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Form 424B2 CITIGROUP INC

Gold Investment Experts by Gold Investment Experts
in Gold Jewelry
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The knowledge on this preliminary
pricing complement just isn’t full and could also be modified. A registration assertion relating to those securities has been filed with
the Securities and Trade Fee. This preliminary pricing complement and the accompanying product complement, prospectus
complement and prospectus will not be a suggestion to promote these securities, nor are they soliciting a suggestion to purchase these securities,
in any state the place the supply or sale just isn’t permitted.

SUBJECT TO COMPLETION, DATED
FEBRUARY 24, 2020

Citigroup World Markets Holdings Inc.

February    ,
2020

Medium-Time period Senior
Notes, Sequence N

Pricing Complement
No. 2020-USNCH3695

Filed Pursuant
to Rule 424(b)(2)

Registration Assertion
Nos. 333-224495 and 333-224495-03

Autocallable Contingent Coupon Fairness Linked
Securities Linked to the Worst Performing of the Power Choose Sector SPDR® Fund and the VanEck Vectors®
Junior Gold Miners ETF Due March 5, 2025

▪ The securities provided by this pricing complement are
unsecured debt securities issued by Citigroup World Markets Holdings Inc. and assured by Citigroup Inc. The securities supply
the potential for periodic contingent coupon funds at an annualized price that, if all are paid, would produce a yield that
is mostly larger than the yield on our typical debt securities of the identical maturity. In change for this larger potential
yield, you have to be prepared to simply accept the dangers that (i) your precise yield could also be decrease than the yield on our typical debt
securities of the identical maturity as a result of it’s possible you’ll not obtain a number of, or any, contingent coupon funds, (ii) the worth of
what you obtain at maturity could also be considerably lower than the acknowledged principal quantity of your securities, and (iii) the securities
could also be routinely referred to as for redemption previous to maturity starting on the primary potential autocall date specified beneath. Every
of those dangers will rely solely on the efficiency of the worst performing of the underlyings specified beneath.
▪ You may be topic to dangers related to every
of the underlyings and shall be negatively affected by opposed actions in anybody of the underlyings. Though you
can have draw back publicity to the worst performing underlying, you’ll not obtain dividends with respect to any underlying
or take part in any appreciation of any underlying.
▪ Traders within the securities have to be prepared to simply accept
(i) an funding which will have restricted or no liquidity and (ii) the chance of not receiving any funds due below the securities
if we and Citigroup Inc. default on our obligations. All funds on the securities are topic to the credit score danger of Citigroup
World Markets Holdings Inc. and Citigroup Inc.
KEY TERMS
Issuer: Citigroup World Markets Holdings Inc., a completely owned subsidiary of Citigroup Inc.
Assure: All funds due on the securities are totally and unconditionally assured by Citigroup Inc.
Underlyings: Underlying Preliminary underlying worth* Coupon barrier worth** Last buffer worth**
  Power Choose Sector SPDR® Fund $ $ $
  VanEck Vectors® Junior Gold Miners ETF $ $ $

