<SEC-DOCUMENT>0000950103-25-013184.txt : 20251015
<SEC-HEADER>0000950103-25-013184.hdr.sgml : 20251015
<ACCEPTANCE-DATETIME>20251015105953
ACCESSION NUMBER:		0000950103-25-013184
CONFORMED SUBMISSION TYPE:	424B2
PUBLIC DOCUMENT COUNT:		5
FILED AS OF DATE:		20251015
DATE AS OF CHANGE:		20251015

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:		251393844

	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:		251393845

	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>dp235877_424b2-us2520774.htm
<DESCRIPTION>PRELIMINARY PRICING SUPPLEMENT
<TEXT>
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<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="2" CELLPADDING="2" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 100%"><P STYLE="color: red; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-size: 9pt">The
    information in this preliminary pricing supplement is not complete and may be changed. A registration statement relating to these
    securities 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 securities, nor are they soliciting
    an offer to buy these securities, in any state where the offer or sale is not permitted.</FONT></P>
    <P STYLE="color: red; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-size: 9pt">SUBJECT
    TO COMPLETION, DATED OCTOBER 15, 2025</FONT></P></TD></TR>
  </TABLE>

<TABLE CELLSPACING="2" CELLPADDING="2" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 53%; font-size: 10pt; color: #888888"><FONT STYLE="font-size: 18pt">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"><FONT STYLE="font-size: 9pt">October&nbsp;&nbsp;&nbsp;
    , 2025</FONT></P>
    <P STYLE="color: gray; font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-size: 9pt">Medium-Term
    Senior Notes, Series N</FONT></P>
    <P STYLE="color: gray; font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-size: 9pt">Pricing
    Supplement No. 2025-USNCH28935</FONT></P>
    <P STYLE="color: gray; font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-size: 9pt">Filed
    Pursuant to Rule 424(b)(2)</FONT></P>
    <P STYLE="color: gray; font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-size: 9pt">Registration
    Statement Nos. 333-270327 and 333-270327-01</FONT></P></TD></TR>
  </TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; color: rgb(89,174,67); margin: 0pt 0">Autocallable Contingent Coupon Equity Linked Securities
Linked to the Worst Performing of the S&amp;P 500 Dynamic Participation Index and the VanEck<SUP>&reg;</SUP> Gold Miners ETF Due October
25, 2028</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 securities offered by this pricing supplement are unsecured
debt securities issued by Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc. The securities offer the potential
for periodic contingent coupon payments at an annualized rate that, if all are paid, would produce a yield that is generally higher than
the yield on our conventional debt securities of the same maturity. In exchange for this higher potential yield, you must be willing
to accept the risks that (i) your actual yield may be lower than the yield on our conventional debt securities of the same maturity because
you may not receive one or more, or any, contingent coupon payments, (ii) the value of what you receive at maturity may be significantly
less than the stated principal amount of your securities, and (iii) the securities may be automatically called for redemption prior to
maturity beginning on the first potential autocall date specified below. Each of these risks will depend solely on the performance of
the <B>worst performing</B> of the underlyings 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>You will be subject to risks associated with <U>each</U> of
the underlyings and will be negatively affected by adverse movements in <U>any one</U> of the underlyings. Although you will have downside
exposure to the worst performing underlying, you will not receive dividends with respect to any underlying or participate in any appreciation
of any 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>Investors in the securities 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 securities if we and Citigroup
Inc. default on our obligations. <B>All payments on the securities 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="2" CELLPADDING="2" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #59AE43">
    <TD COLSPAN="2" STYLE="font-size: 10pt"><FONT STYLE="color: white"><B>KEY TERMS</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 25%; font-size: 10pt"><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Issuer:</B></FONT></TD>
    <TD STYLE="width: 75%; font-size: 10pt"><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: #EAF3E5">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Guarantee:</B></FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 10pt">All payments due on the securities are fully and unconditionally guaranteed by Citigroup Inc.</FONT></TD></TR>
  </TABLE>

<TABLE CELLSPACING="2" CELLPADDING="2" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom; background-color: white">
    <TD STYLE="width: 25%"><FONT STYLE="color: #59AE43"><B>Underlyings:</B></FONT></P>


<P STYLE="margin: 0pt 0; font: 10pt Arial, Helvetica, Sans-Serif"></TD>
    <TD STYLE="width: 20%; border: #59AE43 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Underlying</B></FONT></TD>
    <TD STYLE="width: 19%; border-top: #59AE43 1pt solid; border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Initial underlying value</B></FONT><B><FONT STYLE="color: #59AE43"><SUP>*</SUP></FONT></B></TD>
    <TD STYLE="width: 18%; border-top: #59AE43 1pt solid; border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Coupon barrier value</B></FONT><B><FONT STYLE="color: #59AE43"><SUP>**</SUP></FONT></B></TD>
    <TD STYLE="width: 18%; border-top: #59AE43 1pt solid; border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Final buffer value</B></FONT><B><FONT STYLE="color: #59AE43"><SUP>***</SUP></FONT></B></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; border-left: #59AE43 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">S&amp;P 500 Dynamic Participation Index</FONT></TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">&#9;</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">&#9;</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">&#9;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; border-left: #59AE43 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">VanEck<SUP>&reg;</SUP> Gold Miners ETF</FONT></TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$</FONT>&#9;</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$</FONT>&#9;</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$</FONT>&#9;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD COLSPAN="4" STYLE="text-align: left"><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 9pt"><SUP>*</SUP>For
                                            each underlying, its closing value on the pricing date</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 9pt"><SUP>**</SUP>For each underlying, 65.00%
of its initial underlying value</FONT></P>

<P STYLE="margin: 0pt 0; font: 10pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 9pt">***For each underlying, 75.00% of its
initial underlying value</FONT></P></TD></TR>
  </TABLE>

<TABLE CELLSPACING="2" CELLPADDING="2" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: rgb(234,243,224)">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt; color: rgb(89,174,67)"><B>Stated principal amount:</B></FONT></TD>
    <TD COLSPAN="3"><FONT STYLE="font-size: 10pt; color: Black">$1,000 per security</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: White">
    <TD><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Pricing date:</B></FONT></TD>
    <TD COLSPAN="3"><FONT STYLE="font-size: 10pt">October 20, 2025</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: rgb(234,243,224)">
    <TD><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Issue date:</B></FONT></TD>
    <TD COLSPAN="3"><FONT STYLE="font-size: 10pt">October 23, 2025</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: White">
    <TD><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Valuation dates:</B></FONT></TD>
    <TD COLSPAN="3"><FONT STYLE="font-size: 10pt">November 20, 2025, December 22, 2025, January 20, 2026, February 20, 2026, March 20, 2026, April 20, 2026, May 20, 2026, June 22, 2026, July 20, 2026, August 20, 2026, September 21, 2026, October 20, 2026, November 20, 2026, December 21, 2026, January 20, 2027, February 22, 2027, March 22, 2027, April 20, 2027, May 20, 2027, June 21, 2027, July 20, 2027, August 20, 2027, September 20, 2027, October 20, 2027, November 22, 2027, December 20, 2027, January 20, 2028, February 22, 2028, March 20, 2028, April 20, 2028, May 22, 2028, June 20, 2028, July 20, 2028, August 21, 2028, September 20, 2028 and October 20, 2028 (the &ldquo;final valuation date&rdquo;), each 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: rgb(234,243,224)">
    <TD><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Maturity date:</B></FONT></TD>
    <TD COLSPAN="3"><FONT STYLE="font-size: 10pt">Unless earlier redeemed, October 25, 2028</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: White">
    <TD><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Contingent coupon payment dates:</B></FONT></TD>
    <TD COLSPAN="3"><FONT STYLE="font-size: 10pt">The third business day after each valuation date, except that the contingent coupon payment date following the final valuation date will be the maturity date</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: rgb(234,243,224)">
    <TD><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Contingent coupon:</B></FONT></TD>
    <TD COLSPAN="3"><FONT STYLE="font-size: 10pt">On each contingent coupon payment date, unless previously redeemed, the securities will pay a contingent coupon equal to at least 0.5833% of the stated principal amount of the securities (equivalent to a contingent coupon rate of approximately at least 7.00% per annum) (to be determined on the pricing date) <B>if and only if</B> the closing value of the worst performing underlying on the immediately preceding valuation date is greater than or equal to its coupon barrier value. <B>If the closing value of the worst performing underlying on any valuation date is less than its coupon barrier value, you will not receive any contingent coupon payment on the immediately following contingent coupon payment date. </B></FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: White">
    <TD><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Payment at maturity:</B></FONT></TD>
    <TD COLSPAN="3">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">If the securities are not automatically redeemed prior to maturity,
you will receive at maturity for each security you then hold (in addition to the final contingent coupon payment, if applicable):</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;</FONT>&nbsp;If
the final underlying value of the worst performing underlying on the final valuation date is <B>greater than or equal to</B> its final
buffer value: $1,000</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;</FONT>&nbsp;If
the final underlying value of the worst performing underlying on the final valuation date is <B>less than</B> its final buffer value:</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 26.35pt">$1,000 + [$1,000 &times; (the underlying return of
the worst performing underlying on the final valuation date + the buffer percentage)]</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>If the securities are not automatically redeemed prior to maturity
and the final underlying value of the worst performing underlying on the final valuation date is less than its final buffer value, which
means that the worst performing underlying on the final valuation date has depreciated from its initial underlying value by more than
the buffer percentage, you will lose 1% of the stated principal amount of your securities at maturity for every 1% by which that depreciation
exceeds the buffer percentage.</B></P></TD></TR>
  <TR STYLE="vertical-align: top; background-color: rgb(234,243,224)">
    <TD><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Buffer percentage:</B></FONT></TD>
    <TD COLSPAN="3"><FONT STYLE="font-size: 10pt">25.00%</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: White">
    <TD><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Listing:</B></FONT></TD>
    <TD COLSPAN="3"><FONT STYLE="font-size: 10pt">The securities will not be listed on any securities exchange</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: rgb(234,243,224)">
    <TD><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Underwriter:</B></FONT></TD>
    <TD COLSPAN="3"><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>
  <TR STYLE="vertical-align: top; background-color: White">
    <TD STYLE="width: 25%"><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Underwriting fee and issue price:</B></FONT></TD>
    <TD STYLE="width: 25%; text-align: center"><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Issue price<SUP>(1)</SUP></B></FONT></TD>
    <TD STYLE="width: 25%; text-align: center"><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Underwriting fee<SUP>(2)</SUP></B></FONT></TD>
    <TD STYLE="width: 25%; text-align: center"><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Proceeds to issuer</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: rgb(234,243,224)">
    <TD><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Per security:</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">$32.50</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$967.50</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: White">
    <TD><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Total:</B></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$</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"><FONT STYLE="font-size: 9pt">(1) Citigroup Global Markets Holdings
Inc. currently expects that the estimated value of the securities on the pricing date will be at least $886.50 per security, which will
be less than the issue price. The estimated value of the securities 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 securities from you at any time after issuance. See &ldquo;Valuation of the
Securities&rdquo; in this pricing supplement.</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 9pt">(2) For more information on the distribution
of the securities, 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 securities declines.
See &ldquo;Use of Proceeds and Hedging&rdquo; in the accompanying prospectus.</FONT></P>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Investing in the securities involves risks not associated with an
investment in conventional debt securities. See &ldquo;Summary Risk Factors&rdquo; beginning on page PS-6.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B>Neither the Securities and Exchange Commission
nor any state securities commission has approved or disapproved of the securities 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, which can be accessed via the
hyperlinks below:</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><A HREF="https://www.sec.gov/Archives/edgar/data/200245/000095010323003814/dp190219_424b2-coba0410.htm" STYLE="color: rgb(89,174,67); text-decoration: underline"><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Product
Supplement No. EA-04-10 dated March 7, 2023</B></FONT></A>&#9;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<A HREF="https://www.sec.gov/Archives/edgar/data/200245/000095010323003815/dp189981_424b2-us11.htm" STYLE="color: rgb(89,174,67); text-decoration: underline"><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Underlying
Supplement No. 11 dated March 7, 2023</B></FONT></A><BR>
<A HREF="https://www.sec.gov/Archives/edgar/data/831001/000119312523063080/d470905d424b2.htm" STYLE="color: rgb(89,174,67); text-decoration: underline"><FONT STYLE="font-size: 10pt; color: #59AE43"><B>Prospectus Supplement and Prospectus each dated March 7, 2023</B></FONT></A></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B>The securities 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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<TABLE CELLSPACING="2" CELLPADDING="2" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #59AE43">
    <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: 25%"><FONT STYLE="color: #59AE43"><B>Automatic early redemption:</B></FONT></TD>
    <TD STYLE="width: 75%">If, on any potential autocall date, the closing value of the worst performing underlying on that potential autocall date is greater than or equal to its initial underlying value, each security you then hold will be automatically called on that potential autocall date for redemption on the immediately following contingent coupon payment date for an amount in cash equal to $1,000 <I>plus</I> the related contingent coupon payment. <B>The automatic early redemption feature may significantly limit your potential return on the securities. If the worst performing underlying performs in a way that would otherwise be favorable, the securities are likely to be automatically called for redemption prior to maturity, cutting short your opportunity to receive contingent coupon payments. The securities may be automatically called for redemption as early as the first potential autocall date specified below.</B></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #EAF3E5">
    <TD><FONT STYLE="color: #59AE43"><B>Potential autocall dates:</B></FONT></TD>
    <TD>The valuation dates scheduled to occur on October 20, 2026, November 20, 2026, December 21, 2026, January 20, 2027, February 22, 2027, March 22, 2027, April 20, 2027, May 20, 2027, June 21, 2027, July 20, 2027, August 20, 2027, September 20, 2027, October 20, 2027, November 22, 2027, December 20, 2027, January 20, 2028, February 22, 2028, March 20, 2028, April 20, 2028, May 22, 2028, June 20, 2028, July 20, 2028, August 21, 2028 and September 20, 2028</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="color: #59AE43"><B>Final underlying value:</B></FONT></TD>
    <TD>For each underlying, its closing value on the final valuation date</TD></TR>
  <TR STYLE="vertical-align: top; background-color: #EAF3E5">
    <TD><FONT STYLE="color: #59AE43"><B>Worst performing underlying:</B></FONT></TD>
    <TD>For any valuation date, the underlying with the lowest underlying return determined as of that valuation date</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="color: #59AE43"><B>Underlying return:</B></FONT></TD>
    <TD>For each underlying on any valuation date, (i) its closing value on that valuation date <I>minus</I> its initial underlying value, <I>divided by</I> (ii) its initial underlying value</TD></TR>
  <TR STYLE="vertical-align: top; background-color: #EAF3E5">
    <TD><FONT STYLE="color: #59AE43"><B>CUSIP / ISIN:</B></FONT></TD>
    <TD>17331BMH9 / US17331BMH95</TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

