<SEC-DOCUMENT>0000950103-25-013269.txt : 20251016
<SEC-HEADER>0000950103-25-013269.hdr.sgml : 20251016
<ACCEPTANCE-DATETIME>20251016153025
ACCESSION NUMBER:		0000950103-25-013269
CONFORMED SUBMISSION TYPE:	424B2
PUBLIC DOCUMENT COUNT:		5
FILED AS OF DATE:		20251016
DATE AS OF CHANGE:		20251016

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:		251397521

	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:		251397522

	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>dp235963_424b2-us2521983d.htm
<DESCRIPTION>PRELIMINARY PRICING SUPPLEMENT
<TEXT>
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<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center; color: red"><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 notes has been
filed with the Securities and Exchange Commission. This preliminary pricing supplement and the accompanying product supplement, underlying
supplement, prospectus supplement and prospectus are not an offer to sell these notes, nor are they soliciting an offer to buy these
notes, in any state where the offer or sale is not permitted.&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center; color: red"><FONT STYLE="font-size: 9pt">SUBJECT
TO COMPLETION, DATED OCTOBER 16, 2025</FONT></P>

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    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Pricing Supplement No. 2025-USNCH28995 to Product Supplement
No. EA-04-10 dated March 7, 2023,</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Underlying Supplement No. 11 dated March 7, 2023, Prospectus Supplement
and Prospectus each dated March 7, 2023</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Filed Pursuant to Rule 424(b)(2)</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Registration Statement Nos. 333-270327 and 333-270327-01</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Dated October<FONT STYLE="color: white">-----</FONT>, 2025</P>
    <P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Citigroup Global Markets Holdings Inc. $---- Trigger Autocallable
Contingent Yield Notes</B></P></TD>
    <TD STYLE="width: 13%; font-size: 12pt; text-align: center">&nbsp;</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Linked to the Least Performing of the Nasdaq-100 Index<SUP>&reg;</SUP>
and the Russell 2000<SUP>&reg;</SUP> Index Due On or About October 22, 2030</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>All payments due on the notes are fully and unconditionally guaranteed
by Citigroup Inc.</B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
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    <TD STYLE="border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; width: 100%">&nbsp;<FONT STYLE="font-size: 10pt; color: white"><B>Investment Description</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Trigger Autocallable Contingent Yield Notes (the &ldquo;<B>notes</B>&rdquo;)
are unsecured, unsubordinated debt obligations of Citigroup Global Markets Holdings Inc. (the &ldquo;<B>issuer</B>&rdquo;), guaranteed
by Citigroup Inc. (the &ldquo;<B>guarantor</B>&rdquo;), linked to the <B>least performing</B> of the Nasdaq-100 Index<SUP>&reg;</SUP>
and the Russell 2000<SUP>&reg;</SUP> Index (each, an &ldquo;<B>underlying</B>&rdquo;).&nbsp;&nbsp;The notes will pay a contingent coupon
on each quarterly coupon payment date if, <B>and only if</B>, the closing level of the least performing underlying on the related quarterly
valuation date is greater than or equal to its coupon barrier.&nbsp;&nbsp;If the closing level of the least performing underlying on
a quarterly valuation date is less than its coupon barrier, no contingent coupon will be paid on the related coupon payment date.&nbsp;&nbsp;Beginning
approximately six months after issuance, if the closing level of the least performing underlying on a quarterly valuation date is greater
than or equal to its initial underlying level, we will automatically call the notes and pay you the stated principal amount per note
plus the contingent coupon for that valuation date, and no further amounts will be owed to you.&nbsp;&nbsp;At maturity, if the notes
have not previously been automatically called, the amount you receive will depend on the final underlying level of the least performing
underlying on the final valuation date.&nbsp;&nbsp;If the final underlying level of the least performing underlying on the final valuation
date is greater than or equal to its downside threshold, you will receive the stated principal amount of your notes at maturity (plus
the final contingent coupon payment).&nbsp;&nbsp;However, if the notes have not been automatically called prior to maturity and the final
underlying level of the least performing underlying on the final valuation date is less than its downside threshold, you will receive
less than the stated principal amount of your notes at maturity, resulting in a loss that is proportionate to the decline in the closing
level of the least performing underlying from the trade date to the final valuation date, up to a 100% loss of your investment.&nbsp;&nbsp;On
each valuation date, the least performing underlying is the underlying with the lowest underlying return from the trade date to that
valuation date.&nbsp;&nbsp;<B>Investing in the notes involves significant risks.&nbsp;&nbsp;You may lose a substantial portion or all
of your initial investment.&nbsp;&nbsp;The stated payout on the notes is based <U>solely</U> on the performance of the least performing
underlying.&nbsp;&nbsp;You will not benefit in any way from the performance of the better performing underlying.&nbsp;&nbsp;You will
therefore be adversely affected if <U>either underlying</U> performs poorly, regardless of the performance of the other underlying.&nbsp;&nbsp;You
will not receive dividends or other distributions paid on any stocks included in the underlyings or participate in any appreciation of
either underlying.&nbsp;&nbsp;The contingent repayment of the stated principal amount applies only if you hold the notes to maturity
or earlier automatic call.&nbsp;&nbsp;Any payment on the notes, including any repayment of the stated principal amount, is subject to
the creditworthiness of the issuer and the guarantor and is not, either directly or indirectly, an obligation of any third party. If
the issuer and the guarantor were to default on their payment obligations, you may not receive any amounts owed to you under the notes
and you could lose your entire investment.</B></P>

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  <TR STYLE="vertical-align: top">
    <TD STYLE="border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; width: 70%">&nbsp;<FONT STYLE="font-size: 10pt; color: white"><B>Features</B></FONT></TD>
    <TD STYLE="width: 2%; font-size: 12pt">&nbsp;</TD>
    <TD STYLE="border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; width: 28%">&nbsp;<FONT STYLE="font-size: 10pt; color: white"><B>Key Dates<SUP>1</SUP></B></FONT></TD></TR>
  </TABLE>

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    <TD STYLE="width: 100%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 12.6pt; text-indent: -12.6pt"><FONT STYLE="font-family: Wingdings">q</FONT><B>&nbsp;Contingent
Coupon</B> &mdash; We will pay you a contingent coupon on each quarterly coupon payment date if, <B>and only if,</B> the closing level
of the least performing underlying on the related valuation date is greater than or equal to its coupon barrier.&nbsp;&nbsp;Otherwise,
no contingent coupon will be paid for that quarter.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 12.6pt; text-indent: -12.6pt"><FONT STYLE="font-family: Wingdings">q</FONT><B>&nbsp;Automatic
Call </B>&mdash; Beginning approximately six months after issuance, we will automatically call the notes and pay you the stated principal
amount per note plus the final contingent coupon payment if the closing level of the least performing underlying on a quarterly valuation
date is greater than or equal to its initial underlying level.&nbsp;&nbsp;If the notes are not automatically called, investors may have
full downside market exposure to the least performing underlying at maturity.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 12.6pt; text-indent: -12.6pt"><FONT STYLE="font-family: Wingdings">q</FONT><B>&nbsp;Downside
Exposure with Contingent Repayment of Principal at Maturity </B>&mdash; If the notes are not automatically called prior to maturity and
the final underlying level of the least performing underlying on the final valuation date is greater than or equal to its downside threshold,
you will receive the stated principal amount of your notes at maturity (plus the final contingent coupon payment). However, if the final
underlying level of the least performing underlying on the final valuation date is less than its downside threshold, you will receive
less than the stated principal amount of your notes at maturity, resulting in a loss that is proportionate to the decline in the closing
level of the least performing underlying from the trade date to the final valuation date, up to a 100% loss of your investment.&nbsp;&nbsp;<B>Any
payment on the notes is subject to the creditworthiness of the issuer and guarantor. If the issuer and the guarantor were to default
on their obligations, you might not receive any amounts owed to you under the notes and you could lose your entire investment.</B></P></TD></TR>
  </TABLE>

<TABLE CELLSPACING="2" CELLPADDING="2" ALIGN="RIGHT" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 28%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 47%"><FONT STYLE="font-size: 10pt">Trade date</FONT></TD>
    <TD STYLE="width: 53%; padding-left: 82.55pt; text-indent: -82.55pt"><FONT STYLE="font-size: 10pt">October 17, 2025</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Settlement date</FONT></TD>
    <TD STYLE="padding-left: 82.55pt; text-indent: -82.55pt"><FONT STYLE="font-size: 10pt">October 22, 2025</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Valuation dates<SUP>2</SUP></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">Quarterly, beginning on January 20, 2026 (See page PS-6)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Final valuation date<SUP>2</SUP></FONT></TD>
    <TD STYLE="padding-left: 13.7pt; text-indent: -13.7pt"><FONT STYLE="font-size: 10pt">October 17, 2030</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Maturity date</FONT></TD>
    <TD STYLE="padding-left: 82.55pt; text-indent: -82.55pt"><FONT STYLE="font-size: 10pt">October 22, 2030</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD COLSPAN="2"><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 13.7pt; text-indent: -13.7pt"><FONT STYLE="font-size: 9pt"><SUP>1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</SUP>Expected</FONT></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 9pt"><SUP>2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</SUP>See
    page PS-6 for additional details.</FONT></P></TD></TR>
  </TABLE><BR STYLE="clear: both">

