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CITIGROUP INC · 2026-08-31 · Importance 6 · Surprise 6 · In source text

Citigroup Global Markets Holdings filed terms for five-year callable barrier securities linked to the S&P 500 Futures Excess Return Index (SPXFP). The securities may provide a premium upon early redemption or a maturity return tied to the index, while exposing investors to potential principal loss if the index falls below a specified barrier. Citigroup also filed terms for 1.5-year market-linked securities linked to the Citi Dynamic Asset Selector 5 Excess Return Index, which offers 175% upside participation and allocates between U.S. equity futures and U.S. Treasury futures using trend-following and volatility-targeting rules.

Key facts

• Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., filed a Form FWP for 5-Year Callable Barrier Securities linked to the S&P 500 Futures Excess Return Index (SPXFP). source
• Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., filed a Form FWP for 1.5 Year Market-Linked Securities linked to the Citi Dynamic Asset Selector 5 Excess Return Index (CIISDA5N). source
• The 5-Year Callable Barrier Securities filed in the Form FWP offer a potential premium upon early redemption or a return amount at maturity based on the underlying index's performance and carry risk including potential loss of principal if the index falls below a specified barrier. source
• The 1.5 Year Market-Linked Securities offer an upside participation rate of 175.00% and are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. source

Impact estimates