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<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">Additional Information</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>General.</B> The terms of the securities 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 each underlying will be determined and about
adjustments that may be made to the terms of the securities upon the occurrence of market disruption events and other specified events
with respect to each underlying. The accompanying underlying supplement contains important disclosures regarding one of the underlyings
that is not repeated in this pricing supplement. It is important that you read the accompanying product supplement, underlying supplement,
prospectus supplement and prospectus together with this pricing supplement before deciding whether to invest in the securities. 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 &ldquo;closing value&rdquo; of an underlying
on any date is (i) in the case of an underlying that is an underlying index, its closing level on such date and (ii) in the case of an
underlying that is an underlying ETF, the closing price of its underlying shares on such date, as provided in the accompanying product
supplement. The &ldquo;underlying shares&rdquo; of an underlying ETF are its shares that are traded on a U.S. national securities exchange.
Please see the accompanying product supplement for more information.</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: #59AE43">Hypothetical Examples</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The examples in the first section below illustrate how to determine
whether a contingent coupon will be paid and whether the securities will be automatically called for redemption following a valuation
date that is also a potential autocall date. The examples in the second section below illustrate how to determine the payment at maturity
on the securities, assuming the securities are not automatically redeemed prior to maturity. 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 securities.</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 values, coupon barrier values or final buffer values of the underlyings. For the actual initial
underlying value, coupon barrier value and final buffer value of each underlying, 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 securities
work. However, you should understand that the actual payments on the securities will be calculated based on the actual initial underlying
value, coupon barrier value and final buffer value of each underlying, and not the hypothetical values indicated below. For ease of analysis,
figures below have been rounded. The examples below assume that the contingent coupon rate is set at the lowest value indicated on the
cover page of this pricing supplement. The actual contingent coupon rate will be determined on the pricing date.</P>

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

<TABLE CELLSPACING="2" CELLPADDING="2" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom; background-color: white">
    <TD STYLE="width: 25%; border: #59AE43 1pt solid; text-align: center"><FONT STYLE="color: #59AE43"><B>Underlying</B></FONT></TD>
    <TD STYLE="width: 25%; border-top: #59AE43 1pt solid; border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><FONT STYLE="color: #59AE43"><B>Hypothetical initial underlying value</B></FONT></TD>
    <TD STYLE="width: 25%; border-top: #59AE43 1pt solid; border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><FONT STYLE="color: #59AE43"><B>Hypothetical coupon barrier value</B></FONT></TD>
    <TD STYLE="width: 25%; border-top: #59AE43 1pt solid; border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><FONT STYLE="color: #59AE43"><B>Hypothetical final buffer value</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; border-left: #59AE43 1pt solid; text-align: center">S&amp;P 500 Dynamic Participation Index</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">100.00</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">65.00 (65.00% of its hypothetical initial underlying value)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">75.00 (75.00% of its hypothetical initial underlying value)</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; border-left: #59AE43 1pt solid; text-align: center">VanEck<SUP>&reg;</SUP> Gold Miners ETF</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">$100.00</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">$65.00 (65.00% of its hypothetical initial underlying value)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">$75.00 (75.00% of its hypothetical initial underlying value)</TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43"><B><I>Hypothetical Examples of Contingent Coupon Payments
and any Payment upon Automatic Early Redemption Following a Valuation Date that is also a Potential Autocall Date</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The three hypothetical examples below illustrate how to determine whether
a contingent coupon will be paid and whether the securities will be automatically redeemed following a hypothetical valuation date that
is also a potential autocall date, assuming that the closing values of the underlyings on the hypothetical valuation date are as indicated
below.</P>

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

<TABLE CELLSPACING="2" CELLPADDING="2" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 25%; border: #59AE43 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="width: 25%; border-top: #59AE43 1pt solid; border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><B>Hypothetical closing value of the S&amp;P 500 Dynamic Participation Index on hypothetical valuation date</B></TD>
    <TD STYLE="width: 25%; border-top: #59AE43 1pt solid; border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><B>Hypothetical closing value of the VanEck<SUP>&reg;</SUP> Gold Miners ETF on hypothetical valuation date</B></TD>
    <TD STYLE="width: 25%; border-top: #59AE43 1pt solid; border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><B>Hypothetical payment per $1,000.00 security on related contingent coupon payment date</B></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; border-left: #59AE43 1pt solid; text-align: center"><FONT STYLE="color: #59AE43"><B>Example 1</B></FONT></TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">120<BR>
(underlying return =<BR>
(120 - 100) / 100 = 20%)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">$85<BR>
(underlying return =<BR>
($85 - $100) / $100 = -15%)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><B>$5.833</B><BR>
(contingent coupon is paid; securities not redeemed)</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; border-left: #59AE43 1pt solid; text-align: center"><FONT STYLE="color: #59AE43"><B>Example 2</B></FONT></TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">45<BR>
(underlying return =<BR>
(45 - 100) / 100 = -55%)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">$120<BR>
(underlying return =<BR>
($120 - $100) / $100 = 20%)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><B>$0.00</B><BR>
(no contingent coupon; securities not redeemed)</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; border-left: #59AE43 1pt solid; text-align: center"><FONT STYLE="color: #59AE43"><B>Example 3</B></FONT></TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">110<BR>
(underlying return =<BR>
(110 - 100) / 100 = 10%)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">$115<BR>
(underlying return =<BR>
($115 - $100) / $100 = 15%)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><B>$1,005.833</B><BR>
(contingent coupon is paid; securities redeemed)</TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="color: #59AE43"><B>Example 1:</B></FONT> On the hypothetical
valuation date, the VanEck<SUP>&reg;</SUP> Gold Miners ETF has the lowest underlying return and, therefore, is the worst performing underlying
on the hypothetical valuation date. In this scenario, the closing value of the worst performing underlying on the hypothetical valuation
date is greater than its coupon barrier value but less than its initial underlying value. As a result, investors in the securities would
receive the contingent coupon payment on the related contingent coupon payment date and the securities would not be automatically redeemed.</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="color: #59AE43"><B>Example 2:</B></FONT> On the hypothetical
valuation date, the S&amp;P 500 Dynamic Participation Index has the lowest underlying return and, therefore, is the worst performing underlying
on the hypothetical valuation date. In this scenario, the closing value of the worst performing underlying on the hypothetical valuation
date is less than its coupon barrier value. As a result, investors would not receive any payment on the related contingent coupon payment
date and the securities would not be automatically redeemed.</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 securities will not receive a contingent coupon
on the contingent coupon payment date following a valuation date if the closing value of the worst performing underlying on that valuation
date is less than its coupon barrier value. Whether a contingent coupon is paid following a valuation date depends solely on the closing
value of the worst performing underlying on that valuation date.</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"><FONT STYLE="color: #59AE43"><B>Example 3:</B></FONT> On the hypothetical
valuation date, the S&amp;P 500 Dynamic Participation Index has the lowest underlying return and, therefore, is the worst performing underlying
on the hypothetical valuation date. In this scenario, the closing value of the worst performing underlying on the hypothetical valuation
date is greater than both its coupon barrier value and its initial underlying value. As a result, the securities would be automatically
redeemed on the related contingent coupon payment date for an amount in cash equal to $1,000.00 <I>plus</I> the related contingent coupon
payment.</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 the hypothetical valuation date were not also a potential autocall
date, the securities would not be automatically redeemed on the related contingent coupon payment date.</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"><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: #59AE40 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; color: #59AE43"><B><I>Hypothetical Examples of the Payment at Maturity
on the Securities</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The next three hypothetical examples illustrate the calculation of the
payment at maturity on the securities, assuming that the securities have not been earlier automatically redeemed and that the final underlying
values of the underlyings are as indicated below.</P>

