AG真人官方

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., is offering Medium-Term Senior Notes, Series N 鈥� Callable Contingent Coupon Equity-Linked Securities 鈥� with a July 27 2028 maturity and a $1,000 stated principal amount per note. The notes are linked to the worst performing of three equity references: Energy Select Sector SPDR Fund (XLE), Nasdaq-100 Index (NDX) and Russell 2000 Index (RUT).

Income feature. On each monthly contingent coupon payment date, investors will receive a coupon of at least 0.875 % of par (鈮�10.50 % p.a.) only if, on the preceding valuation date, the closing value of the worst performer is 鈮�70 % of its initial level (the 鈥渃oupon barrier鈥�). Missed coupons are not recovered.

Principal repayment. At maturity, investors receive:

• $1,000 plus the final coupon if the worst performer is 鈮�60 % of its initial level (the 鈥渇inal barrier鈥�).
• $1,000 plus participation in the negative return of the worst performer (1-for-1 downside) if it is <60 % of its initial level, exposing the holder to up to 100 % loss of principal.

Issuer call right. Citigroup may redeem the notes in whole on any of 24 monthly dates beginning July 24 2026 by paying $1,000 plus any due coupon, capping upside and reinvestment opportunities.

Key economic metrics. Initial valuation: July 24 2025; issue date: July 29 2025. The estimated value on the pricing date will be 鈮�$924, below the $1,000 issue price, reflecting structuring and hedging costs. The notes will not be listed; liquidity will depend on Citigroup Global Markets Inc. making a discretionary market.

Risk highlights. Investors face (i) contingent coupon uncertainty, (ii) uncapped downside below a 40 % buffer, (iii) credit risk of both Citigroup Global Markets Holdings Inc. and Citigroup Inc., (iv) potential early call at the issuer鈥檚 discretion, (v) correlation risk among the three underlyings, and (vi) an initial economic value materially below issue price. Sector-specific risks include concentration in energy (XLE) and small-cap volatility (RUT). U.S. federal tax treatment is uncertain; coupons are expected to be ordinary income.

Distribution. No underwriting fee is charged, but CGMI will pay up to $5.00 per note to selected dealers and up to $4.50 for additional marketing services. CGMI and affiliates may profit from hedging activities.

Investor profile. Suitable only for investors who (1) seek high contingent income, (2) are comfortable with equity downside exposure, sector and index risks, issuer credit risk, and limited liquidity, and (3) can tolerate potential loss of principal and missed coupons.

Plum Acquisition Corp. III (Nasdaq: PLMJ) has filed a Form 25 with the U.S. Securities and Exchange Commission, signaling the removal of its Class A Ordinary Shares, Warrants and Units from listing and registration on the Nasdaq Stock Market LLC under Section 12(b) of the Securities Exchange Act of 1934.

• Issuer: Plum Acquisition Corp. III
• Exchange: Nasdaq Stock Market LLC
• SEC File No.: 333-253221
• Security classes affected: Class A Ordinary Shares, Warrants, Units
• Form signed: 10 Jul 2025 by Aravind Menon, Hearings Advisor, on behalf of Nasdaq
• Nasdaq certifies it has satisfied the requirements of Rule 12d2-2(b) for striking the securities from listing; the issuer has complied with Rule 12d2-2(c) for voluntary withdrawal.

The filing completes the procedural step required for delisting; once effective, the securities will no longer be quoted on Nasdaq and their registration under Section 12(b) will be terminated.

Citigroup Global Markets Holdings Inc. (CGMHI), fully and unconditionally guaranteed by Citigroup Inc. (symbol C), filed Product Supplement No. EA-02-11 (Rule 424(b)(2)) to its March 7 2023 base prospectus and July 10 2025 prospectus supplement. The filing establishes the generic terms for future Medium-Term Senior Notes, Series N (the 鈥�securities鈥�) that will be equity-linked structured notes. A separate pricing supplement will set the economic terms for each issuance.

