C · News · 20261105N

Structured Product Offerings

CITIGROUP INC · 2026-11-05 · Importance 17 · Surprise 24

Citigroup Global Markets Holdings amended pricing terms for callable barrier securities linked to the S&P 500 Futures Excess Return Index, revising the upside participation rate. It also filed preliminary terms for five-year buffer securities linked to the same index, with at least 200% upside participation and a 20% buffer. A separate offering comprises callable contingent-coupon securities linked to the worst-performing of the Nasdaq-100, Russell 2000 and S&P 500, with a contingent coupon rate of at least 12.5% annually if the index meets its coupon barrier; investors may lose a significant portion or all of their investment.

Key facts

• Citigroup Global Markets Holdings filed an amended pricing supplement for callable barrier securities linked to the S&P 500 futures excess return index, revising the upside participation rate. source
• Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., filed a Form FWP for 5 Year Buffer Securities linked to the S&P 500 Futures Excess Return Index (SPXFP). source
• The 5 Year Buffer Securities have a pricing date of November 30, 2026, a valuation date of December 1, 2031, and a maturity date of December 4, 2031. source
• The 5 Year Buffer Securities have an upside participation rate of at least 200.00% and a 20.00% buffer percentage. source
• Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Callable Contingent Coupon Equity Linked Securities due November 16, 2029, linked to the worst performing of the Nasdaq-100, Russell 2000, and S&P 500 Indices. source
• The Callable Contingent Coupon Equity Linked Securities offer potential periodic contingent coupon payments at an annualized rate of at least 12.50% if the worst performing underlying index is at or above its coupon barrier. source
• Investors in the Callable Contingent Coupon Equity Linked Securities risk losing a significant portion or all of their investment if the securities are not redeemed early and the worst performing underlying index falls below its final barrier value at maturity. source
• The callable barrier securities do not pay interest and may be called early. source