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

<TABLE CELLSPACING="2" CELLPADDING="2" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 25%; border: #59AE43 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="width: 25%; border-top: #59AE43 1pt solid; border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><B>Hypothetical final underlying value of the S&amp;P 500 Dynamic Participation Index</B></TD>
    <TD STYLE="width: 25%; border-top: #59AE43 1pt solid; border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><B>Hypothetical final underlying value of the VanEck<SUP>&reg;</SUP> Gold Miners ETF</B></TD>
    <TD STYLE="width: 25%; border-top: #59AE43 1pt solid; border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><B>Hypothetical payment at maturity per $1,000.00 security</B></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; border-left: #59AE43 1pt solid; text-align: center"><FONT STYLE="color: #59AE43"><B>Example 4</B></FONT></TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">110<BR>
(underlying return =<BR>
(110 - 100) / 100 = 10%)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">$120<BR>
(underlying return =<BR>
($120 - $100) / $100 = 20%)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><B>$1,005.833</B><BR>
(contingent coupon is paid)</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; border-left: #59AE43 1pt solid; text-align: center"><FONT STYLE="color: #59AE43"><B>Example 5</B></FONT></TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">110<BR>
(underlying return =<BR>
(110 - 100) / 100 = 10%)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">$70<BR>
(underlying return =<BR>
($70 - $100) / $100 = -30%)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><B>$955.833</B><BR>
(contingent coupon is paid)</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; border-left: #59AE43 1pt solid; text-align: center"><FONT STYLE="color: #59AE43"><B>Example 6</B></FONT></TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">20<BR>
(underlying return =<BR>
(20 - 100) / 100 = -80%)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center">$80<BR>
(underlying return =<BR>
($80 - $100) / $100 = -20%)</TD>
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; text-align: center"><B>$450.00</B></TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="color: #59AE43"><B>Example 4:</B></FONT> On the final valuation
date, the S&amp;P 500 Dynamic Participation Index has the lowest underlying return and, therefore, is the worst performing underlying
on the final valuation date. In this scenario, the final underlying value of the worst performing underlying on the final valuation date
is greater than its final buffer value. Accordingly, at maturity, you would receive the stated principal amount of the securities <I>plus</I>
the contingent coupon payment due at maturity, but you would not participate in the appreciation of any of the underlyings.</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="color: #59AE43"><B>Example 5:</B></FONT> On the final valuation
date, the VanEck<SUP>&reg;</SUP> Gold Miners ETF has the lowest underlying return and, therefore, is the worst performing underlying on
the final valuation date. In this scenario, the final underlying value of the worst performing underlying on the final valuation date
is less than its final buffer value but greater than its coupon barrier value. Accordingly, at maturity, you would receive a payment per
security calculated 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">Payment at maturity = $1,000.00 + [$1,000.00 &times; (the underlying
return of the worst performing underlying on the final valuation date + the buffer percentage)] + the contingent coupon payment due at
maturity</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">= $1,000.00 + [$1,000.00 &times; (-30.00% + 25.00%)] + $5.833</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">= $1,000.00 + ($1,000.00 &times; -5.00%) + $5.833</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">= $1,000.00 + -$50.00 + $5.833</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">= $955.833</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 of the worst performing
underlying on the final valuation date is less than its final buffer value, you would lose a portion of your investment in the securities.
Your payment at maturity would reflect a loss of 1% of the stated principal amount of your securities for every 1% by which the depreciation
of the worst performing underlying on the final valuation date has exceeded the buffer percentage. However, because the final underlying
value of the worst performing underlying on the final valuation date is greater than its coupon barrier value, you would receive the contingent
coupon payment per security on the maturity 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"><FONT STYLE="color: #59AE43"><B>Example 6:</B></FONT> On the final valuation
date, the S&amp;P 500 Dynamic Participation Index has the lowest underlying return and, therefore, is the worst performing underlying
on the final valuation date. In this scenario, the final underlying value of the worst performing underlying on the final valuation date
is less than its final buffer value. Accordingly, at maturity, you would receive a payment per security calculated 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">Payment at maturity = $1,000.00 + [$1,000.00 &times; (the underlying
return of the worst performing underlying on the final valuation date + the buffer percentage)]</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">= $1,000.00 + [$1,000.00 &times; (-80.00% + 25.00%)]</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">= $1,000.00 + ($1,000.00 &times; -55.00%)</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">= $1,000.00 + -$550.00</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">= $450.00</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 of the worst performing
underlying on the final valuation date is less than its final buffer value, you would lose a significant portion of your investment in
the securities. Your payment at maturity would reflect a loss of 1% of the stated principal amount of your securities for every 1% by
which the depreciation of the worst performing underlying on the final valuation date has exceeded the buffer percentage. In addition,
because the final underlying value of the worst performing underlying on the final valuation date is below its coupon barrier value, you
would not receive any contingent coupon payment at 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"><B>It is possible that the closing value of the worst performing underlying
will be less than its coupon barrier value on each valuation date and less than its final buffer value on the final valuation date, such
that you will not receive any contingent coupon payments over the term of the securities and will receive significantly less than the
stated principal amount of your securities at maturity.</B></P>

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


<!-- Field: Page; Sequence: 5; Value: 2 -->
    <DIV STYLE="margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="color: rgb(89,174,67); text-align: right; margin: 0pt; font: 9pt Arial, Helvetica, Sans-Serif">PS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->5<!-- Field: /Sequence -->&nbsp;</P></DIV>
    <DIV STYLE="break-before: page; margin-top: 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: #59AE40 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: #59AE43">Summary Risk Factors</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">An investment in the securities is significantly riskier than an investment
in conventional debt securities. The securities 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 securities,
and are also subject to risks associated with each underlying. Accordingly, the securities are suitable only for investors who are capable
of understanding the complexities and risks of the securities. You should consult your own financial, tax and legal advisors as to the
risks of an investment in the securities and the suitability of the securities 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 securities. You should read this summary together with the more detailed description of risks relating to an investment in the
securities contained in the section &ldquo;Risk Factors Relating to the Securities&rdquo; beginning on page EA-7 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>

<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 lose a significant portion of your investment.</B> Unlike conventional debt securities, the securities do not provide for
the repayment of the stated principal amount at maturity in all circumstances. If the securities are not automatically redeemed prior
to maturity, your payment at maturity will depend on the final underlying value of the worst performing underlying on the final valuation
date. If the final underlying value of the worst performing underlying on the final valuation date is less than its final buffer value,
which means that the worst performing underlying on the final valuation date has depreciated from its initial underlying value by more
than the buffer percentage, you will lose 1% of the stated principal amount of your securities for every 1% by which that depreciation
exceeds the buffer percentage.</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>You will not receive any contingent coupon on the contingent coupon payment date following any valuation date on which the closing
value of the worst performing underlying on that valuation date is less than its coupon barrier value.</B> A contingent coupon payment
will be made on a contingent coupon payment date if and only if the closing value of the worst performing underlying on the immediately
preceding valuation date is greater than or equal to its coupon barrier value. If the closing value of the worst performing underlying
on any valuation date is less than its coupon barrier value, you will not receive any contingent coupon payment on the immediately following
contingent coupon payment date. If the closing value of the worst performing underlying on each valuation date is below its coupon barrier
value, you will not receive any contingent coupon payments over the term of the securities.</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>Higher contingent coupon rates are associated with greater risk.</B> The securities offer contingent coupon payments at an annualized
rate that, if all are paid, would produce a yield that is generally higher than the yield on our conventional debt securities of the same
maturity. This higher potential yield is associated with greater levels of expected risk as of the pricing date for the securities, including
the risk that you may not receive a contingent coupon payment on one or more, or any, contingent coupon payment dates and the risk that
the value of what you receive at maturity may be significantly less than the stated principal amount of your securities. The volatility
of, and correlation between, the closing values of the underlyings are important factors affecting these risks. Greater expected volatility
of, and lower expected correlation between, the closing values of the underlyings as of the pricing date may result in a higher contingent
coupon rate, but would also represent a greater expected likelihood as of the pricing date that the closing value of the worst performing
underlying on one or more valuation dates will be less than its coupon barrier value, such that you will not receive one or more, or any,
contingent coupon payments during the term of the securities and that the final underlying value of the worst performing underlying on
the final valuation date will be less than its final buffer value, such that you will not be repaid the stated principal amount of your
securities at 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 securities are subject to heightened risk because they have multiple underlyings.</B> The securities are more risky than similar
investments that may be available with only one underlying. With multiple underlyings, there is a greater chance that any one underlying
will perform poorly, adversely affecting your return on the securities.</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 securities are subject to the risks of each of the underlyings and will be negatively affected if any one underlying performs
poorly.</B> You are subject to risks associated with each of the underlyings. If any one underlying performs poorly, you will be negatively
affected. The securities are not linked to a basket composed of the underlyings, where the blended performance of the underlyings would
be better than the performance of the worst performing underlying alone. Instead, you are subject to the full risks of whichever of the
underlyings is the worst performing 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>You will not benefit in any way from the performance of any better performing underlying.</B> The return on the securities depends
solely on the performance of the worst performing underlying, and you will not benefit in any way from the performance of any better performing
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>You will be subject to risks relating to the relationship between the underlyings.</B> It is preferable from your perspective for
the underlyings to be correlated with each other, in the sense that their closing values tend to increase or decrease at similar times
and by similar magnitudes. By investing in the securities, you assume the risk that the underlyings will not exhibit this relationship.
The less correlated the underlyings, the more likely it is that any one of the underlyings will perform poorly over the term of the securities.
All that is necessary for the securities to perform poorly is for one of the underlyings to perform poorly. It is impossible to predict
what the relationship between the underlyings will be over the term of the securities. The underlyings differ in significant ways and,
therefore, may not be correlated with each other.</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>You may not be adequately compensated for assuming the downside risk of the worst performing underlying.</B> The potential contingent
coupon payments on the securities are the compensation you receive for assuming the downside risk of the worst performing underlying,
as well as all the other risks of the securities. That compensation is effectively &ldquo;at risk&rdquo; and may, therefore, be less than
you currently anticipate. First, the actual yield you realize on the securities could be lower than you anticipate because the coupon
is</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="break-before: page; margin-top: 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: #59AE40 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">&ldquo;contingent&rdquo; and you may not
receive a contingent coupon payment on one or more, or any, of the contingent coupon payment dates. Second, the contingent coupon payments
are the compensation you receive not only for the downside risk of the worst performing underlying, but also for all of the other risks
of the securities, including the risk that the securities may be automatically redeemed prior to maturity, interest rate risk and our
and Citigroup Inc.&rsquo;s credit risk. If those other risks increase or are otherwise greater than you currently anticipate, the contingent
coupon payments may turn out to be inadequate to compensate you for all the risks of the securities, including the downside risk of the
worst performing underlying.</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 securities may be automatically redeemed prior to maturity, limiting your opportunity to receive contingent coupon payments.</B>
On any potential autocall date, the securities will be automatically called for redemption if the closing value of the worst performing
underlying on that potential autocall date is greater than or equal to its initial underlying value. As a result, if the worst performing
underlying performs in a way that would otherwise be favorable, the securities are likely to be automatically redeemed, cutting short
your opportunity to receive contingent coupon payments. If the securities are automatically redeemed prior to maturity, 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>The securities offer downside exposure to the worst performing underlying, but no upside exposure to any underlying.</B> You will
not participate in any appreciation in the value of any underlying over the term of the securities. Consequently, your return on the securities
will be limited to the contingent coupon payments you receive, if any, and may be significantly less than the return on any underlying
over the term of the securities. In addition, as an investor in the securities, you will not receive any dividends or other distributions
or have any other rights with respect to any of the underlyings.</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 securities will depend on the closing values of the underlyings solely on the valuation dates, which makes
the securities particularly sensitive to volatility in the closing values of the underlyings on or near the valuation dates.</B> Whether
the contingent coupon will be paid on any given contingent coupon payment date and whether the securities will be automatically redeemed
prior to maturity will depend on the closing values of the underlyings solely on the applicable valuation dates, regardless of the closing
values of the underlyings on other days during the term of the securities. If the securities are not automatically redeemed prior to maturity,
what you receive at maturity will depend solely on the closing value of the worst performing underlying on the final valuation date, and
not on any other day during the term of the securities. Because the performance of the securities depends on the closing values of the
underlyings on a limited number of dates, the securities will be particularly sensitive to volatility in the closing values of the underlyings
on or near the valuation dates. You should understand that the closing value of each 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>