<P STYLE="margin: 0"></P>

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<TR STYLE="vertical-align: top; text-align: left">
  <TD STYLE="width: 100%">&nbsp;</TD></TR>
</TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>NOTICE TO INVESTORS: <FONT STYLE="text-transform: uppercase">The
notes are significantly riskier than conventional debt INSTRUMENTS. THE ISSUER IS NOT NECESSARILY OBLIGATED TO REPAY THE STATED PRINCIPAL
AMOUNT OF THE NOTES AT MATURITY, AND the notes CAN have downside MARKET risk SIMILAR TO the LEAST PERFORMING UNDERLYING.&nbsp;&nbsp;This
MARKET risk is in addition to the CREDIT risk INHERENT IN PURCHASING A DEBT OBLIGATION OF CITIGROUP GLOBAL MARKETS HOLDINGS INC. THAT
IS GUARANTEED BY CITIGROUP INC.&nbsp;&nbsp;You should not PURCHASE the notes if you do not understand or are not comfortable with the
significant risks INVOLVED in INVESTING IN the notes.</FONT></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>YOU SHOULD CAREFULLY CONSIDER THE RISKS DESCRIBED UNDER &lsquo;&lsquo;SUMMARY
RISK FACTORS&rsquo;&rsquo; BEGINNING ON PAGE PS-7 OF THIS PRICING SUPPLEMENT AND UNDER &lsquo;&lsquo;RISK FACTORS RELATING TO THE SECURITIES&rsquo;&rsquo;
BEGINNING ON PAGE EA-7 OF THE ACCOMPANYING PRODUCT SUPPLEMENT BEFORE PURCHASING ANY NOTES. EVENTS RELATING TO ANY OF THOSE RISKS, OR
OTHER RISKS AND UNCERTAINTIES, COULD ADVERSELY AFFECT THE MARKET VALUE OF, AND THE RETURN ON, YOUR NOTES. YOU MAY LOSE SOME OR ALL OF
YOUR INITIAL INVESTMENT IN THE NOTES.&nbsp;&nbsp;THE NOTES WILL NOT BE LISTED ON ANY SECURITIES EXCHANGE AND MAY HAVE LIMITED OR NO LIQUIDITY.</B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #788D41">
    <TD STYLE="border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; width: 100%">&nbsp;<FONT STYLE="font-size: 10pt; color: white"><B>Notes Offering</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">We are offering Trigger Autocallable Contingent Yield Notes Linked
to the Least Performing of the Nasdaq-100 Index<SUP>&reg; </SUP>and the Russell 2000<SUP>&reg;</SUP> Index. Any payment on the notes
will be based on the performance of the least performing underlying. The contingent coupon rate, initial underlying levels, coupon barriers
and downside thresholds will be determined on the trade date. The notes are our unsecured, unsubordinated debt obligations, guaranteed
by Citigroup Inc., and are offered for a minimum investment of 100 notes at the issue price described below.</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="white-space: nowrap; width: 16%; text-align: center"><FONT STYLE="font-size: 10pt"><B>Underlyings</B></FONT></TD>
    <TD STYLE="width: 16%; text-align: center"><FONT STYLE="font-size: 10pt"><B>Contingent Coupon Rate</B></FONT></TD>
    <TD STYLE="white-space: nowrap; width: 15%; text-align: center"><FONT STYLE="font-size: 10pt"><B>Initial Underlying Levels</B></FONT></TD>
    <TD STYLE="width: 23%; text-align: center"><FONT STYLE="font-size: 10pt"><B>Coupon Barriers</B></FONT></TD>
    <TD STYLE="width: 20%; text-align: center"><FONT STYLE="font-size: 10pt"><B>Downside Thresholds</B></FONT></TD>
    <TD STYLE="width: 10%; text-align: center"><FONT STYLE="font-size: 10pt"><B>CUSIP/ISIN</B></FONT></TD></TR>
  <TR>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">Nasdaq-100 Index<SUP>&reg;</SUP> (Ticker: NDX)</FONT></TD>
    <TD ROWSPAN="2" STYLE="text-align: center"><FONT STYLE="font-size: 10pt">10.10% to 10.60% per annum</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt; color: white">-----</FONT><FONT STYLE="font-size: 10pt">, which is 70% of the applicable initial underlying level</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt; color: white">-----</FONT><FONT STYLE="font-size: 10pt">, which is 70% of the applicable initial underlying level</FONT></TD>
    <TD ROWSPAN="2" STYLE="text-align: center"><FONT STYLE="font-size: 10pt">17333P874 / US17333P8749</FONT></TD></TR>
  <TR>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">Russell 2000<SUP>&reg;</SUP> Index (Ticker: RTY)</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt; color: white">-----</FONT><FONT STYLE="font-size: 10pt">, which is 70% of the applicable initial underlying level</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt; color: white">-----</FONT><FONT STYLE="font-size: 10pt">, which is 70% of the applicable initial underlying level</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>See &ldquo;Additional Terms Specific to the Notes&rdquo; in this
pricing supplement.&nbsp;&nbsp;The notes will have the terms specified in the accompanying product supplement, underlying supplement,
prospectus supplement and prospectus, as supplemented by this pricing supplement. </B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Neither the Securities and Exchange Commission (the &ldquo;<B>SEC</B>&rdquo;)
nor any state securities commission has approved or disapproved of the notes or passed upon the accuracy or the adequacy of this pricing
supplement or the accompanying product supplement, underlying supplement, prospectus supplement and prospectus. Any representation to
the contrary is a criminal offense. The notes are not bank deposits and are not insured or guaranteed by the Federal Deposit Insurance
Corporation or any other governmental agency.</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="white-space: nowrap; width: 25%">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; width: 28%; text-align: center"><FONT STYLE="font-size: 10pt"><B>Issue Price<SUP>(1)</SUP></B></FONT></TD>
    <TD STYLE="white-space: nowrap; width: 22%; text-align: center"><FONT STYLE="font-size: 10pt"><B>Underwriting Discount<SUP>(2)</SUP></B></FONT></TD>
    <TD STYLE="white-space: nowrap; width: 25%; text-align: center"><FONT STYLE="font-size: 10pt"><B>Proceeds<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT>to<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT>Issuer</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-size: 10pt">Per note</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">$10.00</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">&mdash;</FONT></TD>
    <TD STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-size: 10pt">$10.00</FONT></TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-size: 10pt">Total</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; text-align: center"><FONT STYLE="font-size: 10pt">$</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 10pt">&mdash;</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; text-align: center"><FONT STYLE="font-size: 10pt">$</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-indent: 0in"><FONT STYLE="font-size: 9pt"><SUP>(1)</SUP> Citigroup
Global Markets Holdings Inc. currently expects that the estimated value of the notes on the trade date will be at least $9.79 per note,
which will be less than the issue price.&nbsp;&nbsp;The estimated value of the notes is based on proprietary pricing models of Citigroup
Global Markets Inc. (&ldquo;<B>CGMI</B>&rdquo;) and our internal funding rate.&nbsp;&nbsp;It is not an indication of actual profit to
CGMI or other of our affiliates, nor is it an indication of the price, if any, at which CGMI or any other person may be willing to buy
the notes from you at any time after issuance. See &ldquo;Valuation of the Notes&rdquo; in this pricing supplement.</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-indent: 0in"><FONT STYLE="font-size: 9pt"><SUP>(2)</SUP> CGMI,
acting as principal, expects to purchase from Citigroup Global Markets Holdings Inc., and Citigroup Global Markets Holdings Inc. expects
to sell to CGMI, the aggregate stated principal amount of the notes set forth above for $10.00 per note. UBS Financial Services Inc.
(&ldquo;<B>UBS</B>&rdquo;), acting as agent for sales of the notes, expects to purchase from CGMI, and CGMI expects to sell to UBS, all
of the notes for $10.00 per note. UBS will not receive any underwriting discount for any note it sells in this offering.&nbsp;&nbsp;UBS
proposes to offer the notes to the public at a price of $10.00 per note.&nbsp;&nbsp;For additional information on the distribution of
the notes, see &ldquo;Supplemental Plan of Distribution&rdquo; in this pricing supplement.&nbsp;&nbsp;It is expected that CGMI and its
affiliates may profit from expected hedging activity related to this offering, even if the value of the notes declines.&nbsp;&nbsp;See
&ldquo;Use of Proceeds and Hedging&rdquo; in the accompanying prospectus.&nbsp;&nbsp;</FONT></P>

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    <TD STYLE="width: 50%; text-indent: 0in; font-size: 10pt"><FONT STYLE="font-size: 12pt"><B>Citigroup Global Markets Inc.</B></FONT></TD>
    <TD STYLE="width: 50%; text-align: right; text-indent: 0in; font-size: 10pt"><FONT STYLE="font-size: 12pt"><B>UBS Financial Services
    Inc.</B></FONT></TD></TR>
  </TABLE>

