<SEC-DOCUMENT>0000950103-25-012643.txt : 20251001
<SEC-HEADER>0000950103-25-012643.hdr.sgml : 20251001
<ACCEPTANCE-DATETIME>20251001151636
ACCESSION NUMBER:		0000950103-25-012643
CONFORMED SUBMISSION TYPE:	424B2
PUBLIC DOCUMENT COUNT:		15
FILED AS OF DATE:		20251001
DATE AS OF CHANGE:		20251001

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			CITIGROUP INC
		CENTRAL INDEX KEY:			0000831001
		STANDARD INDUSTRIAL CLASSIFICATION:	NATIONAL COMMERCIAL BANKS [6021]
		ORGANIZATION NAME:           	02 Finance
		EIN:				521568099
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		424B2
		SEC ACT:		1933 Act
		SEC FILE NUMBER:	333-270327
		FILM NUMBER:		251364311

	BUSINESS ADDRESS:	
		STREET 1:		388 GREENWICH STREET
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10013
		BUSINESS PHONE:		2125591000

	MAIL ADDRESS:	
		STREET 1:		388 GREENWICH STREET
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10013

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	TRAVELERS GROUP INC
		DATE OF NAME CHANGE:	19950519

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	TRAVELERS INC
		DATE OF NAME CHANGE:	19940103

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	PRIMERICA CORP /NEW/
		DATE OF NAME CHANGE:	19920703

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			Citigroup Global Markets Holdings Inc.
		CENTRAL INDEX KEY:			0000200245
		STANDARD INDUSTRIAL CLASSIFICATION:	SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211]
		ORGANIZATION NAME:           	02 Finance
		EIN:				112418067
		STATE OF INCORPORATION:			NY
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		424B2
		SEC ACT:		1933 Act
		SEC FILE NUMBER:	333-270327-01
		FILM NUMBER:		251364312

	BUSINESS ADDRESS:	
		STREET 1:		388 GREENWICH ST
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10013
		BUSINESS PHONE:		212-816-6000

	MAIL ADDRESS:	
		STREET 1:		388 GREENWICH ST
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10013

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CITIGROUP GLOBAL MARKETS HOLDINGS INC
		DATE OF NAME CHANGE:	20030404

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	SALOMON SMITH BARNEY HOLDINGS INC
		DATE OF NAME CHANGE:	19971128

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	SALOMON INC
		DATE OF NAME CHANGE:	19920703
</SEC-HEADER>
<DOCUMENT>
<TYPE>424B2
<SEQUENCE>1
<FILENAME>dp235293_424b2-us2514101d.htm
<DESCRIPTION>PRELIMINARY PRICING SUPPLEMENT
<TEXT>
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<P STYLE="margin: 0">&nbsp;</P>

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    <P STYLE="color: red; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">The information in this preliminary
pricing supplement is not complete and may be changed. A registration statement relating to these notes has been filed with the Securities
and Exchange Commission. This preliminary pricing supplement and the accompanying product supplement, underlying supplement, prospectus
supplement and prospectus are not an offer to sell these notes, nor are they soliciting an offer to buy these notes, in any state where
the offer or sale is not permitted.</P>
    <P STYLE="color: red; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">SUBJECT TO COMPLETION, DATED
    OCTOBER 1, 2025</P></TD></TR>
  </TABLE>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
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    <TD STYLE="width: 53%; font-size: 10pt; color: #888888"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD>
    <TD STYLE="width: 47%">
    <P STYLE="color: gray; font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right">October&nbsp;&nbsp;&nbsp;&nbsp;
, 2025</P>
    <P STYLE="color: gray; font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right">Medium-Term Senior Notes,
Series N</P>
    <P STYLE="color: gray; font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right">Pricing Supplement No. 2025-USNCH[
]</P>
    <P STYLE="color: gray; font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right">Filed Pursuant to Rule 424(b)(2)</P>
    <P STYLE="color: gray; font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right">Registration Statement Nos.
333-270327 and 333-270327-01</P></TD></TR>
  </TABLE>
<P STYLE="color: #2292D0; font: 12pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Autocallable Market-Linked Notes Linked to the S&amp;P
500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER Due October 31, 2030</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; margin-left: 0in; text-indent: 0in"><B>Overview</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-size: 10pt">&squarf;</FONT></TD><TD>The notes offered by this pricing supplement are unsecured senior
debt securities issued by Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc.&nbsp;&nbsp;Unlike conventional debt
securities, the notes do not pay interest. Instead, the notes offer the potential to receive a premium upon automatic early redemption
or at maturity depending on the performance of the underlying specified below.</TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-size: 10pt">&squarf;</FONT></TD><TD>The notes offer the potential for automatic early redemption
at a premium following the first valuation date (other than the final valuation date) on which the closing value of the underlying is
greater than or equal to the premium threshold value applicable to that valuation date. If the notes are not automatically redeemed prior
to maturity, the notes will provide for repayment of the stated principal amount <I>plus</I> a premium at maturity if the final underlying
value is greater than or equal to the applicable premium threshold value. <B>However, if the notes are not automatically redeemed prior
to maturity and the final underlying value is less than the applicable premium threshold value, you will be repaid the stated principal
amount of your notes at maturity but will not receive any return on your investment.</B> You will not receive dividends with respect
to the underlying or participate in any appreciation of the underlying.</TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-size: 10pt">&squarf;</FONT></TD><TD>The notes are designed for investors who are willing to forgo
interest on the notes and accept the risk of not receiving any return on the notes in exchange for the possibility of automatic early
redemption at a premium or, if the notes are not automatically redeemed prior to maturity, a premium at maturity, based in each case
on the performance of the underlying. Investors should understand that there is no guarantee that they will receive a positive return
on their investment in the notes and that even if they do receive a positive return, there is no assurance that their total return at
maturity on the notes will compensate them for the effects of inflation or be as great as the yield you could have achieved on a conventional
debt security of ours of comparable maturity.</TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-size: 10pt">&squarf;</FONT></TD><TD>The underlying is highly risky because it may reflect highly
leveraged exposure to any decline in a hypothetical portfolio consisting of the S&amp;P 500 Futures Excess Return Index and the S&amp;P
GSCI Gold ER.&nbsp;&nbsp;The S&amp;P 500 Futures Excess Return Index and the S&amp;P GSCI Gold ER track futures contracts on the S&amp;P
500<SUP>&reg;</SUP> Index and gold, respectively, and are likely to underperform the S&amp;P 500<SUP>&reg;</SUP> Index and gold, respectively,
because of an implicit financing cost.&nbsp;&nbsp;In addition, notional costs and a decrement of 6% per annum will be a significant drag
on the performance of the underlying.&nbsp;&nbsp;You should carefully review the section &ldquo;Summary Risk Factors&mdash;Risks relating
to the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER&rdquo; in this pricing supplement.</TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-size: 10pt">&squarf;</FONT></TD><TD>Investors in the notes must be willing to accept (i) an investment
that may have limited or no liquidity and (ii) the risk of not receiving any payments due under the notes if we and Citigroup Inc. default
on our obligations. <B>All payments on the notes are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup
Inc.</B></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #2292D0">
    <TD COLSPAN="2"><FONT STYLE="font-size: 10pt; color: white"><B>KEY TERMS</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 23%"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Issuer:</B></FONT></TD>
    <TD STYLE="width: 77%"><FONT STYLE="font-size: 10pt">Citigroup Global Markets Holdings Inc., a wholly owned subsidiary of Citigroup Inc.</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Guarantee:</B></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">All payments due on the notes are fully and unconditionally guaranteed by Citigroup Inc.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Underlying:</B></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">The S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER (ticker symbol: &ldquo;SPXGT356&rdquo;)</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Stated principal amount:</B></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">$1,000 per note</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Pricing date:</B></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">October 31, 2025</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Issue date:</B></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">November 5, 2025</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Final valuation date:</B></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">October 31, 2030, subject to postponement if such date is not a scheduled trading day or certain market disruption events occur</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Maturity date:</B></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">Unless earlier redeemed, November 5, 2030</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Automatic early redemption:</B></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">If, on any valuation date prior to the final valuation date, the closing value of the underlying is greater than or equal to the premium threshold value applicable to that valuation date, the notes will be automatically redeemed on the third business day immediately following that valuation date for an amount in cash per note equal to $1,000 plus the premium applicable to that valuation date. If the notes are automatically redeemed following any valuation date prior to the final valuation date, they will cease to be outstanding and you will not receive the premium applicable to any later valuation date.</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Payment at maturity:</B></FONT></TD>
    <TD>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">If the notes are not automatically redeemed prior to maturity,
you will receive at maturity for each note you then hold:</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 26.35pt; text-indent: -8.5pt"><FONT STYLE="font-family: Wingdings">&sect;&#9;</FONT>If
the final underlying value is <B>greater than or equal to</B> the premium threshold value applicable to the final valuation date:</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 26.35pt">$1,000 + the premium applicable to the final valuation
date</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 26.35pt; text-indent: -8.5pt"><FONT STYLE="font-family: Wingdings">&sect;&#9;</FONT>If
the final underlying value is <B>less than</B> the premium threshold value applicable to the final valuation date:</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 26.35pt">$1,000</P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Initial underlying value:</B></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;, the closing value of the underlying on the pricing date</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Final underlying value:</B></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">The closing value of the underlying on the final valuation date</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Listing:</B></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">The notes will not be listed on any securities exchange</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Underwriter:</B></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">Citigroup Global Markets Inc. (&ldquo;<B>CGMI</B>&rdquo;), an affiliate of the issuer, acting as principal</FONT></TD></TR>
  </TABLE>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 23%"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Underwriting fee and issue price:</B></FONT></TD>
    <TD STYLE="width: 23%; text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Issue price<SUP>(1)</SUP></B></FONT></TD>
    <TD STYLE="width: 28%; text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Underwriting fee<SUP>(2)</SUP></B></FONT></TD>
    <TD STYLE="width: 26%; text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Proceeds to issuer<SUP>(3)</SUP></B></FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Per note:</B></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$10.00</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$990.00</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Total:</B></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><I>(Key Terms continued on next page)</I></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">(1) Citigroup Global Markets Holdings Inc. currently expects that the
estimated value of the notes on the pricing date will be at least $850.00 per note, which will be less than the issue price. The estimated
value of the notes is based on CGMI&rsquo;s proprietary pricing models and our internal funding rate. It is not an indication of actual
profit to CGMI or other of our affiliates, nor is it an indication of the price, if any, at which CGMI or any other person may be willing
to buy the notes from you at any time after issuance. See &ldquo;Valuation of the Notes&rdquo; in this pricing supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">(2) CGMI will receive an underwriting fee of up to $10.00 for each
note sold in this offering. The total underwriting fee and proceeds to issuer in the table above give effect to the actual total underwriting
fee. For more information on the distribution of the notes, see &ldquo;Supplemental Plan of Distribution&rdquo; in this pricing supplement.
In addition to the underwriting fee, CGMI and its affiliates may profit from expected hedging activity related to this offering, even
if the value of the notes declines. See &ldquo;Use of Proceeds and Hedging&rdquo; in the accompanying prospectus.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">(3) The per note proceeds to issuer indicated above represent the minimum
per note proceeds to issuer for any note, assuming the maximum per note underwriting fee. As noted above, the underwriting fee is variable.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Concurrent with this offering of the notes, the issuer is offering
other notes that are similar to the notes but that have economic terms that differ from those provided by the notes. The differences
in the economic terms reflect differences in costs to the issuer in connection with the distribution of the notes and such other notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Investing in the notes involves risks not associated with an investment
in conventional debt securities. See &ldquo;Summary Risk Factors&rdquo; beginning on page PS-7.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B>Neither the Securities and Exchange Commission
(the &ldquo;SEC&rdquo;) nor any state securities commission has approved or disapproved of the notes or determined that this pricing
supplement and the accompanying product supplement, underlying supplement, prospectus supplement and prospectus are truthful or complete.
Any representation to the contrary is a criminal offense.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B><I>You should read this pricing supplement together
with the accompanying product supplement, underlying supplement, prospectus supplement and prospectus, each of which can be accessed
via the hyperlinks below:</I></B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 50%; text-align: center"><A HREF="https://www.sec.gov/Archives/edgar/data/200245/000095010323003821/dp190218_424b2-pp0309.htm" STYLE="color: rgb(34,146,208); text-decoration: underline"><FONT STYLE="font-size: 10pt; color: rgb(34,146,208)"><B>Product Supplement No. EA-03-09 dated March 7, 2023</B></FONT></A></TD>
    <TD STYLE="width: 50%; text-align: center"><A HREF="https://www.sec.gov/Archives/edgar/data/200245/000095010323003815/dp189981_424b2-us11.htm" STYLE="color: rgb(34,146,208); text-decoration: underline"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Underlying Supplement No. 11 dated March 7, 2023</B></FONT></A></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center; color: #2292D0"><B><A HREF="https://www.sec.gov/Archives/edgar/data/200245/000119312523063080/d470905d424b2.htm" STYLE="color: rgb(34,146,208); text-decoration: underline">Prospectus Supplement and Prospectus each dated March 7, 2023</A></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B>The notes are not bank deposits and are not insured
or guaranteed by the Federal Deposit Insurance Corporation or any other governmental agency, nor are they obligations of, or guaranteed
by, a bank.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="border-bottom: #2292D0 1pt solid; width: 100%; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #2292D0">
    <TD COLSPAN="2"><FONT STYLE="font-size: 10pt; color: white"><B>KEY TERMS (continued)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 23%"><FONT STYLE="color: #2292D0"><B>Valuation dates and premiums:</B></FONT></TD>
    <TD STYLE="width: 77%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The premium applicable to each valuation date will be determined
on the pricing date and will be at least the percentage of the stated principal amount set forth below. <B>The premium may be significantly
less than the appreciation of the underlying from the pricing date to the applicable valuation date.</B></P></TD></TR>
  </TABLE>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 23%">&nbsp;</TD>
    <TD STYLE="width: 29%"><B>Valuation dates*</B></TD>
    <TD STYLE="width: 48%"><B>Premium</B></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>&bull;&#9;November 2, 2026:</TD>
    <TD>13.00% of the stated principal amount</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>&bull;&#9;November 1, 2027:</TD>
    <TD>26.00% of the stated principal amount</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>&bull;&#9;October 31, 2028:</TD>
    <TD>39.00% of the stated principal amount</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>&bull;&#9;October 31, 2029:</TD>
    <TD>52.00% of the stated principal amount</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>&bull;&#9;October 31, 2030 (the final valuation date):</TD>
    <TD>65.00% of the stated principal amount</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD COLSPAN="2">*Each valuation date is subject to postponement if such date is not a scheduled trading day or certain market disruption events occur</TD></TR>
  </TABLE>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="width: 23%"><FONT STYLE="color: #2292D0"><B>Premium threshold value:</B></FONT></TD>
    <TD STYLE="width: 77%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The premium threshold value applicable to each valuation date is the
    percentage of the initial underlying value indicated below.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P></TD></TR>
  </TABLE>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="background-color: rgb(220,235,244); width: 23%">&nbsp;</TD>
    <TD STYLE="background-color: rgb(220,235,244); width: 29%">&bull;&#9;November 2, 2026:</TD>
    <TD STYLE="background-color: rgb(220,235,244); width: 48%">125.00% of the initial underlying value</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="background-color: rgb(220,235,244)">&nbsp;</TD>
    <TD STYLE="background-color: rgb(220,235,244)">&bull;&#9;November 1, 2027:</TD>
    <TD STYLE="background-color: rgb(220,235,244)">120.00% of the initial underlying value</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="background-color: rgb(220,235,244)">&nbsp;</TD>
    <TD STYLE="background-color: rgb(220,235,244)">&bull;&#9;October 31, 2028:</TD>
    <TD STYLE="background-color: rgb(220,235,244)">115.00% of the initial underlying value</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="background-color: rgb(220,235,244)">&nbsp;</TD>
    <TD STYLE="background-color: rgb(220,235,244)">&bull;&#9;October 31, 2029:</TD>
    <TD STYLE="background-color: rgb(220,235,244)">110.00% of the initial underlying value</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="background-color: rgb(220,235,244)">&nbsp;</TD>
    <TD STYLE="background-color: rgb(220,235,244)">&bull;&#9;October 31, 2030 (the final valuation date):</TD>
    <TD STYLE="background-color: rgb(220,235,244)">105.00% of the initial underlying value</TD></TR>
  </TABLE>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 23%"><FONT STYLE="color: #2292D0"><B>CUSIP / ISIN:</B></FONT></TD>
    <TD STYLE="width: 77%">17333MK85 / US17333MK851</TD></TR>
  </TABLE>

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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">Additional Information</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>General.</B> The terms of the notes are set forth in the accompanying
product supplement, prospectus supplement and prospectus, as supplemented by this pricing supplement. The accompanying product supplement,
prospectus supplement and prospectus contain important disclosures that are not repeated in this pricing supplement. For example, the
accompanying product supplement contains important information about how the closing value of the underlying will be determined and about
adjustments that may be made to the terms of the notes upon the occurrence of market disruption events and other specified events with
respect to the underlying. The accompanying underlying supplement contains important disclosures regarding the S&amp;P 500<SUP>&reg;</SUP>
Index and the S&amp;P GSCI Index, both of which are relevant to the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement
Index (USD) ER as more fully described in the annexes to this pricing supplement. It is important that you read the accompanying product
supplement, underlying supplement, prospectus supplement and prospectus together with this pricing supplement in deciding whether to invest
in the notes. Certain terms used but not defined in this pricing supplement are defined in the accompanying product supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Closing value.</B> The closing value of the underlying is its closing
level, as described in the accompanying product supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">Hypothetical Payment Upon Automatic Early Redemption</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The following table illustrates how the amount payable per note upon
automatic early redemption will be calculated if the closing value of the underlying on any valuation date prior to the final valuation
date is greater than or equal to the premium threshold value applicable to that valuation date. The table assumes that the premium applicable
to each valuation date prior to the final valuation date will be set at the lowest value set forth under &ldquo;Key Terms&rdquo; above.
The actual premium applicable to each valuation date prior to the final valuation date will be determined on the pricing date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR>
    <TD STYLE="padding: 4pt; width: 25%"><B>If the closing value of the underlying on the following valuation date...</B></TD>
    <TD STYLE="padding: 4pt; width: 25%"><B>...is greater than or equal to the following premium threshold value...</B></TD>
    <TD STYLE="padding: 4pt; width: 50%"><B>...then you will receive the following payment per note upon automatic early redemption:</B></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding: 4pt">November 2, 2026</TD>
    <TD STYLE="padding: 4pt">125.00% of the initial underlying value</TD>
    <TD STYLE="padding: 4pt">$1,000.00 + applicable premium = $1,000.00 + $130.00 = $1,130.00</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding: 4pt">November 1, 2027</TD>
    <TD STYLE="padding: 4pt">120.00% of the initial underlying value</TD>
    <TD STYLE="padding: 4pt">$1,000.00 + applicable premium = $1,000.00 + $260.00 = $1,260.00</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding: 4pt">October 31, 2028</TD>
    <TD STYLE="padding: 4pt">115.00% of the initial underlying value</TD>
    <TD STYLE="padding: 4pt">$1,000.00 + applicable premium = $1,000.00 + $390.00 = $1,390.00</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding: 4pt">October 31, 2029</TD>
    <TD STYLE="padding: 4pt">110.00% of the initial underlying value</TD>
    <TD STYLE="padding: 4pt">$1,000.00 + applicable premium = $1,000.00 + $520.00 = $1,520.00</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>If, on any valuation date prior to the final valuation date, the
closing value of the underlying is less than the applicable premium threshold value, you will not receive the premium indicated above
following that valuation date. In order to receive the premium indicated above, the closing value of the underlying on the applicable
valuation date must be greater than or equal to the applicable premium threshold value.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">Payment at Maturity Diagram</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The diagram below illustrates your payment at maturity of the notes,
assuming the notes have not previously been automatically redeemed, for a range of hypothetical underlying performance. The diagram assumes
that the premium applicable to the final valuation date will be set at the lowest value set forth under &ldquo;Key Terms&rdquo; above.
The actual premium applicable to the final valuation date will be determined on the pricing date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Investors in the notes will not receive any dividends with respect
to the underlying. The diagram and examples below do not show any effect of lost dividend yield over the term of the notes.</B> See &ldquo;Summary
Risk Factors&mdash;You will not receive dividends or have any other rights with respect to the underlying&rdquo; below.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="width: 100%; border: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Market-Linked Notes<BR>
Payment at Maturity Diagram</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><IMG SRC="image_001.jpg" ALT="" STYLE="height: 404px; width: 561px"></FONT></TD></TR>
  </TABLE>