<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 securities are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc.</B> If we default on
our obligations under the securities and Citigroup Inc. defaults on its guarantee obligations, you may not receive anything owed to you
under the securities.</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 securities will not be listed on any securities exchange and you may not be able to sell them prior to maturity.</B> The securities
will not be listed on any securities exchange. Therefore, there may be little or no secondary market for the securities. CGMI currently
intends to make a secondary market in relation to the securities and to provide an indicative bid price for the securities on a daily
basis. Any indicative bid price for the securities 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 securities 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 securities because it is likely
that CGMI will be the only broker-dealer that is willing to buy your securities prior to maturity. Accordingly, an investor must be prepared
to hold the securities 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>The estimated value of the securities on the pricing date, based on CGMI&rsquo;s proprietary pricing models and our internal funding
rate, will be less than the issue price.</B> The difference is attributable to certain costs associated with selling, structuring and
hedging the securities 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 securities, (ii) hedging and other costs incurred by us and our affiliates in connection with the offering of
the securities 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 securities. These costs adversely affect the economic terms of the securities because, if they
were lower, the economic terms of the securities would be more favorable to you. The economic terms of the securities are also likely
to be adversely affected by the use of our internal funding rate, rather than our secondary market rate, to price the securities. See
&ldquo;The estimated value of the securities 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 securities 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, and correlation between, the closing values of
the underlyings, dividend yields on the underlyings 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 securities. Moreover, the estimated value of the securities
set forth on the cover page of this pricing supplement may differ from the value that we or our affiliates may determine for the securities
for other purposes, including for accounting purposes. You should not invest in the securities because of the estimated value of the securities.
Instead, you should be willing to hold the securities 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 securities would be lower if it were calculated based on our secondary market rate.</B> The estimated
value of the securities 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 securities. 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 securities for purposes of any purchases of the securities
from you in the secondary market. If the estimated value included in this pricing supplement were based on our secondary market rate,
rather</TD></TR></TABLE>

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    <DIV STYLE="break-before: page; margin-top: 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: #59AE40 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; text-indent: 0in">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 securities, 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 is payable on the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in; text-indent: 0in">&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 securities, 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 securities 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 securities is not an indication of the price, if any, at which CGMI or any other person may be willing
to buy the securities from you in the secondary market.</B> Any such secondary market price will fluctuate over the term of the securities
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 securities 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 securities than if our internal funding rate were used. In addition, any secondary
market price for the securities will be reduced by a bid-ask spread, which may vary depending on the aggregate stated principal amount
of the securities 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 securities will be less than the issue price.</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><B>The value of the securities prior to maturity will fluctuate based on many unpredictable factors.</B> The value of your securities
prior to maturity will fluctuate based on the closing values of the underlyings, the volatility of, and correlation between, the closing
values of the underlyings, dividend yields on the underlyings, 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 Securities&mdash;Risk Factors Relating to All Securities&mdash;The value of your securities prior to maturity will fluctuate based
on many unpredictable factors&rdquo; in the accompanying product supplement. Changes in the closing values of the underlyings may not
result in a comparable change in the value of your securities. You should understand that the value of your securities at any time prior
to maturity may be significantly less than the issue price.</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><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 Securities&rdquo; in this pricing
supplement.</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><B>If a material modification event occurs during the term of the securities, we may redeem the securities early for an amount that
may result in a significant loss on your investment.</B> See &ldquo;Additional Terms of the Securities&mdash;Material Modification of
the S&amp;P 500 Dynamic Participation Index&rdquo; in this pricing supplement for information about the events that may constitute a material
modification event.&nbsp;&nbsp;If a material modification event occurs, we may redeem the securities prior to the maturity date for an
amount equal to the early redemption amount determined as of the early redemption notice 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 securities and similar instruments, subject to the exceptions and more detailed provisions set forth
under &ldquo;Additional Terms of the Securities&mdash;Material Modification of the S&amp;P 500 Dynamic Participation Index&rdquo; below.&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 securities set forth on the cover page of this pricing
supplement.&nbsp;&nbsp;Accordingly, if a material modification event occurs, there is a significant likelihood that the early redemption
amount you receive will result in a loss on your investment in the securities. The early redemption amount may be significantly less than
the amount you would have received had we not elected to redeem the securities and had you been able instead to hold them to maturity.&nbsp;&nbsp;You
may lose up to all of your investment.</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><B>The calculation agent may make determinations in connection with a material modification event and the early redemption amount
that could adversely affect your return upon early redemption.</B> The calculation agent will be required to determine whether a material
modification event has occurred. If the calculation agent determines that a material modification event has occurred and as a result we
elect to redeem the securities upon the occurrence of a material modification event, you may incur a significant loss on your investment
in the securities. 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 securities.
Under the terms of the securities, the calculation agent has the authority to make determinations that may protect our economic interests
while resulting in a significant loss to you on your investment in the securities.</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><B>The VanEck<SUP>&reg;</SUP> Gold Miners ETF is subject to risks associated with non-U.S. markets.</B> Investments linked to the
value of non-U.S. stocks involve risks associated with the securities markets in those countries, including risks of volatility in those
markets, governmental intervention in those markets and cross-shareholdings in companies in certain countries. Also, there is generally
less publicly available information about companies in some of these jurisdictions than about U.S. companies that are subject to the reporting
requirements of the SEC. Further, non-U.S. companies are generally subject to accounting, auditing and financial reporting standards and
requirements and securities trading rules that are different from those applicable to U.S. reporting companies. The prices of securities
in foreign markets may be affected by political, economic, financial and social factors in those countries, or global regions, including
changes in government, economic and fiscal policies and currency exchange laws. Moreover, the economies in such countries may differ favorably
or unfavorably from the economy of the United States in such respects as growth of gross national product, rate of inflation, capital
reinvestment, resources and self-sufficiency. In addition, the VanEck<SUP>&reg;</SUP> Gold Miners ETF may include companies in countries
with emerging markets. Countries with emerging markets may have relatively unstable governments, may present the risks of nationalization
of businesses, restrictions on foreign ownership and prohibitions on the repatriation of assets, and may have less protection of property</TD></TR></TABLE>

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    <DIV STYLE="break-before: page; margin-top: 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: #59AE40 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">rights than more developed countries. The
economies of countries with emerging markets may be based on only a few industries, may be highly vulnerable to changes in local or global
trade conditions (due to economic dependence upon commodity prices and international trade), and may suffer from extreme and volatile
debt burdens, currency devaluations or inflation rates. Local securities markets may trade a small number of securities and may be unable
to respond effectively to increases in trading volume, potentially making prompt liquidation of holdings difficult or impossible at times.</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>Fluctuations in exchange rates will affect the closing value of the VanEck<SUP>&reg;</SUP> Gold Miners ETF.</B> Because the VanEck<SUP>&reg;</SUP>
Gold Miners ETF includes stocks that trade outside the United States and the closing value of the VanEck<SUP>&reg;</SUP> Gold Miners ETF
is based on the U.S. dollar value of those stocks, the VanEck<SUP>&reg;</SUP> Gold Miners ETF is subject to currency exchange rate risk
with respect to each of the currencies in which such stocks trade. Exchange rate movements may be volatile and may be driven by numerous
factors specific to the relevant countries, including the supply of, and the demand for, the applicable currencies, as well as government
policy and intervention and macroeconomic factors. Exchange rate movements may also be influenced significantly by speculative trading.
In general, if the U.S. dollar strengthens against the currencies in which the stocks included in the VanEck<SUP>&reg;</SUP> Gold Miners
ETF trade, the closing value of the VanEck<SUP>&reg;</SUP> Gold Miners ETF will be adversely affected for that reason alone.</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 VanEck<SUP>&reg;</SUP> Gold Miners ETF changed the underlying index that it tracks in September 2025</B>. Prior to market close
on September 19, 2025, the VanEck<SUP>&reg;</SUP> Gold Miners ETF tracked the NYSE Arca Gold Miners Index. After market close on September
19, 2025, the VanEck<SUP>&reg;</SUP> Gold Miners ETF began tracking the MarketVector Global Gold Miners Index instead. The MarketVector
Global Gold Miners Index differs from the NYSE Arca Gold Miners Index, including in the use of different market capitalization criteria
for inclusion in the index and different weighting schemes. Accordingly, the composition of the VanEck<SUP>&reg;</SUP> Gold Miners ETF
changed as a result of this transition. In connection with this change, the VanEck<SUP>&reg;</SUP> Gold Miners ETF may have experienced,
and may continue to experience, additional portfolio turnover, and the VanEck<SUP>&reg;</SUP> Gold Miners ETF may have incurred, and may
continue to incur, higher tracking error than had been typical for the VanEck<SUP>&reg;</SUP> Gold Miners ETF. This change could have
adversely affected, and may continue to adversely affect, the performance of the VanEck<SUP>&reg;</SUP> Gold Miners ETF and, in turn,
your return on the securities. In addition, when evaluating the historical performance of the VanEck<SUP>&reg;</SUP> Gold Miners ETF included
below, you should bear in mind that the historical performance of the VanEck<SUP>&reg;</SUP> Gold Miners ETF might have been meaningfully
different had the VanEck<SUP>&reg;</SUP> Gold Miners ETF tracked the MarketVector Global Gold Miners Index prior to September 19, 2025.</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 VanEck<SUP>&reg;</SUP> Gold Miners ETF is subject to risks associated with the gold and silver mining industries.</B> The equity
securities included in the NYSE Arca Gold Miners Index and that are generally tracked by the VanEck<SUP>&reg;</SUP> Gold Miners ETF are
common stocks and American depositary receipts (&ldquo;ADRs&rdquo;) of companies primarily engaged in mining for gold and silver. The
shares of the VanEck<SUP>&reg;</SUP> Gold Miners ETF may be subject to increased price volatility as they are linked to a single industry,
market or sector and may be more susceptible to adverse economic, market, political or regulatory occurrences affecting that industry,
market or sector.</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 the VanEck<SUP>&reg;</SUP> Gold Miners ETF invests
primarily in common stocks and ADRs of companies that are involved in the gold mining industries, the underlying shares of the VanEck<SUP>&reg;</SUP>
Gold Miners ETF are subject to certain risks associated with such companies. Competitive pressures may have a significant effect on the
financial condition of such companies in the gold mining industry. Also, gold mining companies are highly dependent on the price of gold.
The price of gold is primarily affected by the global demand for and supply of gold. 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. 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. 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.
From time to time, above-ground inventories of gold may also influence the market. It is not possible to predict the aggregate effect
of all or any combination of these factors. The price of gold has recently been, and may continue to be, extremely volatile.</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">The VanEck<SUP>&reg;</SUP> Gold Miners ETF invests, to a lesser
extent, in common stocks and ADRs of companies involved in the silver mining industry. Silver mining companies are highly dependent on
the price of silver. The price of silver is primarily affected by global demand for and supply of silver. Silver prices can fluctuate
widely and may be affected by numerous factors. These include general economic trends, technical developments, substitution issues and
regulation, as well as specific factors including industrial and jewelry demand, expectations with respect to the rate of inflation, the
relative strength of the U.S. dollar (the currency in which the price of silver is generally quoted) and other currencies, interest rates,
central bank sales, forward sales by producers, global or regional political or economic events and production costs and disruptions in
major silver-producing countries, such as Mexico, China and Peru. The demand for and supply of silver affect silver prices, but not necessarily
in the same manner as supply and demand affect the prices of other commodities. The supply of silver consists of a combination of new
mine production and existing stocks of bullion and fabricated silver held by governments, public and private financial institutions, industrial
organizations and private individuals. In addition, the price of silver has on occasion been subject to very rapid short-term changes
due to speculative activities. From time to time, above-ground inventories of silver may also influence the market. The major end uses
for silver include industrial applications, jewelry and silverware.</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><B>Our offering of the securities is not a recommendation of any underlying.</B> The fact that we are offering the securities does
not mean that we believe that investing in an instrument linked to the underlyings 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 underlyings or in
instruments related to the underlyings, and may publish research or express opinions, that in each case are inconsistent with an investment
linked to the underlyings. These and other activities of our affiliates may affect the closing values of the underlyings in a way that
negatively affects the value of and your return on the securities.</TD></TR></TABLE>