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  </TABLE>
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    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The terms of the notes are set forth in the accompanying product supplement,
    underlying supplement, prospectus supplement and prospectus, as supplemented by this pricing supplement.&nbsp;&nbsp;The accompanying product
    supplement, underlying supplement, prospectus supplement and prospectus contain important disclosures that are not repeated in this pricing
    supplement.&nbsp;&nbsp;For example, certain events may occur that could affect whether you receive a contingent coupon payment on a coupon
    payment date, whether the notes are automatically called prior to maturity and whether you are repaid the stated principal amount of your
    notes at maturity.&nbsp;&nbsp;These events and their consequences are described in the accompanying product supplement in the sections
    &ldquo;Description of the Securities&mdash;Consequences of a Market Disruption Event; Postponement of a Valuation Date&rdquo; and &ldquo;Description
    of the Securities&mdash;Certain Additional Terms for Securities Linked to an Underlying Index&mdash;Discontinuance or Material Modification
    of an Underlying Index,&rdquo; and not in this pricing supplement.&nbsp;&nbsp;The accompanying underlying supplement contains important
    disclosures regarding the underlyings that are not repeated in this pricing supplement.&nbsp;&nbsp;It is important that you read the accompanying
    product supplement, underlying supplement, prospectus supplement and prospectus together with this pricing supplement before you decide
    whether to invest in the notes.&nbsp;&nbsp;Certain terms used but not defined in this pricing supplement are defined in the accompanying
    product supplement.&nbsp;&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">You may access the accompanying product supplement, underlying supplement,
    prospectus supplement and prospectus on the SEC website at www.sec.gov as follows (or if such address has changed, by reviewing our filings
    for the relevant dates on the SEC website):</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 0pt 14.45pt; text-indent: -14.45pt"><FONT STYLE="font-family: Symbol">&uml;&#9;</FONT><FONT STYLE="background-color: white">&nbsp;Product
Supplement No. EA-04-10 dated March 7, 2023:</FONT></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.2in"><A HREF="https://www.sec.gov/Archives/edgar/data/200245/000095010323003814/dp190219_424b2-coba0410.htm" STYLE="color: Blue; text-decoration: underline">https://www.sec.gov/Archives/edgar/data/200245/000095010323003814/dp190219_424b2-coba0410.htm</A>&nbsp;&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.2in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 14.45pt; text-indent: -14.45pt"><FONT STYLE="font-family: Symbol">&uml;&#9;</FONT><FONT STYLE="background-color: white">&nbsp;Underlying
Supplement No. 11 dated March 7, 2023:</FONT></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.2in"><A HREF="https://www.sec.gov/Archives/edgar/data/200245/000095010323003815/dp189981_424b2-us11.htm" STYLE="color: Blue; text-decoration: underline">https://www.sec.gov/Archives/edgar/data/200245/000095010323003815/dp189981_424b2-us11.htm</A>&nbsp;&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.2in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 14.45pt; text-indent: -14.45pt"><FONT STYLE="font-family: Symbol">&uml;&#9;</FONT><FONT STYLE="background-color: white">&nbsp;Prospectus
Supplement and Prospectus each dated March 7, 2023:</FONT></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.2in"><A HREF="https://www.sec.gov/Archives/edgar/data/200245/000119312523063080/d470905d424b2.htm" STYLE="color: Blue; text-decoration: underline">https://www.sec.gov/Archives/edgar/data/200245/000119312523063080/d470905d424b2.htm</A></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.2in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">You may revoke your offer to purchase the notes at any time prior to
    the time at which we accept such offer by notifying the applicable agent.&nbsp;&nbsp;We reserve the right to change the terms of, or reject
    any offer to purchase, the notes on or prior to the trade date.&nbsp;&nbsp;The applicable agent will notify you in the event of any material
    changes to the terms of the notes, and you will be asked to accept such changes in connection with your purchase of the notes. You may
    also choose to reject such changes, in which case the applicable agent may reject your offer to purchase the notes.&nbsp;&nbsp;References
    to &ldquo;Citigroup Global Markets Holdings Inc.,&rdquo; &ldquo;Citigroup,&rdquo; &ldquo;we,&rdquo; &ldquo;our&rdquo; and &ldquo;us&rdquo;
    refer to Citigroup Global Markets Holdings Inc. and not to any of its subsidiaries.&nbsp;&nbsp;References to &ldquo;Citigroup Inc.&rdquo;
    refer to Citigroup Inc. and not to any of its subsidiaries.&nbsp;&nbsp;In this pricing supplement, &ldquo;notes&rdquo; refers to the Trigger
    Autocallable Contingent Yield Notes Linked to the Least Performing of the Nasdaq-100 Index<SUP>&reg;</SUP> and the Russell 2000<SUP>&reg;</SUP>
    Index that are offered hereby, unless the context otherwise requires.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><I>This pricing supplement, together with the documents listed
above, contains the terms of the notes and supersedes all other prior or contemporaneous oral statements as well as any other written
materials including preliminary or indicative pricing terms, correspondence, trade ideas, structures for implementation, sample structures,
brochures or other educational materials of ours.&nbsp;&nbsp;The description in this pricing supplement of the particular terms of the
notes supplements, and, to the extent inconsistent with, replaces, the descriptions of the general terms and provisions of the debt securities
set forth in the accompanying product supplement, underlying supplement, prospectus supplement and prospectus.&nbsp;&nbsp;You should
carefully consider, among other things, the matters set forth in &ldquo;Summary Risk Factors&rdquo; in this pricing supplement and &ldquo;Risk
Factors Relating to the Securities&rdquo; in the accompanying product supplement, as the notes involve risks not associated with conventional
debt securities.&nbsp;&nbsp;We urge you to consult your investment, legal, tax, accounting and other advisers before deciding to invest
in the notes.</I></P></TD></TR>
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    <TD STYLE="border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; width: 100%">&nbsp;<FONT STYLE="font-size: 10pt; color: white"><B>Investor Suitability</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The suitability considerations identified below are not exhaustive.&nbsp;&nbsp;Whether
or not the notes are a suitable investment for you will depend on your individual circumstances, and you should reach an investment decision
only after you and your investment, legal, tax, accounting and other advisors have carefully considered the suitability of an investment
in the notes in light of your particular circumstances. You should also review &ldquo;Summary Risk Factors&rdquo; beginning on page PS-7
of this pricing supplement, <FONT STYLE="background-color: white">&ldquo;The Nasdaq-100 Index<SUP>&reg;</SUP>&rdquo; beginning on page
PS-14 of this pricing supplement, &ldquo;The Russell 2000<SUP>&reg;</SUP> Index &ldquo; beginning on page PS-15 of this pricing supplement,
&ldquo;Risk Factors Relating to the Securities&rdquo; beginning on page EA-7 of the accompanying product supplement, </FONT>&ldquo;Equity
Index Descriptions&mdash;<FONT STYLE="background-color: white">The </FONT>Nasdaq-100 Index<SUP>&reg;</SUP>&rdquo; beginning on page US-26
<FONT STYLE="background-color: white">of the accompanying underlying supplement and </FONT>&ldquo;Equity Index Descriptions&mdash;The
Russell Indices&rdquo; beginning on page US-37 <FONT STYLE="background-color: white">of the accompanying underlying supplement.</FONT></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">
    <TD STYLE="width: 49%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>The notes may be suitable for you if, among other considerations:</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 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    fully understand the risks inherent in an investment in the notes, including the risk of loss of your entire initial investment.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    can tolerate a loss of all or a substantial portion of your initial investment and are willing to make an investment that may have the
    full downside market risk of an investment in the least performing underlying.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    understand and accept the risks associated with each of the underlyings.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    believe the closing level of each underlying is likely to be greater than or equal to its respective coupon barrier on the valuation dates,
    and, if the closing level of either underlying is not, you can tolerate receiving few or no contingent coupon payments over the term of
    the notes.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    believe the closing level of each underlying will be greater than or equal to its downside threshold on the final valuation date, and,
    if the closing level of either underlying is below its downside threshold on the final valuation date, you can tolerate a loss of all
    or a substantial portion of your investment.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    can tolerate fluctuations in the value of the notes prior to maturity that may be similar to or exceed the downside fluctuations in the
    level of the least performing underlying.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    understand that your return will be based on the performance of the least performing underlying and you will not benefit from the performance
    of the other underlying.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    are willing to hold notes that will be called on the earliest valuation date (beginning six months after issuance) on which the closing
    level of the least performing underlying is greater than or equal to its respective initial underlying level, and you are otherwise willing
    to hold such notes to maturity.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    are willing to make an investment whose positive return is limited to the contingent coupon payments, regardless of the potential appreciation
    of the underlyings, which could be significant.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    would be willing to invest in the notes if the contingent coupon rate were set equal to the lowest value indicated on the cover page of
    this pricing supplement (the actual contingent coupon rate will be set on the trade date)</FONT>.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    are willing to invest in the notes based on the coupon barriers and downside thresholds indicated on the cover page of this pricing supplement.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    are willing and able to hold the notes to maturity, and accept that there may be little or no secondary market for the notes and that
    any secondary market will depend in large part on the price, if any, at which CGMI is willing to purchase the notes.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    do not seek guaranteed current income from your investment and are willing to forgo dividends or any other distributions paid on the stocks
    included in the underlyings for the term of the notes.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
are willing to assume the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. for all payments under the notes,
and understand that if Citigroup Global Markets Holdings Inc. and Citigroup Inc. default on their obligations, you might not receive
any amounts due to you, including any repayment of the stated principal amount.</P></TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 49%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 2.8pt"><B>The notes may <I>not</I> be suitable for you if, among
    other considerations:</B></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 2.8pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    do not fully understand the risks inherent in an investment in the notes, including the risk of loss of your entire initial investment.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    cannot tolerate the loss of all or a substantial portion of your initial investment, or you are not willing to make an investment that
    may have the full downside market risk of an investment in the least performing underlying.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    do not understand or are not willing to accept the risks associated with each of the underlyings.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    do not believe the closing level of each underlying is likely to be greater than or equal to its respective coupon barrier on the valuation
    dates, or you cannot tolerate receiving few or no contingent coupon payments over the term of the notes.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    believe the closing level of either underlying will be less than its respective downside threshold on the final valuation date, exposing
    you to the full downside performance of the least performing underlying.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    require an investment designed to guarantee a full return of the stated principal amount at maturity.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    cannot tolerate fluctuations in the value of the notes prior to maturity that may be similar to or exceed the downside fluctuations in
    the level of the least performing underlying.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    are unwilling to accept that your return will be based on the performance of the least performing underlying, or you seek an investment
    based on the performance of a basket composed of the underlyings.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    are unwilling to hold notes that will be called on the earliest valuation date (beginning six months after issuance) on which the closing
    level of the least performing underlying is greater than or equal to its respective initial underlying level, or you are otherwise unable
    or unwilling to hold such notes to maturity.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    seek an investment that participates in the full appreciation of the underlyings and whose positive return is not limited to the contingent
    coupon payments.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    would be unwilling to invest in the notes if the contingent coupon rate were set equal to the lowest value indicated on the cover page
    of this pricing supplement (the actual contingent coupon rate will be set on the trade date).</FONT></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    are unwilling to invest in the notes based on the coupon barriers and downside thresholds indicated on the cover page of this pricing
    supplement.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    seek an investment for which there will be an active secondary market.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    seek guaranteed current income from this investment or prefer to receive the dividends and any other distributions paid on the stocks
    included in the underlyings for the term of the notes.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
    prefer the lower risk of conventional fixed income investments with comparable maturities and credit ratings.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 24.4pt; text-indent: -21.15pt"><FONT STYLE="font-family: Symbol">&uml;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;You
are not willing to assume the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. for all payments under the notes,
including any repayment of the stated principal amount.</P></TD></TR>
  </TABLE>

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

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #788D41">
    <TD STYLE="border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; width: 100%">&nbsp;<FONT STYLE="font-size: 10pt; color: white"><B>Indicative Terms</B></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: top">
    <TD STYLE="width: 40%"><FONT STYLE="font-size: 10pt">Issuer</FONT></TD>
    <TD STYLE="width: 60%"><FONT STYLE="font-size: 10pt">Citigroup Global Markets Holdings Inc.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Guarantee</FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">All payments due on the notes are fully and unconditionally guaranteed by Citigroup Inc.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Issue price</FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">100% of the stated principal amount per note</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Stated principal amount per note</FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">$10.00 per note</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Term</FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">Approximately five years, unless earlier automatically called</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-size: 10pt">Trade date<SUP>1</SUP></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">October 17, 2025</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-size: 10pt">Settlement date<SUP>1</SUP></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">October 22 , 2025</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-size: 10pt">Final valuation date<SUP>1, 2</SUP></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">October 17, 2030</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-size: 10pt">Maturity date<SUP>1</SUP></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">October 22, 2030</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Underlyings</FONT></TD>
    <TD>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 4.05pt 0pt 0"><FONT STYLE="background-color: white">Nasdaq-100 Index<SUP>&reg;</SUP>
(Ticker: NDX)</FONT></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 4.05pt 0pt 0"><FONT STYLE="background-color: white">Russell 2000<SUP>&reg;</SUP>
Index (Ticker: RTY)</FONT></P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Automatic call feature</FONT></TD>
    <TD>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 4.05pt 0pt 0">The notes will be automatically called if the closing
level of the least performing underlying on any valuation date occurring on or after April 17, 2026 is greater than or equal to its initial
underlying level.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 4.05pt 0pt 0">If the notes are automatically called, we will pay you
on the applicable coupon payment date a cash payment per $10.00 stated principal amount of each note equal to the stated principal amount
per note plus the contingent coupon for the applicable valuation date.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 4.05pt 0pt 0">After the notes are automatically called, no further
payments will be made on the notes.</P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Valuation dates<SUP>1, 2</SUP></FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">See &ldquo;Valuation Dates/Coupon Payment Dates for the Offering of the Notes&rdquo; on page PS-6.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Coupon payment dates</FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">Two (2) business days following the applicable valuation date, except that the coupon payment date for the final valuation date is the maturity date. See &ldquo;Valuation Dates/Coupon Payment Dates for the Offering of the Notes&rdquo; on page PS-6.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Contingent coupon/contingent coupon rate</FONT></TD>
    <TD>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 4.3pt 0pt 0">If the closing level of the least performing underlying
on a quarterly valuation date is greater than or equal to its coupon barrier, we will make a contingent coupon payment with respect to
that valuation date on the related coupon payment date.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 4.3pt 0pt 0">However, if the closing level of the least performing
underlying on a quarterly valuation date is below its coupon barrier, no contingent coupon will be payable on the related coupon payment
date.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 4.3pt 0pt 0">Each contingent coupon payment will be in the amount
of $0.2525 to $0.265 for each $10.00 stated principal amount note (based on the per annum contingent coupon rate of 10.10% to 10.60%)
(to be determined on the trade date) and will be payable with respect to each valuation date on which the closing level of the least
performing underlying on that valuation date is greater than or equal to its coupon barrier.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 4.3pt 0pt 0"><B>Contingent coupon payments on the notes are not guaranteed.
We will not pay you the contingent coupon for any valuation date on which the closing level of least performing </B></P></TD></TR>
  </TABLE>
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</DIV>

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<DIV STYLE="float: right; width: 49%">