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    <!-- Field: /Page -->

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">Hypothetical Examples of the Payment at Maturity</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The examples below are intended to illustrate how, if the notes are
not automatically redeemed prior to maturity, your payment at maturity will depend on the final underlying value. Your actual payment
at maturity per note, if the notes are not automatically redeemed prior to maturity, will depend on the actual final underlying value.
The examples are solely for illustrative purposes, do not show all possible outcomes and are not a prediction of any payment that may
be made on the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The examples below are based on the following hypothetical values and
do not reflect the actual initial underlying value or premium threshold value applicable to the final valuation date. For the actual initial
underlying value and premium threshold value applicable to the final valuation date, see the cover page of this pricing supplement. We
have used these hypothetical values, rather than the actual values, to simplify the calculations and aid understanding of how the notes
work. However, you should understand that the actual payment at maturity on the notes will be calculated based on the actual initial underlying
value and premium threshold value applicable to the final valuation date, and not the hypothetical values indicated below. For ease of
analysis, figures below have been rounded. The examples below assume that the premium applicable to the final valuation date will be set
at the lowest value set forth under &ldquo;Key Terms&rdquo; above. The actual premium applicable to the final valuation date will be determined
on the pricing date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="background-color: #DCEBF4">
    <TD STYLE="width: 53%; border: #00B0F0 1pt solid"><FONT STYLE="color: #2292D0"><B>Hypothetical initial underlying value:</B></FONT></TD>
    <TD STYLE="width: 47%; border-top: #00B0F0 1pt solid; border-right: #00B0F0 1pt solid; border-bottom: #00B0F0 1pt solid">100.00</TD></TR>
  <TR>
    <TD STYLE="border-right: #00B0F0 1pt solid; border-bottom: #00B0F0 1pt solid; border-left: #00B0F0 1pt solid"><FONT STYLE="color: #2292D0"><B>Hypothetical premium threshold value applicable to the final valuation date:</B></FONT></TD>
    <TD STYLE="border-right: #00B0F0 1pt solid; border-bottom: #00B0F0 1pt solid">105.00 (105.00% of the hypothetical initial underlying value)</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Example 1&mdash;Upside Scenario.</B> The final underlying value is
110.00 (a 10% increase from the initial underlying value). In this example, the final underlying value is <B>greater than</B> the premium
threshold value applicable to the final valuation date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Payment at maturity per note = $1,000 + the premium applicable to the
final valuation date</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">= $1,000 + $650</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">= $1,650</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">In this scenario, because the final underlying value is greater than
the premium threshold value applicable to the final valuation date, you would be repaid the stated principal amount of your notes at maturity
<I>plus</I> the premium applicable to the final valuation date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Example 2&mdash;Par Scenario A.</B> The final underlying value is
101.00 (a 1% increase from the initial underlying value), which is&nbsp;<B>less than&nbsp;</B>the premium threshold value applicable to
the final valuation date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Payment at maturity per note = $1,000</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">In this scenario, the underlying has appreciated from the initial underlying
value to the final underlying value but the final underlying value is less than the premium threshold value applicable to the final valuation
date. As a result, you would be repaid the stated principal amount of your notes at maturity but would not receive any positive return
on your investment.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Example 3&mdash;Par Scenario B.</B> The final underlying value is
90.00 (a 10% decrease from the initial underlying value). In this example, the final underlying value is <B>less than</B> the premium
threshold value applicable to the final valuation date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Payment at maturity per note = $1,000</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">In this scenario, because the underlying has depreciated from the initial
underlying value to the final underlying value and the final underlying value is less than the premium threshold value applicable to the
final valuation date, you would be repaid the stated principal amount of your notes at maturity but you would not receive any positive
return on your investment.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">Summary Risk Factors</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">An investment in the notes is significantly riskier than an investment
in conventional debt securities. The notes are subject to all of the risks associated with an investment in our conventional debt securities
(guaranteed by Citigroup Inc.), including the risk that we and Citigroup Inc. may default on our obligations under the notes, and are
also subject to risks associated with the underlying. Accordingly, the notes are suitable only for investors who are capable of understanding
the complexities and risks of the notes. You should consult your own financial, tax and legal advisors as to the risks of an investment
in the notes and the suitability of the notes in light of your particular circumstances.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The following is a summary of certain key risk factors for investors
in the notes. You should read this summary together with the more detailed description of risks relating to an investment in the notes
contained in the section &ldquo;Risk Factors Relating to the Notes&rdquo; beginning on page EA-6 in the accompanying product supplement.
You should also carefully read the risk factors included in the accompanying prospectus supplement and in the documents incorporated by
reference in the accompanying prospectus, including Citigroup Inc.&rsquo;s most recent Annual Report on Form 10-K and any subsequent Quarterly
Reports on Form 10-Q, which describe risks relating to the business of Citigroup Inc. more generally.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Citigroup Inc. will release quarterly earnings on October 14, 2025,
which is during the marketing period and prior to the pricing date of these notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Risks relating to the notes</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>You may not receive any return on your investment in the notes.</B> If, on each valuation date prior to the final valuation date,
the closing value of the underlying is not greater than or equal to the premium threshold value applicable to that valuation date, then
the notes will not be automatically redeemed at a premium.&nbsp;&nbsp;In that event, you will receive a positive return on your investment
in the notes only if the final underlying value is greater than or equal to the premium threshold value applicable to the final valuation
date. If the final underlying value is less than the premium threshold value applicable to the final valuation date, you will receive
only the stated principal amount of $1,000 for each note you hold at maturity. As the notes do not pay any interest, even if the underlying
appreciates from the initial underlying value to the final underlying value, there is no assurance that your total return at maturity
on the notes will be as great as could have been achieved on conventional debt securities of ours of comparable maturity.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The notes do not pay interest.</B> Unlike conventional debt securities, the notes do not pay interest prior to maturity. You should
not invest in the notes if you seek current income during the term of the notes.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The premium threshold value is greater than the initial underlying value</B>. You will receive a premium only if the closing value
of the underlying on the applicable valuation date is greater than or equal to the premium threshold value applicable to that valuation
date. Even if the closing value of the underlying increases over the term of the notes, it may not increase sufficiently for the notes
to be automatically redeemed. Additionally, if the final underlying value is greater than the initial underlying value but less than the
premium threshold value applicable to the final valuation date, you will receive no positive return on the notes and the notes will underperform
an alternative investment providing 1-to-1 exposure to the performance of the underlying on the final valuation date.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>Your potential return on the notes is limited.</B> Your potential return on the notes is limited to the applicable premium payable
upon automatic early redemption or at maturity, as described on the cover page of this pricing supplement. If the closing value of the
underlying on one of the valuation dates is greater than or equal to the premium threshold value applicable to that valuation date, you
will be repaid the stated principal amount of your notes and will receive the fixed premium applicable to that valuation date, regardless
of how significantly the closing value of the underlying on that valuation date may exceed the initial underlying value. Accordingly,
any premium may result in a return on the notes that is significantly less than the return you could have achieved on a direct investment
in the underlying.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The notes may be automatically redeemed prior to maturity, limiting the term of the notes.</B> If the closing value of the underlying
on any valuation date prior to the final valuation date is greater than or equal to the premium threshold value applicable to that valuation
date, the notes will be automatically redeemed. If the notes are automatically redeemed following any valuation date prior to the final
valuation date, they will cease to be outstanding and you will not receive the premium applicable to any later valuation date. Moreover,
you may not be able to reinvest your funds in another investment that provides a similar yield with a similar level of risk.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>Although the notes provide for the repayment of the stated principal amount at maturity, you may nevertheless suffer a loss on
your investment in real value terms. </B>This is because inflation may cause the real value of the stated principal amount to be less
at maturity than it is at the time you invest, and because an investment in the notes represents a forgone opportunity to invest in an
alternative asset that does generate a positive real return. This potential loss in real value terms is significant given the term of
the notes. You should carefully consider whether an investment that may not provide for any return on your investment, or may provide
a return that is lower than the return on alternative investments, is appropriate for you.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The performance of the notes will depend on the closing values of the underlying solely on the valuation dates, which makes the
notes particularly sensitive to volatility in the closing values of the underlying on or near the valuation dates.</B> Whether the notes
will be automatically redeemed prior to maturity will depend on the closing values of the underlying solely on the valuation dates (other
than the final valuation date), regardless of the closing values of the underlying on other days during the term of the notes. If the
notes are not automatically redeemed prior to maturity, what you receive at maturity will depend solely on the closing value of the underlying
on the final valuation date, and not on any other day during the term of the notes. Because the performance of the notes depends on the
closing values of the underlying on a limited number of dates, the notes will be particularly sensitive to volatility in the closing values
of the underlying on or near the valuation dates. You should understand that the closing value of the underlying has historically been
highly volatile.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>


<!-- Field: Page; Sequence: 7; Value: 2 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; font-size: 10pt; color: #59AE43">&nbsp;</TD><TD STYLE="width: 50%; text-align: right; font-size: 10pt; color: #59AE43"><FONT STYLE="font-size: 10pt; color: #2292D0">PS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->7<!-- Field: /Sequence --></FONT></TD></TR></TABLE></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The notes are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc.</B> If we default on our
obligations under the notes and Citigroup Inc. defaults on its guarantee obligations, you may not receive anything owed to you under the
notes.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The notes will not be listed on any securities exchange and you may not be able to sell them prior to maturity.</B> The notes will
not be listed on any securities exchange. Therefore, there may be little or no secondary market for the notes. CGMI currently intends
to make a secondary market in relation to the notes and to provide an indicative bid price for the notes on a daily basis. Any indicative
bid price for the notes provided by CGMI will be determined in CGMI&rsquo;s sole discretion, taking into account prevailing market conditions
and other relevant factors, and will not be a representation by CGMI that the notes can be sold at that price, or at all. CGMI may suspend
or terminate making a market and providing indicative bid prices without notice, at any time and for any reason. If CGMI suspends or terminates
making a market, there may be no secondary market at all for the notes because it is likely that CGMI will be the only broker-dealer that
is willing to buy your notes prior to maturity. Accordingly, an investor must be prepared to hold the notes until maturity.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>Sale of the notes prior to maturity may result in a loss of principal.</B> You will be entitled to receive at least the full stated
principal amount of your notes, subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc., only if you hold
the notes to maturity. The value of the notes may fluctuate during the term of the notes, and if you are able to sell your notes prior
to maturity, you may receive less than the full stated principal amount of your notes.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The estimated value of the notes on the pricing date, based on CGMI&rsquo;s proprietary pricing models and our internal funding
rate, is less than the issue price.</B> The difference is attributable to certain costs associated with selling, structuring and hedging
the notes that are included in the issue price. These costs include (i) any selling concessions or other fees paid in connection with
the offering of the notes, (ii) hedging and other costs incurred by us and our affiliates in connection with the offering of the notes
and (iii) the expected profit (which may be more or less than actual profit) to CGMI or other of our affiliates in connection with hedging
our obligations under the notes. These costs adversely affect the economic terms of the notes because, if they were lower, the economic
terms of the notes would be more favorable to you. The economic terms of the notes are also likely to be adversely affected by the use
of our internal funding rate, rather than our secondary market rate, to price the notes. See &ldquo;The estimated value of the notes would
be lower if it were calculated based on our secondary market rate&rdquo; below.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The estimated value of the notes was determined for us by our affiliate using proprietary pricing models.</B> CGMI derived the
estimated value disclosed on the cover page of this pricing supplement from its proprietary pricing models. In doing so, it may have made
discretionary judgments about the inputs to its models, such as the volatility of the closing value of the underlying, dividend yield
on the stocks underlying the futures contracts included in the underlying and interest rates. CGMI&rsquo;s views on these inputs may differ
from your or others&rsquo; views, and as an underwriter in this offering, CGMI&rsquo;s interests may conflict with yours. Both the models
and the inputs to the models may prove to be wrong and therefore not an accurate reflection of the value of the notes. Moreover, the estimated
value of the notes set forth on the cover page of this pricing supplement may differ from the value that we or our affiliates may determine
for the notes for other purposes, including for accounting purposes. You should not invest in the notes because of the estimated value
of the notes. Instead, you should be willing to hold the notes to maturity irrespective of the initial estimated value.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The estimated value of the notes would be lower if it were calculated based on our secondary market rate.</B> The estimated value
of the notes included in this pricing supplement is calculated based on our internal funding rate, which is the rate at which we are willing
to borrow funds through the issuance of the notes. Our internal funding rate is generally lower than our secondary market rate, which
is the rate that CGMI will use in determining the value of the notes for purposes of any purchases of the notes from you in the secondary
market. If the estimated value included in this pricing supplement were based on our secondary market rate, rather than our internal funding
rate, it would likely be lower. We determine our internal funding rate based on factors such as the costs associated with the notes, which
are generally higher than the costs associated with conventional debt securities, and our liquidity needs and preferences. Our internal
funding rate is not an interest rate that we will pay to investors in the notes, which do not bear interest.&nbsp;&nbsp;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in">Because there is not an active market for traded instruments
referencing our outstanding debt obligations, CGMI determines our secondary market rate based on the market price of traded instruments
referencing the debt obligations of Citigroup Inc., our parent company and the guarantor of all payments due on the notes, but subject
to adjustments that CGMI makes in its sole discretion. As a result, our secondary market rate is not a market-determined measure of our
creditworthiness, but rather reflects the market&rsquo;s perception of our parent company&rsquo;s creditworthiness as adjusted for discretionary
factors such as CGMI&rsquo;s preferences with respect to purchasing the notes prior to maturity.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The estimated value of the notes is not an indication of the price, if any, at which CGMI or any other person may be willing to
buy the notes from you in the secondary market.</B> Any such secondary market price will fluctuate over the term of the notes based on
the market and other factors described in the next risk factor. Moreover, unlike the estimated value included in this pricing supplement,
any value of the notes determined for purposes of a secondary market transaction will be based on our secondary market rate, which will
likely result in a lower value for the notes than if our internal funding rate were used. In addition, any secondary market price for
the notes will be reduced by a bid-ask spread, which may vary depending on the aggregate stated principal amount of the notes to be purchased
in the secondary market transaction, and the expected cost of unwinding related hedging transactions. As a result, it is likely that any
secondary market price for the notes will be less than the issue price.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The value of the notes prior to maturity will fluctuate based on many unpredictable factors.</B> The value of your notes prior
to maturity will fluctuate based on the closing value of the underlying, the volatility of the closing value of the underlying, dividend
yield on the stocks underlying the equity futures contracts included in underlying, interest rates generally, the time remaining to maturity
and our and Citigroup Inc.&rsquo;s creditworthiness, as reflected in our secondary market rate, among other factors described under &ldquo;Risk
Factors Relating to the Notes&mdash;Risk Factors Relating to All Notes&mdash;The value of your notes prior to maturity will fluctuate
based on many unpredictable factors&rdquo; in the accompanying product supplement. Changes in the closing value of the underlying may
not result in a</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>