*For
every underlying, its closing worth on the pricing date

**For
every underlying, 80.00% of its preliminary underlying worth

Acknowledged principal quantity: $1,000 per safety
Pricing date: February 28, 2020
Difficulty date: March 4, 2020
Valuation dates: March 30, 2020, April 28, 2020, Could 28, 2020, June 29, 2020, July 28, 2020, August 28, 2020, September 28, 2020, October 28, 2020, November 30, 2020, December 28, 2020, January 28, 2021, March 1, 2021, March 29, 2021, April 28, 2021, Could 28, 2021, June 28, 2021, July 28, 2021, August 30, 2021, September 28, 2021, October 28, 2021, November 29, 2021, December 28, 2021, January 28, 2022, February 28, 2022, March 28, 2022, April 28, 2022, Could 31, 2022, June 28, 2022, July 28, 2022, August 29, 2022, September 28, 2022, October 28, 2022, November 28, 2022, December 28, 2022, January 30, 2023, February 28, 2023, March 28, 2023, April 28, 2023, Could 30, 2023, June 28, 2023, July 28, 2023, August 28, 2023, September 28, 2023, October 30, 2023, November 28, 2023, December 28, 2023, January 29, 2024, February 28, 2024, March 28, 2024, April 29, 2024, Could 28, 2024, June 28, 2024, July 29, 2024, August 28, 2024, September 30, 2024, October 28, 2024, November 29, 2024, December 30, 2024, January 28, 2025 and February 28, 2025 (the “remaining valuation date”), every topic to postponement if such date just isn’t a scheduled buying and selling day or sure market disruption occasions happen
Maturity date: Except earlier redeemed, March 5, 2025
Contingent coupon fee dates: The third enterprise day after every valuation date, besides that the contingent coupon fee date following the ultimate valuation date would be the maturity date
Contingent coupon: On every contingent coupon fee date, until beforehand redeemed, the securities pays a contingent coupon equal to 0.7917% of the acknowledged principal quantity of the securities (equal to a contingent coupon price of roughly 9.50% every year) if and provided that the closing worth of the worst performing underlying on the instantly previous valuation date is bigger than or equal to its coupon barrier worth. If the closing worth of the worst performing underlying on any valuation date is lower than its coupon barrier worth, you’ll not obtain any contingent coupon fee on the instantly following contingent coupon fee date.
Cost at maturity:

If the securities will not be routinely redeemed prior
to maturity, you’ll obtain at maturity for every safety you then maintain (along with the ultimate contingent coupon fee,
if relevant): 

§ If
the ultimate underlying worth of the worst performing underlying on the ultimate valuation date is better than or equal to its
remaining buffer worth: $1,000 

§ If
the ultimate underlying worth of the worst performing underlying on the ultimate valuation date is lower than its remaining buffer
worth: 

$1,000 + [$1,000 × (the underlying
return of the worst performing underlying on the final valuation date + the buffer percentage)] 

If the securities will not be routinely redeemed
previous to maturity and the ultimate underlying worth of the worst performing underlying on the ultimate valuation date is lower than its
remaining buffer worth, which signifies that the worst performing underlying on the ultimate valuation date has depreciated from its preliminary
underlying worth by greater than the buffer share, you’ll lose 1% of the acknowledged principal quantity of your securities at maturity
for each 1% by which that depreciation exceeds the buffer share. 

Buffer share: 20.00%
Itemizing: The securities won’t be listed on any securities change
Underwriter: Citigroup World Markets Inc. (“CGMI”), an affiliate of the issuer, appearing as principal
Underwriting charge and problem worth: Difficulty worth(1) Underwriting charge(2) Proceeds to issuer(3)
Per safety: $1,000.00 $40.00 $960.00
Whole: $ $ $
         

(Key Phrases continued on subsequent web page)

(1) Citigroup World Markets Holdings Inc. at the moment expects
that the estimated worth of the securities on the pricing date shall be not less than $903.50 per safety, which shall be lower than the
problem worth. The estimated worth of the securities is predicated on CGMI’s proprietary pricing fashions and our inside funding
price. It isn’t a sign of precise revenue to CGMI or different of our associates, neither is it a sign of the value, if any,
at which CGMI or some other individual could also be prepared to purchase the securities from you at any time after issuance. See “Valuation
of the Securities” on this pricing complement.

(2) CGMI will obtain an underwriting charge of as much as $40.00 for
every safety bought on this providing. The overall underwriting charge and proceeds to issuer within the desk above give impact to the precise
whole underwriting charge. For extra data on the distribution of the securities, see “Supplemental Plan of Distribution”
on this pricing complement. Along with the underwriting charge, CGMI and its associates might revenue from anticipated hedging exercise
associated to this providing, even when the worth of the securities declines. See “Use of Proceeds and Hedging” within the accompanying
prospectus.