<P STYLE="margin-top: 0; margin-bottom: 0"></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: 40%">&nbsp;</TD>
    <TD STYLE="width: 60%"><FONT STYLE="font-size: 10pt"><B>underlying on that valuation date is less than its coupon barrier.</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Payment at maturity (per $10.00 stated principal amount of notes)</FONT></TD>
    <TD>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>If the notes are not automatically called prior to maturity
and the final underlying level of the least performing underlying on the final valuation date is greater than or equal to its downside
threshold</B>, we will pay you the $10.00 stated principal amount plus the contingent coupon with respect to the final valuation date.&nbsp;&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>If the notes are not automatically called prior to maturity
and the final underlying level of the least performing underlying on the final valuation date is less than its downside threshold, </B>we
will pay you a cash payment on the maturity date that is less than your stated principal amount and may be zero, resulting in a loss
that is proportionate to the negative underlying return of the least performing underlying on the final valuation date, equal to:</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><FONT STYLE="text-decoration: none double; color: Black">$10.00</FONT>
&times; (1 + underlying return of the least performing underlying on the final valuation date)&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B><I>Accordingly, you may lose all or a substantial portion of
your stated principal amount at maturity, depending on how significantly the least performing underlying declines.</I></B></P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Least performing underlying</FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">On each valuation date, including the final valuation date, the underlying with the lowest underlying return as of that valuation date.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Underlying return</FONT></TD>
    <TD>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">For any underlying on any valuation date, calculated as follows:</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><U>current underlying level &ndash; initial
underlying level<BR>
</U>initial underlying level</P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Downside threshold</FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">For any underlying, 70% of the applicable initial underlying level, as specified on the cover page of this pricing supplement.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Coupon barrier</FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">For any underlying, 70% of the applicable initial underlying level, as specified on the cover page of this pricing supplement.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Initial underlying level</FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">For any underlying, its closing level on the trade date, as specified on the cover page of this pricing supplement.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Current underlying level</FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">For any underlying and any valuation date, the closing level of that underlying on that valuation date.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 10pt">Final underlying level</FONT></TD>
    <TD><FONT STYLE="font-size: 10pt">For any underlying, its closing level on the final valuation date.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD COLSPAN="2">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>INVESTING IN THE NOTES INVOLVES SIGNIFICANT RISKS. YOU MAY LOSE&nbsp;A
SUBSTANTIAL PORTION OR ALL OF YOUR INITIAL INVESTMENT.&nbsp;THE CONTINGENT REPAYMENT OF THE STATED PRINCIPAL AMOUNT APPLIES ONLY IF YOU
HOLD THE NOTES TO MATURITY. ANY PAYMENT ON THE NOTES IS SUBJECT TO THE CREDITWORTHINESS OF THE ISSUER AND THE GUARANTOR. IF CITIGROUP
GLOBAL MARKETS HOLDINGS INC. AND CITIGROUP INC. WERE TO DEFAULT ON THEIR OBLIGATIONS, YOU MIGHT NOT RECEIVE ANY AMOUNTS OWED TO YOU UNDER
THE NOTES AND YOU COULD LOSE YOUR ENTIRE INVESTMENT.</B></P></TD></TR>
</TABLE>

<P STYLE="margin: 0"></P>

</DIV>

<P STYLE="margin: 0"></P>

<P STYLE="margin: 0"></P>

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<TR STYLE="vertical-align: top; text-align: left">
  <TD STYLE="width: 49%"><P STYLE="margin-top: 0; margin-bottom: 0"></P>
                         <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>
                         <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"></FONT></P>

<!-- Field: Rule-Page --><DIV STYLE="margin-top: 3pt; margin-bottom: 3pt; width: 25%"><DIV STYLE="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</DIV></DIV><!-- Field: /Rule-Page -->

<P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><SUP>1</SUP>
                         Expected. In the event that we make any changes to the expected trade date and settlement date, the valuation
                         dates, maturity date and the first date upon which the notes may be automatically called may be changed to ensure
                         that the stated term of the notes remains the same.</FONT></P></TD>
  <TD STYLE="width: 2%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></TD>
  <TD STYLE="width: 49%"><P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>
                         <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><SUP>&nbsp;</SUP></FONT></P>
                         <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><SUP>2</SUP>
                         Subject to postponement as described under &ldquo;Description of the Securities&mdash;Consequences of a Market
                         Disruption Event; Postponement of a Valuation Date&rdquo; in the accompanying product supplement.</FONT></P></TD></TR>
</TABLE>

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


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

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  <TR STYLE="vertical-align: top; background-color: #788D41">
    <TD STYLE="border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; width: 100%">&nbsp;<FONT STYLE="font-size: 10pt; color: white"><B>Investment Timeline</B></FONT></TD></TR>
  </TABLE>
<TABLE CELLSPACING="2" CELLPADDING="2" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 5%">&nbsp;</TD>
    <TD STYLE="border: Black 1pt solid; width: 30%; background-color: #DEDFB3; text-align: center"><FONT STYLE="font-size: 10pt"><B>Trade date</B></FONT></TD>
    <TD STYLE="vertical-align: top; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: top; width: 60%"><FONT STYLE="font-size: 10pt">The closing level of each underlying (its respective initial underlying level) is observed, the contingent coupon rate is set and the coupon barrier and downside threshold for each underlying are determined. </FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><IMG SRC="image_001.gif" ALT="" STYLE="height: 13px; width: 8px"></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="border: Black 1pt solid; background-color: #DEDFB3">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B>Quarterly</B></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B>(autocallable after six months) </B></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P></TD>
    <TD STYLE="vertical-align: top; text-align: justify">&nbsp;</TD>
    <TD>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 9pt 0pt 0">If the closing level of the least performing underlying
on any quarterly valuation date is greater than or equal to its coupon barrier, we will pay you a contingent coupon on the related coupon
payment date.&nbsp;&nbsp;However, if the closing level of the least performing underlying on any quarterly valuation date is below its
coupon barrier, no coupon will be payable on the related coupon payment date.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 9pt 0pt 0">The notes will be automatically called if the closing level
of the least performing underlying on any valuation date (beginning six months after issuance) is greater than or equal to its initial
underlying level.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 9pt 0pt 0">If the notes are automatically called on any valuation
date, we will pay the stated principal amount plus the applicable contingent coupon on the related coupon payment date.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 9pt 0pt 0">After the notes are automatically called, no further payments
will be made on the notes.</P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><IMG SRC="image_001.gif" ALT="" STYLE="height: 13px; width: 8px"></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="border: Black 1pt solid; background-color: #DEDFB3; text-align: center"><FONT STYLE="font-size: 10pt"><B>Maturity date (if not previously automatically called)</B></FONT></TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: top">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 9pt 0pt 0">If the notes are not automatically called prior to maturity,
the final underlying level of each underlying is observed on the final valuation date.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 9pt 0pt 0"><B>If the final underlying level of the least performing
underlying on the final valuation date is greater than or equal to its downside threshold, </B>we will pay you the $10.00 stated principal
amount plus the contingent coupon with respect to the final valuation date.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 9pt 0pt 0"><B>If the final underlying level of the least performing
underlying on the final valuation date is less than its downside threshold</B>, we will pay you a cash payment on the maturity date that
is less than your stated principal amount and may be zero, resulting in a loss that is proportionate to the negative underlying return
of the least performing underlying on the final valuation date, equal to:</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 9pt 0pt 0; text-align: center"><FONT STYLE="text-decoration: none double; color: Black">$10.00</FONT>
&times; (1 + underlying return of the least performing underlying on the final valuation date)</P></TD></TR>
  </TABLE>

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  <TD STYLE="width: 100%">&nbsp;</TD></TR>
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Dates/Coupon Payment Dates for the Offering of the Notes</B></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: 50%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Valuation Dates<SUP>1</SUP></B></FONT></TD>
    <TD STYLE="width: 50%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Coupon Payment Dates<SUP>2</SUP></B></FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">January 20, 2026*</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">January 22, 2026</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">April 17, 2026</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">April 21, 2026</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">July 17, 2026</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">July 21, 2026</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">October 19, 2026</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">October 21, 2026</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">January 19, 2027</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">January 21, 2027</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">April 19, 2027</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">April 21, 2027</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">July 19, 2027</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">July 21, 2027</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">October 18, 2027</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">October 20, 2027</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">January 18, 2028</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">January 20, 2028</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">April 17, 2028</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">April 19, 2028</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">July 17, 2028</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">July 19, 2028</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">October 17, 2028</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">October 19, 2028</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">January 17, 2029</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">January 19, 2029</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">April 17, 2029</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">April 19, 2029</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">July 17, 2029</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">July 19, 2029</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">October 17, 2029</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">October 19, 2029</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">January 17, 2030</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">January 22, 2030</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">April 17, 2030</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">April 22, 2030</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">July 17, 2030</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">July 19, 2030</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">October 17, 2030</FONT></TD>
    <TD STYLE="border-bottom: #BFBFBF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">October 22, 2030</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-size: 9pt"><FONT STYLE="font-size: 9pt">*The notes are NOT automatically callable until the second valuation
    date, which is April 17, 2026.</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 9pt"><SUP>1</SUP> Subject to postponement as
described under &ldquo;Description of the Securities&mdash;Consequences of a Market Disruption Event; Postponement of a Valuation Date&rdquo;
in the accompanying product supplement.</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 9pt"><SUP>2</SUP> If any valuation date (other
than the final valuation date) is postponed, the related coupon payment date will be the second business day after such valuation date
as postponed.</FONT></P>

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

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #788D41">
    <TD STYLE="border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; width: 100%">&nbsp;<FONT STYLE="font-size: 10pt; color: white"><B>Summary Risk Factors</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">An investment in the notes is significantly riskier than an investment
in conventional debt securities.&nbsp;&nbsp;The notes are subject to all of the risks associated with an investment in our conventional
debt securities (guaranteed by Citigroup Inc.), including the risk that we and Citigroup Inc. may default on our obligations under the
notes, and are also subject to risks associated with each underlying.&nbsp;&nbsp;Accordingly, the notes are suitable only for investors
who are capable of understanding the complexities and risks of the notes.&nbsp;&nbsp;You should consult your own financial, tax and legal
advisers as to the risks of an investment in the notes and the suitability of the notes in light of your particular circumstances.</P>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The following is a summary of certain key risk factors for investors
in the notes.&nbsp;&nbsp;You should read this summary together with the more detailed description of risks relating to an investment in
the notes contained in the section &ldquo;Risk Factors Relating to the Securities&rdquo; beginning on page EA-7 in the accompanying product
supplement.&nbsp;&nbsp;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.&nbsp;&nbsp;</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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>You may lose some or all of your investment </B>&mdash; The notes differ from ordinary debt securities in that we will not necessarily
repay the full stated principal amount of your notes at maturity.&nbsp;&nbsp;If the notes are not automatically called on any of the valuation
dates (beginning six months after issuance) and the final underlying level of the least performing underlying on the final valuation date
is less than its downside threshold, you will lose 1% of the stated principal amount of the notes for every 1% by which the final underlying
level of the least performing underlying is less than its initial underlying level.&nbsp;&nbsp;There is no minimum payment at maturity
on the notes, and you may lose up to all of your investment in the notes.</TD></TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>You will not receive any contingent coupon payment for any quarter in which the closing level of the least performing underlying
on the related valuation date is less than its coupon barrier</B> &mdash; A contingent coupon payment will be made on a coupon payment
date if and only if the closing level of the least performing underlying on the related valuation date is greater than or equal to its
coupon barrier. If the closing level of the least performing underlying on any valuation date is less than its coupon barrier, you will
not receive any contingent coupon payment on the related coupon payment date. If the closing level of the least performing underlying
is below its coupon barrier on each valuation date, you will not receive any contingent coupon payments over the term of the notes.</TD></TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>The notes are subject to the risks of both of the underlyings and will be negatively affected if either underlying performs poorly,
even if the other underlying performs well </B>&mdash; You are subject to risks associated with both of the underlyings. If either underlying
performs poorly, you will be negatively affected, even if the other underlying performs well. The notes are not linked to a basket composed
of the underlyings, where the better performance of one could ameliorate the poor performance of the other. Instead, you are subject to
the full risks of whichever of the underlyings is the least performing underlying on each valuation date. Furthermore, the risk that you
will not receive the contingent coupon and that you will lose some or all of your initial investment in the notes is greater if you invest
in the notes as opposed to notes that are linked to the performance of a single underlying if their terms are otherwise substantially
similar. With a greater total number of underlyings, it is more likely that an underlying will be below its coupon barrier or downside
threshold on a valuation date or the final valuation date, as applicable, and therefore it is more likely that you will not receive any
contingent coupon and that at maturity, you will receive an amount in cash which is worth less than your principal amount.</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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>You will not benefit in any way from the performance of the better performing underlying </B>&mdash; The return on the notes depends
solely on the performance of the least performing underlying, and you will not benefit in any way from the performance of the better performing
underlying.&nbsp;&nbsp;The notes may underperform a similar investment in both of the underlyings or a similar alternative investment
linked to a basket composed of the underlyings, since in either such case the performance of the better performing underlying would be
blended with the performance of the least performing underlying, resulting in a better return than the return of the least 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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>You will be subject to risks relating to the relationship between the underlyings</B> &mdash; It is preferable from your perspective
for the underlyings to be correlated with each other, in the sense that they tend to increase or decrease at similar times and by similar
magnitudes.&nbsp;&nbsp;By investing in the notes, you assume the risk that the underlyings will not exhibit this relationship.&nbsp;&nbsp;The
less correlated the underlyings, the more likely it is that either one of the underlyings will perform poorly over the term of the notes.
All that is necessary for the notes to perform poorly is for one of the underlyings to perform poorly; the performance of the underlying
that is not the least performing underlying is not relevant to your return on the notes.&nbsp;&nbsp;It is impossible to predict what the
relationship between the underlyings will be over the term of the notes.&nbsp;&nbsp;<FONT STYLE="background-color: white"><B>The </B></FONT><B>Nasdaq-100
Index<SUP>&reg;</SUP> represents 100 of the largest non-financial companies listed on the Nasdaq Stock Market and the Russell 2000<SUP>&reg;
</SUP>Index represents small capitalization stocks in the United States<FONT STYLE="background-color: white">.&nbsp;&nbsp;Accordingly,
the underlyings represent markets that differ in significant ways and, therefore, may not be correlated with each other.</FONT></B></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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>Higher contingent coupon rates are associated with greater risk</B> &mdash; The notes 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 trade date for the notes, including
the risks that you may not receive a contingent coupon payment on one or more, or any, coupon payment dates, the notes will not be automatically
called and the amount you receive at maturity may be significantly less than the stated principal amount of your notes and may be zero.
The volatility of and the correlation between the underlyings are important factors affecting these risks. Greater expected volatility
of, and lower expected correlation between, the underlyings as of the trade date may result in a higher contingent coupon rate, but would
also represent a greater expected likelihood as of the trade date that (i) the closing level of the least performing underlying will</TD></TR></TABLE>