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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; font-size: 10pt; color: #59AE43">&nbsp;</TD><TD STYLE="width: 50%; text-align: right; font-size: 10pt; color: #59AE43"><FONT STYLE="font-size: 10pt; color: #2292D0">PS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->8<!-- Field: /Sequence --></FONT></TD></TR></TABLE></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in; text-indent: 0in">comparable change in the value of your notes.
You should understand that the value of your notes at any time prior to maturity may be significantly less than the issue price.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in; text-indent: 0in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>Immediately following issuance, any secondary market bid price provided by CGMI, and the value that will be indicated on any brokerage
account statements prepared by CGMI or its affiliates, will reflect a temporary upward adjustment.</B> The amount of this temporary upward
adjustment will steadily decline to zero over the temporary adjustment period. See &ldquo;Valuation of the Notes&rdquo; in this pricing
supplement.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>Our offering of the notes is not a recommendation of the underlying.</B> The fact that we are offering the notes does not mean
that we believe that investing in an instrument linked to the underlying is likely to achieve favorable returns. In fact, as we are part
of a global financial institution, our affiliates may have positions (including short positions) in the underlying or in instruments related
to the underlying, and may publish research or express opinions, that in each case are inconsistent with an investment linked to the underlying.
These and other activities of our affiliates may affect the closing value of the underlying in a way that negatively affects the value
of and your return on the notes.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The closing value of the underlying may be adversely affected by our or our affiliates&rsquo; hedging and other trading activities.</B>
We expect to hedge our obligations under the notes through CGMI or other of our affiliates, who may take positions in the underlying or
in financial instruments related to the underlying and may adjust such positions during the term of the notes. Our affiliates also take
positions in the underlying or in financial instruments related to the underlying on a regular basis (taking long or short positions or
both), for their accounts, for other accounts under their management or to facilitate transactions on behalf of customers. These activities
could affect the closing value of the underlying in a way that negatively affects the value of and your return on the notes. They could
also result in substantial returns for us or our affiliates while the value of the notes declines.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>We and our affiliates may have economic interests that are adverse to yours as a result of our affiliates&rsquo; business activities.</B>
Our affiliates engage in business activities with a wide range of companies. These activities include extending loans, making and facilitating
investments, underwriting securities offerings and providing advisory services. These activities could involve or affect the underlying
in a way that negatively affects the value of and your return on the notes. They could also result in substantial returns for us or our
affiliates while the value of the notes declines. In addition, in the course of this business, we or our affiliates may acquire non-public
information, which will not be disclosed to you.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The calculation agent, which is an affiliate of ours, will make important determinations with respect to the notes.</B> If certain
events occur during the term of the notes, such as market disruption events and other events with respect to the underlying, CGMI, as
calculation agent, will be required to make discretionary judgments that could significantly affect your return on the notes. In making
these judgments, the calculation agent&rsquo;s interests as an affiliate of ours could be adverse to your interests as a holder of the
notes. See &ldquo;Risk Factors Relating to the Notes&mdash;Risk Factors Relating to All Notes&mdash;The calculation agent, which is an
affiliate of ours, will make important determinations with respect to the notes&rdquo; in the accompanying product supplement.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>If a commodity hedging disruption event occurs during the term of the notes, we may redeem the notes early. </B>See &ldquo;Additional
Terms of the Notes&mdash;Commodity Hedging Disruption Event&rdquo; in this pricing supplement for information about the events that may
constitute a commodity hedging disruption event.&nbsp;&nbsp;If a commodity hedging disruption event occurs, we may redeem the notes prior
to the maturity date for an amount equal to the early redemption amount determined as of the early redemption valuation date.&nbsp;&nbsp;The
early redemption amount will be determined in a manner based upon (but not necessarily identical to) CGMI&rsquo;s then contemporaneous
practices for determining secondary market bid prices for the notes and similar instruments, subject to the exceptions and more detailed
provisions set forth under &ldquo;Additional Terms of the Notes&mdash;Commodity Hedging Disruption Event&rdquo; below, and <I>provided</I>
that the early redemption amount will not be less than the stated principal amount.&nbsp;&nbsp;As discussed above, any secondary market
bid price is likely to be less than the issue price and, absent favorable changes in market conditions and other relevant factors, is
also likely to be less than the estimated value of the notes set forth on the cover page of this pricing supplement.&nbsp;&nbsp;Accordingly,
if a commodity hedging disruption event occurs, there is a significant likelihood that the early redemption amount you receive will be
limited to your stated principal amount.&nbsp;&nbsp;Moreover, in determining the early redemption amount, the calculation agent will take
into account the relevant event that has occurred, and that event may have a significant adverse effect on the underlying commodity market
and/or commodity markets generally.</TD></TR></TABLE>

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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in; text-indent: 0in">The early redemption amount may be significantly
less than the amount you would have received had we not elected to redeem the notes and had you been able instead to hold them to maturity.&nbsp;&nbsp;For
example, the early redemption amount may be determined during a market disruption that has a significant adverse effect on the early redemption
amount.&nbsp;&nbsp;That market disruption may be resolved by the time of the originally scheduled maturity date and, had your payment
on the notes been determined on the scheduled final valuation date rather than on the early redemption valuation date, you might have
achieved a significantly better return.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in; text-indent: 0in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The calculation agent may make discretionary determinations in connection with a commodity hedging disruption event and the early
redemption amount that could adversely affect your return upon early redemption.</B>&nbsp;&nbsp;The calculation agent will be required
to exercise discretion in determining whether a commodity hedging disruption event has occurred.&nbsp;&nbsp;If the calculation agent determines
that a commodity hedging disruption event has occurred and as a result we elect to redeem the notes upon the occurrence of a commodity
hedging disruption event, you may not receive any positive return on your investment in the notes.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in; text-indent: 0in">In addition, the calculation agent has broad
discretion to determine the early redemption amount, including the ability to make adjustments to proprietary pricing models and inputs
to those models in good faith and in a commercially reasonable manner.&nbsp;&nbsp;The fact that the calculation agent is our affiliate
may cause it to have interests that are adverse to yours as a holder of the notes.&nbsp;&nbsp;Under the terms of the notes, the calculation
agent has the authority to make determinations that may protect our economic interests while resulting in a significant adverse effect
on your investment in the notes.</P>

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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in; text-indent: -0.25in"><FONT STYLE="background-color: white"><B>Risks
relating to the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER</B></FONT></P>

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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in"><FONT STYLE="background-color: white"><I>The
following discussion of risks relating to the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER, which
we refer to in this section as the &ldquo;<B>Index</B>&rdquo;, should be read together with the description of the Index in Annex A to
this pricing supplement, which defines and further describes a number of the terms and concepts referred to in this section.</I></FONT></P>

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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>The Index is highly risky because it may reflect highly leveraged exposure to the Portfolio
and may therefore experience a decline that is many multiples of any decline in the Portfolio.&nbsp;&nbsp;</B>The Index tracks exposure
to the Portfolio, which consists of the S&amp;P 500 Futures Excess Return Index (which we refer to as the &ldquo;<B>Underlying Equity
Futures Index</B>&rdquo;) and the S&amp;P GSCI Gold ER (which we refer to as the &ldquo;<B>Underlying Gold Futures Index</B>&rdquo;),
on a volatility targeted basis, <I>less </I>certain notional costs and less a decrement of 6% per annum.&nbsp;&nbsp;The Index has a volatility
target of 35%, which it attempts to achieve by applying leverage to its exposure to the Portfolio (up to a maximum of 500%) when the historical
realized volatility of the Portfolio is less than the volatility target, and by reducing its exposure to the Portfolio below 100% when
the historical realized volatility of the Portfolio is greater than the volatility target.&nbsp;&nbsp;It is expected that the historical
realized volatility of the Portfolio will frequently be less than the volatility target, and therefore it is expected that the Index will
frequently have leveraged (more than 100%) exposure to the Portfolio.&nbsp;&nbsp;If the value of the Portfolio declines at a time when
the Index has leveraged exposure to it, the decline in the Index will be equal to the decline in the value of the Portfolio <I>multiplied
by</I> the leverage (subject to further reduction as a result of the notional costs and the decrement).&nbsp;&nbsp;For example, if the
value of the Portfolio declines by 5% at a time when the Index has 500% leveraged exposure to the Portfolio, the Index will decline by
25% over that time (subject to further reduction as a result of the notional costs and the decrement).&nbsp;&nbsp;This potential for losses
on a highly leveraged basis makes the Index highly risky.</FONT></TD></TR></TABLE>

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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>The Index may realize significant losses if it is not consistently successful in increasing
exposure to the Portfolio in advance of increases in the value of the Portfolio and reducing exposure in advance of declines, or if it
is not consistently successful in allocating greater weight within the Portfolio to the Underlying Futures Index with the higher performance.&nbsp;&nbsp;</B>The
Index methodology is premised on the following key assumptions: (1) that there will be an inverse relationship between performance and
volatility, so that the value of the Portfolio will tend to increase in times of lower volatility and decline in times of higher volatility;
(2) that the historical realized volatility of the Portfolio, as measured for purposes of the Index, will be an effective predictor of
future volatility of the Portfolio; (3) that a Portfolio composed of both Underlying Futures Indices, where the allocation to each Underlying
Futures Index within the Portfolio is adjusted daily according to the Index rules, has the potential to outperform either Underlying Futures
Index individually; (4) that the historical trend of each Underlying Futures Index, as measured for purposes of the Index, will be an
effective predictor of the future performance of each Underlying Futures Index; and (5) that 35% will be an effective level of volatility
at which to draw the line between leveraged exposure and deleveraged exposure to the Portfolio.&nbsp;&nbsp;There is no guarantee that
these assumptions will be proven correct over any given time period.&nbsp;&nbsp;If any of these assumptions does not prove to be consistently
correct, then the Index may perform poorly as a result of having highly leveraged exposure to the Portfolio at a time of declines, having
reduced exposure to the Portfolio at a time of increases and/or by allocating weights to each Underlying Futures Index within the Portfolio
in a suboptimal manner.</FONT></TD></TR></TABLE>

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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>The Index may be adversely affected by a time lag in its volatility targeting mechanism.&nbsp;&nbsp;</B>The
Index implements its leveraged exposure to the Portfolio each index business day based on a backward-looking measure of the historical
realized volatility of the Portfolio taken one index business day prior to the current day.&nbsp;&nbsp;The historical realized volatility
of the Portfolio is determined as the lower of a shorter-term historical realized volatility and a longer-term historical realized volatility.&nbsp;&nbsp;In
both cases, if there is a sudden sharp change in the volatility of the Portfolio, it will take some time before that change is meaningfully
reflected in either historical realized volatility measure.&nbsp;&nbsp;Moreover, because the Index uses the lower of the shorter-term
and longer-term measures, the Index will rely on the longer-term measure at any time when it is lower than the shorter-term measure, and
the longer-term measure is significantly less reactive than the shorter-term measure to the most recent changes in volatility.&nbsp;&nbsp;As
a result, if there is a sudden sharp spike in volatility that is accompanied by a sharp decline in the value of the Portfolio, the Index
may retain a high degree of leverage with respect to the Portfolio for a significant period of time, and therefore may have exposure to
that decline on a highly leveraged basis for a significant period of time.&nbsp;&nbsp;Conversely, if significant appreciation in the value
of the Portfolio follows closely on a period of high Portfolio volatility, the time lag may cause the Index to have low exposure to the
Portfolio when that appreciation occurs.&nbsp;&nbsp;Taken together, these factors may cause the Index to perform particularly poorly in
a temporary market crash &ndash; a sudden significant decline that is quickly reversed.&nbsp;&nbsp;In that scenario, the Index would participate
on a highly leveraged basis in the decline and then fail to participate fully in the recovery.</FONT></TD></TR></TABLE>

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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>The Index may be slow to react to changes in volatility because of a 25% maximum daily weight
change, which may adversely affect its performance.&nbsp;&nbsp;</B>The leverage of the Index that is implemented on each index business
day will be determined based on the historical realized volatility of the Portfolio as observed on the related leverage determination
date, subject to a maximum leverage of 500% and subject to a maximum daily weight change of 25%.&nbsp;&nbsp;Because of the maximum daily
weight change, the change in the aggregate exposure of the Index to a given Underlying Futures Index cannot exceed 25% of the value of
the Index from one index business day to the next.&nbsp;&nbsp;If there is a sudden significant increase in the historical realized volatility
of the Portfolio, a reduction of exposure to each Underlying Futures Index of significantly greater than 25% may be required to maintain
the Index&rsquo;s volatility target, but the reduction implemented by the Index will in no event exceed 25% per day.&nbsp;&nbsp;As a result,
the Index may retain significantly greater exposure to the Portfolio in a sharply falling market and, in turn, experience significantly
greater losses, than would be the case without the maximum daily weight change.&nbsp;&nbsp;Conversely, if there is a sudden significant
decrease in the historical realized volatility of the Portfolio that accompanies a steady increase in the value of the Portfolio, the
Index may be slower in increasing its exposure to the Portfolio, and therefore may miss out on the potential for more highly leveraged
participation in the appreciation, than would be the case without the maximum daily weight change.</FONT></TD></TR></TABLE>

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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>The Index&rsquo;s trend-following mechanism may not be effective.&nbsp;&nbsp;</B>The Index
incorporates a trend-following mechanism, in which it will allocate exposure to each Underlying Futures Index within the Portfolio based
on relative historical trend of each, with a higher allocation to the Underlying Futures Index with the greater historical trend.&nbsp;&nbsp;Trend-following
methodologies such as the one followed by the Index </FONT></TD></TR></TABLE>

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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in"><FONT STYLE="background-color: white">are premised on the
notion that equity and commodity markets exhibit momentum, whereby recent performance is predictive of future performance.&nbsp;&nbsp;Trend-following
methodologies perform poorly, however, when this turns out not to be the case.&nbsp;&nbsp;There can be no guarantee that recent performance
will be predictive of future performance.&nbsp;&nbsp;Trend-following methodologies perform particularly poorly in choppy markets, where
they can be subject to whipsaws &ndash; increasing exposure following a recent increase and just in time to participate on a higher-exposure
basis in a decline that follows the increase, at which point they decrease exposure following the decline and just when the underlying
market begins to increase again.&nbsp;&nbsp;Moreover, even if the Underlying Futures Indices do exhibit trend-following behavior, there
can be no assurance that the particular methodology followed by the Index will effectively identify the trend or capitalize on it.&nbsp;&nbsp;For
example, because the Index determines the historical trend of an Underlying Futures Index based on the percentile rank of its current
closing value to its value on each day over the preceding year, it is possible for the historical trend on the current day to be relatively
high even if that Underlying Futures Index is in the midst of a marked downtrend based on its most recent values.&nbsp;&nbsp;If the Underlying
Futures Indices do not exhibit momentum, or if the Index&rsquo;s trend-following methodology is not effective in identifying trends and
capitalizing on them, the Index&rsquo;s trend-following mechanism may result in scaling up the exposure to an Underlying Futures Index
ahead of declines, and scaling down exposure ahead of increases, which would result in poor performance.</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>The Index may be adversely affected by a &ldquo;decay&rdquo; effect.&nbsp;&nbsp;</B>If the
Index is not consistently successful in increasing exposure to the Portfolio in advance of increases in the value of the Portfolio and
reducing exposure to the Portfolio in advance of declines, then the Index is also expected to be subject to a &ldquo;decay&rdquo; effect,
which will exacerbate the decline in the Index that results from having highly leveraged exposure to declines in the Portfolio.&nbsp;&nbsp;The
decay effect would result from the fact that the Index resets its exposure to the Portfolio on a daily basis (as described in more detail
below), and would manifest any time the Portfolio moves in one direction one day and another direction the next.&nbsp;&nbsp;The decay
effect would result because resetting exposure after an increase but in advance of a decline would cause the Index to have increased exposure
to that decline, and resetting exposure following a decline but in advance of an increase would cause the Index to have decreased exposure
to that increase.&nbsp;&nbsp;The more this fact pattern repeats, the lower the performance of the Index would be relative to the performance
of a fixed allocation to either or both of the Underlying Futures Indices.</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>Each Underlying Futures Index is expected to underperform its reference asset because of
an implicit financing cost.&nbsp;&nbsp;</B>Each Underlying Futures Index is a futures-based index.&nbsp;&nbsp;As a futures-based index,
each Underlying Futures Index is expected to reflect not only the performance of its reference asset (the S&amp;P 500<SUP>&reg;</SUP>
Index and gold, as applicable), but also the implicit cost of a financed position in that reference asset.&nbsp;&nbsp;In the case of a
physical commodity like gold, the implicit financing cost is expected to include the cost of storing the commodity over the term of the
futures contract.&nbsp;&nbsp;The implicit financing cost will adversely affect the value of each Underlying Futures Index.&nbsp;&nbsp;Any
increase in market interest rates or storage costs will be expected to further increase this implicit financing cost and will increase
the negative effect on the performance of each Underlying Futures Index.&nbsp;&nbsp;Because of this implicit financing cost, the Underlying
Equity Futures Index is expected to underperform the total return performance of the S&amp;P 500<SUP>&reg;</SUP> Index and the Underlying
Gold Futures Index is expected to underperform the spot price performance of gold.</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>The performance of the Index will be reduced by notional costs and by a decrement of 6% per
annum.&nbsp;&nbsp;</B>Two types of notional costs are deducted from the performance of the Index.&nbsp;&nbsp;Notional transaction costs
are deducted each time there is a change in the exposure of the Index to the Underlying Futures Indices.&nbsp;&nbsp;Changes in the exposure
may occur daily.&nbsp;&nbsp;The larger the changes are in size, the greater the amount of the notional transaction costs.&nbsp;&nbsp;Given
the maximum daily weight change of 25%, the maximum notional transaction cost on a given day is 0.005% of the value of the Index on that
day (before giving effect to the notional replication cost and decrement).&nbsp;&nbsp;If that were calculated on an annualized basis,
and if we assume a constant Index value over the course of a year, the maximum aggregate notional transaction cost would be 1.26% of the
value of the Index (before giving effect to the notional replication cost and decrement).&nbsp;&nbsp;That amount could be higher in any
given annual period if the Index value were higher during that annual period.</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in"><FONT STYLE="background-color: white">In addition to the notional
transaction costs, notional replication costs are deducted on a daily basis from the level of the Index (before giving effect to the notional
transaction costs and decrement) at a rate of 0.12% per annum, applied against the aggregate amount of exposure that the Index has to
the Portfolio.&nbsp;&nbsp;If, for example, the Index were to have 500% leverage to the Portfolio over any given period, then the notional
replication costs would reduce the level of the Index (before giving effect to the notional transaction costs and decrement) at a rate
of 0.60% per annum (0.12% times 500%) over that period.&nbsp;&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in"><FONT STYLE="background-color: white">Moreover, the performance
of the Index will be reduced by a decrement of 6% per annum. The notional costs and the decrement will be a significant drag on the performance
of the Index, potentially offsetting positive returns that would otherwise result from the Index methodology, exacerbating negative returns
of the Index methodology and causing the level of the Index to decline steadily if the return of the Index methodology would otherwise
be relatively flat.&nbsp;&nbsp;The Index will not appreciate unless the return of the Index methodology is sufficient to offset the negative
effects of the notional costs and the decrement, and then only to the extent that the return of the Index methodology is greater than
the notional costs and the decrement.&nbsp;&nbsp;As a result of the notional costs and the decrement, the level of the Index may decline
even if the return of the Index methodology would otherwise have been positive.</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>The Index may not fully participate in any appreciation of the Portfolio.&nbsp;&nbsp;</B>At
any time when the historical realized volatility of the Portfolio is greater than the volatility target, the Index will have less than
100% exposure to the Portfolio and therefore will not fully participate in any appreciation of the Portfolio.&nbsp;&nbsp;For example,
if the Index has 50% exposure to the Portfolio at a time when the Portfolio appreciates by 5%, the Index would appreciate by only 2.5%
(before giving effect to the notional costs and the decrement).&nbsp;&nbsp;The decrement is deducted daily at a rate of 6% per annum even
when the Index has less than 100% exposure to the Portfolio.</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>The Index may perform less favorably than it would if its volatility targeting mechanism
were based on an alternative volatility measure, such as implied volatility, rather than historical realized volatility.&nbsp;&nbsp;</B>The
Index attempts to achieve its volatility target by </FONT></TD></TR></TABLE>

