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Form FWP CITIGROUP INC Filed by: CITIGROUP INC

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Citigroup Global Markets Holdings Inc. and Citigroup Inc. have filed a Form FWP for 2-year Market-Linked Securities tied to the worst performance of the Russell 2000 Index and the S&P 500 Index. These securities offer a maximum return of 34.00% and a maximum loss of 5.00% of the principal amount. Investors face risks including potential loss of investment, no interest payments, and dependence on the worst-performing underlying index.

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