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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">be less than the applicable coupon barrier
on one or more valuation dates, such that you will not receive one or more, or any, contingent coupon payments during the term of the
notes, (ii) the closing level of the least performing underlying will be less than the applicable initial underlying level on each valuation
date (beginning six months after issuance), such that the notes are not automatically called and (iii) the closing level of the least
performing underlying will be less than the applicable downside threshold on the final valuation date, such that you will not be repaid
the stated principal amount of your notes at maturity.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; 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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>You may not be adequately compensated for assuming the downside risk of the least performing underlying</B> &mdash; The potential
contingent coupon payments on the notes are the compensation you receive for assuming the downside risk of the least performing underlying,
as well as all the other risks of the notes. 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 notes could be lower than you anticipate because the coupon is &ldquo;contingent&rdquo;
and you may not receive a contingent coupon payment on one or more, or any, of the coupon payment dates. Second, the contingent coupon
payments are the compensation you receive not only for the downside risk of the least performing underlying, but also for all of the other
risks of the notes, including the risk that the notes may be called 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 notes, including the downside risk of the least 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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>The notes offer downside exposure to the least performing underlying, but no upside exposure to either underlying</B> &mdash; You
will not participate in any appreciation in the level of the underlyings over the term of the notes. Consequently, your return on the
notes will be limited to the contingent coupon payments you receive, if any, and may be significantly less than the return on the underlyings
over the term of the notes. In addition, you will not receive any dividends or other distributions or have any other rights with respect
to the underlyings or the stocks included in 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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>The performance of the notes will depend on the closing levels of the underlyings solely on the relevant valuation dates, which
makes the notes particularly sensitive to the volatility of the underlyings</B> &mdash; Whether the contingent coupon will be paid for
any given quarter will depend on the closing levels of the underlyings solely on the applicable quarterly valuation dates, regardless
of the closing levels of the underlyings on other days during the term of the notes. If the notes are not automatically called, what you
receive at maturity will depend solely on the closing level of the least performing underlying on the final valuation date, and not on
any other day during the term of the notes. Because the performance of the notes depends on the closing levels of the underlyings on a
limited number of dates, the notes will be particularly sensitive to volatility in the closing levels of the underlyings. You should understand
that both of the underlyings have 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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><FONT STYLE="background-color: white"><B>Investing in the notes is not equivalent to investing in either underlying or the stocks
that constitute either underlying</B> &mdash; </FONT>You will not have voting rights, rights to receive any dividends or other distributions
or any other rights with respect to any of the stocks that constitute the underlyings.&nbsp;&nbsp;It is important to understand that,
for purposes of measuring the performance of the underlyings, the levels used will not reflect the receipt or reinvestment of dividends
or distributions on the stocks that constitute either of the underlyings.&nbsp;&nbsp;Dividend or distribution yield on the stocks that
constitute the underlyings would be expected to represent a significant portion of the overall return on a direct investment in the stocks
that constitute the underlyings, but will not be reflected in the performance of either of the underlyings as measured for purposes of
the notes (except to the extent that dividends and distributions reduce the levels 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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>The notes are subject to the credit risk of Citigroup Global Markets Holdings Inc. and Citigroup Inc. </B>&mdash; Any payment on
the notes will be made by Citigroup Global Markets Holdings Inc. and is guaranteed by Citigroup Inc., and therefore is subject to the
credit risk of both Citigroup Global Markets Holdings Inc. and Citigroup Inc. If we default on our obligations under the notes and Citigroup
Inc. defaults on its guarantee obligations, you may not receive any payments that become due under the notes.&nbsp;&nbsp;As a result,
the value of the notes prior to maturity will be affected by changes in the market&rsquo;s view of our and Citigroup Inc.&rsquo;s creditworthiness.&nbsp;&nbsp;Any
decline, or anticipated decline, in either of our or Citigroup Inc.&rsquo;s credit ratings or increase, or anticipated increase, in the
credit spreads charged by the market for taking either of our or Citigroup Inc.&rsquo;s credit risk is likely to adversely affect the
value of the notes.</TD></TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>The notes may be automatically called prior to maturity</B> &mdash; Beginning six months after issuance, on any valuation date
occurring quarterly during the term of the notes, the notes will be automatically called if the closing level of the least performing
underlying on that valuation date is greater than or equal to its respective initial underlying level.&nbsp;&nbsp;Thus, the term of the
notes may be limited to as short as six months. If the notes are automatically called 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.&nbsp;&nbsp;Generally, the longer the notes
are outstanding, the less likely it is that they will be automatically called due to the decline in the levels of the underlyings and
the shorter time remaining for the levels of underlyings to recover.</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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>The notes will not be listed on any securities exchange and you may not be able to sell them prior to maturity</B> &mdash; The
notes will not be listed on any securities exchange. Therefore, there may be little or no secondary market for the notes.&nbsp;&nbsp;CGMI
currently intends to make a secondary market in relation to the notes and to provide an indicative bid price for the notes on a daily
basis. Any indicative bid price for the notes provided by CGMI will be determined in CGMI&rsquo;s sole discretion, taking into account
prevailing market conditions and other relevant factors, and will not be a representation by CGMI that the notes can be sold at that price,
or at all.&nbsp;&nbsp;CGMI may suspend or terminate making a market and providing indicative bid prices without notice, at any time and
for any reason. If CGMI suspends or terminates making a market, there may be no secondary market at all for the notes because it is likely
that CGMI will be the only broker-dealer that is willing to buy your notes prior to maturity.&nbsp;&nbsp;Accordingly, an investor must
be prepared to hold the notes until maturity.</TD></TR></TABLE>

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


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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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>The probability that the least performing underlying will fall below the coupon barrier on any valuation date or the downside threshold
on the final valuation date will depend in part on the volatility of, and correlation between, the underlyings </B>&mdash; &ldquo;Volatility&rdquo;
refers to the frequency and magnitude of changes in the level of the underlyings.&nbsp;&nbsp;&ldquo;Correlation&rdquo; refers to the extent
to which the underlyings tend to increase or decrease at similar times and by similar magnitudes.&nbsp;&nbsp;In general, the greater the
volatility of the underlyings, and the lower the correlation between the underlyings, the greater the probability that one or the other
of the underlyings will experience a large decline over the term of the notes and fall below its respective coupon barrier on one, or
more, quarterly valuation dates and/or below its respective downside threshold on the final valuation date.&nbsp;&nbsp;The underlyings
have historically experienced significant volatility, and as discussed above, the underlyings represent markets that differ in significant
ways and therefore may not be correlated.&nbsp;&nbsp;As a result, there is a significant risk that one or the other of the underlyings
will fall below its respective coupon barrier on one or more valuation dates, such that you will not receive one or more contingent coupon
payments, and that one or the other of the underlyings will fall below its respective downside threshold on the final valuation date,
such that you will incur a significant loss on your investment in the notes.&nbsp;&nbsp;The terms of the notes are set, in part, based
on expectations about the volatility of, and correlation between, the underlyings as of the trade date.&nbsp;&nbsp;If expectations about
the volatility of, and correlation between, the underlyings change over the term of the notes, the value of the notes may be adversely
affected, and if the actual volatility of the underlyings prove to be greater than initially expected, or if the actual correlation between
the underlyings proves to be lower than initially expected, the notes may prove to be riskier than expected on the trade date.</TD></TR></TABLE>

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

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

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>The estimated value of the notes was determined for us by our affiliate using proprietary pricing models </B>&mdash; CGMI derived
the estimated value disclosed on the cover page of this pricing supplement from its proprietary pricing models.&nbsp;&nbsp;In doing so,
it may have made discretionary judgments about the inputs to its models, such as the volatility of and correlation between the underlyings,
dividend yields on the stocks that constitute 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.&nbsp;&nbsp;Both the models
and the inputs to the models may prove to be wrong and therefore not an accurate reflection of the value of the notes.&nbsp;&nbsp;Moreover,
the estimated value of the notes set forth on the cover page of this pricing supplement may differ from the value that we or our affiliates
may determine for the notes for other purposes, including for accounting purposes.&nbsp;&nbsp;You should not invest in the notes because
of the estimated value of the notes.&nbsp;&nbsp;Instead, you should be willing to hold the notes to maturity irrespective of the initial
estimated value.</TD></TR></TABLE>

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

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

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">Because there is not an active market for
traded instruments referencing our outstanding debt obligations, CGMI determines our secondary market rate based on the market price of
traded instruments referencing the debt obligations of Citigroup Inc., our parent company and the guarantor of all payments due on the
notes, but subject to adjustments that CGMI makes in its sole discretion.&nbsp;&nbsp;As a result, our secondary market rate is not a market-determined
measure of our creditworthiness, but rather reflects the market&rsquo;s perception of our parent company&rsquo;s creditworthiness as adjusted
for discretionary factors such as CGMI&rsquo;s preferences with respect to purchasing the notes prior to maturity.</P>

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

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>The value of the notes prior to maturity will fluctuate based on many unpredictable factors </B>&mdash; As described under &ldquo;Valuation
of the Notes&rdquo; below, the payout on the notes could be replicated by a hypothetical package of financial instruments consisting of
a fixed-income bond and one or more derivative instruments.&nbsp;&nbsp;As a result, the factors that influence the values of fixed-income
bonds and derivative instruments will also influence the terms of the notes at issuance and the value of the notes prior to maturity.&nbsp;&nbsp;Accordingly,
the value of your notes prior to maturity will fluctuate based on the level and volatility of the underlyings and a number of other factors,
including the price and volatility of the stocks that constitute the underlyings, the correlation between the underlyings, dividend yields
on</TD></TR></TABLE>