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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in"><FONT STYLE="background-color: white">adjusting its exposure
to the Portfolio based on a backward-looking measure of the historical realized volatility of the Portfolio.&nbsp;&nbsp;Because historical
realized volatility is backward looking, it may be some time before changes in the volatility of the Portfolio are reflected in that measure.&nbsp;&nbsp;By
contrast, implied volatility represents market expectations of future volatility and, therefore, is more reactive to changes in volatility.&nbsp;&nbsp;Relying
on historical realized volatility may cause the Index to be less successful in maintaining its volatility target than it would have been
if it had relied instead on an alternative measure of volatility, such as implied volatility.&nbsp;&nbsp;As a result, the Index may have
lower participation in increases in the value of the Portfolio, and greater participation in declines in the value of the Portfolio, resulting
in less favorable overall Index performance, than it would have had if another measure of volatility had been used. </FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>The Index may significantly underperform the S&amp;P 500<SUP>&reg;</SUP> Index, gold or both.&nbsp;&nbsp;</B>It
is important to understand that the Index provides exposure to the S&amp;P 500<SUP>&reg;</SUP> Index and gold that: (1) may be leveraged
up to 500%, or alternatively may reflect less than 100% participation; (2) is reduced by an implicit financing cost; (3) will reflect
a trend-based dynamic allocation between them that may result in lower performance than a fixed allocation to either or both of them;
(4) may be subject to a decay effect; (5) is reduced by notional costs that will be greater the larger the adjustments of the exposure
of the Index to each Underlying Futures Index; and (6) is reduced by a decrement of 6% per annum.&nbsp;&nbsp;</FONT>As a result of these
features, the Index may significantly underperform the S&amp;P 500<SUP>&reg;</SUP> Index, gold or both.&nbsp;&nbsp;The Index is likely
to significantly underperform the S&amp;P 500<SUP>&reg;</SUP> Index, gold or both if it <FONT STYLE="background-color: white">is not consistently
successful in increasing exposure to the Portfolio in advance of increases in the value of the Portfolio and reducing exposure to the
Portfolio in advance of declines, or if it is not consistently successful in allocating greater weight within the Portfolio to the Underlying
Futures Index with the higher performance.&nbsp;&nbsp;The Index may significantly underperform the S&amp;P 500<SUP>&reg;</SUP> Index,
gold or both even if it is consistently successful in these respects because of the implicit financing cost,the notional costs and the
decrement, or because the reduced exposure the Index has to the Portfolio at a time of a decline may nevertheless reflect significantly
greater than 100% participation in the decline of the Portfolio.</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>The components of the Portfolio may offset each other, dampening Index performance.&nbsp;&nbsp;</B>The
Index tracks exposure to a Portfolio with two components &ndash; the Underlying Equity Futures Index and the Underlying Gold Futures Index.&nbsp;&nbsp;If
at any time the Underlying Futures Indices move in different directions, the decline in one will offset, or may more than offset, the
appreciation of the other.&nbsp;&nbsp;The impact of the offset (or more than offset) will be especially large if the decline occurs in
the Underlying Futures Index with the larger weight allocation within the Portfolio.&nbsp;&nbsp;The Index may perform poorly if one Underlying
Futures Index performs poorly, even if the other performs well, especially if the poorly performing Underlying Futures Index has a greater
weight allocation within the Portfolio.&nbsp;&nbsp;As a result, the Index may perform more poorly than it would if it tracked only one
Underlying Futures Index or the other.&nbsp;&nbsp;</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>The Index is subject to risks related to the price of gold.&nbsp;&nbsp;</B>The Portfolio will at all times have a significant allocation
to the Underlying Gold Futures Index, the value of which will be driven principally by changes in the price of gold.&nbsp;&nbsp;The price
of gold is primarily affected by the global demand for and supply of gold.&nbsp;&nbsp;The market for gold bullion is global, and gold
prices are subject to volatile price movements over short periods of time and are affected by numerous factors, including macroeconomic
factors, such as the structure of and confidence in the global monetary system, expectations regarding the future rate of inflation, the
relative strength of, and confidence in, the U.S. dollar (the currency in which the price of gold is usually quoted), interest rates,
gold borrowing and lending rates and global or regional economic, financial, political, regulatory, judicial or other events.&nbsp;&nbsp;Gold
prices may be affected by industry factors, such as industrial and jewelry demand as well as lending, sales and purchases of gold by the
official sector, including central banks and other governmental agencies and multilateral institutions that hold gold.&nbsp;&nbsp;Additionally,
gold prices may be affected by levels of gold production, production costs and short-term changes in supply and demand due to trading
activities in the gold market.&nbsp;&nbsp;From time to time, above-ground inventories of gold may also influence the market.&nbsp;&nbsp;It
is not possible to predict the aggregate effect of all or any combination of these factors.&nbsp;&nbsp;The price of gold has recently
been, and may continue to be, extremely volatile.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>Legal and regulatory changes could adversely affect the performance of the Index.&nbsp;&nbsp;</B>Futures contracts such as those
tracked by the Underlying Futures Indices are subject to extensive statutes, regulations and margin requirements.&nbsp;&nbsp;The CFTC
and the exchange on which such futures contracts trade are authorized to take extraordinary actions in the event of a market emergency,
including, for example, the retroactive implementation of speculative position limits or higher margin requirements, the establishment
of daily limits and the suspension of trading.&nbsp;&nbsp;Furthermore, commodity futures exchanges have regulations designed to limit
the amount of fluctuations in futures contract prices.&nbsp;&nbsp;These limits could adversely affect the market prices of the futures
contracts tracked by the Underlying Futures Indices.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in; text-indent: 0in">In addition, the regulation of commodity
transactions in the U.S. is subject to ongoing modification by government and judicial action. The effect on the performance of the Index
of any future regulatory change is impossible to predict, but could be substantial and adverse to the interests of holders of the notes.&nbsp;&nbsp;In
October 2020, the CFTC adopted rules to establish revised or new limits on the size of the positions any person may hold in 25 agricultural,
metals and energy futures contracts and futures, options and swaps that are economically equivalent to those futures contracts, including
gold futures contracts.&nbsp;&nbsp;The limits apply to a person&rsquo;s combined position in the specified 25 futures contracts and options
on futures (&ldquo;core referenced futures contracts&rdquo;), futures and options on futures directly or indirectly linked to the core
referenced futures contracts, and economically equivalent swaps. These rules came into effect on January 1, 2022 for covered futures and
options on futures contracts and on January 1, 2023 for covered swaps.&nbsp;&nbsp;The rules may reduce liquidity in the exchange-traded
market for futures contracts on gold, which may, in turn, have an adverse effect on the performance of the Index.&nbsp;&nbsp;Market participants
may decide, or be required, to sell their positions in gold futures contracts as a result of these rules.&nbsp;&nbsp;While the effects
of these or other regulatory developments are difficult to predict, if broad market selling were to occur, it would likely lead to declines,
possibly significant declines, in the price of gold futures contracts and, therefore, the performance of the Index.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in; text-indent: 0in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>Holders of the notes will not benefit from regulatory protections of the Commodity Futures Trading Commission.</B>&nbsp;&nbsp;The
notes are our direct obligations.&nbsp;&nbsp;The net proceeds to be received by us from the sale of the notes will not be used to purchase
or sell gold for the benefit of the holders of notes.&nbsp;&nbsp;An investment in the notes does not constitute an investment in a commodity
or commodity futures</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in; text-indent: 0in">contract, and holders of the notes will
not benefit from the regulatory protections of the Commodity Futures Trading Commission (the &ldquo;<B>CFTC</B>&rdquo;) afforded to persons
who trade in such contracts.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in; text-indent: 0in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><B>Distortions or disruptions of market trading in gold futures could adversely affect the value of and return on the notes.</B>&nbsp;&nbsp;The
commodity markets are subject to temporary distortions or other disruptions due to various factors, including the lack of liquidity in
the markets, the participation of speculators and government regulation and intervention.&nbsp;&nbsp;These circumstances could adversely
affect the price of gold futures and, therefore, the performance of the Index.&nbsp;&nbsp;In addition, if a scheduled valuation date is
not a scheduled trading day or a market disruption event occurs on that day, such valuation date will be subject to postponement, as described
under &ldquo;Additional Terms of the Notes&rdquo; in this pricing supplement.&nbsp;&nbsp;If a market disruption event occurs on a valuation
date and it is not postponed, the calculation agent will determine the closing value of the Index on such valuation date in its discretion.&nbsp;&nbsp;The
calculation agent&rsquo;s determination of the closing value of the Index in this circumstance may result in an unfavorable return on
the notes.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>The Index has limited actual performance information.&nbsp;&nbsp;</B>The Index launched on
June 27, 2025.&nbsp;&nbsp;Accordingly, the Index has limited actual performance data.&nbsp;&nbsp;Because the Index is of recent origin
with limited performance history, an investment linked to the Index may involve a greater risk than an investment linked to one or more
indices with an established record of performance.&nbsp;&nbsp;A longer history of actual performance may have provided more reliable information
on which to assess the validity of the Index&rsquo;s methodology.&nbsp;&nbsp;However, any historical performance of the Index is not an
indication of how the Index will perform in the future.</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>Hypothetical back-tested Index performance information is subject to significant limitations.&nbsp;&nbsp;</B>All
information regarding the performance of the Index prior to June 27, 2025 is hypothetical and back-tested, as the Index did not exist
prior to that time.&nbsp;&nbsp;It is important to understand that hypothetical back-tested Index performance information is subject to
significant limitations, in addition to the fact that past performance is never a guarantee of future performance.&nbsp;&nbsp;In particular:</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">o</FONT></TD><TD><FONT STYLE="background-color: white">The sponsor of the Index developed the rules of the Index with the benefit of hindsight&mdash;that
is, with the benefit of being able to evaluate how the Index rules would have caused the Index to perform had it existed during the hypothetical
back-tested period.&nbsp;&nbsp;The fact that the Index generally appreciated over any portion of the hypothetical back-tested period may
not therefore be an accurate or reliable indication of any fundamental aspect of the Index methodology.</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">o</FONT></TD><TD><FONT STYLE="background-color: white">The hypothetical back-tested performance of the Index might look different if it covered a different
historical period.&nbsp;&nbsp;The market conditions that existed during the historical period covered by the hypothetical back-tested
Index performance information are not necessarily representative of the market conditions that will exist in the future.</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in"><FONT STYLE="background-color: white">It is impossible to
predict whether the Index will rise or fall. The actual future performance of the Index may bear no relation to the historical or hypothetical
back-tested levels of the Index.</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>An affiliate of ours participated in the development of the Index.&nbsp;&nbsp;</B>CGMI worked
with the sponsor of the Index in developing the guidelines and policies governing the composition and calculation of the Index, and in
that role made judgments and determinations about the Index methodology.&nbsp;&nbsp;Although CGMI no longer has a role in making any judgments
and determinations relating to the Index, the judgments and determinations previously made by CGMI could continue to have an impact, positive
or negative, on the level of the Index and the value of your notes.&nbsp;&nbsp;CGMI was under no obligation to consider your interests
as an investor in the notes in its role in developing the guidelines and policies governing the Index.</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><FONT STYLE="background-color: white"><B>Changes that affect the Index may affect the value of your notes.&nbsp;&nbsp;</B>The sponsor
of the Index may at any time make methodological changes or other changes in the manner in which it operates that could affect the value
of the Index.&nbsp;&nbsp;We are not affiliated with the Index sponsor and, accordingly, we have no control over any changes such sponsor
may make.&nbsp;&nbsp;Such changes could adversely affect the performance of the Index and the value of and your return on the notes.</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

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<P STYLE="font: 10pt Wingdings; margin-top: 0pt; margin-bottom: 0pt"></P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in; color: #2292D0">Additional Terms of the
Notes</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in; color: #2292D0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in"><B>Market disruption
events.&nbsp;&nbsp;</B>For purposes of determining whether a market disruption event occurs with respect to the S&amp;P 500/Gold
Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER, each reference to the &ldquo;Underlying Index&rdquo; in the section
&ldquo;Description of the Notes&mdash;Certain Additional Terms for Notes Linked to an Underlying Index&mdash;Consequences of a
Market Disruption Event; Postponement of a Valuation Date&rdquo; in the accompanying product supplement in the definition of Market
Disruption Event (and defined terms used in the definition of Market Disruption Event) shall be deemed replaced with a reference to
the &ldquo;Underlying Index, the S&amp;P 500 Futures Excess Return Index, the S&amp;P 500<SUP>&reg;</SUP> Index or the S&amp;P GSCI
Gold ER&rdquo;.&nbsp;&nbsp;References in the section &ldquo;Description of the Notes&mdash;Certain Additional Terms for Notes Linked
to an Underlying Index&mdash;Consequences of a Market Disruption Event; Postponement of a Valuation Date&rdquo; in the accompanying
product supplement to the securities comprising an Underlying Index (or any other index) shall be deemed to include futures
contracts comprising an Underlying Index (or any other index).</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in"><B>Commodity hedging disruption event.&nbsp;&nbsp;</B>If,
on any day during the term of the notes up to but excluding the final valuation date, the calculation agent determines that a commodity
hedging disruption event has occurred, we will have the right, but not the obligation, to redeem the notes, in whole and not in part,
by providing written notice of our election to exercise that right to the trustee (the date of such notice, the &ldquo;<B>early redemption
notice date</B>&rdquo;) on a redemption date of our election that is no later than the 30th business day immediately following the early
redemption notice date or earlier than the fifth business day following the early redemption notice date.&nbsp;&nbsp;A commodity hedging
disruption event need not be continuing on the early redemption notice date or on the redemption date.&nbsp;&nbsp;The amount due and payable
on the notes upon such redemption will be equal to the early redemption amount determined as of the early redemption valuation date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">A &ldquo;<B>commodity hedging disruption
event</B>&rdquo; means any event or condition following which we or our affiliates are unable, after using commercially reasonable efforts,
to (i) acquire, establish, re-establish, substitute, maintain, unwind or dispose of any security, option, future, derivative, currency,
instrument, transaction, asset or arrangement that the calculation agent deems necessary to hedge the risk of entering into and performing
our obligations with respect to the notes, whether in the aggregate on a portfolio basis or incrementally on a trade by trade basis (each
a &ldquo;<B>hedge position</B>&rdquo;) or (ii) realize, recover or remit the proceeds of any such hedge position, in each case including
(without limitation) if those hedge positions (in whole or in part) are (or, but for the consequent disposal thereof, would otherwise
be) in excess of any allowable position limit(s) in relation to any commodity traded on any exchange(s) or other trading facility (it
being within the sole and absolute discretion of the calculation agent to determine which of the hedge positions are counted towards that
limit).</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">The &ldquo;<B>early redemption amount</B>&rdquo;
will be the greater of (i) the fair value of the notes determined by the calculation agent as of the early redemption valuation date in
good faith and in a manner based upon (but not necessarily identical to) CGMI&rsquo;s then contemporaneous practices for determining a
secondary market bid price for the notes and similar instruments, taking into account the commodity hedging disruption event that has
occurred, and (ii) the stated principal amount.&nbsp;&nbsp;In determining the early redemption amount, the calculation agent may take
into account proprietary pricing models and may make adjustments to those models or inputs to those models in good faith and in a commercially
reasonable manner.&nbsp;&nbsp;The calculation agent may also take into account other facts, whether or not unique to us or our affiliates,
in determining the early redemption amount so long as it is in good faith and commercially reasonable.&nbsp;&nbsp;See &ldquo;Summary Risk
Factors&mdash;Risks relating to the notes&mdash;If a commodity hedging disruption event occurs during the term of the notes, we may redeem
the notes early&rdquo;&ndash; in this pricing supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">The &ldquo;<B>early redemption valuation
date</B>&rdquo; is the early redemption notice date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">Under the terms of the notes, the calculation
agent will be required to exercise discretion under certain circumstances, including (i) determining whether a market disruption event
or a commodity hedging disruption event has occurred; (ii) if a market disruption event occurs on a scheduled valuation date, determining
whether to postpone the valuation date; (iii) if a market disruption event occurs on a valuation date and such valuation date is not postponed,
determining the closing value of the underlying on that day; and (iv) if a commodity hedging disruption event occurs, determining the
early redemption amount.&nbsp;&nbsp;In exercising this discretion, the calculation agent will be required to act in good faith and in
a commercially reasonable manner, but it may take into account any factors it deems relevant, including, without limitation, whether the
applicable event materially interfered with our or our affiliates&rsquo; ability to adjust or unwind all or a material portion of any
hedge with respect to the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">&nbsp;</P>


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<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">Information About the S&amp;P 500/Gold Futures Dual
Asset Trend 35% VT TCA 6% Decrement Index (USD) ER</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white">For information about&nbsp;the
</FONT>S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER<FONT STYLE="background-color: white">, see Annex
A to this pricing supplement.</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Hypothetical Back-tested and Historical Performance Information</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">This section contains hypothetical back-tested performance information
for the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER calculated by S&amp;P Dow Jones Indices LLC.&nbsp;&nbsp;All
S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER performance information prior to June 27, 2025 is hypothetical
and back-tested, as the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER did not exist prior to that date.&nbsp;&nbsp;Hypothetical
back-tested performance information is subject to significant limitations.&nbsp;&nbsp;The sponsor of the S&amp;P 500/Gold Futures Dual
Asset Trend 35% VT TCA 6% Decrement Index (USD) ER developed the rules of the index with the benefit of hindsight&mdash;that is, with
the benefit of being able to evaluate how the rules would have caused the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement
Index (USD) ER to perform had it existed during the hypothetical back-tested period.&nbsp;&nbsp;The fact that the S&amp;P 500/Gold Futures
Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER appreciated at any time during the hypothetical back-tested period may not therefore
be an accurate or reliable indication of any fundamental aspect of the index methodology.&nbsp;&nbsp;Furthermore, the hypothetical back-tested
performance of the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER might look different if it covered
a different historical period.&nbsp;&nbsp;The market conditions that existed during the hypothetical back-tested period may not be representative
of market conditions that will exist in the future.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">It is impossible to predict whether the S&amp;P 500/Gold Futures Dual
Asset Trend 35% VT TCA 6% Decrement Index (USD) ER will rise or fall.&nbsp;&nbsp;By providing the hypothetical back-tested and historical
performance information below, we are not representing that the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index
(USD) ER is likely to achieve gains or losses similar to those shown.&nbsp;&nbsp;In fact, there are frequently sharp differences between
hypothetical performance results and the actual results subsequently achieved by any particular investment.&nbsp;&nbsp;One of the limitations
of hypothetical performance information is that it did not involve financial risk and cannot account for all factors that would affect
actual performance.&nbsp;&nbsp;The actual future performance of the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement
Index (USD) ER may bear no relation to its hypothetical back-tested or historical performance.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">Historical Information</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The closing value of the S&amp;P 500/Gold Futures Dual Asset Trend 35%
VT TCA 6% Decrement Index (USD) ER on September 24, 2025 was 3,051.12.&nbsp;&nbsp;The graph below shows the hypothetical back-tested closing
values of the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER for the period from January 2, 2015 to
June 26, 2025, and historical closing values of the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER for
the period from June 27, 2025 to September 24, 2025.&nbsp;&nbsp;All data to the left of the vertical red line in the graph below are hypothetical
and back-tested.&nbsp;&nbsp;We obtained the closing values from Bloomberg L.P., without independent verification.&nbsp;&nbsp;<B>You should
not take the hypothetical back-tested and historical values of the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index
(USD) ER as an indication of future performance.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="width: 100%; border: #2292D0 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER &ndash; Hypothetical Back-Tested and Historical Closing Values<BR>
January 2, 2015 to September 24, 2025</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: #2292D0 1pt solid; border-bottom: #2292D0 1pt solid; border-left: #2292D0 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><IMG SRC="image_002.jpg" ALT="" STYLE="height: 289px; width: 533px"></FONT></TD></TR>
  </TABLE>

