00% $1,000.00 -15.01%
• $999.90 — 0.00% $1,000.00 -15.01% -0.01% $999.90 A -25.00% -10.00% $900.00 -50
• $900.00 — 01% $999.90 A -25.00% -10.00% $900.00 -50.00% -35.00% $650.00 1.5 Yea
• $650.00 — -10.00% $900.00 -50.00% -35.00% $650.00 1.5 Year Buffer Securities Linked to
• $1,000 — : November 1, 2027 Return amount: $1,000 the underlying return of the worst perf

Filing Documents

• formfwp.htm (FWP) — 72KB
• image_001.jpg (GRAPHIC) — 15KB
• image_002.jpg (GRAPHIC) — 157KB
• 0001918704-26-008356.txt ( ) — 310KB

From the Filing

Citigroup Global Markets Holdings Inc. Guaranteed by Citigroup Inc. Hypothetical Payment at Maturity per Security ** n The Worst Performer n The Securities Hypothetical Worst Underlying Return on Valuation Date Hypothetical Security Return Hypothetical Payment at Maturity 100.00% 25.00% $1,250.00 D 50.00% 25.00% $1,250.00 20.833% 25.00% $1,250.00 20.823% 24.988% $1,249.88 C 5.00% 6.00% $1,060.00 0.00% 0.00% $1,000.00 B -7.50% 0.00% $1,000.00 -15.00% 0.00% $1,000.00 -15.01% -0.01% $999.90 A -25.00% -10.00% $900.00 -50.00% -35.00% $650.00 1.5 Year Buffer Securities Linked to the Worst of RTY and SPX Preliminary Terms This summary of terms is not complete and should be read with the preliminary pricing supplement below Issuer: Citigroup Global Markets Holdings Inc. Guarantor: Citigroup Inc. Underlyings: The Russell 2000 Index (ticker: "RTY") and the S&P 500 Index (ticker: "SPX") Pricing date: April 27, 2026 Valuation date: October 27, 2027 Maturity date: November 1, 2027 Return amount: $1,000 the underlying return of the worst performer the upside participation rate Upside participation rate: 120.00% Maximum return at maturity: At least 25.00% * Final buffer value: For each underlying, 85.00% of its initial underlying value Buffer percentage: 15.00% CUSIP / ISIN: 17332VHB3 / US17332VHB36 Initial underlying value: For each underlying, its closing value on the pricing date Final underlying value: For each underlying, its closing value on the valuation date Underlying return: For each underlying, (i) its final underlying value minus initial underlying value, divided by (ii) its initial underlying value Worst performer: The underlying with the lowest underlying return Payment at maturity: If the final underlying value of the worst performer is greater than its initial underlying value: $1,000 + the return amount, subject to the maximum return at maturity If the final underlying value of the worst performer is less than or equal to its initial underlying value but greater than or equal to its final buffer value: $1,000 If the final underlying value of the worst performer is less than its final buffer value: $1,000 + [$1,000 (the underlying return of the worst performer + the buffer percentage)] If the final underlying value of the worst performer is less than its final buffer value, which means that the worst performer has depreciated from its initial underlying value by more than the buffer percentage, you will lose 1% of the stated principal amount of your securities at maturity for every 1% by which that depreciation exceeds the buffer percentage. All payments on the securities are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. $1,000 per security Preliminary pricing supplement: Preliminary Pricing Supplement dated March 27, 2026 * The actual maximum return at maturity will be determined on the pricing date. ** The diagram and the hypotheticals assume the lowest return at maturity. Citigroup Global Markets Holdings Inc. Guaranteed by Citigroup Inc. Additional Information Citigroup Global Markets Holdings Inc. and Citigroup Inc. have filed registration statements (including the accompanying preliminary pricing supplement, product supplement, underlying supplement, prospectus supplement and prospectus) with the Securities and Exchange Commission ("SEC") for the offering to which this communication relates. Before you invest, you should read the accompanying preliminary pricing supplement, product supplement, underlying supplement, prospectus supplement and prospectus in those registration statements (File Nos. 333-293732 and 333-293732-02) and the other documents Citigroup Global Markets Holdings Inc. and Citigroup Inc. have filed with the SEC for more complete information about Citigroup Global Markets Holdings Inc., Citigroup Inc. and this offering. You may obtain these documents without cost by visiting EDGAR on the SEC website at www.sec.gov. Alternatively, you can request these documents by calling toll-free 1-800-831-9146. Filed pursuant to Rule 433 This offering summary does not contain all of the material information an investor should consider before investing in the securities. This offering summary is not for distribution in isolation and must be read together with the accompanying preliminary pricing supplement and the other documents referred to therein, which can be accessed via the link on the first page. Selected Risk Considerations You may lose a significant portion of your investment. Your payment at maturity will depend on the final underlying value of the worst performer. If the final underlying value of the worst performer is less than its final buffer value, which means that the worst performer has depreciated from its initial underlying value by more than the

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