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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">the stocks that constitute 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.&nbsp;&nbsp;Changes in the levels of the underlyings may not result in a comparable change in the value of your notes.&nbsp;&nbsp;You
should understand that the value of your notes at any time prior to maturity may be significantly less than the issue price. The stated
payout from the issuer only applies if you hold the notes to maturity or earlier automatic call, as applicable.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; 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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><FONT STYLE="background-color: white"><B>The Nasdaq-100 Index<SUP>&reg;</SUP> is subject to risks associated with the stocks of foreign
companies </B>&mdash; Some of the stocks that constitute the Nasdaq-100 Index<SUP>&reg;</SUP> are issued by foreign companies.&nbsp;&nbsp;Investments
in securities of foreign companies involve risks associated with those countries, including risks of governmental intervention and cross-shareholdings
in companies in certain countries.&nbsp;&nbsp;The prices of securities issued by foreign companies 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.</FONT></TD></TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>The Russell 2000<SUP>&reg;</SUP> Index is subject to risks associated with small capitalization stocks</B> &mdash; The stocks that
constitute the Russell 2000<SUP>&reg;</SUP> Index are issued by companies with relatively small market capitalization.&nbsp;&nbsp;The
stock prices of smaller companies may be more volatile than the stock prices of large capitalization companies.&nbsp;&nbsp;These companies
tend to be less well-established than large market capitalization companies.&nbsp;&nbsp;Small capitalization companies may be less able
to withstand adverse economic, market, trade and competitive conditions relative to larger companies.&nbsp;&nbsp;Small capitalization
companies are less likely to pay dividends on their stocks, and the presence of a dividend payment could be a factor that limits downward
stock price pressure under adverse market conditions.</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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</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> &mdash; The amount of this temporary
upward adjustment will decline to zero over the temporary adjustment period.&nbsp;&nbsp;See &ldquo;Valuation of the Notes&rdquo; in this
pricing supplement.</TD></TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>Our offering of the notes is not a recommendation of either underlying </B>&mdash; The fact that we are offering the notes does
not mean that we believe that investing in an instrument linked to the least performing underlying is likely to achieve favorable returns.
In fact, as we are part of a global financial institution, our affiliates may have positions (including short positions) in the stocks
that constitute the underlyings or in instruments related to the underlyings or the stocks that constitute 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 levels of the underlyings in a way that has a negative impact on your interests as a holder of the notes.</TD></TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>Our affiliates, or UBS or its affiliates, may publish research, express opinions or provide recommendations that are inconsistent
with investing in or holding the notes</B> &mdash; Any such research, opinions or recommendations could affect the closing levels of the
underlyings and the value of the notes.&nbsp;&nbsp;Our affiliates, and UBS and its affiliates, publish research from time to time on financial
markets and other matters that may influence the value of the notes, or express opinions or provide recommendations that may be inconsistent
with purchasing or holding the notes.&nbsp;&nbsp;Any research, opinions or recommendations expressed by our affiliates or by UBS or its
affiliates may not be consistent with each other and may be modified from time to time without notice.&nbsp;&nbsp;These and other activities
of our affiliates or UBS or its affiliates may adversely affect the levels of the underlyings and may have a negative impact on your interests
as a holder of the notes.&nbsp;&nbsp;Investors should make their own independent investigation of the merits of investing in the notes
and the underlyings to which the notes are linked.</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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>Trading and other transactions by our affiliates, or by UBS or its affiliates, in the equity and equity derivative markets may
impair the value of the notes </B>&mdash; We expect to hedge our exposure under the notes through CGMI or other of our affiliates, who
will likely enter into equity and/or equity derivative transactions, such as over-the-counter options or exchange-traded instruments,
relating to the underlyings or the stocks included in the underlyings and may adjust such positions during the term of the notes.&nbsp;&nbsp;It
is possible that our affiliates could receive substantial returns from these hedging activities while the value of the notes declines.&nbsp;&nbsp;Our
affiliates and UBS and its affiliates may also engage in trading in instruments linked to the underlyings on a regular basis as part of
their respective general broker-dealer and other businesses, for proprietary accounts, for other accounts under management or to facilitate
transactions for customers, including block transactions.&nbsp;&nbsp;Such trading and hedging activities may affect the levels of the
underlyings and reduce the return on your investment in the notes.&nbsp;&nbsp;Our affiliates or UBS or its affiliates may also issue or
underwrite other securities or financial or derivative instruments with returns linked or related to the underlyings.&nbsp;&nbsp;By introducing
competing products into the marketplace in this manner, our affiliates or UBS or its affiliates could adversely affect the value of the
notes.&nbsp;&nbsp;Any of the foregoing activities described in this paragraph may reflect trading strategies that differ from, or are
in direct opposition to, investors&rsquo; trading and investment strategies relating to the notes.</TD></TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>Our affiliates, or UBS or its affiliates, may have economic interests that are adverse to yours as a result of their respective
business activities </B>&mdash; Our affiliates or UBS or its affiliates may currently or from time to time engage in business with the
issuers of the stocks that constitute the underlyings, including extending loans to, making equity investments in or providing advisory
services to such issuers. In the course of this business, our affiliates or UBS or its affiliates may acquire non-public information about
those issuers, which they will not disclose to you. Moreover, if any of our affiliates or UBS or any of its affiliates is or becomes a
creditor of any such issuer, they may exercise any remedies against that issuer that are available to them without regard to your interests.</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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>The calculation agent, which is an affiliate of ours, will make important determinations with respect to the notes </B>&mdash;
If certain events occur, such as market disruption events or the discontinuance of an underlying, CGMI, as calculation agent, will be
required to make discretionary judgments that could significantly affect the payments on the notes. Such judgments could include, among
other things:</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></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: 0.6in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD>determining whether a market disruption event has occurred with respect to an underlying;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</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: 0.6in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD>if a market disruption event occurs on any valuation date with respect to an underlying, determining whether to postpone the valuation
date;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></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: 0.6in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD>determining the levels of the underlyings if the levels of the underlyings are not otherwise available or a market disruption event
has occurred; and</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></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: 0.6in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD>selecting a successor underlying or performing an alternative calculation of the level of an underlying if an underlying is discontinued
or materially modified (see &ldquo;Description of the Securities&mdash;Certain Additional Terms for Securities Linked to an Underlying
Index&mdash;Discontinuance or Material Modification of an Underlying Index&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>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in">In making these judgments, the calculation agent&rsquo;s
interests as an affiliate of ours could be adverse to your interests as a holder of the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in">&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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>Adjustments to either underlying may affect the value of your notes</B> &mdash;Nasdaq, Inc., as publisher of the Nasdaq-100 Index<SUP>&reg;</SUP>
<FONT STYLE="background-color: white">or FTSE Russell, as publisher of the Russell 2000<SUP>&reg;</SUP> Index, may add, delete or substitute
the stocks that constitute either underlying or make other methodological changes that could affect the level of either underlying. </FONT>Nasdaq,
Inc. <FONT STYLE="background-color: white">or FTSE Russell may discontinue or suspend calculation or publication of either underlying
at any time without regard to your interests as holders of the notes.</FONT></TD></TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&uml;</FONT></TD><TD><B>The U.S. federal tax consequences of an investment in the notes are unclear </B>&mdash; There is no direct legal authority regarding
the proper U.S. federal tax treatment of the notes, and we do not plan to request a ruling from the Internal Revenue Service (the &ldquo;IRS&rdquo;).&nbsp;&nbsp;Consequently,
significant aspects of the tax treatment of the notes are uncertain, and the IRS or a court might not agree with the treatment of the
notes as described in &ldquo;United States Federal Tax Considerations&rdquo; below.&nbsp;&nbsp;If the IRS were successful in asserting
an alternative treatment of the notes, the tax consequences of the ownership and disposition of the notes might be materially and adversely
affected.&nbsp;&nbsp;Moreover, future legislation, Treasury regulations or IRS guidance could adversely affect the U.S. federal tax treatment
of the notes, 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 0.25in; text-indent: 0in">Non-U.S. investors should note that persons
having withholding responsibility in respect of the notes may withhold on any coupon payment paid to a non-U.S. investor, generally at
a rate of 30%.&nbsp;&nbsp;To the extent that we have withholding responsibility in respect of the notes, we intend to so withhold.</P>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in; text-indent: 0in">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.&nbsp;&nbsp;You should also consult
your tax adviser regarding the U.S. federal tax consequences of an investment in the notes, 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 0.25in; text-indent: 0in">&nbsp;</P>


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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; background-color: #00D581; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #788D41">
    <TD STYLE="border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; width: 100%">&nbsp;<FONT STYLE="font-size: 10pt; color: white"><B>Hypothetical Examples </B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B>Hypothetical terms only. Actual terms may vary.
See the cover page for actual offering terms.</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">The examples below illustrate the hypothetical payment upon automatic
call or at maturity for a $10.00 stated principal amount note with the following assumptions* (the actual terms of the notes will be determined
on the trade date; amounts may have been rounded for ease of reference):</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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD>Stated Principal Amount: $10</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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD>Term: 5 years, unless earlier automatically called</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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD>Hypothetical Initial Underlying Levels: For each Underlying, 100.00</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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD>Hypothetical Contingent Coupon Rate: 10.10% per annum (or 2.525% per quarter)&nbsp;&nbsp;</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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD>Hypothetical Quarterly Contingent Coupon Payment: $0.2525 per quarter per note</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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD>Valuation Dates: Quarterly, automatically callable after approximately six months, as set forth on page PS-6 of 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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD>Hypothetical Coupon Barriers: For each Underlying, 70.00 (which, with respect to each Underlying, is 70% of its hypothetical initial
underlying level)</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"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD>Hypothetical Downside Thresholds: For each Underlying, 70.00 (which, with respect to each Underlying, is 70% of its hypothetical initial
underlying level)</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">*<FONT STYLE="background-color: white"><I>The hypothetical contingent
coupon rate may not represent the actual contingent coupon rate. The actual contingent coupon rate will be determined on the trade date.
In addition, the examples below are based on the above hypothetical values and do not reflect the actual initial underlying levels, coupon
barriers or downside thresholds of the underlyings. For the actual initial underlying level, coupon barrier and downside threshold 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 any actual payments
on the securities will be calculated based on the actual initial underlying level, coupon barrier and downside threshold of each underlying,
and not on the hypothetical values indicated above.</I></FONT></P>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Example 1 &mdash; Notes are automatically called on the second valuation
date.</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">
    <TD ROWSPAN="2" STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Date</B></FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Closing Level of the Underlying</B></FONT></TD>
    <TD ROWSPAN="2" STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Payment (per note)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Nasdaq-100 Index<SUP>&reg;</SUP></B></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Russell 2000<SUP>&reg;</SUP> Index</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center; width: 20%"><FONT STYLE="font-size: 10pt">First Valuation Date</FONT></TD>
    <TD STYLE="text-align: center; width: 31%"><FONT STYLE="font-size: 10pt">90.00 <FONT STYLE="background-color: white">(<B>at or above</B> coupon barrier)</FONT></FONT></TD>
    <TD STYLE="text-align: center; width: 29%"><FONT STYLE="font-size: 10pt">80.000 <FONT STYLE="background-color: white">(<B>at or above</B> coupon barrier)*</FONT></FONT></TD>
    <TD STYLE="text-align: center; width: 20%"><FONT STYLE="font-size: 10pt">$0.2525 (contingent coupon &mdash; not callable)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; background-color: white">Second Valuation Date</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; background-color: white">110.00 (<B>at or above</B> coupon barrier and initial underlying level)*</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; background-color: white">120.000 (<B>at or above</B> coupon barrier and initial underlying level)</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; background-color: white">$10.</FONT><FONT STYLE="font-size: 10pt">2525 <FONT STYLE="background-color: white">(settlement amount)</FONT></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 10pt"><B>Total Payment:</B></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$10.505 (5.05% total return)</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