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<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">United States Federal Tax Considerations</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">In the opinion of our counsel, Davis Polk &amp; Wardwell LLP, which
is based on current market conditions, the notes should be treated as &ldquo;contingent payment debt instruments&rdquo; for U.S. federal
income tax purposes, as described in the section of the accompanying product supplement called &ldquo;United States Federal Tax Considerations&mdash;Tax
Consequences to U.S. Holders&mdash;Notes Treated as Contingent Payment Debt Instruments,&rdquo; and the remaining discussion is based
on this treatment.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">If you are a U.S. Holder (as defined in the accompanying product supplement),
you will be required to recognize interest income during the term of the notes at the &ldquo;comparable yield,&rdquo; which generally
is the yield at which we could issue a fixed-rate debt instrument with terms similar to those of the notes, including the level of subordination,
term, timing of payments and general market conditions, but excluding any adjustments for the riskiness of the contingencies or the liquidity
of the notes.&nbsp;&nbsp;Although it is not clear how the comparable yield should be determined for notes that may be automatically redeemed
before maturity, our determination of the comparable yield is based on the maturity date.&nbsp;&nbsp;We are required to construct a &ldquo;projected
payment schedule&rdquo; in respect of the notes representing a payment the amount and timing of which would produce a yield to maturity
on the notes equal to the comparable yield.&nbsp;&nbsp;Assuming you hold the notes until their maturity, the amount of interest you include
in income based on the comparable yield in the taxable year in which the notes mature will be adjusted upward or downward to reflect the
difference, if any, between the actual and projected payment on the notes at maturity as determined under the projected payment schedule.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Upon the sale, exchange or retirement of the notes prior to maturity,
you generally will recognize gain or loss equal to the difference between the proceeds received and your adjusted tax basis in the notes.&nbsp;&nbsp;Your
adjusted tax basis will equal your purchase price for the notes, increased by interest previously included in income on the notes.&nbsp;&nbsp;Any
gain generally will be treated as ordinary income, and any loss generally will be treated as ordinary loss to the extent of prior interest
inclusions on the note and as capital loss thereafter.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">We have determined that the comparable yield for a note is a rate of&nbsp;&nbsp;%,
compounded semi-annually, and that the projected payment schedule with respect to a note consists of a single payment of $&nbsp;&nbsp;at
maturity.&nbsp;&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Neither the comparable yield nor the projected payment schedule constitutes
a representation by us regarding the actual amount that we will pay on the notes. </B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Non-U.S. Holders. </B>Subject to the discussions below regarding
Section 871(m) and in &ldquo;United States Federal Tax Considerations&mdash;Tax Consequences to Non-U.S. Holders&rdquo; and &ldquo;&mdash;FATCA&rdquo;
in the accompanying product supplement, if you are a Non-U.S. Holder (as defined in the accompanying product supplement) of the notes,
under current law you generally will not be subject to U.S. federal withholding or income tax in respect of any payment on or any amount
received on the sale, exchange or retirement of the notes, provided that (i) income in respect of the notes is not effectively connected
with your conduct of a trade or business in the United States, and (ii) you comply with the applicable certification requirements.&nbsp;&nbsp;See
&ldquo;United States Federal Tax Considerations&mdash;Tax Consequences to Non-U.S. Holders&rdquo; in the accompanying product supplement
for a more detailed discussion of the rules applicable to Non-U.S. Holders of the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">As discussed under &ldquo;United States Federal Tax Considerations&mdash;Tax
Consequences to Non-U.S. Holders&mdash;Dividend Equivalents Under Section 871(m) of the Code&rdquo; in the accompanying product supplement,
Section 871(m) of the Internal Revenue Code of 1986, as amended, and Treasury regulations promulgated thereunder (&ldquo;Section 871(m)&rdquo;)
generally impose a 30% withholding tax on dividend equivalents paid or deemed paid to Non-U.S. Holders with respect to certain financial
instruments linked to U.S. equities (&ldquo;Underlying Securities&rdquo;) or indices that include Underlying Securities.&nbsp;&nbsp;Section
871(m) generally applies to instruments that substantially replicate the economic performance of one or more Underlying Securities, as
determined based on tests set forth in the applicable Treasury regulations. However, the regulations, as modified by an Internal Revenue
Service (&ldquo;IRS&rdquo;) notice, exempt financial instruments issued prior to January 1, 2027 that do not have a &ldquo;delta&rdquo;
of one.&nbsp;&nbsp;Based on the terms of the notes and representations provided by us as of the date of this preliminary pricing supplement,
our counsel is of the opinion that the notes should not be treated as transactions that have a &ldquo;delta&rdquo; of one within the meaning
of the regulations with respect to any Underlying Security and, therefore, should not be subject to withholding tax under Section 871(m).&nbsp;&nbsp;However,
the final determination regarding the treatment of the notes under Section 871(m) will be made as of the pricing date for the notes, and
it is possible that the notes will be subject to withholding under Section 871(m) based on the circumstances as of that date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">A determination that the notes are not subject to Section 871(m) is
not binding on the IRS, and the IRS may disagree with this treatment.&nbsp;&nbsp;Moreover, Section 871(m) is complex and its application
may depend on your particular circumstances, including your other transactions. You should consult your tax adviser regarding the potential
application of Section 871(m) to the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">If withholding tax applies to the notes, we will not be required to
pay any additional amounts with respect to amounts withheld.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>You should read the section entitled &ldquo;United States Federal
Tax Considerations&rdquo; in the accompanying product supplement.&nbsp;&nbsp;The preceding discussion, when read in combination with that
section, constitutes the full opinion of Davis Polk &amp; Wardwell LLP regarding the material U.S. federal tax consequences of owning
and disposing of the notes.&nbsp;&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>You should also consult your tax adviser regarding all aspects of
the U.S. federal tax consequences of an investment in the notes and any tax consequences arising under the laws of any state, local or
non-U.S. taxing jurisdiction. </B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">Supplemental Plan of Distribution</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">CGMI, an affiliate of Citigroup Global Markets Holdings Inc. and the
underwriter of the sale of the notes, is acting as principal and will receive an underwriting fee of up to $10.00 for each note sold in
this offering. The actual underwriting fee will be equal to the selling concession provided to selected dealers, as described in this
paragraph. From this underwriting fee, CGMI will pay selected dealers not affiliated with CGMI a variable selling concession of up to
$10.00 for each note they sell. For the avoidance of doubt, any fees or selling concessions described in this pricing supplement will
not be rebated if the notes are automatically redeemed prior to maturity.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">See &ldquo;Plan of Distribution; Conflicts of Interest&rdquo; in the
accompanying product supplement and &ldquo;Plan of Distribution&rdquo; in each of the accompanying prospectus supplement and prospectus
for additional information.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">Valuation of the Notes</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">CGMI calculated the estimated value of the notes set forth on the cover
page of this pricing supplement based on proprietary pricing models. CGMI&rsquo;s proprietary pricing models generated an estimated value
for the notes by estimating the value of a hypothetical package of financial instruments that would replicate the payout on the notes,
which consists of a fixed-income bond (the &ldquo;bond component&rdquo;) and one or more derivative instruments underlying the economic
terms of the notes (the &ldquo;derivative component&rdquo;). CGMI calculated the estimated value of the bond component using a discount
rate based on our internal funding rate. CGMI calculated the estimated value of the derivative component based on a proprietary derivative-pricing
model, which generated a theoretical price for the instruments that constitute the derivative component based on various inputs, including
the factors described under &ldquo;Summary Risk Factors&mdash;The value of the notes prior to maturity will fluctuate based on many unpredictable
factors&rdquo; in this pricing supplement, but not including our or Citigroup Inc.&rsquo;s creditworthiness. These inputs may be market-observable
or may be based on assumptions made by CGMI in its discretionary judgment.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The estimated value of the notes is a function of the terms of the notes
and the inputs to CGMI&rsquo;s proprietary pricing models.&nbsp;&nbsp;As of the date of this preliminary pricing supplement, it is uncertain
what the estimated value of the notes will be on the pricing date because certain terms of the notes have not yet been fixed and because
it is uncertain what the values of the inputs to CGMI&rsquo;s proprietary pricing models will be on the pricing date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">For a period of approximately four months following issuance of the
notes, the price, if any, at which CGMI would be willing to buy the notes from investors, and the value that will be indicated for the
notes on any brokerage account statements prepared by CGMI or its affiliates (which value CGMI may also publish through one or more financial
information vendors), will reflect a temporary upward adjustment from the price or value that would otherwise be determined. This temporary
upward adjustment represents a portion of the hedging profit expected to be realized by CGMI or its affiliates over the term of the notes.
The amount of this temporary upward adjustment will decline to zero on a straight-line basis over the four-month temporary adjustment
period. However, CGMI is not obligated to buy the notes from investors at any time.&nbsp;&nbsp;See &ldquo;Summary Risk Factors&mdash;The
notes will not be listed on any securities exchange and you may not be able to sell them prior to maturity.&rdquo;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">Contact</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #2292D0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Clients may contact their local brokerage representative. Third-party
distributors may contact Citi Structured Investment Sales at (212) 723-7005.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&copy; 2025 Citigroup Global Markets Inc. All rights reserved. Citi
and Citi and Arc Design are trademarks and service marks of Citigroup Inc. or its affiliates and are used and registered throughout the
world.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B>Annex A<BR>
Description of the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Overview</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement
Index (USD) ER, which we refer to in this Annex as the &ldquo;<B>Index</B>&rdquo;, is calculated, maintained and published by S&amp;P
Dow Jones Indices LLC.&nbsp;&nbsp;All information contained in this pricing supplement regarding the Index has been derived from information
provided by S&amp;P Dow Jones Indices LLC.&nbsp;&nbsp;This information reflects the policies of, and is subject to change by, S&amp;P
Dow Jones Indices LLC.&nbsp;&nbsp;S&amp;P Dow Jones Indices LLC has no obligation to continue to publish, and may discontinue publication
of, the Index.&nbsp;&nbsp;The notes represent obligations of Citigroup Global Markets Holdings Inc. (guaranteed by Citigroup Inc.) only.&nbsp;&nbsp;S&amp;P
Dow Jones Indices LLC is not involved in any way in this offering and has no obligation relating to the notes or to holders of the notes.&nbsp;&nbsp;The
Index was first published on June 27, 2025, and therefore has a limited performance history.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Index tracks exposure to a hypothetical portfolio (the &ldquo;<B>Portfolio</B>&rdquo;)
consisting of an equity futures index and a gold futures index, where that exposure is adjusted daily in an attempt to achieve a volatility
target, <I>less</I> certain notional costs and less a decrement of 6% per annum.&nbsp;&nbsp;The Index has a volatility target of 35%,
which it attempts to achieve by applying leverage to its exposure to the Portfolio (up to a maximum of 500%) when a measure of the historical
realized volatility of the Portfolio is less than the volatility target, and by reducing its exposure to the Portfolio below 100% when
the historical realized volatility of the Portfolio is greater than the volatility target.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Portfolio is composed of the S&amp;P 500 Futures Excess Return Index
(the &ldquo;<B>Underlying Equity Futures Index</B>&rdquo;) and the S&amp;P GSCI Gold ER (the &ldquo;<B>Underlying Gold Futures Index</B>&rdquo;
and, together with the Underlying Equity Futures Index, the &ldquo;<B>Underlying Futures Indices</B>&rdquo;).&nbsp;&nbsp;The allocation
to each Underlying Futures Index within the Portfolio will be adjusted as frequently as daily based on a measure of the relative historical
trend of each Underlying Futures Index.&nbsp;&nbsp;If at any time the historical trend of each Underlying Futures Index is equal to the
other, then each Underlying Futures Index will have a 50% allocation within the Portfolio.&nbsp;&nbsp;If at any time, however, the historical
trend of one Underlying Futures Index is higher than the other, then the Underlying Futures Index with the higher trend will have a greater
allocation within the Portfolio than the other, subject to a maximum allocation of 70% and a minimum allocation of 30% for any Underlying
Futures Index.&nbsp;&nbsp;The allocations of the Underlying Futures Indices within the Portfolio always sum to 100%.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Underlying Equity Futures Index tracks the performance of a hypothetical
investment, rolled quarterly, in futures contracts on the S&amp;P 500<SUP>&reg;</SUP> Index.&nbsp;&nbsp;The S&amp;P 500<SUP>&reg;</SUP>
Index consists of the common stocks of 500 issuers selected to provide a performance benchmark for the large capitalization segment of
the U.S. equity market.&nbsp;&nbsp;For more information about the Underlying Equity Futures Index, see Annex B to this pricing supplement.&nbsp;&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Underlying Gold Futures Index tracks the performance of a hypothetical
investment, rolled monthly, in gold futures contracts.&nbsp;&nbsp;For more information about the Underlying Gold Futures Index, see Annex
C to this pricing supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Because each Underlying Futures Index tracks a hypothetical investment
in futures contracts on its reference equity index or commodity (its &ldquo;<B>reference asset</B>&rdquo;), it is expected to reflect
the performance of its reference asset <I>less</I> an implicit financing cost, as described in more detail in Annex B and Annex C.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Index methodology is premised on the following key assumptions:
(1) that there will be an inverse relationship between performance and volatility, so that the value of the Portfolio will tend to increase
in times of lower volatility and decline in times of higher volatility; (2) that the historical realized volatility of the Portfolio,
as measured for purposes of the Index, will be an effective predictor of future volatility of the Portfolio; (3) that a Portfolio composed
of both Underlying Futures Indices, where the allocation to each Underlying Futures Index within the Portfolio is adjusted daily according
to the rules described in this section, has the potential to outperform either Underlying Futures Index individually; (4) that the historical
trend of each Underlying Futures Index, as measured for purposes of the Index, will be an effective predictor of the future performance
of each Underlying Futures Index; and (5) that 35% will be an effective level of volatility at which to draw the line between leveraged
exposure and deleveraged exposure to the Portfolio.&nbsp;&nbsp;If these assumptions prove to be consistently correct, then the Index has
the potential to outperform a fixed allocation to either or both Underlying Futures Indices by participating in Portfolio increases on
a leveraged basis and declines on a deleveraged basis, and/or by optimizing weights within the Portfolio by allocating greater exposure
to the higher performing Underlying Futures Index.&nbsp;&nbsp;There is no guarantee, however, that these assumptions will be proven correct
over any given time period.&nbsp;&nbsp;If any of these assumptions does not prove to be consistently correct, then the Index may perform
poorly as a result of having highly leveraged exposure to the Portfolio at a time of declines, having reduced exposure to the Portfolio
at a time of increases and/or by allocating weights to each Underlying Futures Index within the Portfolio in a suboptimal manner.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white">If the Index is not consistently
successful in increasing exposure to the Portfolio in advance of increases in the value of the Portfolio and reducing exposure to the
Portfolio in advance of declines, then the Index is also expected to be subject to a &ldquo;decay&rdquo; effect, which will exacerbate
the decline in the Index that results from having highly leveraged exposure to declines in the Portfolio.&nbsp;&nbsp;The decay effect
would result from the fact that the Index resets its leveraged exposure to the Portfolio on a daily basis (as described in more detail
below), and would manifest any time the Portfolio moves in one direction one day and another direction the next.&nbsp;&nbsp;The decay
effect would result because resetting leverage after an increase but in advance of a decline would cause the Index to have increased exposure
to that decline, and resetting leverage following a decline but in advance of an increase would cause the Index to have decreased exposure
to that increase.&nbsp;&nbsp;The more this fact pattern repeats, the lower the performance of the Index would be relative to the performance
of a fixed allocation to either or both of the Underlying Futures Indices.</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white">It is important to understand
that the Index provides exposure to the S&amp;P 500<SUP>&reg;</SUP> Index and gold that:</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">1.</TD><TD><FONT STYLE="background-color: white">may be leveraged up to 500%, or alternatively may reflect less than 100% participation;</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">2.</TD><TD><FONT STYLE="background-color: white">is reduced by an implicit financing cost;</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">3.</TD><TD><FONT STYLE="background-color: white">will reflect a trend-based dynamic allocation between them that may result in lower performance
than a fixed allocation to either or both of them; </FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">4.</TD><TD><FONT STYLE="background-color: white">may be subject to a decay effect;</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">5.</TD><TD><FONT STYLE="background-color: white">is reduced by notional costs that will be greater the larger the adjustments of the exposure
of the Index to each Underlying Futures Index; and</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">6.</TD><TD><FONT STYLE="background-color: white">is reduced by a decrement of 6% per annum.</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">As a result of these features, the Index may significantly underperform
the S&amp;P 500<SUP>&reg;</SUP> Index, gold or both.&nbsp;&nbsp;The Index is likely to significantly underperform the S&amp;P 500<SUP>&reg;</SUP>
Index, gold or both if it <FONT STYLE="background-color: white">is not consistently successful in increasing exposure to the Portfolio
in advance of increases in the value of the Portfolio and reducing exposure to the Portfolio in advance of declines, or if it is not consistently
successful in allocating greater weight within the Portfolio to the Underlying Futures Index with the higher performance.&nbsp;&nbsp;The
Index may significantly underperform the S&amp;P 500<SUP>&reg;</SUP> Index, gold or both even if it is consistently successful in these
respects because of the implicit financing cost, the notional costs and the decrement, or because the reduced exposure the Index has to
the Portfolio at a time of a decline may nevertheless reflect significantly greater than 100% participation in the decline of the Portfolio.</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white">Certain features of the Index
&ndash; including the fact that it references the Underlying Futures Indices, and not the S&amp;P 500<SUP>&reg;</SUP> Index or gold directly,
and the deduction of notional costs and the decrement of 6% per annum &ndash; are designed to reduce the cost to us and our affiliates
of hedging transactions that we intend to enter into in connection with the notes as compared to an otherwise comparable index without
these features.&nbsp;&nbsp;These features will reduce the performance of the Index as compared to an otherwise comparable index without
these features.&nbsp;&nbsp;The reduced cost of hedging may make it possible for certain terms of the notes to be more favorable to you
than would otherwise be the case.&nbsp;&nbsp;However, there can be no assurance that these more favorable terms will offset the negative
effects of these features on the performance of the Index, and your return on the notes may ultimately be less favorable than it would
have been without these more favorable terms but with an index that does not contain these features.</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Index is reported by Bloomberg L.P. under the ticker symbol SPXGT356.&rdquo;&nbsp;&nbsp;The
Index is calculated daily on each day when the futures contracts underlying the Underlying Futures Indices are trading during their regular
trading sessions, which we refer to as an &ldquo;<B>index business day</B>&rdquo;.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">There are no actual assets to which any investor is entitled by virtue
of an investment linked to the Index.&nbsp;&nbsp;The Index is merely a mathematical calculation that is performed in accordance with the
methodology described in this section.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">This description of the Index is only a summary of the rules by which
the Index is calculated.&nbsp;&nbsp;You should understand that this summary is more general than the precise mathematical formulations
used to calculate the Index.&nbsp;&nbsp;The mathematical calculation of the Index is described in the Index rules, which are maintained
and subject to change by S&amp;P Dow Jones Indices LLC.&nbsp;&nbsp;The Index will be governed by and calculated in accordance with the
mathematical and other terms set forth in the Index rules, and not this description of the Index.&nbsp;&nbsp;If this description of the
Index conflicts with the Index rules, the Index rules control.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white">Citigroup Global Markets Inc.
(&ldquo;<B>CGMI</B>&rdquo;) worked with the sponsor of the Index in developing the guidelines and policies governing the composition and
calculation of the Index, and in that role made judgments and determinations about the Index methodology.&nbsp;&nbsp;Although CGMI no
longer has a role in making any judgments and determinations relating to the Index, the judgments and determinations previously made by
CGMI could continue to have an impact, positive or negative, on the level of the Index and the value of your securities.&nbsp;&nbsp;CGMI
was under no obligation to consider your interests as an investor in the notes in its role in developing the guidelines and policies governing
the Index.</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Volatility Targeting</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Index seeks to reflect exposure to the Portfolio while maintaining
an Index volatility at its volatility target of 35%.&nbsp;&nbsp;Volatility is a statistical measure of the magnitude and frequency of
changes in value.&nbsp;&nbsp;Higher volatility means greater and more frequent changes in value, and vice versa.&nbsp;&nbsp;The Index
seeks to maintain its volatility target through daily adjustments in the degree of exposure that the Index has to the Portfolio from the
current index business day to the next, which we refer to as the &ldquo;<B>leverage</B>&rdquo; of the Index.&nbsp;&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">On each index business day, the Index implements its leverage with respect
to the performance of the Portfolio over the next index business day based on a measure of the historical realized volatility of the Portfolio
as observed on the immediately preceding index business day (the &ldquo;<B>leverage determination date</B>&rdquo;).&nbsp;&nbsp;The leverage
of the Index that is implemented on each index business day will be equal to (a) the Index&rsquo;s volatility target of 35% <I>divided
by</I> (b) the historical realized volatility of the Portfolio as observed on the related leverage determination date, subject to a maximum
leverage of 500% and subject to a maximum daily weight change of 25%.&nbsp;&nbsp;Because of the maximum daily weight change, the change
in the aggregate exposure of the Index to a given Underlying Futures Index cannot exceed 25% of the value of the Index from one index
business day to the next.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">For example, if the historical realized volatility of the Portfolio
were 17.5% on the leverage determination date for a given index business day, the Index would reflect 200% leverage with respect to the
performance of the Portfolio over that index business day (calculated as the volatility target of 35% <I>divided by</I> the historical
realized volatility of 17.5%).&nbsp;&nbsp;If the Index were to have 200% leverage with respect to the performance of the Portfolio over
a given index business day, that would mean that the change in value of the Index would be 200% of the return of the Portfolio from the
close of the prior index business day to the close of the current index business day, whether positive or negative, before giving effect
to the notional costs and the decrement.&nbsp;&nbsp;Accordingly, if the return of the Portfolio were -2.5% over that period, the change
in value of the Index would be -5% over that same period, before giving effect to the notional costs and the decrement.&nbsp;&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">As an alternative example, if the historical realized volatility of
the Portfolio on the leverage determination date for a given index business day were 43.75%, the Index would reflect 80% leverage with
respect to the performance of the Portfolio over that index business day (calculated as the volatility target of 35% <I>divided by</I>
the implied volatility of 43.75%).&nbsp;&nbsp;In this circumstance, the change in value of the Index from the close of the prior index
business day to the close of the current index business day would be 80% of the return of the Portfolio over that period, whether positive
or negative, before giving effect to the notional costs and the decrement.&nbsp;&nbsp;Accordingly, if the return of the Portfolio were
2.5% over that period, the change in value of the Index would be 2.0% over that same period, before giving effect to the notional costs
and the decrement.&nbsp;&nbsp;At any time when the Index has less than 100% leverage with respect to the Portfolio, a portion of the Index
corresponding to the difference may be thought of as effectively uninvested, and no interest or other return will accrue on that portion.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The examples in the two preceding paragraphs assume that the maximum
daily weight change is not exceeded.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><I>Calculating Historical Realized Volatility</I></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Index measures the historical realized volatility of the Portfolio
on each leverage determination date as the lesser of a shorter-term and a longer-term measure of the historical realized volatility of
the Portfolio.&nbsp;&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The shorter-term measure of historical realized volatility is calculated
on a given leverage determination date based on what the daily returns of the current Portfolio (with allocations determined on the current
leverage determination date) would have been over the historical period up to and including that leverage determination date, determined
on an exponentially weighted basis with a decay factor equal to approximately 93.3033%.&nbsp;&nbsp;The longer-term measure of historical
realized volatility is calculated in the same way, but with a decay factor equal to approximately 96.5936%.&nbsp;&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Calculating historical realized volatility on an exponentially weighted
basis is a way of calculating historical volatility that gives the most weight to the most recent daily return, and progressively less
weight to older returns.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The steepness by which the weight given to more distant daily returns
declines from the weight given to more recent daily returns is determined by a parameter called a decay factor.&nbsp;&nbsp;The smaller
decay factor results in greater weight to more recent data and lesser weight to more distant data than the larger decay factor.&nbsp;&nbsp;For
this reason, we refer to the historical realized volatility measure that uses the smaller decay factor as the shorter-term measure of
historical realized volatility, and to the historical realized volatility measure that uses the larger decay factor as the longer-term
measure of historical realized volatility.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">With a decay factor of approximately 93.3033%, the shorter-term measure
of historical realized volatility assigns a weight of approximately 6.6967% (100% <I>minus </I>the decay factor) to the most recent daily
return of the Portfolio. The next most recent daily return has a weight equal to approximately 93.3033% of approximately 6.6967%, which
is approximately 6.2482%. The next most recent daily return after that has a weight equal to approximately 93.3033% of approximately 6.2482%,
which is approximately 5.8298%, and so on.&nbsp;&nbsp;The daily return on each index business day has a weight equal to approximately
93.3033% of the weight given to the daily return that is one index business day more recent.&nbsp;&nbsp;The 10 most recent daily returns
account for 50% of the weight of the shorter-term historical realized volatility measure.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">With a decay factor of approximately 96.5936%, the longer-term measure
of historical realized volatility assigns a weight of approximately 3.4064% to the most recent daily return of the Portfolio.&nbsp;&nbsp;The
next most recent daily return has a weight equal to approximately 96.5936% of approximately 3.4064%, which is approximately 3.2903%. The
next most recent daily return after that has a weight equal to approximately 96.5936% of approximately 3.2903%, which is approximately
3.1783%, and so on.&nbsp;&nbsp;The daily return on each index business day has a weight equal to approximately 96.5936% of the weight
given to the daily return that is one index business day more recent.&nbsp;&nbsp;The 10 most recent daily returns account for approximately
29% of the weight of the longer-term historical realized volatility measure.&nbsp;&nbsp;As a result, older daily returns have a greater
effect on the longer-term historical realized volatility measure than they do on the shorter-term historical realized volatility measure.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">We refer to the historical realized volatility measure with a decay
factor of approximately 93.3033% as a &ldquo;shorter-term&rdquo; measure of historical realized volatility because more recent daily returns
account for a significantly greater portion of the shorter-term measure than for the historical realized volatility measure with a decay
factor of approximately 96.5936%.&nbsp;&nbsp;We refer to the historical realized volatility measure with a decay factor of approximately
96.5936% as a &ldquo;longer-term&rdquo; measure of volatility because older daily returns have a greater effect on the longer-term historical
realized volatility measure than they do for the historical realized volatility measure with a decay factor of approximately 93.3033%.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Determining Allocations within the Portfolio</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Index determines the allocation of weight to each Underlying Futures
Index within the Portfolio on each leverage determination date based on a trend signal (the &ldquo;<B>Trend Signal</B>&rdquo;) calculated
on that date.&nbsp;&nbsp;The Trend Signal calculated on each leverage determination date is a number between 0 and 1 that will indicate
how the historical trend of the Underlying Equity Futures Index on that date compares to the historical trend of the Underlying Gold Futures
Index on that date.&nbsp;&nbsp;A Trend Signal of approximately 0 would indicate that the historical trend of the Underlying Equity Futures
Index is greater than that of the Underlying Gold Futures Index by roughly 10% or more; a Trend Signal of approximately 1 would indicate</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">that the historical trend of the Underlying Gold Futures Index is greater
than that of the Underlying Equity Futures Index by roughly 10% or more; and a Trend Signal of 0.5 would indicate that the historical
trend of the Underlying Equity Futures Index is equal to that of the Underlying Gold Futures Index.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The allocation of weight to each Underlying Futures Index within the
Portfolio will be determined on each leverage determination date as follows:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Weight of the Underlying Equity Futures Index = 70% - (40% &times; Trend
Signal)</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Weight of the Underlying Gold Futures Index = 30% + (40% &times; Trend
Signal)</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The table below illustrates what the weight of each Underlying Futures
Index would be for a range of hypothetical Trend Signals:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 65%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-right: 6pt; width: 29%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center; border-bottom: Black 0.5pt solid"><B>Trend
Signal</B></P></TD>
    <TD STYLE="padding-right: 6pt; width: 34%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center; border-bottom: Black 0.5pt solid"><B>Weight
of Underlying Equity Futures Index</B></P></TD>
    <TD STYLE="padding-right: 6pt; width: 37%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center; border-bottom: Black 0.5pt solid"><B>Weight
of Underlying Gold Futures Index</B></P></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.1</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">66.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">34.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.2</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">62.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">38.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.3</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">58.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">42.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.4</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">54.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">46.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.5</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">50.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">50.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.6</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">46.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">54.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.7</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">42.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">58.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.8</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">38.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">62.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.9</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">34.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">66.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">1</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">As the table illustrates, the maximum weight allocation for each Underlying
Futures Index within the Portfolio is 70%, and the minimum weight is 30%.&nbsp;&nbsp;The Underlying Equity Futures Index would have its
maximum weight allocation when the Trend Signal is 0, and the Underlying Gold Futures Index would have its maximum weight allocation when
the Trend Signal is 1.&nbsp;&nbsp;A Trend Signal of less than 0.5 will result in a greater weight allocation to the Underlying Equity
Futures Index than to the Underlying Gold Futures Index, and a Trend Signal of greater than 0.5 will result in a greater weight allocation
to the Underlying Gold Futures Index than to the Underlying Equity Futures Index.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The weight allocations to each Underlying Futures Index within the Portfolio
that are determined on a given leverage determination date are given effect in the Index on the immediately succeeding index business
day.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><I>Determining the Historical Trend of each Underlying Futures Index</I></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The historical trend of an Underlying Futures Index on a given leverage
determination date is determined by, first, calculating the percentile rank of the closing value of that Underlying Futures Index on that
date as compared to its closing value over the preceding year and, second, calculating a smoothed version of the percentile rank by incorporating
that day&rsquo;s percentile rank into an exponentially weighted moving average of the percentile rank calculation for the preceding index
business days.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The percentile rank for an Underlying Futures Index on any leverage
determination date is the percentage of closing values of that Underlying Futures Index over the preceding year that are less than the
closing value on that leverage determination date.&nbsp;&nbsp;For example, if the closing value of an Underlying Futures Index on a given
leverage determination date were higher than all of the closing values of that Underlying Futures Index over the preceding year, the percentile
rank would be 100%; if the closing value on that leverage determination date were lower than all of the closing values over the preceding
year, the percentile rank would be approximately 0%; and if the closing value on that leverage determination date were greater 50% of
the closing values over the preceding year, the percentile rank would be 50%.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Index interprets a relatively high percentile rank as indicating
an upward trend, and vice versa.&nbsp;&nbsp;It is important to understand, however, that because the percentile rank is based on a comparison
to closing values over the preceding year, it is possible for a given Underlying Futures Index to have a relatively high percentile rank
even if its most recent trend is sharply downward, and vice versa.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">After the Index has calculated the percentile rank for each Underlying
Futures Index for a given leverage determination date, the Index incorporates that day&rsquo;s percentile rank into an exponentially weighted
moving average of the percentile rank calculation for that Underlying Futures Index for that day and all previous index business days.&nbsp;&nbsp;An
exponentially weighted moving average is an average that gives the most weight to the percentile rank determined on the most recent date
and progressively less weight to older dates.&nbsp;&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The steepness by which the weight given to older dates declines from
the weight given to more recent dates is determined by a parameter called a decay factor.&nbsp;&nbsp;The decay factor used in the historical
trend calculation is 90%.&nbsp;&nbsp;With a decay factor of 90%, the historical trend measure assigns a weight of 10% (100% <I>minus </I>the
decay factor) to the most recent date.&nbsp;&nbsp;The next most recent date has a weight equal to 90% of 10%, which is 9%.&nbsp;&nbsp;The
next most recent date after that has a weight equal to 90% of 9%, which is 8.1%, and so on.&nbsp;&nbsp;Each date has a weight equal to
90% of the weight given to the next most recent date.&nbsp;&nbsp;The 10 most recent dates account for approximately 65% of the weight
of the historical trend measure.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; font-size: 10pt; color: #59AE43">&nbsp;</TD><TD STYLE="width: 50%; text-align: right; font-size: 10pt; color: #59AE43"><FONT STYLE="font-size: 10pt; color: #2292D0">PS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->21<!-- Field: /Sequence --></FONT></TD></TR></TABLE></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><I>Determining the Relative Historical Trend</I></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Once the historical trend has been calculated, the Index calculates
the relative historical trend as the historical trend of the Underlying Equity Futures Index <I>minus</I> the historical trend of the
Underlying Gold Futures Index.&nbsp;&nbsp;For example, if the historical trend of the Underlying Equity Futures Index were 50% and the
historical trend of the Underlying Gold Futures Index were 40%, then the relative historical trend would be 10% (50% <I>minus</I> 40%).&nbsp;&nbsp;Alternatively,
if the historical trend of the Underlying Equity Futures Index were 0% and the historical trend of the Underlying Gold Futures Index were
100%, the relative historical trend would be -100% (0% <I>minus</I> 100%).&nbsp;&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><I>Calculating the Trend Signal</I></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Index then converts the relative historical trend into a Trend Signal
based on the following formula:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="text-align: center; font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><IMG SRC="image_003.jpg" ALT="" STYLE="height: 27px; width: 147px"></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The chart below illustrates what the Trend Signal would be for a range
of relative historical trends from -20% to 20%.&nbsp;&nbsp;As depicted by the chart, the Trend Signal will be very close to 1 when the
relative historical performance is -10% or lower &ndash; i.e., when the historical trend of the Underlying Gold Futures Index exceeds
that of the Underlying Equity Futures Index by 10% or more &ndash; and very close to 0 when the relative historical performance is 10%
or more &ndash; i.e., when the historical trend of the Underlying Equity Futures Index exceeds that of the Underlying Gold Futures Index
by 10% or more.&nbsp;&nbsp;If the historical trend of the Underlying Equity Futures Index were the same as that of the Underlying Gold
Futures Index, resulting in a relative historical trend of 0, then the Trend Signal would be 0.5.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-size: 10pt"><IMG SRC="image_004.jpg" ALT="" STYLE="height: 289px; width: 481px"></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><I>Illustrative Table and Scenarios</I></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The table below indicates what the Trend Signal and weight allocation
for each Underlying Futures Index within the Portfolio would be for various hypothetical combinations of the historical trend of the Underlying
Equity Futures Index and the historical trend of the Underlying Gold Futures Index.&nbsp;&nbsp;The table below does not indicate all possible
outcomes.&nbsp;&nbsp;Trend Signal figures in the table below have been rounded to the fifth decimal place.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-right: 6pt; width: 20%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center; border-bottom: Black 0.5pt solid"><B>Historical
Trend of Underlying Equity Futures Index</B></P></TD>
    <TD STYLE="padding-right: 6pt; width: 16%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center; border-bottom: Black 0.5pt solid"><B>Historical
Trend of Underlying Gold Futures Index</B></P></TD>
    <TD STYLE="padding-right: 6pt; width: 16%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center; border-bottom: Black 0.5pt solid"><B>Relative
Historical Trend</B></P></TD>
    <TD STYLE="padding-right: 6pt; width: 16%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center; border-bottom: Black 0.5pt solid"><B>Trend
Signal</B></P></TD>
    <TD STYLE="padding-right: 6pt; width: 16%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center; border-bottom: Black 0.5pt solid"><B>Weight
of Underlying Equity Futures Index</B></P></TD>
    <TD STYLE="padding-right: 6pt; width: 16%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center; border-bottom: Black 0.5pt solid"><B>Weight
of Underlying Gold Futures Index</B></P></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">100%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">100%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.50000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">50.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">50.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">100%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">80%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">20%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.00005</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">100%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">52%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">48%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">100%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">24%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">76%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">100%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">100%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">75%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">100%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">-25%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">1.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">75%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">80%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">-5%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.92414</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">33.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">67.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">75%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">52%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">23%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.00001</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">75%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">24%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">51%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">75%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">75%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">50%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">100%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">-50%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">1.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD></TR>
  </TABLE>

