C · News · 20261030N

Structured Product Offerings

CITIGROUP INC · 2026-10-30 · Importance 17 · Surprise 24

Citigroup Global Markets Holdings, guaranteed by Citigroup Inc., offered autocallable contingent-coupon equity-linked securities tied to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index, due November 28, 2031. The securities offer potential annualized contingent coupons of approximately 11.75%, but include risks such as possible loss of principal, no participation in underlying appreciation, and automatic early redemption. Citi also filed offering materials for one-year barrier securities linked to the S&P 500, with a maximum return of 12.50% at maturity contingent on the index’s performance relative to its initial value and an 80% final barrier. Investors in those securities could lose a significant portion or all of their investment and are exposed to issuer credit risk.

Key facts

• Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Autocallable Contingent Coupon Equity Linked Securities linked to the S&P 500 Futures 40% Intraday Edge Volatility TCA 6% Decrement Index (USD) ER, due November 28, 2031. source
• Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., filed a Form FWP for 1 Year Barrier Securities linked to SPX. source
• The securities offer potential periodic contingent coupon payments at an annualized rate of approximately 11.75%. source
• The 1 Year Barrier Securities linked to SPX offer a maximum return of 12.50% at maturity, with payment dependent on the S&P 500 Index's performance relative to an initial underlying value and a final barrier value of 80%. source
• The securities carry risks including potential loss of principal, no participation in underlying appreciation, and automatic early redemption. source
• The underlying index is described as highly risky due to leveraged exposure and various deductions, making it prone to underperform the S&P 500 Index. source
• Investors in the 1 Year Barrier Securities linked to SPX face risks including potential loss of significant portions or all of their investment and credit risk of the issuers. source