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

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">* Denotes least performing underlying for the applicable valuation date</P>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The least performing underlying on the first valuation date closes above
its coupon barrier on the first valuation date and therefore a contingent coupon is paid on the first coupon payment date.&nbsp;&nbsp;On
the second valuation date (which is approximately six months after the trade date and is the first valuation date on which the notes are
subject to potential automatic call), the least performing underlying on the second valuation date closes above its initial underlying
level, and the notes are automatically called on the related coupon payment date.&nbsp;&nbsp;You will receive on the coupon payment date
a total of <FONT STYLE="background-color: white">$10.</FONT>2525 per note, reflecting the $10.00 stated principal amount <I>plus</I> the
applicable contingent coupon. When added to the contingent coupon payment of $0.2525 received in respect of the first valuation date,
you would have been paid a total of $10.505 per note for a total return of 5.05% on the notes. No further amount would be owed to you
under the notes, and you would not participate in the appreciation 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"><B>Example 2 &mdash; Notes are NOT automatically called and the final
underlying level of the least performing underlying on the final valuation date is at or above its downside threshold. </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">
    <TD ROWSPAN="2" STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Date</B></FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Closing Level of the Underlying</B></FONT></TD>
    <TD ROWSPAN="2" STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Payment (per note)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Nasdaq-100 Index<SUP>&reg;</SUP></B></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Russell 2000<SUP>&reg;</SUP> Index</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 20%; text-align: center"><FONT STYLE="font-size: 10pt">First Valuation Date</FONT></TD>
    <TD STYLE="width: 31%; text-align: center"><FONT STYLE="font-size: 10pt; background-color: white">90.00 (<B>at or above</B> coupon barrier) </FONT></TD>
    <TD STYLE="width: 29%; text-align: center"><FONT STYLE="font-size: 10pt; background-color: white">80.000 (<B>at or above</B> coupon barrier)*</FONT></TD>
    <TD STYLE="width: 20%; text-align: center"><FONT STYLE="font-size: 10pt">$0.2525 (contingent coupon &mdash; not callable)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">Second Valuation Date</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">90.00 <FONT STYLE="background-color: white">(<B>at or above</B> coupon barrier but <B>below</B> initial underlying level)</FONT></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">45.000 <FONT STYLE="background-color: white">(<B>below</B> coupon barrier)*</FONT></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$0.00 (not called)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">Third to Nineteenth Valuation Dates</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">Various (<B>all at or above</B> coupon barrier; <B>all below </B>initial underlying level)</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">Various (<B>all below</B> coupon barrier and initial underlying level)*</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$0.00 (not called)</FONT></TD></TR>
  </TABLE>

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

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</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="text-align: center"><FONT STYLE="font-size: 10pt">Final Valuation Date</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">95.00 (<B>at or above</B> downside threshold)</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-size: 10pt">90.000 (<B>at or above</B> downside threshold)*</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt; background-color: white">$10.</FONT><FONT STYLE="font-size: 10pt">2525</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 10pt"><B>Total Payment:</B></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$10.505 (5.05% total return)</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">
<P STYLE="margin-top: 0; margin-bottom: 0"></P>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">* Denotes least performing underlying for the applicable valuation date(s)</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 least performing underlying on the first valuation date closes above
its coupon barrier on the first valuation date and therefore a contingent coupon is paid on the first coupon payment date.&nbsp;&nbsp;On
each of the second to nineteenth valuation dates, the least performing underlying on that valuation date closes below its coupon barrier.&nbsp;&nbsp;Therefore,
no contingent coupon is paid on any related coupon payment date.&nbsp;&nbsp;On the final valuation date, the least performing underlying
on the final valuation date closes at or above its downside threshold.&nbsp;&nbsp;Therefore, at maturity, you would receive a total of
<FONT STYLE="background-color: white">$10.</FONT>2525 per note, reflecting the $10.00 stated principal amount <I>plus</I> the applicable
contingent coupon. When added to the contingent coupon payment of $0.2525 received in respect of the first valuation date, you would have
been paid a total of $10.505 per note for a total return of 5.05% on the notes over five years.&nbsp;&nbsp;</P>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white"><B>Example 3 &mdash;</B></FONT><B>
Notes are NOT automatically called and the final underlying level of the least performing underlying on the final valuation date is below
its downside threshold.</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">
    <TD ROWSPAN="2" STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Date</B></FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Closing Level of the Underlying</B></FONT></TD>
    <TD ROWSPAN="2" STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Payment (per note)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Nasdaq-100 Index<SUP>&reg;</SUP></B></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt"><B>Russell 2000<SUP>&reg;</SUP> Index</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 20%; text-align: center"><FONT STYLE="font-size: 10pt">First Valuation Date</FONT></TD>
    <TD STYLE="width: 31%; text-align: center"><FONT STYLE="font-size: 10pt; background-color: white">70.00 (<B>at or above</B> coupon barrier)</FONT></TD>
    <TD STYLE="width: 29%; text-align: center"><FONT STYLE="font-size: 10pt; background-color: white">50.000 (<B>below</B> coupon barrier)*</FONT></TD>
    <TD STYLE="width: 20%; text-align: center"><FONT STYLE="font-size: 10pt">$0.00 (not callable)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">Second Valuation Date</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">90.00 <FONT STYLE="background-color: white">(<B>at or above</B> coupon barrier but <B>below</B> initial underlying level)</FONT></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">45.000 <FONT STYLE="background-color: white">(<B>below</B> coupon barrier)*</FONT></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$0.00 (not called)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">Third to Nineteenth Valuation Dates</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">Various (<B>all below</B> coupon barrier and initial underlying level)</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">Various (<B>all below</B> coupon barrier and initial underlying level)*</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$0.00 (not called)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">Final Valuation Date</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">80.00 (<B>at or above</B> downside threshold)</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">30.000 (<B>below</B> downside threshold)*</FONT></TD>
    <TD>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">$10.00 &times; [1 + underlying return of the
least performing underlying on the final valuation date] =</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">$10.00 &times; [1 + -70.00%] =</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">$10.00 &times; 0.30 =</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">$3.00 (payment at maturity)</P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 10pt"><B>Total Payment:</B></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-size: 10pt">$3.00 (-70.00% total return)</FONT></TD></TR>
  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">* Denotes least performing underlying for the applicable valuation date(s)</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 least performing underlying on each valuation date closes below
its coupon barrier, and as a result no contingent coupon is paid on any coupon payment date during the term of the notes.&nbsp;&nbsp;On
the final valuation date, the least performing underlying on the final valuation date closes below its downside threshold. Therefore,
at maturity, investors are exposed to the downside performance of the least performing underlying and you will receive $3.00 per note,
which reflects the percentage decrease of the least performing underlying on the final valuation date from the trade date to the final
valuation 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"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid"><FONT STYLE="background-color: #788D41"><B>&nbsp;The
Nasdaq-100 Index<SUP>&reg;</SUP></B></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #222222">The Nasdaq-100 Index<SUP>&reg;</SUP> is a modified market
capitalization-weighted index of stocks of the 100 largest non-financial companies listed on The Nasdaq Stock Market.&nbsp;&nbsp;All stocks
included in the Nasdaq-100 Index<SUP>&reg;</SUP> are traded on a major U.S. exchange.&nbsp;&nbsp;The Nasdaq-100 Index<SUP>&reg; </SUP>was
developed by The Nasdaq Stock Market, Inc. and is calculated, maintained and published by Nasdaq, Inc.&nbsp;&nbsp;The Nasdaq-100 Index<SUP>&reg;</SUP>
is reported by Bloomberg L.P. under the ticker symbol &ldquo;NDX.&rdquo;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #222222">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #222222">&ldquo;Nasdaq-100 Index<SUP>&reg;</SUP>&rdquo; is a
trademark of Nasdaq, Inc. and has been licensed for use by Citigroup Inc. and its affiliates.&nbsp;&nbsp;For more information, see &ldquo;Equity
Index Descriptions&mdash;The Nasdaq-100 Index<SUP>&reg;</SUP>&mdash;License Agreement&rdquo; in the accompanying underlying supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #222222">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #222222">Please refer to the section &ldquo;Equity Index Descriptions&mdash;The
Nasdaq-100 Index<SUP>&reg;</SUP>&rdquo; in the accompanying underlying supplement for important disclosures regarding the Nasdaq-100 Index<SUP>&reg;</SUP>,
including information concerning its composition and calculation and certain risks that are associated with an investment linked to the
Nasdaq-100 Index<SUP>&reg;</SUP>.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #222222">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B><I>The graph below illustrates the performance of the Nasdaq-100
Index<SUP>&reg;</SUP> from January 2, 2015 to October 15, 2025.&nbsp;&nbsp;The closing level of the Nasdaq-100 Index<SUP>&reg;</SUP> on
October 15, 2025 was 24,745.36.&nbsp;&nbsp;We obtained the closing levels of the Nasdaq-100 Index<SUP>&reg;</SUP> from Bloomberg, and
we have not participated in the preparation of or verified such information. The historical closing levels of the Nasdaq-100 Index<SUP>&reg;</SUP>
should not be taken as an indication of future performance and no assurance can be given as to the final underlying level or any future
closing level of the Nasdaq-100 Index<SUP>&reg;</SUP>. We cannot give you assurance that the performance of the Nasdaq-100 Index<SUP>&reg;</SUP>
will result in a positive return on your initial investment and you could lose a significant portion or all of the stated principal amount
at maturity.</I></B></P>

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

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_002.gif" ALT="" STYLE="height: 315px; width: 577px"></P>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid"><FONT STYLE="background-color: #788D41"><B>&nbsp;The
Russell 2000<SUP>&reg;</SUP> Index</B></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The Russell 2000<SUP>&reg;</SUP> Index is designed to track the performance
of the small capitalization segment of the U.S. equity market.&nbsp;&nbsp;All stocks included in the Russell 2000<SUP>&reg;</SUP> Index
are traded on a major U.S. exchange.&nbsp;&nbsp;It is calculated and maintained by FTSE Russell, a subsidiary of London Stock Exchange
Group.&nbsp;&nbsp;The Russell 2000<SUP>&reg;</SUP> Index is reported by Bloomberg L.P. under the ticker symbol &ldquo;RTY.&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">&ldquo;Russell 2000<SUP>&reg;</SUP> Index&rdquo; is a trademark of FTSE
Russell and has been licensed for use by Citigroup Inc. and its affiliates.&nbsp;&nbsp;For more information, see &ldquo;Equity Index Descriptions&mdash;The
Russell Indices&mdash;Disclaimers&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">Please refer to the section &ldquo;Equity Index Descriptions&mdash;The
Russell Indices&rdquo; in the accompanying underlying supplement for important disclosures regarding the Russell 2000<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"><B><I>The graph below illustrates the performance of the Russell 2000<SUP>&reg;</SUP>
Index from January 2, 2015 to October 15, 2025.&nbsp;&nbsp;The closing level of the Russell 2000<SUP>&reg;</SUP> Index on October 15,
2025 was 2,519.754.&nbsp;&nbsp;We obtained the closing levels of the Russell 2000<SUP>&reg;</SUP> Index from Bloomberg, and we have not
participated in the preparation of or verified such information.&nbsp;&nbsp;Currently, whereas the sponsor of the Russell 2000<SUP>&reg;</SUP>
Index publishes the official closing level of the Russell 2000<SUP>&reg;</SUP> Index to six decimal places, Bloomberg reports the closing
level to three decimal places. As a result, the closing level of the Russell 2000<SUP>&reg;</SUP> Index reported by Bloomberg may be lower
or higher than the official closing level of the Russell 2000<SUP>&reg;</SUP> Index published by the sponsor of the Russell 2000<SUP>&reg;</SUP>
Index.&nbsp;&nbsp;The historical closing levels of the Russell 2000<SUP>&reg;</SUP> Index should not be taken as an indication of future
performance and no assurance can be given as to the final underlying level or any future closing level of the Russell 2000<SUP>&reg;</SUP>
Index. We cannot give you assurance that the performance of the Russell 2000<SUP>&reg;</SUP> Index will result in a positive return on
your initial investment and you could lose a significant portion or all of the stated principal amount at maturity</I></B></P>

