C · News · 20261022N

Structured Product Offerings

CITIGROUP INC · 2026-10-22 · Importance 6 · Surprise 6 · In source text

Citigroup Global Markets Holdings is offering autocallable contingent-coupon equity-linked securities due November 4, 2032. The securities are linked to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER and provide potential periodic contingent coupons subject to barrier conditions. Investors face leveraged exposure to the S&P 500 Futures Excess Return Index, a 6% annual decrement, volatility sensitivity, possible loss of principal, and automatic early redemption.

Key facts

• Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Autocallable Contingent Coupon Equity Linked Securities. source
• The filing states the securities are subject to automatic early redemption. source
• The securities are due November 4, 2032. source
• These unsecured debt securities offer potential periodic contingent coupon payments. source
• The filing states there may be no coupon payments if the underlying index falls below a barrier. source
• The underlying index is described as having a 6% annual decrement. source
• The securities are linked to the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER. source

Impact estimates