Form FWP CITIGROUP INC Filed by: CITIGROUP INC

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., has filed a Form FWP for 4-year Dual Directional Barrier Securities linked to the S&P 500 Futures Excess Return Index. The securities offer hypothetical payments at maturity based on the underlying return, with a participation rate of at least 135.00%. Investors face risks including potential loss of investment, limited positive return from underlying depreciation, and credit risk of Citigroup.