<!-- Field: Page; Sequence: 22; Value: 2 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; font-size: 10pt; color: #59AE43">&nbsp;</TD><TD STYLE="width: 50%; text-align: right; font-size: 10pt; color: #59AE43"><FONT STYLE="font-size: 10pt; color: #2292D0">PS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->22<!-- Field: /Sequence --></FONT></TD></TR></TABLE></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; width: 20%; text-align: center"><FONT STYLE="font-size: 10pt">50%</FONT></TD>
    <TD STYLE="white-space: nowrap; width: 16%; text-align: center"><FONT STYLE="font-size: 10pt">80%</FONT></TD>
    <TD STYLE="white-space: nowrap; width: 16%; text-align: center"><FONT STYLE="font-size: 10pt">-30%</FONT></TD>
    <TD STYLE="white-space: nowrap; width: 16%; text-align: center"><FONT STYLE="font-size: 10pt">1.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; width: 16%; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; width: 16%; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">50%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">52%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">-2%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.73106</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">40.8%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">59.2%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">50%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">24%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">26%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">50%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">50%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">25%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">100%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">-75%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">1.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">25%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">80%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">-55%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">1.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">25%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">52%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">-27%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">1.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">25%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">24%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">1%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.37754</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">54.9%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">45.1%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">25%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">25%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">100%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">-100%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">1.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">80%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">-80%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">1.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">52%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">-52%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">1.00000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">24%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">-24%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.99999</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">30.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">70.0%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">0.50000</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">50.0%</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">50.0%</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The table below illustrates how the weight allocation for each Underlying
Futures Index would be determined in four hypothetical scenarios.&nbsp;&nbsp;The scenarios illustrated below are not meant to be exhaustive
and are not a prediction of actual conditions that may exist at any time.&nbsp;&nbsp;Trend Signal figures in the table below have been
rounded to the fifth decimal place.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="width: 85%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 20%">&nbsp;</TD>
    <TD STYLE="padding-right: 6pt; width: 20%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; border-bottom: Black 0.5pt solid"><B>Scenario 1</B></P></TD>
    <TD STYLE="padding-right: 6pt; width: 20%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; border-bottom: Black 0.5pt solid"><B>Scenario 2</B></P></TD>
    <TD STYLE="padding-right: 6pt; width: 20%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; border-bottom: Black 0.5pt solid"><B>Scenario 3</B></P></TD>
    <TD STYLE="padding-right: 6pt; width: 20%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; border-bottom: Black 0.5pt solid"><B>Scenario 4</B></P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 6pt">&nbsp;</TD>
    <TD STYLE="padding-right: 6pt"><B>Strong bullish trend for equity, bearish trend for gold</B></TD>
    <TD STYLE="padding-right: 6pt"><B>Bearish trend for equity, bullish trend for gold</B></TD>
    <TD STYLE="padding-right: 6pt"><B>Bullish trend for both, mildly stronger for equity</B></TD>
    <TD STYLE="padding-right: 6pt"><B>Bearish trend for both, mildly stronger for gold</B></TD></TR>
  <TR>
    <TD STYLE="padding-right: 6pt; vertical-align: top">Historical trend of Underlying Equity Futures Index</TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">90%</FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">20%</FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">65%</FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">30%</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-right: 6pt; vertical-align: top">Historical trend of Underlying Gold Futures Index</TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">10%</FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">80%</FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">60%</FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">32%</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-right: 6pt; vertical-align: top">Relative Historical Trend</TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">80%</FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">-60%</FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">5%</FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">-2%</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-right: 6pt; vertical-align: top">Trend Signal</TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">0.00000</FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">1.00000</FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">0.07586</FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt">0.73106</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-right: 6pt; vertical-align: top"><B>Weight of Underlying Equity Futures Index</B></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt"><B>70.0%</B></FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt"><B>30.0%</B></FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt"><B>67.0%</B></FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt"><B>40.8%</B></FONT></TD></TR>
  <TR>
    <TD STYLE="padding-right: 6pt; vertical-align: top"><B>Weight of Underlying Gold Futures Index</B></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt"><B>30.0%</B></FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt"><B>70.0%</B></FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt"><B>33.0%</B></FONT></TD>
    <TD STYLE="padding-right: 6pt; text-align: center"><FONT STYLE="font-size: 10pt"><B>59.2%</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Notional Costs</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Two types of notional costs are deducted from the performance of the
Index:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD><B>Notional transaction costs.</B>&nbsp;&nbsp;Notional transaction costs are deducted each time there is a change in the exposure
of the Index to the Underlying Futures Indices.&nbsp;&nbsp;Changes in the exposure may occur daily.&nbsp;&nbsp;The amount of the notional
transaction costs deducted at the time of a change in exposure will be equal to (a) 0.02% <I>times</I> (b) the portion of the Index&rsquo;s
value corresponding to the change in the exposure.&nbsp;&nbsp;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Given the maximum daily weight change of 25%, the maximum notional transaction
cost on a given day is 0.005% of the value of the Index on that day (before giving effect to the notional replication cost and decrement).&nbsp;&nbsp;If
that were calculated on an annualized basis, and if we assume a constant Index value over the course of a year, the maximum aggregate
notional transaction cost would be 1.26% of the value of the Index (before giving effect to the notional replication cost and decrement).&nbsp;&nbsp;That
amount could be higher in any given annual period if the Index value were higher during that annual period.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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    <!-- Field: /Page -->