(3) The per safety proceeds to issuer indicated above signify
the minimal per safety proceeds to issuer for any safety, assuming the utmost per safety underwriting charge. As famous above,
the underwriting charge is variable.

Investing within the securities
includes dangers not related to an funding in typical debt securities. See “Abstract Threat Components” starting
on web page PS-5.

Neither the Securities and Trade Fee
nor any state securities fee has authorised or disapproved of the securities or decided that this pricing complement and
the accompanying product complement, prospectus complement and prospectus are truthful or full. Any illustration to the
opposite is a felony offense.
 

You need to learn this pricing complement
along with the accompanying product complement, prospectus complement and prospectus, which may be accessed by way of the hyperlinks
beneath:

Product
Supplement No. EA-04-08 dated February 15, 2019
      Prospectus
Supplement and Prospectus each dated May 14, 2018

The securities will not be financial institution deposits and
will not be insured or assured by the Federal Deposit Insurance coverage Company or some other governmental company, nor are they obligations
of, or assured by, a financial institution.

 

Citigroup World Markets Holdings Inc.
 

 

 

 

KEY TERMS (continued)
Automated early redemption: If, on any potential autocall date, the closing worth of the worst performing underlying on that potential autocall date is bigger than or equal to its preliminary underlying worth, every safety you then maintain shall be routinely referred to as on that potential autocall date for redemption on the instantly following contingent coupon fee date for an quantity in money equal to $1,000.00 plus the associated contingent coupon fee. The automated early redemption function might considerably restrict your potential return on the securities. If the worst performing underlying performs in a means that may in any other case be favorable, the securities are more likely to be routinely referred to as for redemption previous to maturity, chopping brief your alternative to obtain contingent coupon funds. The securities could also be routinely referred to as for redemption as early as the primary potential autocall date specified beneath.
Potential autocall dates: The valuation dates scheduled to happen on March 1, 2021, March 29, 2021, April 28, 2021, Could 28, 2021, June 28, 2021, July 28, 2021, August 30, 2021, September 28, 2021, October 28, 2021, November 29, 2021, December 28, 2021, January 28, 2022, February 28, 2022, March 28, 2022, April 28, 2022, Could 31, 2022, June 28, 2022, July 28, 2022, August 29, 2022, September 28, 2022, October 28, 2022, November 28, 2022, December 28, 2022, January 30, 2023, February 28, 2023, March 28, 2023, April 28, 2023, Could 30, 2023, June 28, 2023, July 28, 2023, August 28, 2023, September 28, 2023, October 30, 2023, November 28, 2023, December 28, 2023, January 29, 2024, February 28, 2024, March 28, 2024, April 29, 2024, Could 28, 2024, June 28, 2024, July 29, 2024, August 28, 2024, September 30, 2024, October 28, 2024, November 29, 2024, December 30, 2024 and January 28, 2025
Last underlying worth: For every underlying, its closing worth on the ultimate valuation date
Worst performing underlying: For any valuation date, the underlying with the bottom underlying return decided as of that valuation date
Underlying return: For every underlying on any valuation date, (i) its closing worth on that valuation date minus its preliminary underlying worth, divided by (ii) its preliminary underlying worth
CUSIP / ISIN: 17328VD80 / US17328VD808

 

Extra Data

 

Normal. The phrases of the securities are set forth in
the accompanying product complement, prospectus complement and prospectus, as supplemented by this pricing complement. The accompanying
product complement, prospectus complement and prospectus include necessary disclosures that aren’t repeated on this pricing complement.
For instance, the accompanying product complement comprises necessary details about how the closing worth of every underlying
shall be decided and about changes that could be made to the phrases of the securities upon the prevalence of market disruption
occasions and different specified occasions with respect to every underlying. It is crucial that you just learn the accompanying product complement,
prospectus complement and prospectus along with this pricing complement in deciding whether or not to put money into the securities. Sure
phrases used however not outlined on this pricing complement are outlined within the accompanying product complement.