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

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_003.gif" ALT="" STYLE="height: 315px; width: 577px"></P>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>


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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; background-color: #788D41; border-collapse: collapse">
  <TR>
    <TD STYLE="border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; width: 100%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>&nbsp;Correlation&nbsp;
of the Underlyings</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The following graph sets forth the historical performances of the Nasdaq-100
Index<SUP>&reg;</SUP> and the Russell 2000<SUP>&reg;</SUP> Index from January 2, 2015 to October 15, 2025, based on the daily closing
levels of the underlyings.&nbsp;&nbsp;For comparison purposes, each underlying has been normalized to have a closing level of 100.00 on
January 2, 2015 by dividing the closing level of that underlying on each day by the closing level of that underlying on January 2, 2015
and multiplying by 100.00.</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">We obtained the closing levels used to determine the normalized closing
levels set forth below from Bloomberg, without independent verification. Historical performance of the underlyings should not be taken
as an indication of future performance. Future performance of the underlyings may differ significantly from historical performance, and
no assurance can be given as to the closing levels of the underlyings during the term of the notes, including on any valuation date.&nbsp;&nbsp;Moreover,
any historical correlation between the underlyings is not indicative of the degree of correlation between the underlyings, if any, over
the term of the notes.</P>

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

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_004.gif" ALT="" STYLE="height: 315px; width: 577px"></P>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B><I>PAST PERFORMANCE AND CORRELATION BETWEEN THE
UNDERLYINGS IS NOT INDICATIVE OF FUTURE PERFORMANCE OR CORRELATION</I></B></P>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Correlation is a measure of the extent to which two underlyings tend
to increase or decrease at similar times and by similar magnitudes over a given time period.&nbsp;&nbsp;The closer the relationship of
the returns of a pair of underlyings over a given period, the more correlated those underlyings are.&nbsp;&nbsp;Conversely, the less closely
related the returns of a pair of underlyings, the less correlated those underlyings are.&nbsp;&nbsp;Two underlyings may also be inversely
correlated, which means that they tend to move in opposite directions from one another.&nbsp;&nbsp;The graph above illustrates the historical
performance of each underlying relative to the other over the time period shown and provides an indication of how close the performance
of each underlying has historically been to the other underlying.&nbsp;&nbsp;However, the graph does not provide a precise measure of
correlation and there may be relevant aspects of the historical correlation between the underlyings that cannot be discerned from the
graph.&nbsp;&nbsp;Furthermore, regardless of the degree of correlation between the underlyings in the past, past correlation is not indicative
of future correlation, and it is possible that the underlyings will exhibit significantly lower correlation in the future than they did
in the past.&nbsp;&nbsp;We cannot predict the relationship between the underlyings over the term of the notes. For additional information,
see &ldquo;Summary Risk Factors&mdash;You will be subject to risks relating to the relationship between the underlyings.&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">The lower (or more negative) the correlation between the underlyings,
the less likely it is that the underlyings will move in the same direction at the same time and, therefore, the greater the potential
for one of the underlyings to close below its coupon barrier or downside threshold on any valuation date or the final valuation date,
respectively.&nbsp;&nbsp;This is because the less correlated the underlyings are, the greater the likelihood that at least one of the
underlyings will decrease in value. However, even if the underlyings have a higher correlation, one or both of the underlyings might close
below its coupon barrier or downside threshold on any valuation date or the final valuation date, respectively, as both of the underlyings
may decrease in value together.</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 terms of the notes are set, in part, based on expectations about
the correlation between the underlyings as of the trade date.&nbsp;&nbsp;If expectations about the correlation between the underlyings
change over the term of the notes, the value of the notes may be adversely affected, and if the actual correlation between the underlyings
proves to be lower than initially expected, the notes may prove to be riskier than expected on the trade date.&nbsp;&nbsp;The correlation
referenced in setting the terms of the notes is calculated using CGMI&rsquo;s proprietary derivative-pricing model and is not derived
from the returns of the underlyings over the period set forth in the graph above.&nbsp;&nbsp;In addition, factors and inputs other than
correlation impact how the terms of the notes are set and the performance of the notes.</P>

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


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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #788D41">
    <TD STYLE="border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; width: 100%">&nbsp;<FONT STYLE="font-size: 10pt; color: white"><B>United States Federal Tax Considerations</B></FONT></TD></TR>
  </TABLE>
<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 notes.&nbsp;&nbsp;In connection with any information reporting
requirements we may have in respect of the notes under applicable law, we intend (in the absence of an administrative determination or
judicial ruling to the contrary) to treat the notes 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.&nbsp;&nbsp;In the opinion of our counsel, Davis Polk &amp; Wardwell LLP, this treatment of the notes is reasonable under
current law; however, our counsel has advised us that it is unable to conclude affirmatively that this treatment is more likely than not
to be upheld, and that alternative treatments are possible.&nbsp;&nbsp;Moreover, our counsel&rsquo;s opinion is based on market conditions
as of the date of this preliminary pricing supplement and is subject to confirmation 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">Assuming this treatment of the notes 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 notes 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 note (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 note.&nbsp;&nbsp;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.&nbsp;&nbsp;Such
gain or loss should be long-term capital gain or loss if you held the note for more than one year.&nbsp;&nbsp;</TD></TR></TABLE>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">We do not plan to request a ruling from the IRS regarding the treatment
of the notes. An alternative characterization of the notes could materially and adversely affect the tax consequences of ownership and
disposition of the notes, 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 notes, possibly with retroactive effect. You should consult your tax adviser regarding possible alternative tax treatments of the
notes 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 notes are uncertain, persons having withholding responsibility in respect of the notes 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 notes, we intend to so withhold.&nbsp;&nbsp;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 notes, 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.&nbsp;&nbsp;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.&nbsp;&nbsp;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.&nbsp;&nbsp;Based on the terms of the notes and representations provided by us as of the date of this preliminary pricing supplement,
our counsel is of the opinion that the notes should not be treated as transactions that have a &ldquo;delta&rdquo; of one within the meaning
of the regulations with respect to any U.S. Underlying Equity and, therefore, should not be subject to withholding tax under Section 871(m).&nbsp;&nbsp;However,
the final determination regarding the treatment of the notes under Section 871(m) will be made as of the pricing date for the notes, and
it is possible that the notes will be subject to withholding 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 notes are not subject to Section 871(m) is
not binding on the IRS, and the IRS may disagree with this treatment.&nbsp;&nbsp;Moreover, Section 871(m) is complex and its application
may depend on your particular circumstances, including your other transactions.&nbsp;&nbsp;You should consult your tax adviser regarding
the potential application of Section 871(m) to the notes.</P>

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

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

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

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

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


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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #788D41">
    <TD STYLE="border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; width: 100%">&nbsp;<FONT STYLE="font-size: 10pt; color: white"><B>Supplemental Plan of Distribution</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">CGMI, an affiliate of Citigroup Global Markets Holdings Inc. and the
lead agent for the sale of the notes, will not receive an underwriting discount for any note sold in this offering.&nbsp;&nbsp;UBS, as
agent for sales of the notes, expects to purchase from CGMI, and CGMI expects to sell to UBS, all of the notes sold in this offering for
$10.00 per note.&nbsp;&nbsp;UBS proposes to offer the notes to the public at a price of $10.00 per note.&nbsp;&nbsp;UBS will not receive
any underwriting discount for any note it sells in this offering.&nbsp;&nbsp;Investors that purchase and hold the notes in fee-based advisory
accounts will pay advisory fees to UBS based on the amount of assets held in those accounts.&nbsp;&nbsp;If all of the notes are not sold
at the initial offering price, CGMI may change the public offering price and other selling terms.&nbsp;&nbsp;</P>

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

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #788D41">
    <TD STYLE="border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; background-color: #788D41; color: white; width: 100%">&nbsp;<FONT STYLE="font-size: 10pt; color: white"><B>Valuation of the Notes</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">CGMI calculated the estimated value of the notes set forth on the cover
page of this pricing supplement based on proprietary pricing models.&nbsp;&nbsp;CGMI&rsquo;s proprietary pricing models generated an estimated
value for the notes by estimating the value of a hypothetical package of financial instruments that would replicate the payout on the
notes, which consists of a fixed-income bond (the &ldquo;<B>bond component</B>&rdquo;) and one or more derivative instruments underlying
the economic terms of the notes (the &ldquo;<B>derivative component</B>&rdquo;).&nbsp;&nbsp;CGMI calculated the estimated value of the
bond component using a discount rate based on our internal funding rate.&nbsp;&nbsp;CGMI calculated the estimated value of the derivative
component based on a proprietary derivative-pricing model, which generated a theoretical price for the instruments that constitute the
derivative component based on various inputs, including the factors described under &ldquo;Summary Risk Factors&mdash;The value of the
notes prior to maturity will fluctuate based on many unpredictable factors&rdquo; in this pricing supplement, but not including our or
Citigroup Inc.&rsquo;s creditworthiness.&nbsp;&nbsp;These inputs may be market-observable or may be based on assumptions made by CGMI
in its discretionary judgment.</P>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The estimated value of the notes is a function of the terms of the notes
and the inputs to CGMI&rsquo;s proprietary pricing models. As of the date of this preliminary pricing supplement, it is uncertain what
the estimated value of the notes will be on the trade date because certain terms of the notes have not yet been fixed and because it is
uncertain what the values of the inputs to CGMI&rsquo;s proprietary pricing models will be on the trade 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">During a temporary adjustment period immediately following issuance
of the notes, the price, if any, at which CGMI would be willing to buy the notes from investors, and the value that will be indicated
for the notes on any 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.<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</FONT>This
temporary upward adjustment represents a portion of the hedging profit expected to be realized by CGMI or its affiliates over the term
of the notes.<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</FONT>The amount of this temporary upward adjustment
will decline to zero over the temporary adjustment period.<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</FONT>CGMI
currently expects that the temporary adjustment period will be approximately four months, but the actual length of the temporary adjustment
period may be shortened due to various factors, such as the volume of secondary market purchases of the notes and other factors that cannot
be predicted.&nbsp;&nbsp;However, CGMI is not obligated to buy the notes from investors at any time.&nbsp;&nbsp;See &ldquo;Summary Risk
Factors&mdash;The notes will not be listed on any securities exchange and you may not be able to sell them prior to maturity.&rdquo;</P>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 9pt"><SUP>&copy;</SUP> 2025 Citigroup Global
Markets Inc.&nbsp;&nbsp;All rights reserved.&nbsp;&nbsp;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.</FONT></P>

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


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# @ [

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