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD><B>Notional replication costs.</B>&nbsp;&nbsp;Notional replication costs are deducted on a daily basis from the level of the Index
(before giving effect to the notional transaction costs and decrement) at a rate of 0.12% per annum, applied against the aggregate amount
of exposure that the Index has to the Portfolio.&nbsp;&nbsp;If, for example, the Index were to have 500% leverage to the Portfolio over
any given period, then the notional replication costs would reduce the level of the Index (before giving effect to the notional transaction
costs and decrement) at a rate of 0.60% per annum (0.12% <I>times</I> 500%) over that period.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The notional costs may be more or less than the actual costs our hedging
counterparty may incur in connection with hedging the notes.&nbsp;&nbsp;To the extent they are more than such actual costs, the notional
costs would represent profit to our hedging counterparty, which is an affiliate of ours.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The notional costs will be a significant drag on the performance of
the Index.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Decrement</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Index is a decrement index, which means that the value of the Index
will be reduced at a rate of 6% per annum.&nbsp;&nbsp;The decrement will be a significant drag on the performance of the Index.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Comparison of Hypothetical Back-Tested and Historical S&amp;P 500/Gold
Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER Performance Against Historical S&amp;P 500<SUP>&reg;</SUP> Index/Gold
Performance</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The following graphs set forth a comparison of the hypothetical back-tested
and historical performance of the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER against the historical
performance of a hypothetical fixed portfolio with a 50% allocation to the S&amp;P 500<SUP>&reg;</SUP> Index and a 50% allocation to the
spot price of gold.&nbsp;&nbsp;The first graph shows comparative performance data for the period from January 2, 2015 through September
24, 2025, each normalized to have a closing value of 100.00 on January 2, 2015 to facilitate a comparison.&nbsp;&nbsp;The second graph
shows comparative performance data for the period from January 3, 2022 through September 24, 2025, each normalized to have a closing value
of 100.00 on January 3, 2022 to facilitate a comparison.&nbsp;&nbsp;The performance of the S&amp;P 500<SUP>&reg;</SUP> Index reflected
below is its price return performance &ndash; i.e., its performance without reflecting dividends. The total return performance of the
S&amp;P 500<SUP>&reg;</SUP> Index (i.e., its performance reflecting dividends) would be greater than the price return performance reflected
below.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">All S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement
Index (USD) ER performance information prior to June 27, 2025 is hypothetical and back-tested, as the S&amp;P 500/Gold Futures Dual Asset
Trend 35% VT TCA 6% Decrement Index (USD) ER did not exist prior to that date.&nbsp;&nbsp;Hypothetical back-tested performance information
is subject to the significant limitations described above under &ldquo;Information About the S&amp;P 500/Gold Futures Dual Asset Trend
35% VT TCA 6% Decrement Index (USD) ER&rdquo;.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">In the graphs below, references to SPXGT356&rdquo; are to the S&amp;P
500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER and references to &ldquo;SPX/Gold&rdquo; are to a hypothetical
fixed portfolio with a 50% allocation to the S&amp;P 500<SUP>&reg;</SUP> Index and a 50% allocation to the spot price of gold.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B>January 2, 2015 to September 24, 2025</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-size: 10pt"><B><IMG SRC="image_005.jpg" ALT="" STYLE="height: 329px; width: 524px"></B></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>


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    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B>January 3, 2022 to September 24, 2025</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-size: 10pt"><B><IMG SRC="image_006.jpg" ALT="" STYLE="height: 329px; width: 523px"></B></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B><I>PAST PERFORMANCE OF THE S&amp;P 500/GOLD FUTURES
DUAL ASSET TREND 35% VT TCA 6% DECREMENT INDEX (USD) ER AND RELATIVE PERFORMANCE BETWEEN THE S&amp;P 500/GOLD FUTURES DUAL ASSET TREND
35% VT TCA 6% DECREMENT INDEX (USD) ER AND THE HYPOTHETICAL FIXED PORTFOLIO DEPICTED ABOVE ARE NOT INDICATIVE OF FUTURE PERFORMANCE</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Using the hypothetical back-tested and historical performance information
from the graphs above, the table below shows the annualized (annually compounded) performance of the S&amp;P 500/Gold Futures Dual Asset
Trend 35% VT TCA 6% Decrement Index (USD) ER as compared to a hypothetical fixed portfolio with a 50% allocation to the S&amp;P 500<SUP>&reg;</SUP>
Index and a 50% allocation to the spot price of gold for the last year, the last three years and the last five years, each as of September
24, 2025.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #2292D0">
    <TD STYLE="width: 22%">&nbsp;</TD>
    <TD STYLE="width: 47%; text-align: center"><FONT STYLE="font-size: 10pt; color: white"><B>S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER</B></FONT></TD>
    <TD STYLE="width: 31%; text-align: center"><FONT STYLE="font-size: 10pt; color: white"><B>SPX/Gold</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Last 1 Year</B></FONT></TD>
    <TD STYLE="text-align: center">49.59%</TD>
    <TD STYLE="text-align: center">28.27%</TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Last 3 Years</B></FONT></TD>
    <TD STYLE="text-align: center">47.14%</TD>
    <TD STYLE="text-align: center">26.76%</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Last 5 Years</B></FONT></TD>
    <TD STYLE="text-align: center">22.37%</TD>
    <TD STYLE="text-align: center">15.17%</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The table below indicates the negative impact of the notional costs
on the performance of the S&amp;P 500/Gold Futures Dual Asset Trend 35% VT TCA 6% Decrement Index (USD) ER based on the hypothetical back-tested
and historical information from the graphs above.&nbsp;&nbsp;In the future, the negative impact of these notional costs may be greater,
and perhaps significantly greater, than the values set forth below.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #2292D0">
    <TD STYLE="width: 22%">&nbsp;</TD>
    <TD STYLE="width: 47%; text-align: center"><FONT STYLE="font-size: 10pt; color: white"><B>Average per annum</B></FONT></TD>
    <TD STYLE="width: 31%; text-align: center"><FONT STYLE="font-size: 10pt; color: white"><B>Maximum amount over any annual period</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Notional costs</B></FONT></TD>
    <TD STYLE="text-align: center">1.11%</TD>
    <TD STYLE="text-align: center">2.25%</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>License Agreement</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">S&amp;P Dow Jones Indices LLC (&ldquo;S&amp;P Dow Jones&rdquo;) and
Citigroup Global Markets Inc. have entered into an exclusive license agreement providing for the license to Citigroup Inc. and its affiliates,
in exchange for a fee, of the right to use indices owned and published by S&amp;P Dow Jones in connection with certain financial products,
including the notes. &ldquo;Standard &amp; Poor&rsquo;s&rdquo; and &ldquo;S&amp;P&rdquo; are trademarks of Standard &amp; Poor&rsquo;s
Financial Services LLC (&ldquo;S&amp;P&rdquo;). &ldquo;Dow Jones&rdquo; is a registered trademark of Dow Jones Trademark Holdings, LLC
(&ldquo;Dow Jones&rdquo;). Trademarks have been licensed to S&amp;P Dow Jones and have been licensed for use by Citigroup Inc. and its
affiliates.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The license agreement between S&amp;P Dow Jones and Citigroup Global
Markets Inc. provides that the following language must be stated in this pricing supplement:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&ldquo;The notes are not sponsored, endorsed, sold or promoted by S&amp;P
Dow Jones, Dow Jones, S&amp;P or their respective affiliates (collectively, &ldquo;S&amp;P Dow Jones Indices&rdquo;). S&amp;P Dow Jones
Indices make no representation or warranty, express or implied, to the holders of the notes or any member of the public regarding the
advisability of investing in securities generally or in the notes particularly. S&amp;P Dow Jones Indices&rsquo; only relationship to
Citigroup Inc. and its affiliates (other than transactions entered into in the ordinary course of business) is the licensing of certain
trademarks, trade names and service marks of S&amp;P Dow Jones Indices and of the Index, which is determined, composed and calculated
by S&amp;P Dow Jones Indices</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">without regard to Citigroup Inc., its affiliates or the notes. S&amp;P
Dow Jones Indices have no obligation to take the needs of Citigroup Inc., its affiliates or the holders of the notes into consideration
in determining, composing or calculating the Index.&nbsp;&nbsp;S&amp;P Dow Jones Indices are not responsible for and have not participated
in the determination of the timing of, prices at or quantities of the notes to be issued or in the determination or calculation of the
equation by which the notes are to be converted into cash.&nbsp;&nbsp;S&amp;P Dow Jones Indices have no obligation or liability in connection
with the administration, marketing or trading of the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">S&amp;P DOW JONES INDICES DO NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS
OF THE INDEX OR ANY DATA INCLUDED THEREIN AND S&amp;P DOW JONES INDICES SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS, OR INTERRUPTIONS
THEREIN. S&amp;P DOW JONES INDICES MAKE NO WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY CITIGROUP INC., HOLDERS OF THE
NOTES, OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE INDEX OR ANY DATA INCLUDED THEREIN.&nbsp;&nbsp;S&amp;P DOW JONES INDICES MAKE
NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIM ALL WARRANTIES, OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE
WITH RESPECT TO THE INDEX OR ANY DATA INCLUDED THEREIN.&nbsp;&nbsp;WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL S&amp;P DOW
JONES INDICES HAVE ANY LIABILITY FOR ANY LOST PROFITS OR INDIRECT, PUNITIVE, SPECIAL OR CONSEQUENTIAL DAMAGES, EVEN IF NOTIFIED OF THE
POSSIBILITY THEREOF.&nbsp;&nbsp;THERE ARE NO THIRD PARTY BENEFICIARIES OF ANY AGREEMENTS OR ARRANGEMENTS BETWEEN S&amp;P DOW JONES INDICES
AND CITIGROUP INC.&rdquo;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B>Annex B<BR>
Description of the S&amp;P 500 Futures Excess Return Index</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">We have derived all information contained in this pricing supplement
regarding the S&amp;P 500 Futures Excess Return Index, including, without limitation, its make-up, method of calculation and changes in
its components, from publicly available information. We have not independently verified such information. Such information reflects the
policies of, and is subject to change by, S&amp;P Dow Jones Indices LLC. The S&amp;P 500 Futures Excess Return Index was developed by
Standard &amp; Poor&rsquo;s Financial Services LLC (&ldquo;S&amp;P&rdquo;) and is calculated, maintained and published by S&amp;P Dow
Jones Indices LLC.&nbsp;&nbsp;S&amp;P Dow Jones Indices LLC has no obligation to continue to publish, and may discontinue the publication
of, the S&amp;P 500 Futures Excess Return Index.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The S&amp;P 500 Futures Excess Return Index tracks futures contracts
on the S&amp;P 500<SUP>&reg;</SUP> Index.&nbsp;&nbsp;The S&amp;P 500<SUP>&reg;</SUP> Index is reported by Bloomberg L.P. under the ticker
symbol &ldquo;SPX.&rdquo;&nbsp;&nbsp;The S&amp;P 500<SUP>&reg;</SUP> Index consists of the common stocks of 500 issuers selected to provide
a performance benchmark for the large capitalization segment of the U.S. equity market.&nbsp;&nbsp;For more information about the S&amp;P
500<SUP>&reg;</SUP> Index, see &ldquo;Equity Index Descriptions&mdash;The S&amp;P U.S. Indices&rdquo; in the accompanying underlying supplement.&nbsp;&nbsp;We
refer to the S&amp;P 500<SUP>&reg;</SUP> Index as the &ldquo;reference index&rdquo; for the S&amp;P 500 Futures Excess Return Index.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The S&amp;P 500 Futures Excess Return Index is a futures-based index.&nbsp;&nbsp;As
a futures-based index, it is expected to reflect not only the performance of its reference index (the S&amp;P 500<SUP>&reg;</SUP> Index),
but also the implicit cost of a financed position in that reference index.&nbsp;&nbsp;The cost of this financed position will adversely
affect the value of the S&amp;P 500 Futures Excess Return Index.&nbsp;&nbsp;Any increase in market interest rates will be expected to
further increase this implicit financing cost and will increase the negative effect on the performance of the S&amp;P 500 Futures Excess
Return Index.&nbsp;&nbsp;Because of this implicit financing cost, the S&amp;P 500 Futures Excess Return Index is expected to underperform
the total return performance of the S&amp;P 500<SUP>&reg;</SUP> Index.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The S&amp;P 500 Futures Excess Return Index launch date was August 2,
2010, and it is reported by Bloomberg L.P. under the ticker symbol &ldquo;SPXFP.&rdquo;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B><I>Index Calculation</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The S&amp;P 500 Futures Excess Return Index tracks the performance of
a hypothetical position, rolled quarterly, in the nearest-to-expiration E-mini S&amp;P 500 futures contract.&nbsp;&nbsp;Constructed from
E-mini S&amp;P 500 futures contracts, the S&amp;P 500 Futures Excess Return Index includes provisions for the replacement of the current
E-mini S&amp;P 500 futures contract in the S&amp;P 500 Futures Excess Return Index as such futures contract approaches expiration (also
referred to as &ldquo;rolling&rdquo;).&nbsp;&nbsp;This replacement occurs over a one-day rolling period every quarter, which is five days
prior to the last trade date of the futures contract.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The S&amp;P 500 Futures Excess Return Index is calculated from the price
change of the underlying E-mini S&amp;P 500 futures contract. On any trading date, t, the value of the S&amp;P 500 Futures Excess Return
Index is calculated as follows:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="text-align: center; font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><IMG SRC="image_007.jpg" ALT="" STYLE="height: 15px; width: 195px"></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Where:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="width: 85%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR>
    <TD STYLE="width: 33%; border: Black 1pt solid">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_008.jpg" ALT="" STYLE="height: 14px; width: 35px"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P></TD>
    <TD STYLE="width: 5%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">=</FONT></TD>
    <TD STYLE="width: 62%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">The value of the S&amp;P 500 Futures Excess Return Index on the current day, t</FONT></TD></TR>
  <TR>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_009.jpg" ALT="" STYLE="height: 14px; width: 46px"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">=</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">The value of the S&amp;P 500 Futures Excess Return Index on the preceding day on which the S&amp;P 500 Futures Excess Return Index was calculated, t-1</FONT></TD></TR>
  <TR>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_010.jpg" ALT="" STYLE="height: 15px; width: 45px"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">=</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">The Contract Daily Return from day t-1 to day t,
    defined as:</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_011.jpg" ALT="" STYLE="height: 29px; width: 45px"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P></TD></TR>
  <TR>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_012.jpg" ALT="" STYLE="height: 14px; width: 31px"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">=</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">The daily contract reference price of the futures contract, which is the official closing price, as designated by the exchange</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Market disruptions are situations where the exchange has failed to open
so that no trading is possible due to unforeseen events, such as computer or electric power failures, weather conditions or other events.&nbsp;&nbsp;If
any such event happens on the roll date, the roll will take place on the next business day on which no market disruptions exist.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The S&amp;P 500 Futures Excess Return Index is an excess return index,
which in this context means that its performance will be based solely on changes in the settlement price of its underlying futures contract.&nbsp;&nbsp;An
excess return index is distinct from a total return index, which, in addition to changes in the settlement price of the underlying futures
contract, would reflect interest on a hypothetical cash position collateralizing that futures contract.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>E-mini S&amp;P 500 futures contracts</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">E-mini S&amp;P 500 futures contracts were introduced in 1997 and are
traded on the Chicago Mercantile Exchange under the ticker symbol &ldquo;ES.&rdquo;&nbsp;&nbsp;The Chicago Mercantile Exchange trades
E-mini S&amp;P 500 futures contracts with expiration dates in March, June, September and December of each year.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">E-mini S&amp;P 500 futures contracts differ from the futures contracts
described below under &ldquo;&mdash;Futures Contracts Generally&rdquo; in that E-mini S&amp;P 500 futures contracts are cash settled only,
meaning that the 500 stocks composing the S&amp;P 500<SUP>&reg;</SUP> Index are not actually delivered upon settlement of the futures
contract.&nbsp;&nbsp;Therefore, the E-mini S&amp;P 500 futures contracts are not contracts to actually buy and sell the stocks in the
S&amp;P 500<SUP>&reg;</SUP> Index.&nbsp;&nbsp;In all other relevant respects, however &ndash; including daily &ldquo;mark to market&rdquo;
and realization of gains or losses based on the difference between the current settlement price and the initial futures price &ndash;
the E-mini S&amp;P 500 futures contracts are similar to those described below under &ldquo;&mdash;Futures Contracts Generally.&rdquo;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B><I>Futures Contracts Generally</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Generally speaking, a futures contract is an agreement to buy or sell
an underlying asset on a future expiration date at a price that is agreed upon today.&nbsp;&nbsp;If the underlying asset is worth more
on the expiration date than the price specified in the futures contract, then the purchaser of that contract will achieve a gain on that
contract, and if it is worth less, the purchaser will incur a loss.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">For example, suppose that a futures contract entered into in January
calls for the purchaser to buy the underlying asset in April at a price of $1,000. If the underlying asset is worth $1,200 in April, then
upon settlement of the futures contract in April the purchaser will buy for $1,000 an underlying asset worth $1,200, achieving a $200
gain.&nbsp;&nbsp;Conversely, if the underlying asset is worth $800 in April, then upon settlement of the futures contract in April the
purchaser will buy for $1,000 an underlying asset worth only $800, incurring a $200 loss.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The gain or loss to the purchaser of this futures contract is different
from the gain or loss that could have been achieved by the direct purchase of the underlying asset in January and the sale of that underlying
asset in April.&nbsp;&nbsp;This is because a futures contract is a &ldquo;leveraged&rdquo; way to invest in the underlying asset.&nbsp;&nbsp;In
other words, purchasing a futures contract is similar to borrowing money to buy the underlying asset, in that (i) it enables an investor
to gain exposure to the underlying asset without having to pay the full cost of it up front and (ii) it entails a financing cost.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">This financing cost is implicit in the difference between the spot price
of the underlying asset and the futures price.&nbsp;&nbsp;A &ldquo;futures price&rdquo; is the price at which market participants may
agree today to buy or sell the underlying asset in the future, and the &ldquo;spot price&rdquo; is the current price of the underlying
asset for immediate delivery.&nbsp;&nbsp;The futures price is determined by market supply and demand and is independent of the spot price,
but it is nevertheless generally expected that the futures price will be related to the spot price in a way that reflects a financing
cost (because if it did not do so there would be an opportunity for traders to make sure profits, known as &ldquo;arbitrage&rdquo;).&nbsp;&nbsp;For
example, if January&rsquo;s futures price is $1,000, January&rsquo;s spot price may be $975. If the underlying asset is worth $1,200 in
April, the gain on the futures contract would be $200 ($1,200 minus $1,000), while the gain on a direct investment made at the January
spot price would have been $225 ($1,200 minus $975).&nbsp;&nbsp;The lower return on the futures contract as compared to the direct investment
reflects this implicit financing cost.&nbsp;&nbsp;Because of this financing cost, it is possible for a purchaser to incur a loss on a
futures contract even if the spot price of the underlying asset increases over the term of the futures contract.&nbsp;&nbsp;The amount
of this financing cost is expected to increase as general market interest rates increase.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Futures contracts are standardized instruments that are traded on an
exchange.&nbsp;&nbsp;On each trading day, the exchange determines a settlement price (which may also be referred to as a closing price)
for that futures contract based on the futures prices at which market participants entered into that futures contract on that day.&nbsp;&nbsp;Open
positions in futures contracts are &ldquo;marked to market&rdquo; and margin is required to be posted on each trading day.&nbsp;&nbsp;This
means that, on each trading day, the current settlement price for a futures contract is compared to the futures price at which the purchaser
entered into that futures contract. If the current settlement price has decreased from the initial futures price, then the purchaser will
be required to deposit the decrease in value of that futures contract into an account.&nbsp;&nbsp;Conversely, if the current settlement
price has increased, the purchaser will receive that cash value in its account.&nbsp;&nbsp;Accordingly, gains or losses on a futures contract
are effectively realized on a daily basis up until the point when the position in that futures contract is closed out.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Because futures contracts have expiration dates, one futures contract
must be rolled into another if there is a desire to maintain a continuous position in futures contracts on (rather than take delivery
of) a particular underlying asset.&nbsp;&nbsp;This is typically achieved by closing out the position in the existing futures contract
as its expiration date approaches and simultaneously entering into a new futures contract (at a new futures price based on the futures
price then prevailing) with a later expiration date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Comparison of Historical S&amp;P 500 Futures Excess Return Index
Performance Against Historical S&amp;P 500<SUP>&reg;</SUP> Index Performance</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">To illustrate the historical impact of the implicit financing cost on
the performance of the S&amp;P 500 Futures Excess Return Index, the following graph sets forth a comparison of the historical performance
of the S&amp;P 500 Futures Excess Return Index against the historical performance of the S&amp;P 500<SUP>&reg;</SUP> Index from January
2, 2015 through September 24, 2025, each normalized to have a closing value of 100.00 on January 2, 2015 to facilitate a comparison.&nbsp;&nbsp;The
performance of the S&amp;P 500<SUP>&reg;</SUP> Index shown below is its price return performance &ndash; i.e., its performance without
reflecting dividends.&nbsp;&nbsp;The total return performance of the S&amp;P 500<SUP>&reg;</SUP> Index (i.e., its performance reflecting
dividends) would be greater than the price return performance shown below.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">In the graph below, references to &ldquo;SPXFP&rdquo; are to the S&amp;P
500 Futures Excess Return Index and references to &ldquo;SPX&rdquo; are to the S&amp;P 500<SUP>&reg;</SUP> Index.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B><IMG SRC="image_013.jpg" ALT="" STYLE="height: 329px; width: 524px"></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B><I>PAST PERFORMANCE OF THE S&amp;P 500 FUTURES
EXCESS RETURN INDEX AND RELATIVE PERFORMANCE BETWEEN THE S&amp;P 500 FUTURES EXCESS RETURN INDEX AND THE S&amp;P 500<SUP>&reg;</SUP> INDEX
ARE NOT INDICATIVE OF FUTURE PERFORMANCE</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Using the historical performance information from the graph above, the
table below shows the annualized (annually compounded) performance of the S&amp;P 500 Futures Excess Return Index as compared to the S&amp;P
500<SUP>&reg;</SUP> Index for the last year, the last three years and the last five years, each as of September 24, 2025.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #2292D0">
    <TD STYLE="width: 22%">&nbsp;</TD>
    <TD STYLE="width: 40%; text-align: center"><FONT STYLE="font-size: 10pt; color: white"><B>S&amp;P 500 Futures Excess Return Index</B></FONT></TD>
    <TD STYLE="width: 38%; text-align: center"><FONT STYLE="font-size: 10pt; color: white"><B>S&amp;P 500<SUP>&reg;</SUP> Index</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Last 1 Year</B></FONT></TD>
    <TD STYLE="text-align: center">11.22%</TD>
    <TD STYLE="text-align: center">15.79%</TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Last 3 Years</B></FONT></TD>
    <TD STYLE="text-align: center">16.83%</TD>
    <TD STYLE="text-align: center">21.54%</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Last 5 Years</B></FONT></TD>
    <TD STYLE="text-align: center">12.99%</TD>
    <TD STYLE="text-align: center">15.37%</TD></TR>
  </TABLE>