 

Closing Worth. The “closing worth” of every
underlying on any date is the closing worth of its underlying shares on such date, as supplied within the accompanying product complement.
The “underlying shares” of the underlyings are their respective shares which can be traded on a U.S. nationwide securities
change. Please see the accompanying product complement for extra data.

 

Citigroup World Markets Holdings Inc.
 

Hypothetical Examples

 

The examples within the first part beneath illustrate tips on how to decide
whether or not a contingent coupon shall be paid and whether or not the securities shall be routinely referred to as for redemption following a valuation
date that can also be a possible autocall date. The examples within the second part beneath illustrate tips on how to decide the fee at
maturity on the securities, assuming the securities will not be routinely redeemed previous to maturity. The examples are solely for
illustrative functions, don’t present all attainable outcomes and will not be a prediction of any fee that could be made on the securities.

 

The examples beneath are based mostly on the next hypothetical values
and don’t replicate the precise preliminary underlying values, coupon barrier values or remaining buffer values of the underlyings. For the
precise preliminary underlying worth, coupon barrier worth and remaining buffer worth of every underlying, see the quilt web page of this pricing
complement. Now we have used these hypothetical values, moderately than the precise values, to simplify the calculations and help understanding
of how the securities work. Nevertheless, you need to perceive that the precise funds on the securities shall be calculated based mostly
on the precise preliminary underlying worth, coupon barrier worth and remaining buffer worth of every underlying, and never the hypothetical
values indicated beneath. For ease of research, figures beneath have been rounded.

 

Underlying Hypothetical preliminary underlying worth Hypothetical coupon barrier worth Hypothetical remaining buffer worth
Power Choose Sector SPDR® Fund $100.00 $80.00 (80.00% of its hypothetical preliminary underlying worth) $80.00 (80.00% of its hypothetical preliminary underlying worth)
VanEck Vectors® Junior Gold Miners ETF $100.00 $80.00 (80.00% of its hypothetical preliminary underlying worth) $80.00 (80.00% of its hypothetical preliminary underlying worth)

 

Hypothetical Examples of Contingent Coupon
Funds and any Cost upon Automated Early Redemption Following a Valuation Date that can also be a Potential Autocall Date

 

The three hypothetical examples beneath illustrate tips on how to decide
whether or not a contingent coupon shall be paid and whether or not the securities shall be routinely redeemed following a hypothetical valuation
date that can also be a possible autocall date, assuming that the closing values of the underlyings on the hypothetical valuation
date are as indicated beneath.

 

  Hypothetical closing worth of the Power Choose Sector SPDR® Fund on hypothetical valuation date Hypothetical closing worth of the VanEck Vectors® Junior Gold Miners ETF on hypothetical valuation date Hypothetical fee per $1,000.00 safety on associated contingent coupon fee date
Instance 1 $120
(underlying return =
($120 – $100) / $100 = 20%)
$85
(underlying return =
($85 – $100) / $100 = -15%)
$7.917
(contingent coupon is paid; securities not redeemed)
Instance 2 $45
(underlying return =
($45 – $100) / $100 = -55%)
$120
(underlying return =
($120 – $100) / $100 = 20%)
$0.00
(no contingent coupon; securities not redeemed)
Instance 3 $110
(underlying return =
($110 – $100) / $100 = 10%)
$115
(underlying return =
($115 – $100) / $100 = 15%)
$1,007.917
(contingent coupon is paid; securities redeemed)

 

Instance 1: On the
hypothetical valuation date, the VanEck Vectors® Junior Gold Miners ETF has the bottom underlying return and, subsequently,
is the worst performing underlying on the hypothetical valuation date. On this situation, the closing worth of the worst performing
underlying on the hypothetical valuation date is bigger than its coupon barrier worth however lower than its preliminary underlying worth.
Consequently, buyers within the securities would obtain the contingent coupon fee on the associated contingent coupon fee date
and the securities wouldn’t be routinely redeemed.

