Form FWP CITIGROUP INC Filed by: CITIGROUP INC

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Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc., has filed a Form FWP for 1.5 Year Dual Directional Buffer Securities linked to the worst performance of the Dow Jones Industrial Average and the Russell 2000 Index. These securities offer a hypothetical payment at maturity based on the underlying returns, with a maximum upside return and a buffer percentage to limit losses. The filing details hypothetical payment scenarios, preliminary terms, and significant risk considerations for potential investors.

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