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    <DIV STYLE="break-before: page; margin-top: 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: #59AE40 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 closing value of an 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 securities through CGMI or other of our affiliates, who may take positions in the underlyings
or in financial instruments related to the underlyings and may adjust such positions during the term of the securities. Our affiliates
also take positions in the underlyings or in financial instruments related to the underlyings 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 values of the underlyings in a way that negatively affects the value of and your return on the
securities. They could also result in substantial returns for us or our affiliates while the value of the securities 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 underlyings
in a way that negatively affects the value of and your return on the securities. They could also result in substantial returns for us
or our affiliates while the value of the securities 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 securities.</B> If
certain events occur during the term of the securities, such as market disruption events and other events with respect to an underlying,
CGMI, as calculation agent, will be required to make discretionary judgments that could significantly affect your return on the securities.
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 securities. See &ldquo;Risk Factors Relating to the Securities&mdash;Risk Factors Relating to All Securities&mdash;The calculation
agent, which is an affiliate of ours, will make important determinations with respect to the securities&rdquo; in the accompanying product
supplement and &ldquo;Additional Terms of the Securities&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>In the case of an underlying that is an underlying ETF, even if the underlying pays a dividend that it identifies as special or
extraordinary, no adjustment will be required under the securities for that dividend unless it meets the criteria specified in the accompanying
product supplement.</B> In general, an adjustment will not be made under the terms of the securities for any cash dividend paid by the
underlying unless the amount of the dividend per share, together with any other dividends paid in the same quarter, exceeds the dividend
paid per share in the most recent quarter by an amount equal to at least 10% of the closing value of that underlying on the date of declaration
of the dividend. Any dividend will reduce the closing value of the underlying by the amount of the dividend per share. If the underlying
pays any dividend for which an adjustment is not made under the terms of the securities, holders of the securities will be adversely affected.
See &ldquo;Description of the Securities&mdash;Certain Additional Terms for Securities Linked to an Underlying Company or an Underlying
ETF&mdash;Dilution and Reorganization Adjustments&mdash;Certain Extraordinary Cash Dividends&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>In the case of an underlying that is an underlying ETF, the securities will not be adjusted for all events that may have a dilutive
effect on or otherwise adversely affect the closing value of the underlying.</B> For example, we will not make any adjustment for ordinary
dividends or extraordinary dividends that do not meet the criteria described above, partial tender offers or additional underlying share
issuances. Moreover, the adjustments we do make may not fully offset the dilutive or adverse effect of the particular event. Investors
in the securities may be adversely affected by such an event in a circumstance in which a direct holder of the underlying shares of the
underlying would not.</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>In the case of an underlying that is an underlying ETF, the securities may become linked to an underlying other than the original
underlying upon the occurrence of a reorganization event or upon the delisting of the underlying shares of that original underlying.</B>
For example, if the underlying enters into a merger agreement that provides for holders of its underlying shares to receive shares of
another entity and such shares are marketable securities, the closing value of that underlying following consummation of the merger will
be based on the value of such other shares. Additionally, if the underlying shares of the underlying are delisted, the calculation agent
may select a successor underlying. See &ldquo;Description of the Securities&mdash;Certain Additional Terms for Securities Linked to an
Underlying Company or an Underlying ETF&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>In the case of the underlying that is an underlying ETF, the value and performance of the underlying shares of the underlying may
not completely track the performance of the underlying index that the underlying seeks to track or the net asset value per share of the
underlying.</B> In the case of the underlying that is an underlying ETF, the underlying does not fully replicate the underlying index
that it seeks to track and may hold securities different from those included in its underlying index. In addition, the performance of
the underlying will reflect additional transaction costs and fees that are not included in the calculation of its underlying index. All
of these factors may lead to a lack of correlation between the performance of the underlying and its underlying index. In addition, corporate
actions with respect to the equity securities held by the underlying (such as mergers and spin-offs) may impact the variance between the
performance of the underlying and its underlying index. Finally, because the underlying shares are traded on an exchange and are subject
to market supply and investor demand, the closing value of the underlying may differ from the net asset value per share of the underlying.</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">During periods of market volatility, securities included in
the underlying&rsquo;s underlying index may be unavailable in the secondary market, market participants may be unable to calculate accurately
the net asset value per share of the underlying and the liquidity of the underlying may be adversely affected. This kind of market volatility
may also disrupt the ability of market participants to create and redeem shares of the underlying. Further, market volatility may adversely
affect, sometimes materially, the price at which market participants are willing to buy and sell the underlying shares. As a result, under
these circumstances, the closing value of the underlying may vary substantially from the net asset value per share of the underlying.
For all of the foregoing reasons, the performance of the underlying may not correlate with the performance of its underlying index and/or
its net asset value per share, which could materially and adversely affect the value of the securities and/or reduce your return on the
securities.</P>

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


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    <DIV STYLE="break-before: page; margin-top: 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: #59AE40 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>Changes that affect the underlyings may affect the value of your securities.</B> The sponsors of the underlyings may at any time
make methodological changes or other changes in the manner in which they operate that could affect the values of the underlyings. We are
not affiliated with any such underlying sponsor and, accordingly, we have no control over any changes any such sponsor may make. Such
changes could adversely affect the performance of the underlyings and the value of and your return on the securities.</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 U.S. federal tax consequences of an investment in the securities are unclear.</B> There is no direct legal authority regarding
the proper U.S. federal tax treatment of the securities, and we do not plan to request a ruling from the Internal Revenue Service (the
&ldquo;IRS&rdquo;). Consequently, significant aspects of the tax treatment of the securities are uncertain, and the IRS or a court might
not agree with the treatment of the securities as described in &ldquo;United States Federal Tax Considerations&rdquo; below. If the IRS
were successful in asserting an alternative treatment of the securities, the tax consequences of the ownership and disposition of the
securities might be materially and adversely affected. Moreover, future legislation, Treasury regulations or IRS guidance could adversely
affect the U.S. federal tax treatment of the securities, possibly retroactively.</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">Non-U.S. investors should note that persons having withholding
responsibility in respect of the securities may withhold on any coupon payment paid to a non-U.S. investor, generally at a rate of 30%.
To the extent that we have withholding responsibility in respect of the securities, we intend to so withhold.</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">You should read carefully the discussion under &ldquo;United
States Federal Tax Considerations&rdquo; and &ldquo;Risk Factors Relating to the Securities&rdquo; in the accompanying product supplement
and &ldquo;United States Federal Tax Considerations&rdquo; in this pricing supplement. You should also consult your tax adviser regarding
the U.S. federal tax consequences of an investment in the securities, as well as tax consequences arising under the laws of any state,
local or non-U.S. taxing jurisdiction.</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 tax disclosure is subject to confirmation.</B> The information set forth under &ldquo;United States Federal Tax Considerations&rdquo;
in this pricing supplement remains subject to confirmation by our counsel following the pricing of the securities. If that information
cannot be confirmed by our counsel, you may be asked to accept revisions to that information in connection with your purchase. Under these
circumstances, if you decline to accept revisions to that information, your purchase of the securities will be canceled.</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"><B>Risks Relating to the S&amp;P 500 Dynamic Participation Index</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">Set forth below is a discussion of risks relating to the S&amp;P 500
Dynamic Participation Index. The following discussion of risks relating to the S&amp;P 500 Dynamic Participation Index should be read
together with Annex A to this pricing supplement, which defines and further describes a number of the terms and concepts referred to in
this section.</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>The S&amp;P 500 Dynamic Participation Index may not be successful and may underperform the parent index.</B> The S&amp;P 500 Dynamic
Participation Index tracks the hypothetical performance of a dynamic &ldquo;leverage overlay&rdquo; methodology on the S&amp;P 500<SUP>&reg;</SUP>
Index (the &ldquo;<B>parent index</B>&rdquo;), which means that the S&amp;P 500 Dynamic Participation Index reflects exposure to the parent
index that may be leveraged up to 200%, as described in Annex A.&nbsp;&nbsp;The S&amp;P 500 Dynamic Participation Index attempts to outperform
the parent index by temporarily increasing exposure to the parent index when the parent index has been trending down (as indicated by
the current closing value being less than the trailing 10-day average), based on the investment thesis that downturns in performance in
the parent index tend to be short-lived and that the parent index will recover relatively quickly from any such downturns.&nbsp;&nbsp;The
S&amp;P 500 Dynamic Participation Index seeks to participate in any such recovery on a leveraged basis, enhancing returns.&nbsp;&nbsp;However,
there can be no assurance that the S&amp;P 500 Dynamic Participation Index&rsquo;s investment thesis will prove correct or that the S&amp;P
500 Dynamic Participation Index will effectively implement its investment thesis. As a result, the S&amp;P 500 Dynamic Participation Index
may significantly underperform the parent index.</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 S&amp;P 500 Dynamic Participation Index is likely to significantly underperform the parent index in a sustained falling U.S.
equity market.</B> The S&amp;P 500 Dynamic Participation Index applies leverage to the parent index when the current closing value of
the parent index is below the parent index&rsquo;s trailing 10-day average, as described in Annex A.&nbsp;&nbsp;In falling equity markets
with sustained depreciation, application of the leverage factor will likely result in significant underperformance of the S&amp;P 500
Dynamic Participation Index relative to the parent index as the S&amp;P 500 Dynamic Participation Index will have enhanced participation
in the negative performance of the parent index.&nbsp;&nbsp;The S&amp;P 500 Dynamic Participation Index&rsquo;s investment thesis is premised
on the idea that, if the parent index has declined such that its current closing value is less than its trailing 10-day average, the decline
is likely to be short-lived and the parent index is likely to soon recover from that decline.&nbsp;&nbsp;However, if that does not turn
out to be the case - if the parent index continues to decline for an extended period of time - the S&amp;P 500 Dynamic Participation Index
will have leveraged exposure to that decline.&nbsp;&nbsp;If, for example, the S&amp;P 500 Dynamic Participation Index has 200% leveraged
exposure to the parent index, the S&amp;P 500 Dynamic Participation Index will decline by 2% for every 1% decline in the parent index
for as long as that decline continues (subject to the excess return deduction described 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 S&amp;P 500 Dynamic Participation Index is more volatile than the parent index, which increases the riskiness of the securities.</B>
The leverage factor creates greater volatility in the S&amp;P 500 Dynamic Participation Index as compared to the parent index, because
fluctuations in the value of the S&amp;P 500 Dynamic Participation Index will always equal or exceed fluctuations in the value of the
parent index. This greater volatility means that, as compared to otherwise comparable securities linked to the parent index, there is
a greater likelihood that the closing value of the S&amp;P 500 Dynamic Participation Index will be less than the coupon barrier value
on one or more valuation dates, such that you will not receive one or more, or any, contingent coupon payments on the securities, and
that the closing value of the S&amp;P 500 Dynamic Participation Index will be less than the final buffer value on the final valuation
date, such that you will receive significantly less than the stated principal amount of your securities at 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 S&amp;P 500 Dynamic Participation Index&rsquo;s investment thesis may be wrong.</B> The methodology of the S&amp;P 500 Dynamic
Participation Index is premised on the investment thesis that downturns in performance in the parent index tend to be short-lived and
that the parent index will recover relatively quickly from any such downturns. The S&amp;P 500 Dynamic Participation Index implements
this thesis by applying a leverage factor when the closing value of the parent index is less than its trailing 10-day average. Thus, the
S&amp;P 500 Dynamic Participation Index attempts to enhance returns by offering leveraged performance in the anticipated recovery from
the</TD></TR></TABLE>