 

Instance 2: On the
hypothetical valuation date, the Power Choose Sector SPDR® Fund has the bottom underlying return and, subsequently,
is the worst performing underlying on the hypothetical valuation date. On this situation, the closing worth of the worst performing
underlying on the hypothetical valuation date is lower than its coupon barrier worth. Consequently, buyers wouldn’t obtain any
fee on the associated contingent coupon fee date and the securities wouldn’t be routinely redeemed.

 

Traders within the securities won’t obtain a contingent
coupon on the contingent coupon fee date following a valuation date if the closing worth of the worst performing underlying
on that valuation date is lower than its coupon barrier worth. Whether or not a contingent coupon is paid following a valuation date relies upon
solely on the closing worth of the worst performing underlying on that valuation date.

 

Instance 3: On the
hypothetical valuation date, the Power Choose Sector SPDR® Fund has the bottom underlying return and, subsequently,
is the worst performing underlying on the hypothetical valuation date. On this situation, the closing worth of the worst performing
underlying on the hypothetical valuation date is bigger than each its coupon barrier worth and its preliminary underlying worth. As
a end result, the securities can be routinely redeemed on the associated contingent coupon fee date for an quantity in money equal
to $1,000.00 plus the associated contingent coupon fee.

 

If the hypothetical valuation date weren’t additionally a possible
autocall date, the securities wouldn’t be routinely redeemed on the associated contingent coupon fee date.

 

Hypothetical Examples of the Cost at
Maturity on the Securities

 

The subsequent three hypothetical examples illustrate the calculation
of the fee at maturity on the securities, assuming that the securities haven’t been earlier routinely redeemed and that
the ultimate underlying values of the underlyings are as indicated beneath.

 

  Hypothetical remaining underlying worth Hypothetical remaining underlying worth Hypothetical fee at maturity

Citigroup World Markets Holdings Inc.
 

  of the Power Choose Sector SPDR® Fund of the VanEck Vectors® Junior Gold Miners ETF per $1,000.00 safety
Instance 4 $110
(underlying return =
($110 – $100) / $100 = 10%)
$120
(underlying return =
($120 – $100) / $100 = 20%)
$1,007.917
(contingent coupon is paid)
Instance 5 $110
(underlying return =
($110 – $100) / $100 = 10%)
$50
(underlying return =
($50 – $100) / $100 = -50%)
$700.00
Instance 6 $20
(underlying return =
($20 – $100) / $100 = -80%)
$50
(underlying return =
($50 – $100) / $100 = -50%)
$400.00

 

Instance 4: On the
remaining valuation date, the Power Choose Sector SPDR® Fund has the bottom underlying return and, subsequently, is the
worst performing underlying on the ultimate valuation date. On this situation, the ultimate underlying worth of the worst performing underlying
on the ultimate valuation date is bigger than its remaining buffer worth. Accordingly, at maturity, you’d obtain the acknowledged principal
quantity of the securities plus the contingent coupon fee due at maturity, however you wouldn’t take part within the appreciation
of any of the underlyings.

 

Instance 5: On the
remaining valuation date, the VanEck Vectors® Junior Gold Miners ETF has the bottom underlying return and, subsequently,
is the worst performing underlying on the ultimate valuation date. On this situation, the ultimate underlying worth of the worst performing
underlying on the ultimate valuation date is lower than its remaining buffer worth. Accordingly, at maturity, you’d obtain a fee
per safety calculated as follows:

 

Cost at maturity = $1,000.00 + [$1,000.00 × (the underlying
return of the worst performing underlying on the final valuation date + the buffer percentage)]

 

= $1,000.00 + [$1,000.00 × (-50.00% + 20.00%)]

 

= $1,000.00 + ($1,000.00 × -30.00%)

 