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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B>Annex C<BR>
Description of the S&amp;P GSCI Gold ER</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">We have derived all information contained in this pricing supplement
regarding the S&amp;P GSCI Gold ER, including, without limitation, its make-up, method of calculation and changes in its components, from
publicly available information. We have not independently verified such information. Such information reflects the policies of, and is
subject to change by, S&amp;P Dow Jones Indices LLC. The S&amp;P GSCI Gold ER is calculated, maintained and published by S&amp;P Dow Jones
Indices LLC.&nbsp;&nbsp;S&amp;P Dow Jones Indices LLC has no obligation to continue to publish, and may discontinue the publication of,
the S&amp;P GSCI Gold ER.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The S&amp;P GSCI Gold ER tracks futures contracts on gold.&nbsp;&nbsp;The
S&amp;P GSCI Gold ER is a single-commodity sub-index of the S&amp;P GSCI Index, which is an index on a world production-weighted basket
of principal non-financial commodities (i.e., physical commodities) that satisfy specified criteria.&nbsp;&nbsp;For more information about
the S&amp;P GSCI Index, see &ldquo;Commodity Index Descriptions&mdash;The S&amp;P GSCI Indices&rdquo; in the accompanying underlying supplement.&nbsp;&nbsp;The
methodology for calculating the S&amp;P GSCI Index is also used to calculate the S&amp;P GSCI Gold ER (albeit only with respect to gold
futures rather than the basket of commodities that make up the S&amp;P GSCI Index).&nbsp;&nbsp;We refer to gold as the &ldquo;reference
asset&rdquo; for the S&amp;P GSCI Gold ER.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The futures contracts tracked by the S&amp;P GSCI Gold ER are traded
on the Commodity Exchange, also known as the COMEX, operated by the CME Group.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The S&amp;P GSCI Gold ER is a futures-based index.&nbsp;&nbsp;As a futures-based
index, it is expected to reflect not only the performance of its reference asset (gold), but also the implicit cost of a financed position
in that reference asset.&nbsp;&nbsp;In the case of a physical commodity like gold, the implicit financing cost is expected to include
the cost of storing the commodity over the term of the futures contract.&nbsp;&nbsp;The cost of this financed position will adversely
affect the value of the S&amp;P GSCI Gold ER.&nbsp;&nbsp;Any increase in market interest rates or storage costs will be expected to further
increase this implicit financing cost and will increase the negative effect on the performance of the S&amp;P GSCI Gold ER.&nbsp;&nbsp;Because
of this implicit financing cost, the S&amp;P GSCI Gold ER is expected to underperform the spot price performance of gold.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The S&amp;P GSCI Gold ER launch date was May 1, 1991, and it is reported
by Bloomberg L.P. under the ticker symbol &ldquo;SPGSGCP.&rdquo;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>COMEX gold futures contracts</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">COMEX gold futures contracts are traded on the COMEX under the ticker
symbol &ldquo;GC.&rdquo;&nbsp;&nbsp;The COMEX trades gold futures contracts with monthly expiration dates.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B><I>Futures Contracts Generally</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Generally speaking, a futures contract is an agreement to buy or sell
an underlying asset on a future expiration date at a price that is agreed upon today.&nbsp;&nbsp;If the underlying asset is worth more
on the expiration date than the price specified in the futures contract, then the purchaser of that contract will achieve a gain on that
contract, and if it is worth less, the purchaser will incur a loss.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">For example, suppose that a futures contract entered into in January
calls for the purchaser to buy the underlying asset in April at a price of $1,000. If the underlying asset is worth $1,200 in April, then
upon settlement of the futures contract in April the purchaser will buy for $1,000 an underlying asset worth $1,200, achieving a $200
gain.&nbsp;&nbsp;Conversely, if the underlying asset is worth $800 in April, then upon settlement of the futures contract in April the
purchaser will buy for $1,000 an underlying asset worth only $800, incurring a $200 loss.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The gain or loss to the purchaser of this futures contract is different
from the gain or loss that could have been achieved by the direct purchase of the underlying asset in January and the sale of that underlying
asset in April.&nbsp;&nbsp;This is because a futures contract is a &ldquo;leveraged&rdquo; way to invest in the underlying asset.&nbsp;&nbsp;In
other words, purchasing a futures contract is similar to borrowing money to buy the underlying asset, in that (i) it enables an investor
to gain exposure to the underlying asset without having to pay the full cost of it up front and (ii) it entails a financing cost.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">This financing cost is implicit in the difference between the spot price
of the underlying asset and the futures price.&nbsp;&nbsp;A &ldquo;futures price&rdquo; is the price at which market participants may
agree today to buy or sell the underlying asset in the future, and the &ldquo;spot price&rdquo; is the current price of the underlying
asset for immediate delivery.&nbsp;&nbsp;The futures price is determined by market supply and demand and is independent of the spot price,
but it is nevertheless generally expected that the futures price will be related to the spot price in a way that reflects a financing
cost (because if it did not do so there would be an opportunity for traders to make sure profits, known as &ldquo;arbitrage&rdquo;).&nbsp;&nbsp;For
example, if January&rsquo;s futures price is $1,000, January&rsquo;s spot price may be $975. If the underlying asset is worth $1,200 in
April, the gain on the futures contract would be $200 ($1,200 minus $1,000), while the gain on a direct investment made at the January
spot price would have been $225 ($1,200 minus $975).&nbsp;&nbsp;The lower return on the futures contract as compared to the direct investment
reflects this implicit financing cost.&nbsp;&nbsp;Because of this financing cost, it is possible for a purchaser to incur a loss on a
futures contract even if the spot price of the underlying asset increases over the term of the futures contract.&nbsp;&nbsp;The amount
of this financing cost is expected to increase as general market interest rates increase.&nbsp;&nbsp;In the case of a physical commodity
like gold, the implicit financing cost is expected to include the cost of storing the commodity over the term of the futures contract,
and therefore will also increase as storage costs increase.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Futures contracts are standardized instruments that are traded on an
exchange.&nbsp;&nbsp;On each trading day, the exchange determines a settlement price (which may also be referred to as a closing price)
for that futures contract based on the futures prices at which market participants entered into that futures contract on that day.&nbsp;&nbsp;Open
positions in futures contracts are &ldquo;marked to market&rdquo; and margin is required to be posted on each trading day.&nbsp;&nbsp;This
means that, on each trading day, the current settlement price for a futures contract is compared to the futures price at which the purchaser
entered into that futures contract. If the current settlement price has decreased from the initial futures price, then the purchaser will
be required to deposit the decrease in value of that futures contract into an account.&nbsp;&nbsp;Conversely, if the current settlement
price has increased, the purchaser will receive that cash value in its account.&nbsp;&nbsp;Accordingly, gains or losses on a futures contract
are effectively realized on a daily basis up until the point when the position in that futures contract is closed out.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


<!-- Field: Page; Sequence: 30; Value: 2 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; font-size: 10pt; color: #59AE43">&nbsp;</TD><TD STYLE="width: 50%; text-align: right; font-size: 10pt; color: #59AE43"><FONT STYLE="font-size: 10pt; color: #2292D0">PS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->30<!-- Field: /Sequence --></FONT></TD></TR></TABLE></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%; border-bottom: #2292D0 1pt solid; font-size: 10pt; color: #888888; text-align: right"><FONT STYLE="font-size: 14pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR><TR STYLE="vertical-align: top"><TD STYLE="font-size: 10pt">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Because futures contracts have expiration dates, one futures contract
must be rolled into another if there is a desire to maintain a continuous position in futures contracts on (rather than take delivery
of) a particular underlying asset.&nbsp;&nbsp;This is typically achieved by closing out the position in the existing futures contract
as its expiration date approaches and simultaneously entering into a new futures contract (at a new futures price based on the futures
price then prevailing) with a later expiration date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Comparison of Historical S&amp;P GSCI Gold ER Performance Against
Historical Gold Spot Price Performance</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">To illustrate the historical impact of the implicit financing cost on
the performance of the S&amp;P GSCI Gold ER, the following graph sets forth a comparison of the historical performance of the S&amp;P
GSCI Gold ER against the historical performance of the spot price of gold from January 2, 2015 through September 24, 2025, each normalized
to have a value of 100.00 on January 2, 2015 to facilitate a comparison.&nbsp;&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">In the graph below, references to &ldquo;SPGSGCP&rdquo; are to the S&amp;P
GSCI Gold ER and references to &ldquo;SPGSGC&rdquo; are to the spot price of gold.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-size: 10pt"><B><IMG SRC="image_014.jpg" ALT="" STYLE="height: 329px; width: 524px"></B></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B><I>PAST PERFORMANCE OF THE S&amp;P GSCI GOLD
ER AND RELATIVE PERFORMANCE BETWEEN THE S&amp;P GSCI GOLD ER AND THE SPOT PRICE OF GOLD ARE NOT INDICATIVE OF FUTURE PERFORMANCE</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Using the historical performance information from the graph above, the
table below shows the annualized (annually compounded) performance of the S&amp;P GSCI Gold ER as compared to the spot price of gold for
the last year, the last three years and the last five years, each as of September 24, 2025.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #2292D0">
    <TD STYLE="width: 22%">&nbsp;</TD>
    <TD STYLE="width: 40%; text-align: center"><FONT STYLE="font-size: 10pt; color: white"><B>S&amp;P GSCI Gold ER</B></FONT></TD>
    <TD STYLE="width: 38%; text-align: center"><FONT STYLE="font-size: 10pt; color: white"><B>Spot Price of Gold</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Last 1 Year</B></FONT></TD>
    <TD STYLE="text-align: center">33.38%</TD>
    <TD STYLE="text-align: center">40.76%</TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Last 3 Years</B></FONT></TD>
    <TD STYLE="text-align: center">24.33%</TD>
    <TD STYLE="text-align: center">31.47%</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; color: #2292D0"><B>Last 5 Years</B></FONT></TD>
    <TD STYLE="text-align: center">10.48%</TD>
    <TD STYLE="text-align: center">14.95%</TD></TR>
  </TABLE>

<!-- Field: Page; Sequence: 31; Options: Last -->
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    <!-- Field: /Page -->

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<DOCUMENT>
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begin 644 image_007.jpg
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<DOCUMENT>
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begin 644 image_008.jpg
M_]C_X  02D9)1@ ! 0$ 8 !@  #_VP!#  @&!@<&!0@'!P<)"0@*#!0-# L+
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<DOCUMENT>
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begin 644 image_009.jpg
M_]C_X  02D9)1@ ! 0$ 8 !@  #_VP!#  @&!@<&!0@'!P<)"0@*#!0-# L+
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<DOCUMENT>
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begin 644 image_010.jpg
M_]C_X  02D9)1@ ! 0$ 8 !@  #_VP!#  @&!@<&!0@'!P<)"0@*#!0-# L+
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<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>12
<FILENAME>image_011.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 image_011.jpg
M_]C_X  02D9)1@ ! 0$ 8 !@  #_VP!#  @&!@<&!0@'!P<)"0@*#!0-# L+
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<DOCUMENT>
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<SEQUENCE>14
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end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