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    <DIV STYLE="break-before: page; margin-top: 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: #59AE40 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">downturn of the parent index. That investment
thesis may be wrong.&nbsp;&nbsp;The assumption that downturns will be short-lived and that the parent index will recover quickly after
downturns may not be true.&nbsp;&nbsp;Even if this assumption has held true at points in the past, it may not do so the future. If the
S&amp;P 500 Dynamic Participation Index&rsquo;s investment thesis is wrong, the S&amp;P 500 Dynamic Participation Index will, when the
parent index closing value declines and does not quickly recover, materially underperform the parent index.&nbsp;&nbsp;Our offering of
the securities is not an expression of our view about the validity of the S&amp;P 500 Dynamic Participation Index&rsquo;s investment thesis.
You should form your own independent view about the validity of the S&amp;P 500 Dynamic Participation Index&rsquo;s investment thesis
in connection with your evaluation of an investment in the securities.</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>Even if the S&amp;P 500 Dynamic Participation Index&rsquo;s investment thesis proves to have merit, the specific rules by which
the S&amp;P 500 Dynamic Participation Index is calculated may not effectively implement that thesis.</B> The S&amp;P 500 Dynamic Participation
Index is calculated pursuant to a rules-based methodology that contains a number of specific parameters. These parameters will be significant
determinants of the performance of the S&amp;P 500 Dynamic Participation Index. There is nothing inherent in any of these specific parameters
that necessarily makes them the right specific parameters to use for the S&amp;P 500 Dynamic Participation Index. If the S&amp;P 500 Dynamic
Participation Index had used different parameters, it might have achieved significantly better returns. As a result, even if the S&amp;P
500 Dynamic Participation Index&rsquo;s investment thesis has merit, the specific rules by which the S&amp;P 500 Dynamic Participation
Index is calculated may not effectively implement that thesis.&nbsp;&nbsp;The following is a non-exhaustive list of specific parameters
that may not be the right specific parameters to use for the S&amp;P 500 Dynamic Participation Index:</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: 0.5in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><I>Trailing 10-day average</I>. The trailing 10-day average of the parent index, which is observed to determine whether a leverage
factor is applied to the parent index, might not cover the optimal period of time to effectively implement the S&amp;P 500 Dynamic Participation
Index&rsquo;s investment thesis. Even if the investment thesis has merit in applying a leverage factor when the parent index is in a downturn,
the S&amp;P 500 Dynamic Participation Index might have achieved significantly better results if it had used a trailing period shorter
or longer than 10 days.</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: 0.5in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><I>Leverage multiplier</I>. The leverage multiplier of 50 might not be the optimal amount by which to determine the amount of leverage
applied to the parent index.</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: 0.5in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><I>Daily reset of leverage</I>. The S&amp;P 500 Dynamic Participation Index resets its exposure to the parent index on a daily basis
and may perform less favorably than it would if it maintained a given leverage amount for a period longer than one trading day.</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: 0.5in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD><I>Leverage only following downturns</I>. The S&amp;P 500 Dynamic Participation Index only seeks to apply leverage when the parent
index has been in a downturn.&nbsp;&nbsp;In a period of sustained appreciation of the parent index, the S&amp;P 500 Dynamic Participation
Index seeks only to participate on a 1-to-1 basis in that appreciation.&nbsp;&nbsp;The S&amp;P 500 Dynamic Participation Index might have
achieved better returns if it sought to apply leverage at a time of sustained appreciation of the parent index.</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 excess return deduction will adversely affect the performance of the S&amp;P 500 Dynamic Participation Index.</B> At any time
when the S&amp;P 500 Dynamic Participation Index has greater than 100% exposure to the parent index, the leveraged portion of the S&amp;P
500 Dynamic Participation Index&rsquo;s return will be reduced by an &ldquo;excess return deduction&rdquo; based on the effective federal
funds rate (prorated for the number of calendar days since the most recent trading day). This excess return deduction reduces the performance
of the S&amp;P 500 Dynamic Participation Index, and any increase in the effective federal funds rate will increase its negative effect.&nbsp;&nbsp;Although
many factors may affect the effective federal funds rate, one important factor is the monetary policy of the Federal Reserve. Although
the Federal Reserve has maintained the target rate at relatively low levels in recent years, the Federal Reserve may raise the target
rate at any time. If the Federal Reserve raises interest rates, the performance of the S&amp;P 500 Dynamic Participation Index will be
adversely affected.&nbsp;&nbsp;The excess return deduction will offset any appreciation of the S&amp;P 500 Dynamic Participation Index
when the leverage factor is applied and exacerbate any depreciation of the S&amp;P 500 Dynamic Participation Index when the leverage factor
is applied, in each case with respect to the leveraged portion of the S&amp;P 500 Dynamic Participation Index&rsquo;s exposure to the
parent index.</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>Hypothetical back-tested performance information is subject to significant limitations.</B> All information regarding the performance
of the S&amp;P 500 Dynamic Participation Index prior to July 31, 2019 is hypothetical and back-tested, as the S&amp;P 500 Dynamic Participation
Index did not exist prior to that time. It is important to understand that hypothetical back-tested S&amp;P 500 Dynamic Participation
Index performance information is subject to significant limitations, in addition to the fact that past performance is never a guarantee
of future performance. In particular:</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: 0.5in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD>The publisher of the S&amp;P 500 Dynamic Participation Index developed the rules of the S&amp;P 500 Dynamic Participation 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 Dynamic
Participation Index to perform had it existed during the hypothetical back-tested period. The fact that the S&amp;P 500 Dynamic Participation
Index 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 S&amp;P 500 Dynamic Participation Index methodology.</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: 0.5in"><FONT STYLE="font-family: Wingdings">&sect;</FONT></TD><TD>The hypothetical back-tested performance of the S&amp;P 500 Dynamic Participation Index might look different if it covered a different
historical period. The market conditions that existed during the historical period covered by the hypothetical back-tested S&amp;P 500
Dynamic Participation Index performance information are not necessarily representative of the market conditions that will exist in the
future.</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">It is impossible to predict whether the S&amp;P 500 Dynamic
Participation Index will rise or fall.&nbsp;&nbsp;The actual future performance of the S&amp;P 500 Dynamic Participation Index may bear
no relation to the historical or hypothetical back-tested values of the S&amp;P 500 Dynamic Participation Index.</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">The S&amp;P 500 Dynamic Participation Index is a relatively
new index with a limited history of actual performance.&nbsp;&nbsp;As a result, the S&amp;P 500 Dynamic Participation Index may be riskier
than another index with a more established record of performance.</P>

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


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    <DIV STYLE="break-before: page; margin-top: 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: #59AE40 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: #59AE43">Additional Terms of the Securities</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Market disruption events.</B> For purposes of determining whether
a market disruption event occurs with respect to the S&amp;P 500 Dynamic Participation Index, each reference to the &ldquo;Underlying
Index&rdquo; in the section &ldquo;Description of the Securities&mdash;Certain Additional Terms for Securities Linked to an Underlying
Index&mdash;Definitions of Market Disruption Event and Scheduled Trading Day and Related Definitions&rdquo; in the accompanying product
supplement shall be deemed replaced with a reference to the &ldquo;Underlying Index or the S&amp;P 500<SUP>&reg;</SUP> Index&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>Material modification of the S&amp;P 500 Dynamic Participation Index.</B>
If the sponsor of the S&amp;P 500 Dynamic Participation Index announces that it will make, or that it will undertake a consultation with
respect to, a material change in the formula for or the method of calculating the S&amp;P 500 Dynamic Participation Index or any other
material modification of the S&amp;P 500 Dynamic Participation Index (other than a modification prescribed in that formula or method to
maintain the index in the event of changes in constituent stock and capitalization and other routine events) (any such announcement, a
&ldquo;<B>material modification event</B>&rdquo;), then the issuer may, at its option, direct the calculation agent to calculate the closing
level of the S&amp;P 500 Dynamic Participation Index on each date of determination after the effective date of such change in accordance
with the formula for and method of calculating the S&amp;P 500 Dynamic Participation Index last in effect prior to the change. Such level,
as calculated by the calculation agent, will be the closing value of the S&amp;P 500 Dynamic Participation Index for all purposes.&nbsp;&nbsp;The
terms set forth in this paragraph supersede the terms set forth in the accompanying product supplement with respect to the S&amp;P 500
Dynamic Participation Index to the extent they are inconsistent with such terms.&nbsp;&nbsp;For purposes of determining whether there
has been a material modification to the S&amp;P 500 Dynamic Participation Index, a material modification to the S&amp;P 500<SUP>&reg;</SUP>
Index shall be treated as though it were a material modification to the S&amp;P 500 Dynamic Participation Index.&nbsp;&nbsp;Furthermore,
any modification to the S&amp;P 500 Dynamic Participation Index will be treated as a material modification unless made under the following
circumstances: (i) to exercise routine judgment in the administration of the rules, provided that such routine judgment will not include
deviations or alterations to the rules designed to improve the financial performance of the index; (ii) to correct errors in implementation
of the rules or calculations made pursuant to the rules; or (iii) to make an adjustment to respond to an unanticipated event outside of
the control of the sponsor of the S&amp;P 500 Dynamic Participation Index, such as a stock split, merger, listing or delisting, nationalization,
or insolvency of a component of the index, a disruption in the financial markets for specific assets or in a particular jurisdiction,
regulatory compliance requirement, force majeure or any other unanticipated event of similar magnitude and significance.</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, on any day during the term of the securities, the calculation agent
determines that a material modification event has occurred, we will have the right, but not the obligation, to redeem the securities,
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
material modification 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 securities upon such redemption will be equal to the early redemption amount determined as of the early redemption
notice 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">The &ldquo;<B>early redemption amount</B>&rdquo; will be the fair value
of the securities determined by the calculation agent as of the early redemption notice 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 securities
and similar instruments.&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;The early redemption amount may result in a significant
loss on your securities.&nbsp;&nbsp;See &ldquo;Summary Risk Factors&mdash;If a material modification event occurs during the term of the
securities, we may redeem the securities early for an amount that may result in a significant loss on your investment&rdquo; in this pricing
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"><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: #59AE40 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: #59AE43">Information About the S&amp;P 500 Dynamic Participation
Index</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">For information about S&amp;P 500 Dynamic Participation Index, see Annex
A 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"><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 Dynamic Participation Index calculated by S&amp;P Dow Jones Indices LLC. All S&amp;P 500 Dynamic Participation Index
performance information prior to July 31, 2019 is hypothetical and back-tested, as the S&amp;P 500 Dynamic Participation Index did not
exist prior to that date. Hypothetical back-tested performance information is subject to significant limitations. The publisher of the
S&amp;P 500 Dynamic Participation 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 rules would have caused the S&amp;P 500 Dynamic Participation Index to perform had it existed during
the hypothetical back-tested period. The fact that the S&amp;P 500 Dynamic Participation Index 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. Furthermore,
the hypothetical back-tested performance of the S&amp;P 500 Dynamic Participation Index might look different if it covered a different
historical period. 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 Dynamic Participation
Index will rise or fall. By providing the hypothetical back-tested and historical performance information below, we are not representing
that the S&amp;P 500 Dynamic Participation Index is likely to achieve gains or losses similar to those shown. In fact, there are frequently
sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular investment.
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. The actual future performance of the S&amp;P 500 Dynamic Participation Index 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">The closing value of the S&amp;P 500 Dynamic Participation Index on
October 13, 2025 was 1,202.23.</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 graph below shows the hypothetical back-tested closing values of
the S&amp;P 500 Dynamic Participation Index for the period from January 2, 2015 to July 30, 2019, and historical closing values of the
S&amp;P 500 Dynamic Participation Index for the period from July 31, 2019 to October 13, 2025. All data to the left of the vertical red
line in the graph below are hypothetical and back-tested. We obtained the closing values from Bloomberg L.P., without independent verification.
<B>You should not take the hypothetical back-tested and historical values of the S&amp;P 500 Dynamic Participation Index as an indication
of future performance.</B></P>