= $1,000.00 + -$300.00

 

= $700.00

 

On this situation, as a result of the ultimate underlying worth of the worst
performing underlying on the ultimate valuation date is lower than its remaining buffer worth, you’d lose a portion of your funding
within the securities. Your fee at maturity would replicate a lack of 1% of the acknowledged principal quantity of your securities for each
1% by which the depreciation of the worst performing underlying on the ultimate valuation date has exceeded the buffer share.
As well as, as a result of the ultimate underlying worth of the worst performing underlying on the ultimate valuation date is beneath its coupon
barrier worth, you wouldn’t obtain any contingent coupon fee at maturity.

 

Instance 6: On the
remaining valuation date, the Power Choose Sector SPDR® Fund has the bottom underlying return and, subsequently, is the
worst performing underlying on the ultimate valuation date. On this situation, the ultimate underlying worth of the worst performing underlying
on the ultimate valuation date is lower than its remaining buffer worth. Accordingly, at maturity, you’d obtain a fee per safety
calculated as follows:

 

Cost at maturity = $1,000.00 + [$1,000.00 × (the underlying
return of the worst performing underlying on the final valuation date + the buffer percentage)]

 

= $1,000.00 + [$1,000.00 × (-80.00% + 20.00%)]

 

= $1,000.00 + ($1,000.00 × -60.00%)

 

= $1,000.00 + -$600.00

 

= $400.00

 

On this situation, as a result of the ultimate underlying worth of the worst
performing underlying on the ultimate valuation date is lower than its remaining buffer worth, you’d lose a good portion of
your funding within the securities. Your fee at maturity would replicate a lack of 1% of the acknowledged principal quantity of your securities
for each 1% by which the depreciation of the worst performing underlying on the ultimate valuation date has exceeded the buffer share.
As well as, as a result of the ultimate underlying worth of the worst performing underlying on the ultimate valuation date is beneath its coupon
barrier worth, you wouldn’t obtain any contingent coupon fee at maturity.

 

It’s attainable that the closing worth of the worst performing
underlying shall be lower than its coupon barrier worth on every valuation date and fewer than its remaining buffer worth on the ultimate
valuation date, such that you’ll not obtain any contingent coupon funds over the time period of the securities and can obtain
considerably lower than the acknowledged principal quantity of your securities at maturity.

 

Citigroup World Markets Holdings Inc.
 

Abstract Threat Components

 

An funding within the securities is considerably riskier than
an funding in typical debt securities. The securities are topic to all the dangers related to an funding in
our typical debt securities (assured by Citigroup Inc.), together with the chance that we and Citigroup Inc. might default on our
obligations below the securities, and are additionally topic to dangers related to every underlying. Accordingly, the securities are
appropriate just for buyers who’re able to understanding the complexities and dangers of the securities. You need to seek the advice of your
personal monetary, tax and authorized advisors as to the dangers of an funding within the securities and the suitability of the securities
in mild of your specific circumstances.

 

The next is a abstract of sure key danger components for buyers
within the securities. You need to learn this abstract along with the extra detailed description of dangers regarding an funding
within the securities contained within the part “Threat Components Regarding the Securities” starting on web page EA-7 within the
accompanying product complement. You must also fastidiously learn the chance components included within the accompanying prospectus complement
and within the paperwork integrated by reference within the accompanying prospectus, together with Citigroup Inc.’s most up-to-date Annual
Report on Type 10-Okay and any subsequent Quarterly Experiences on Type 10-Q, which describe dangers regarding the enterprise of Citigroup
Inc. extra typically.

 

§ You could lose a good portion of your funding. Not like typical debt securities, the securities don’t present
for the compensation of the acknowledged principal quantity at maturity in all circumstances. If the securities will not be routinely redeemed
previous to maturity, your fee at maturity will depend upon the ultimate underlying worth of the worst performing underlying on the
remaining valuation date. If the ultimate underlying worth of the worst performing underlying on the ultimate valuation date is lower than
its remaining buffer worth, which signifies that the worst performing underlying on the ultimate valuation date has depreciated from its preliminary
underlying worth by greater than the buffer share, you’ll lose 1% of the acknowledged principal quantity of your securities for each
1% by which that depreciation exceeds the buffer share.