• Underlying exposure: One or more individual stocks (including ADSs), exchange-traded funds, equity indices, or combinations thereof.
• Payment mechanics: No fixed principal repayment; maturity value and any coupons depend on underlying performance. Unless a coupon is expressly detailed in the pricing supplement, the notes are non-interest-bearing.
• Risk of loss: Investors may receive substantially less than the stated principal鈥攑otentially zero鈥攁t maturity. Downside buffers, barriers, knock-in/knock-out or maximum return caps may apply, but only as specified in a future pricing supplement.
• Credit risk: The notes are senior unsecured obligations of CGMHI; payments rely on the creditworthiness of both CGMHI and Citigroup Inc.
• No exchange listing: Unless noted otherwise, the securities will not trade on an exchange, resulting in limited or no secondary liquidity. Holders may need to carry the positions to maturity.
• Tax & regulatory: U.S. federal tax treatment is uncertain; possible Section 871(m) withholding for non-U.S. holders. The SEC has neither approved nor disapproved the offering.
• Documentation hierarchy: If a pricing supplement conflicts with this product supplement, the pricing supplement controls.

The 60-page supplement devotes substantial space to risk factors, including market volatility, correlation, dividend exclusion, currency effects, early redemption features, potential delisting of underlyings, calculation-agent discretion (CGMI), and extensive dilution/reorganization adjustments. Investors are directed to review the forthcoming pricing supplement, any underlying supplement, and the accompanying prospectus before purchasing.

Citigroup Global Markets Holdings Inc. (fully and unconditionally guaranteed by Citigroup Inc.) has filed Product Supplement No. IE-05-09 to its March 7, 2023 base prospectus and July 10, 2025 prospectus supplement for future issuances of Medium-Term Senior Notes, Series N 鈥� 鈥淩ange Accrual Securities.鈥�

The document establishes general terms that will apply to any future pricing supplement issued under this program. Key structural elements include:

• Underlying exposure: Each note will be linked to an equity index (and possibly one or more interest-rate benchmarks). The combined reference is defined as the 鈥淯nderlying Market Measure(s).鈥�
• Variable coupons: Notes pay a contingent, variable coupon that can be as high as the 鈥淐ontingent Rate鈥� stated in the future pricing supplement or as low as 0%. The actual rate for any period depends on (i) the set Contingent Rate (fixed or floating) and (ii) the number of 鈥淎ccrual Days鈥� during which the Accrual Condition is satisfied.
• Principal risk: Repayment of 100% of principal at maturity is not guaranteed. The redemption amount will be determined by the index level on the Final Valuation Date; investors may receive significantly less than par, including the possibility of a total loss of principal, and never more than par (excluding any final coupon).
• No upside participation: Investors do not benefit from any appreciation in the underlying index; upside is limited to received coupons.
• Credit exposure: The securities are unsecured senior obligations of Citigroup Global Markets Holdings Inc.; payments are further guaranteed on an unsecured basis by Citigroup Inc. All cash flows are therefore subject to C credit risk.
• Issuer call right: If specified in an individual pricing supplement, the issuer may redeem the notes early, limiting coupon-earning potential when market conditions are favorable for note-holders.
• Liquidity: Unless otherwise stated, the securities will not be listed on any exchange. Secondary market liquidity, if any, will rely on Citigroup Global Markets Inc. as dealer and may be materially limited.
• Tax considerations: Complex U.S. federal income tax treatment; coupon payments may be subject to 30% withholding for non-U.S. holders. The filing details significant uncertainty and possible future regulatory changes.
• Risk disclosures: Extensive discussion of market volatility, correlation (for multi-asset structures), hedging impacts, calculation-agent discretion, market disruption events, barrier/knock-in structures, and potential treatment under contingent payment debt regulations.

Investors must consult the future pricing supplement for definitive terms鈥攕uch as index selection, barrier levels, contingent rate, pricing date, issue price and call schedule鈥攂efore committing capital.

Citigroup Global Markets Holdings Inc. (fully and unconditionally guaranteed by Citigroup Inc.) has filed Product Supplement No. IE-05-09 to its March 7, 2023 base prospectus and July 10, 2025 prospectus supplement for future issuances of Medium-Term Senior Notes, Series N 鈥� 鈥淩ange Accrual Securities.鈥�

The document establishes general terms that will apply to any future pricing supplement issued under this program. Key structural elements include:

• Underlying exposure: Each note will be linked to an equity index (and possibly one or more interest-rate benchmarks). The combined reference is defined as the 鈥淯nderlying Market Measure(s).鈥�
• Variable coupons: Notes pay a contingent, variable coupon that can be as high as the 鈥淐ontingent Rate鈥� stated in the future pricing supplement or as low as 0%. The actual rate for any period depends on (i) the set Contingent Rate (fixed or floating) and (ii) the number of 鈥淎ccrual Days鈥� during which the Accrual Condition is satisfied.
• Principal risk: Repayment of 100% of principal at maturity is not guaranteed. The redemption amount will be determined by the index level on the Final Valuation Date; investors may receive significantly less than par, including the possibility of a total loss of principal, and never more than par (excluding any final coupon).
• No upside participation: Investors do not benefit from any appreciation in the underlying index; upside is limited to received coupons.
• Credit exposure: The securities are unsecured senior obligations of Citigroup Global Markets Holdings Inc.; payments are further guaranteed on an unsecured basis by Citigroup Inc. All cash flows are therefore subject to C credit risk.
• Issuer call right: If specified in an individual pricing supplement, the issuer may redeem the notes early, limiting coupon-earning potential when market conditions are favorable for note-holders.
• Liquidity: Unless otherwise stated, the securities will not be listed on any exchange. Secondary market liquidity, if any, will rely on Citigroup Global Markets Inc. as dealer and may be materially limited.
• Tax considerations: Complex U.S. federal income tax treatment; coupon payments may be subject to 30% withholding for non-U.S. holders. The filing details significant uncertainty and possible future regulatory changes.
• Risk disclosures: Extensive discussion of market volatility, correlation (for multi-asset structures), hedging impacts, calculation-agent discretion, market disruption events, barrier/knock-in structures, and potential treatment under contingent payment debt regulations.

Investors must consult the future pricing supplement for definitive terms鈥攕uch as index selection, barrier levels, contingent rate, pricing date, issue price and call schedule鈥攂efore committing capital.

Citigroup Global Markets Holdings Inc. (fully and unconditionally guaranteed by Citigroup Inc.) has filed Product Supplement No. IE-05-09 to its March 7, 2023 base prospectus and July 10, 2025 prospectus supplement for future issuances of Medium-Term Senior Notes, Series N 鈥� 鈥淩ange Accrual Securities.鈥�

The document establishes general terms that will apply to any future pricing supplement issued under this program. Key structural elements include:

• Underlying exposure: Each note will be linked to an equity index (and possibly one or more interest-rate benchmarks). The combined reference is defined as the 鈥淯nderlying Market Measure(s).鈥�
• Variable coupons: Notes pay a contingent, variable coupon that can be as high as the 鈥淐ontingent Rate鈥� stated in the future pricing supplement or as low as 0%. The actual rate for any period depends on (i) the set Contingent Rate (fixed or floating) and (ii) the number of 鈥淎ccrual Days鈥� during which the Accrual Condition is satisfied.
• Principal risk: Repayment of 100% of principal at maturity is not guaranteed. The redemption amount will be determined by the index level on the Final Valuation Date; investors may receive significantly less than par, including the possibility of a total loss of principal, and never more than par (excluding any final coupon).
• No upside participation: Investors do not benefit from any appreciation in the underlying index; upside is limited to received coupons.
• Credit exposure: The securities are unsecured senior obligations of Citigroup Global Markets Holdings Inc.; payments are further guaranteed on an unsecured basis by Citigroup Inc. All cash flows are therefore subject to C credit risk.
• Issuer call right: If specified in an individual pricing supplement, the issuer may redeem the notes early, limiting coupon-earning potential when market conditions are favorable for note-holders.
• Liquidity: Unless otherwise stated, the securities will not be listed on any exchange. Secondary market liquidity, if any, will rely on Citigroup Global Markets Inc. as dealer and may be materially limited.
• Tax considerations: Complex U.S. federal income tax treatment; coupon payments may be subject to 30% withholding for non-U.S. holders. The filing details significant uncertainty and possible future regulatory changes.
• Risk disclosures: Extensive discussion of market volatility, correlation (for multi-asset structures), hedging impacts, calculation-agent discretion, market disruption events, barrier/knock-in structures, and potential treatment under contingent payment debt regulations.

Investors must consult the future pricing supplement for definitive terms鈥攕uch as index selection, barrier levels, contingent rate, pricing date, issue price and call schedule鈥攂efore committing capital.