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

<TABLE CELLSPACING="2" CELLPADDING="2" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #EAF3E0">
    <TD STYLE="width: 100%; border: #59AE43 1pt solid; text-align: center"><FONT STYLE="color: #59AE43"><B>S&amp;P 500 Dynamic Participation Index &ndash; Hypothetical Back-Tested and Historical Closing Values</B></FONT><B><FONT STYLE="color: white"><BR>
</FONT><FONT STYLE="color: #59AE43">January 2, 2015 to October 13, 2025</FONT></B></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; border-left: #59AE43 1pt solid; text-align: center"><IMG SRC="image_001.jpg" ALT="" STYLE="height: 315px; width: 577px"></TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

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<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">Information About the VanEck<SUP>&reg;</SUP> Gold Miners
ETF</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The VanEck<SUP>&reg;</SUP> Gold Miners ETF is an exchange-traded fund
that seeks to track as closely as possible, before fees and expenses, the price and yield performance of the MarketVector Global Gold
Miners Index. The MarketVector Global Gold Miners Index is a float-adjusted modified market capitalization-weighted index that tracks
the performance of companies involved primarily in the gold and silver mining industry. The VanEck<SUP>&reg;</SUP> Gold Miners ETF is
an investment portfolio of VanEck<SUP>&reg;</SUP> ETF Trust. Prior to market close on September 19, 2025, the VanEck<SUP>&reg;</SUP> Gold
Miners ETF&rsquo;s benchmark index was the NYSE Arca Gold Miners 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">Information provided to or filed with the SEC by VanEck ETF Trust pursuant
to the Securities Act of 1933, as amended, and the Investment Company Act of 1940, as amended, can be located by reference to SEC file
numbers 333-123257 and 811-10325, respectively, through the SEC&rsquo;s website at http://www.sec.gov. In addition, information may be
obtained from other sources including, but not limited to, press releases, newspaper articles and other publicly disseminated documents.
The underlying shares of the VanEck<SUP>&reg;</SUP> Gold Miners ETF trade on the NYSE Arca under the ticker symbol &ldquo;GDX.&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">We have derived all information regarding the VanEck<SUP>&reg;</SUP>
Gold Miners ETF from publicly available information and have not independently verified any information regarding the VanEck<SUP>&reg;</SUP>
Gold Miners ETF. This pricing supplement relates only to the securities and not to the VanEck<SUP>&reg;</SUP> Gold Miners ETF. We make
no representation as to the performance of the VanEck<SUP>&reg;</SUP> Gold Miners ETF over the term of the securities.</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 securities represent obligations of Citigroup Global Markets Holdings
Inc. (guaranteed by Citigroup Inc.) only. The sponsor of the VanEck<SUP>&reg;</SUP> Gold Miners ETF is not involved in any way in this
offering and has no obligation relating to the securities or to holders of the securities.</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: #59AE43">Historical Information</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The closing value of the VanEck<SUP>&reg;</SUP> Gold Miners ETF on October
13, 2025 was $79.37.</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 graph below shows the closing value of the VanEck<SUP>&reg;</SUP>
Gold Miners ETF for each day such value was available from January 2, 2015 to October 13, 2025. We obtained the closing values from Bloomberg
L.P., without independent verification. You should not take historical closing values as an indication of future performance.</P>