 

§ You’ll not obtain any contingent coupon on the contingent coupon fee date following any valuation date on which the
closing worth of the worst performing underlying on that valuation date is lower than its coupon barrier worth.
A contingent
coupon fee shall be made on a contingent coupon fee date if and provided that the closing worth of the worst performing underlying
on the instantly previous valuation date is bigger than or equal to its coupon barrier worth. If the closing worth of the worst
performing underlying on any valuation date is lower than its coupon barrier worth, you’ll not obtain any contingent coupon fee
on the instantly following contingent coupon fee date. If the closing worth of the worst performing underlying on every valuation
date is beneath its coupon barrier worth, you’ll not obtain any contingent coupon funds over the time period of the securities.

 

§ Larger contingent coupon charges are related to better danger. The securities supply contingent coupon funds at
an annualized price that, if all are paid, would produce a yield that’s typically larger than the yield on our typical debt
securities of the identical maturity. This larger potential yield is related to better ranges of anticipated danger as of the pricing
date for the securities, together with the chance that you could be not obtain a contingent coupon fee on a number of, or any, contingent
coupon fee dates and the chance that the worth of what you obtain at maturity could also be considerably lower than the acknowledged principal
quantity of your securities. The volatility of, and correlation between, the closing values of the underlyings are necessary components
affecting these dangers. Better anticipated volatility of, and decrease anticipated correlation between, the closing values of the underlyings
as of the pricing date might end in the next contingent coupon price, however would additionally signify a better anticipated chance as
of the pricing date that the closing worth of the worst performing underlying on a number of valuation dates shall be lower than
its coupon barrier worth, such that you’ll not obtain a number of, or any, contingent coupon funds throughout the time period of the
securities and that the ultimate underlying worth of the worst performing underlying on the ultimate valuation date shall be lower than
its remaining buffer worth, such that you’ll not be repaid the acknowledged principal quantity of your securities at maturity.

 

§ The securities are topic to heightened danger as a result of they’ve a number of underlyings. The securities are extra dangerous
than related investments that could be obtainable with just one underlying. With a number of underlyings, there’s a better likelihood that
anybody underlying will carry out poorly, adversely affecting your return on the securities.

 

§ The securities are topic to the dangers of every of the underlyings and shall be negatively affected if anybody underlying
performs poorly.
You might be topic to dangers related to every of the underlyings. If anybody underlying performs poorly, you
shall be negatively affected. The securities will not be linked to a basket composed of the underlyings, the place the blended efficiency
of the underlyings can be higher than the efficiency of the worst performing underlying alone. As an alternative, you’re topic to the
full dangers of whichever of the underlyings is the worst performing underlying.

 

§ You’ll not profit in any means from the efficiency of any higher performing underlying. The return on the securities
relies upon solely on the efficiency of the worst performing underlying, and you’ll not profit in any means from the efficiency
of any higher performing underlying.

 

§ You may be topic to dangers regarding the connection between the underlyings. It’s preferable out of your perspective
for the underlyings to be correlated with one another, within the sense that their closing values have a tendency to extend or lower at related
occasions and by related magnitudes. By investing within the securities, you assume the chance that the underlyings won’t exhibit this
relationship. The much less correlated the underlyings, the extra doubtless it’s that any one of many underlyings will carry out poorly over
the time period of the securities. All that’s crucial for the securities to carry out poorly is for one of many underlyings to carry out
poorly. It’s inconceivable to foretell what the connection between the underlyings shall be over the time period of the securities. The
underlyings differ in important methods and, subsequently, is probably not correlated with one another.