Citigroup Global Markets Holdings Inc. (fully and unconditionally guaranteed by Citigroup Inc.) has filed Product Supplement No. IE-05-09 to its March 7, 2023 base prospectus and July 10, 2025 prospectus supplement for future issuances of Medium-Term Senior Notes, Series N 鈥� 鈥淩ange Accrual Securities.鈥�

The document establishes general terms that will apply to any future pricing supplement issued under this program. Key structural elements include:

• Underlying exposure: Each note will be linked to an equity index (and possibly one or more interest-rate benchmarks). The combined reference is defined as the 鈥淯nderlying Market Measure(s).鈥�
• Variable coupons: Notes pay a contingent, variable coupon that can be as high as the 鈥淐ontingent Rate鈥� stated in the future pricing supplement or as low as 0%. The actual rate for any period depends on (i) the set Contingent Rate (fixed or floating) and (ii) the number of 鈥淎ccrual Days鈥� during which the Accrual Condition is satisfied.
• Principal risk: Repayment of 100% of principal at maturity is not guaranteed. The redemption amount will be determined by the index level on the Final Valuation Date; investors may receive significantly less than par, including the possibility of a total loss of principal, and never more than par (excluding any final coupon).
• No upside participation: Investors do not benefit from any appreciation in the underlying index; upside is limited to received coupons.
• Credit exposure: The securities are unsecured senior obligations of Citigroup Global Markets Holdings Inc.; payments are further guaranteed on an unsecured basis by Citigroup Inc. All cash flows are therefore subject to C credit risk.
• Issuer call right: If specified in an individual pricing supplement, the issuer may redeem the notes early, limiting coupon-earning potential when market conditions are favorable for note-holders.
• Liquidity: Unless otherwise stated, the securities will not be listed on any exchange. Secondary market liquidity, if any, will rely on Citigroup Global Markets Inc. as dealer and may be materially limited.
• Tax considerations: Complex U.S. federal income tax treatment; coupon payments may be subject to 30% withholding for non-U.S. holders. The filing details significant uncertainty and possible future regulatory changes.
• Risk disclosures: Extensive discussion of market volatility, correlation (for multi-asset structures), hedging impacts, calculation-agent discretion, market disruption events, barrier/knock-in structures, and potential treatment under contingent payment debt regulations.

Investors must consult the future pricing supplement for definitive terms鈥攕uch as index selection, barrier levels, contingent rate, pricing date, issue price and call schedule鈥攂efore committing capital.

Citigroup Global Markets Holdings Inc., fully guaranteed by Citigroup Inc., has filed Product Supplement No. ES-01-10 to its March 7 2023 base prospectus and July 10 2025 prospectus supplement for future issuances of Equity-Linked Securities (ELKS), Callable Yield Securities, or other similarly structured notes (collectively, the 鈥渟ecurities鈥�). These medium-term senior notes (Series N) provide fixed coupon payments but do not assure repayment of principal. Repayment at maturity depends on the performance of one or more 鈥淯nderlying Shares鈥� 鈥� individual equities, American depositary shares (ADSs), exchange-traded funds (ETFs) or, in some structures, the worst performer among multiple underlyings.

Key structural terms (set in each future pricing supplement):

• Coupon rate and payment schedule.
• Definition of 鈥淒ownside Event,鈥� equity ratio, initial share price and downside threshold price.
• Choice of valuation method (closing price vs. intra-day trading price) and observation window (single-day, daily, or period-based testing).
• Issuer call right on specified dates (if applicable).
• Issuer option to settle in cash instead of delivering shares.

Principal risks highlighted:

• Loss of up to 100 % of principal if a downside event occurs; investors receive underlying shares (or cash equivalent) likely worth less than par.
• No participation in upside appreciation; return is capped at coupons.
• Credit risk of both Citigroup Global Markets Holdings Inc. and Citigroup Inc.; securities are senior unsecured obligations.
• Generally no exchange listing, hence limited secondary liquidity; potential reliance on Citigroup Global Markets as sole market-maker.
• Complex U.S. tax treatment; IRS may challenge issuer鈥檚 assumptions, and Section 871(m) withholding may apply to non-U.S. holders.
• Broad calculation-agent discretion (an affiliate of the issuer) in determining prices, adjustments and market-disruption resolutions, creating potential conflicts of interest.

The document incorporates extensive risk disclosures covering volatility sensitivity, dividend dilution, market-disruption events, delisting scenarios, ETF-specific considerations, emerging-market exposure, and tax uncertainties. Investors are directed to read this supplement together with the base prospectus, the July 10 2025 prospectus supplement, and the eventual pricing supplement for each issuance before investing.