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

<TABLE CELLSPACING="2" CELLPADDING="2" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #EAF3E0">
    <TD STYLE="width: 100%; border: #59AE43 1pt solid; text-align: center"><FONT STYLE="color: #59AE43"><B>VanEck<SUP>&reg;</SUP> Gold Miners ETF &ndash; Historical Closing Values</B></FONT><B><FONT STYLE="color: white"><BR>
</FONT><FONT STYLE="color: #59AE43">January 2, 2015 to October 13, 2025</FONT></B></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: #59AE43 1pt solid; border-bottom: #59AE43 1pt solid; border-left: #59AE43 1pt solid; text-align: center"><IMG SRC="image_002.jpg" ALT="" STYLE="height: 315px; width: 577px"></TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 15; Value: 2 -->
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    <DIV STYLE="break-before: page; margin-top: 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: #59AE40 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: #59AE43">United States Federal Tax Considerations</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">You should read carefully the discussion under &ldquo;United States
Federal Tax Considerations&rdquo; and &ldquo;Risk Factors Relating to the Securities&rdquo; in the accompanying product supplement and
&ldquo;Summary Risk Factors&rdquo; 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">Due to the lack of any controlling legal authority, there is substantial
uncertainty regarding the U.S. federal tax consequences of an investment in the securities. In connection with any information reporting
requirements we may have in respect of the securities under applicable law, we intend (in the absence of an administrative determination
or judicial ruling to the contrary) to treat the securities for U.S. federal income tax purposes as prepaid forward contracts with associated
coupon payments that will be treated as gross income to you at the time received or accrued in accordance with your regular method of
tax accounting. We expect that our counsel will advise us that, based on current market conditions, this treatment of the securities is
reasonable under current law, but that it is unable to conclude affirmatively that this treatment is more likely than not to be upheld,
and that alternative treatments are possible. The information set forth under this section remains subject to confirmation by our counsel
following the pricing of the securities. If that information cannot be confirmed by our counsel, you may be asked to accept revisions
to that information in connection with your purchase. Under these circumstances, if you decline to accept revisions to that information,
your purchase of the securities will be canceled.</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">Assuming this treatment of the securities is respected and subject to
the discussion in &ldquo;United States Federal Tax Considerations&rdquo; in the accompanying product supplement, the following U.S. federal
income tax consequences should result under current law:</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>Any coupon payments on the securities should be taxable as ordinary income to you at the time received or accrued in accordance with
your regular method of accounting for U.S. federal income tax purposes.</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: Symbol">&middot;</FONT></TD><TD>Upon a sale or exchange of a security (including retirement at maturity), you should recognize capital gain or loss equal to the difference
between the amount realized and your tax basis in the security. For this purpose, the amount realized does not include any coupon paid
on retirement and may not include sale proceeds attributable to an accrued coupon, which may be treated as a coupon payment. Such gain
or loss should be long-term capital gain or loss if you held the security for more than one year.</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">We do not plan to request a ruling from the IRS regarding the treatment
of the securities. An alternative characterization of the securities could materially and adversely affect the tax consequences of ownership
and disposition of the securities, including the timing and character of income recognized. In addition, the U.S. Treasury Department
and the IRS have requested comments on various issues regarding the U.S. federal income tax treatment of &ldquo;prepaid forward contracts&rdquo;
and similar financial instruments and have indicated that such transactions may be the subject of future regulations or other guidance.
Furthermore, members of Congress have proposed legislative changes to the tax treatment of derivative contracts. Any legislation, Treasury
regulations or other guidance promulgated after consideration of these issues could materially and adversely affect the tax consequences
of an investment in the securities, possibly with retroactive effect. You should consult your tax adviser regarding possible alternative
tax treatments of the securities and potential changes in applicable law.</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>Withholding Tax on Non-U.S. Holders.</B> Because significant aspects
of the tax treatment of the securities are uncertain, persons having withholding responsibility in respect of the securities may withhold
on any coupon payment paid to Non-U.S. Holders (as defined in the accompanying product supplement), generally at a rate of 30%. To the
extent that we have (or an affiliate of ours has) withholding responsibility in respect of the securities, we intend to so withhold. In
order to claim an exemption from, or a reduction in, the 30% withholding, you may need to comply with certification requirements to establish
that you are not a U.S. person and are eligible for such an exemption or reduction under an applicable tax treaty. You should consult
your tax adviser regarding the tax treatment of the securities, including the possibility of obtaining a refund of any amounts withheld
and the certification requirement described above.</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&rdquo; in the accompanying product supplement, Section 871(m) of the Code 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;U.S. Underlying Equities&rdquo;) or indices that
include U.S. Underlying Equities. Section 871(m) generally applies to instruments that substantially replicate the economic performance
of one or more U.S. Underlying Equities, as determined based on tests set forth in the applicable Treasury regulations. However, the regulations,
as modified by an IRS notice, exempt financial instruments issued prior to January 1, 2027 that do not have a &ldquo;delta&rdquo; of one.
Based on the terms of the securities and market conditions as of the date of this preliminary pricing supplement, we expect that the securities
will not be treated as transactions that have a &ldquo;delta&rdquo; of one within the meaning of the regulations with respect to any U.S.
Underlying Equity and, therefore, should not be subject to withholding tax under Section 871(m). However, the final determination regarding
the treatment of the securities under Section 871(m) will be made as of the pricing date for the securities, and it is possible that the
securities will be subject to withholding tax 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 securities are not subject to Section 871(m)
is not binding on the IRS, and the IRS may disagree with this treatment. 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 securities.</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 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.</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 income and estate tax consequences of an investment in the securities 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>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">Supplemental Plan of Distribution</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">&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 securities, is acting as principal and will receive an underwriting fee of $32.50 for each security sold
in this offering. From this underwriting fee, CGMI will pay selected dealers not affiliated with</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"><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: #59AE40 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">CGMI a fixed selling concession of $32.50 for each security they sell.
For the avoidance of doubt, any fees or selling concessions described in this pricing supplement will not be rebated if the securities
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: #59AE43">Valuation of the Securities</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">CGMI calculated the estimated value of the securities 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 securities by estimating the value of a hypothetical package of financial instruments that would replicate the payout on
the securities, which consists of a fixed-income bond (the &ldquo;bond component&rdquo;) and one or more derivative instruments underlying
the economic terms of the securities (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 securities 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 securities is a function of the terms of
the securities 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 securities will be on the pricing date because certain terms of the securities 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 three months following issuance of the
securities, the price, if any, at which CGMI would be willing to buy the securities from investors, and the value that will be indicated
for the securities 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 securities. The amount of this temporary upward adjustment will decline to zero on a straight-line basis over the three-month
temporary adjustment period. However, CGMI is not obligated to buy the securities from investors at any time.&nbsp;&nbsp;See &ldquo;Summary
Risk Factors&mdash;The securities 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: #59AE43">Contact</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #59AE43">&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</B><BR>
<B>Description of the S&amp;P 500 Dynamic Participation 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"><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 Dynamic Participation Index is calculated, maintained
and published by S&amp;P Dow Jones Indices LLC.&nbsp;&nbsp;All information contained in this pricing supplement regarding the S&amp;P
500 Dynamic Participation Index, including, without limitation, its make-up, method of calculation and changes in its components, has
been derived from information provided by S&amp;P Dow Jones Indices LLC, without independent verification. This information reflects the
policies of, and is subject to change by, S&amp;P Dow Jones Indices LLC. S&amp;P Dow Jones Indices LLC has no obligation to continue to
publish, and may discontinue publication of, the S&amp;P 500 Dynamic Participation Index. The securities represent obligations of Citigroup
Global Markets Holdings Inc. (guaranteed by Citigroup Inc.) only. S&amp;P Dow Jones Indices LLC is not involved in any way in this offering
and has no obligation relating to the securities or to holders of the securities. The S&amp;P 500 Dynamic Participation Index was first
published on July 31, 2019, and therefore has 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 S&amp;P 500 Dynamic Participation Index tracks the hypothetical
performance of a dynamic &ldquo;leverage overlay&rdquo; methodology on the S&amp;P 500<SUP>&reg;</SUP> Index (the &ldquo;<B>parent index</B>&rdquo;),
which means that the S&amp;P 500 Dynamic Participation Index reflects exposure to the parent index that may be leveraged up to 200%, as
adjusted on a daily basis.&nbsp;&nbsp;The degree of exposure of the S&amp;P 500 Dynamic Participation Index to the performance of the
parent index is reset at the close of each trading day based on a comparison of the closing value of the parent index on the current trading
day to the trailing 10-day average closing value of the parent index.&nbsp;&nbsp;If the closing value of the parent index on the current
trading day is <B>less than</B> its trailing 10-day average, the S&amp;P 500 Dynamic Participation Index will reflect leveraged (i.e.,
greater than 100%, but no more than 200%) exposure to the parent index over the next trading day.&nbsp;&nbsp;By contrast, if the closing
value of the parent index on the current trading day is <B>greater than or equal to</B> its trailing 10-day average, the S&amp;P 500 Dynamic
Participation Index will simply reflect 100% exposure to the parent index over the next trading 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">The S&amp;P 500 Dynamic Participation Index&rsquo;s dynamic leverage
overlay methodology may be thought of as reflecting a &ldquo;buy the dip&rdquo; strategy.&nbsp;&nbsp;When the parent index has been trending
down (as indicated by the current closing value being less than the trailing 10-day average), the S&amp;P 500 Dynamic Participation Index
takes that as a signal to &ldquo;buy&rdquo; (i.e., temporarily increase exposure to) the parent index.&nbsp;&nbsp;The investment thesis
on which this methodology is based is that downturns in performance in the parent index tend to be short-lived and that the parent index
will recover relatively quickly from any such downturns.&nbsp;&nbsp;By applying leverage when the parent index&rsquo;s current closing
value is less than its trailing 10-day average, the S&amp;P 500 Dynamic Participation Index attempts to enhance returns by offering greater
than 100% participation in the anticipated recovery from the downturn.</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">However, there can be no assurance that the S&amp;P 500 Dynamic Participation
Index&rsquo;s investment thesis will prove correct or that the S&amp;P 500 Dynamic Participation Index will effectively implement its
investment thesis.&nbsp;&nbsp;If the parent index experiences a sustained downturn so that the current closing value of the parent index
remains below its trailing 10-day average for an extended period of time, the S&amp;P 500 Dynamic Participation Index will have exposure
to that downturn on a leveraged basis.&nbsp;&nbsp;The S&amp;P 500 Dynamic Participation Index may therefore significantly underperform
the parent index.&nbsp;&nbsp;Moreover, the S&amp;P 500 Dynamic Participation Index will be more volatile than the parent index because
fluctuations in the value of the S&amp;P 500 Dynamic Participation Index will always equal or exceed fluctuations in the value of the
parent index.&nbsp;&nbsp;For these reasons, the S&amp;P 500 Dynamic Participation Index is significantly riskier than the parent index.&nbsp;&nbsp;See
&ldquo;Summary Risk Factors&mdash;Risks Relating to the S&amp;P 500 Dynamic Participation Index&rdquo; 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">The S&amp;P 500 Dynamic Participation Index is described as tracking
the &ldquo;hypothetical&rdquo; performance of the dynamic leverage overlay methodology described in this Annex because there is no actual
portfolio of stocks to which any investor is entitled or in which any investor has any ownership or other interest. The S&amp;P 500 Dynamic
Participation Index is merely a mathematical calculation that is performed by reference to hypothetical exposure to the parent 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 parent 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 markets.&nbsp;&nbsp;For more information about
the parent index, see &ldquo;Equity Index Descriptions&mdash;The S&amp;P U.S. Indices&rdquo; in the accompanying underlying 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">The S&amp;P 500 Dynamic Participation Index is reported by Bloomberg
L.P. under the ticker symbol &ldquo;SPXDPU1.&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>Calculating the Exposure of the S&amp;P 500 Dynamic Participation
Index to the Parent Index</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">At the close of each trading day, the S&amp;P 500 Dynamic Participation
Index determines how much exposure it will have to the performance of the parent index over the next trading day by comparing the closing
value of the parent index on the current trading day to the simple average of the closing values of the parent index on the 10 trading
days up to and including the trading day immediately preceding the current trading day, which we refer to as the &ldquo;<B>trailing 10-day
average</B>&rdquo;.&nbsp;&nbsp;On any trading day, if the closing value of the parent index on the current trading day is less than the
trailing 10-day average, then the S&amp;P 500 Dynamic Participation Index will have leveraged (i.e., greater than 100%) exposure to the
performance of the parent index over the next trading day.&nbsp;&nbsp;The amount of that leveraged exposure will be determined by:</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><I>first</I>, calculating the percentage difference between the current closing value of the parent index and the trailing 10-day
average, expressed as a percentage of the current closing 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: Symbol">&middot;</FONT></TD><TD><I>second</I>, determining the &ldquo;<B>leverage factor</B>&rdquo; by multiplying that percentage difference by a &ldquo;<B>leverage
multiplier</B>&rdquo; of 50, subject to a maximum leverage factor of 100%; and</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: Symbol">&middot;</FONT></TD><TD><I>third</I>, adding the leverage factor to 100% to arrive at the overall leveraged exposure, subject to a maximum leveraged exposure
of 200%.</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">For example, if the current closing value of the parent index is 1%
less than the trailing 10-day average (as a percentage of the current closing value), then the leverage factor would be 50% (50 <I>times</I>
1%) and the overall leveraged exposure would be 150% (50% <I>plus</I> 100%).&nbsp;&nbsp;If the current closing value of the parent index
is less than the trailing 10-day average by 2% or more (as a percentage of the current closing value), then the leverage factor would
be the maximum leverage factor of 100% and the overall leveraged exposure would be equal to the maximum of 200%</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">(100% <I>plus</I> 100%).&nbsp;&nbsp;Leveraged exposure of 200% would
mean that the performance of the S&amp;P 500 Dynamic Participation Index would be 200% of the performance of the parent index.&nbsp;&nbsp;As
an example, if the parent index declined by 1% at a time when the S&amp;P 500 Dynamic Participation Index has 200% leveraged exposure
to the parent index, then the S&amp;P 500 Dynamic Participation Index would decline by 2% (leaving aside the effects of the excess return
deduction described 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">If the closing value of the parent index on any trading day is greater
than or equal to the trailing 10-day average, the S&amp;P 500 Dynamic Participation Index will have 100% (i.e., 1-to-1, or unleveraged)
exposure to the performance of the parent index over the next trading day.&nbsp;&nbsp;As an example, if the parent index increased by
1% at a time when the S&amp;P 500 Dynamic Participation Index has 100% exposure to the parent index, then the S&amp;P 500 Dynamic Participation
Index would also increase by 1%.</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 Dynamic Participation Index resets its exposure to the
parent index on each trading day, so that the leveraged exposure that is determined at the end of each trading day applies only over the
next trading 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">At any time when the S&amp;P 500 Dynamic Participation Index has greater
than 100% exposure to the parent index, the leveraged portion of the S&amp;P 500 Dynamic Participation Index&rsquo;s return will be reduced
by an &ldquo;excess return deduction&rdquo; based on the effective federal funds rate (prorated for the number of calendar days since
the most recent trading day). This excess return deduction reduces the performance of the S&amp;P 500 Dynamic Participation Index, and
any increase in the effective federal funds rate will increase its negative effect.</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 Annex, &ldquo;trading day&rdquo; means a day when the U.S. equity
markets are open.</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
Dynamic Participation 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">The following graph sets forth a comparison of the hypothetical back-tested
and historical performance of the S&amp;P 500 Dynamic Participation Index against the historical performance of the parent index from
January 3, 2017 through October 13, 2025, each normalized to have a closing value of 100.00 on January 3, 2017 to facilitate a comparison.</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 described above, the leverage feature causes the S&amp;P 500 Dynamic
Participation Index to be more volatile than the parent index and can cause the S&amp;P 500 Dynamic Participation Index to underperform
the parent index when the parent index declines. This underperformance will be especially dramatic when the parent index experiences a
rapid and significant decline for a sustained period of time.</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, as shown in the graph below, from December 3, 2018 to December
24, 2018 (an approximately three-week period) the maximum peak-to-trough decline in the closing value of the S&amp;P 500 Dynamic Participation
Index, expressed as a percentage (the &ldquo;maximum drawdown&rdquo;), was -25.08%. For the same period for the parent index, the maximum
drawdown was only -15.74%. In addition, from February 19, 2020 to March 23, 2020 (an approximately one month period) the maximum drawdown
in the closing value of the S&amp;P 500 Dynamic Participation Index was -56.96%. For the same period for the parent index, the maximum
drawdown was only -33.92%. The underperformance of the S&amp;P 500 Dynamic Participation Index relative to the parent index over these
periods demonstrates how the S&amp;P 500 Dynamic Participation Index will perform significantly worse than the parent index in a declining
equity market where the decline continues for longer than a short period of time.</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 Dynamic Participation Index performance information
prior to July 31, 2019 is hypothetical and back-tested, as the S&amp;P 500 Dynamic Participation Index did not exist prior to that date.
Hypothetical back-tested performance information is subject to the significant limitations described above under &ldquo;Information About
the S&amp;P 500 Dynamic Participation Index&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 graph below, references to &ldquo;SPXDPU1&rdquo; are to the S&amp;P
500 Dynamic Participation 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>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_003.jpg" ALT="" STYLE="height: 315px; width: 577px"></P>

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


<!-- Field: Page; Sequence: 19; Value: 2 -->
    <DIV STYLE="margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="color: rgb(89,174,67); text-align: right; margin: 0pt; font: 9pt Arial, Helvetica, Sans-Serif">PS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->19<!-- Field: /Sequence -->&nbsp;</P></DIV>
    <DIV STYLE="break-before: page; margin-top: 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: #59AE40 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">The following graph sets forth a comparison of the hypothetical back-tested
and historical performance of the S&amp;P 500 Dynamic Participation Index against the historical performance of the parent index from
January 2, 2015 through October 13, 2025, each normalized to have a closing value of 100.00 on January 2, 2015 to facilitate a comparison.</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 Dynamic Participation Index performance information
prior to July 31, 2019 is hypothetical and back-tested, as the S&amp;P 500 Dynamic Participation Index did not exist prior to that date.
Hypothetical back-tested performance information is subject to the significant limitations described above under &ldquo;Information About
the S&amp;P 500 Dynamic Participation Index&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 graph below, references to &ldquo;SPXDPU1&rdquo; are to the S&amp;P
500 Dynamic Participation 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>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_004.jpg" ALT="" STYLE="height: 315px; width: 577px"></P>

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

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

<P STYLE="font: bold 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>License</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 and Citigroup Global Markets Inc. have entered into
an exclusive license agreement providing for the license to Citigroup Inc. and its other affiliates, in exchange for a fee, of the right
to use the S&amp;P 500 Dynamic Participation Index in connection with certain financial products, including the securities.</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;Standard &amp; Poor&rsquo;s&rdquo;, &ldquo;S&amp;P&rdquo; and
&ldquo;S&amp;P 500&rdquo; are trademarks of Standard &amp; Poor&rsquo;s Financial Services LLC. &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 securities 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 securities or any member of the public
regarding the advisability of investing in securities generally or in the securities 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 S&amp;P indices, which are determined, composed
and calculated by S&amp;P Dow Jones Indices without regard to Citigroup Inc., its affiliates or the securities. S&amp;P Dow Jones Indices
have no obligation to take the needs of Citigroup Inc., its affiliates or the holders of the securities into consideration in determining,
composing or calculating the S&amp;P indices. 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 securities to be issued or in the determination or calculation of the equation by which
the securities are to be converted into cash. S&amp;P Dow Jones Indices have no obligation or liability in connection with the administration,
marketing or trading of the securities.&rdquo;</P>

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


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end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
