花旗集团美股招股说明书(2026-02-06版)

Pricing Supplement No. 2026-USNCH30283 to Product Supplement No. EA-02-10 dated March 7, 2023,Underlying Supplement No. 11 dated March 7, 2023, Prospectus Supplement and Prospectus each dated March 7, 2023Filed Pursuant to Rule 424(b)(2) Citigroup Global Markets Holdings Inc. $5,582,230 Trigger Callable Yield Notes Linked to the Least Performing of the Dow Jones Industrial Average™and the Russell 2000®Index Due May 10, 2027 All payments due on the notes are fully and unconditionally guaranteed by Citigroup Inc.Investment Description The Trigger Callable Yield Notes (the “notes”) are unsecured, unsubordinated debt obligations of Citigroup Global MarketsHoldings Inc. (the “issuer”), guaranteed by Citigroup Inc. (the “guarantor”), linked to theleast performingof the DowJones Industrial Average™and the Russell 2000® Index (each, an “underlying”).The notes will pay a coupon on eachmonthly coupon payment date regardless of the performance of either underlying.Beginning approximately three monthsafter issuance, on any coupon payment date prior to the maturity date, the issuer may, in its sole discretion, call the notesin whole, but not in part, and pay you the stated principal amount per note plus any coupon otherwise due on such couponpayment date and no further amounts will be owed to you.If the notes have not previously been called by the issuer priorto maturity and the final underlying level of the least performing underlying is greater than or equal to its downsidethreshold, you will receive the stated principal amount of your notes at maturity plus any coupon payment otherwise dueon the maturity date.However, if the notes have not been called prior to maturity and the final underlying level of the leastperforming underlying is less than its downside threshold, you will receive, in addition to the final coupon, an amount thatis less than the stated principal amount of your notes at maturity, resulting in a loss that is proportionate to the decline inthe closing level of the least performing underlying from the trade date to the final valuation date, up to a 100% loss ofyour investment.The “final underlying level” for each underlying is the closing level of such underlying on the finalvaluation date and the “least performing underlying” is the underlying with the lowest underlying return as measuredfrom the trade date to the final valuation date.Investing in the notes involves significant risks.You may lose a Key Dates Monthly Coupon— We will pay you a coupon on each monthly coupon payment date regardless of the performanceof either underlying unless the notes have been previously called. Issuer Callable— Beginning approximately three months after issuance, on any coupon payment date prior to thematurity date, the issuer may, in its sole discretion, call the notes in whole, but not in part, and pay you the statedprincipal amount per note plus any coupon otherwise due on such coupon payment date.If the notes are not called, called by the issuer prior to maturity and the final underlying level of the least performing underlying is greater than orequal to its downside threshold, you will receive the stated principal amount of your notes at maturity plus any couponpayment otherwise due on the maturity date.However, if the notes have not been called prior to maturity and the finalunderlying level of the least performing underlying is less than its downside threshold, you will receive, in addition to creditworthiness of the issuer and guarantor. If the issuer and the guarantor were to default on theirobligations, you might not receive any amounts owed to you under the notes and you could lose your entireinvestment. February 4, 2026February 9, 2026Monthly, beginning on March 9, 2026 Trade dateSettlement dateCoupon payment dates1Final valuation date1Maturity date NOTICE TO INVESTORS: THE NOTES ARE SIGNIFICANTLY RISKIER THAN CONVENTIONAL DEBTINSTRUMENTS. THE ISSUER IS NOT NECESSARILY OBLIGATED TO REPAY THE STATED PRINCIPAL AMOUNTOF THE NOTES AT MATURITY, AND THE NOTES CAN HAVE DOWNSIDE MARKET RISK SIMILAR TO THE LEAST YOU SHOULD CAREFULLY CONSIDER THE RISKS DESCRIBED UNDER ‘‘SUMMARY RISK FACTORS’’ BEGINNINGON PAGE PS-7 OF THIS PRICING SUPPLEMENT AND UNDER ‘‘RISK FACTORS RELATING TO THE SECURITIES’’BEGINNING ON PAGE EA-7 OF THE ACCOMPANYING PRODUCT SUPPLEMENT IN CONNECTION WITH YOURPURCHASE OF THE NOTES. EVENTS RELATING TO ANY OF THOSE RISKS, OR OTHER RISKS AND Notes Offering We are offering Trigger Callable Yield Notes Linked to the Least Performing of the Dow Jones Industrial Average™Russell 2000®Index. The notes are our unsecured, unsubordinated debt obligations, guaranteed by Citigroup Inc., and are offered for a minimum investment of 100 notes at the issue price described below. 17333Q674 /US17333Q6742 See “Additional Terms Specific to the Notes” in this pricing supplement.The notes will have the terms specifiedin the accompanying product supplement, prospectus supplement and prospectus, as su