 

§ You is probably not adequately compensated for assuming the draw back danger of the worst performing underlying. The potential
contingent coupon funds on the securities are the compensation you obtain for assuming the draw back danger of the worst performing
underlying, in addition to all the opposite dangers of the securities. That compensation is successfully “in danger” and should, subsequently,
be

 

Citigroup World Markets Holdings Inc.
 

lower than you at the moment anticipate.
First, the precise yield you notice on the securities might be decrease than you anticipate as a result of the coupon is “contingent”
and it’s possible you’ll not obtain a contingent coupon fee on a number of, or any, of the contingent coupon fee dates. Second, the
contingent coupon funds are the compensation you obtain not just for the draw back danger of the worst performing underlying,
but in addition for all the different dangers of the securities, together with the chance that the securities could also be routinely redeemed prior
to maturity, rate of interest danger and our and Citigroup Inc.’s credit score danger. If these different dangers improve or are in any other case
better than you at the moment anticipate, the contingent coupon funds might develop into insufficient to compensate you for all of the
dangers of the securities, together with the draw back danger of the worst performing underlying.

 

§ The securities could also be routinely redeemed previous to maturity, limiting your alternative to obtain contingent coupon funds.
On any potential autocall date, the securities shall be routinely referred to as for redemption if the closing worth of the worst performing
underlying on that potential autocall date is bigger than or equal to its preliminary underlying worth. Consequently, if the worst
performing underlying performs in a means that may in any other case be favorable, the securities are more likely to be routinely redeemed,
chopping brief your alternative to obtain contingent coupon funds. If the securities are routinely redeemed previous to maturity,
it’s possible you’ll not be capable of reinvest your funds in one other funding that gives an identical yield with an identical degree of danger.

 

§ The securities supply draw back publicity to the worst performing underlying, however no upside publicity to any underlying.
You’ll not take part in any appreciation within the worth of any underlying over the time period of the securities. Consequently, your
return on the securities shall be restricted to the contingent coupon funds you obtain, if any, and could also be considerably lower than
the return on any underlying over the time period of the securities. As well as, as an investor within the securities, you’ll not obtain
any dividends or different distributions or have some other rights with respect to any of the underlyings.

 

§ The efficiency of the securities will depend upon the closing values of the underlyings solely on the valuation dates, which
makes the securities notably delicate to volatility within the closing values of the underlyings on or close to the valuation dates.

Whether or not the contingent coupon shall be paid on any given contingent coupon fee date and whether or not the securities shall be routinely
redeemed previous to maturity will depend upon the closing values of the underlyings solely on the relevant valuation dates, regardless
of the closing values of the underlyings on different days throughout the time period of the securities. If the securities will not be routinely
redeemed previous to maturity, what you obtain at maturity will rely solely on the closing worth of the worst performing underlying
on the ultimate valuation date, and never on some other day throughout the time period of the securities. As a result of the efficiency of the securities
is dependent upon the closing values of the underlyings on a restricted variety of dates, the securities shall be notably delicate to
volatility within the closing values of the underlyings on or close to the valuation dates. You need to perceive that the closing worth
of every underlying has traditionally been extremely risky.

 

§ The securities are topic to the credit score danger of Citigroup World Markets Holdings Inc. and Citigroup Inc. If we default
on our obligations below the securities and Citigroup Inc. defaults on its assure obligations, it’s possible you’ll not obtain something
owed to you below the securities.

 

§ The securities won’t be listed on any securities change and it’s possible you’ll not be capable of promote them previous to maturity.
The securities won’t be listed on any securities change. Subsequently, there could also be little or no secondary marketplace for the securities.
CGMI at the moment intends to make a secondary market in relation to the securities and to supply an indicative bid worth for the
securities each day. Any indicative bid worth for the securities supplied by CGMI shall be decided in CGMI’s sole
discretion, considering prevailing market circumstances and different related components, and won’t be a illustration by CGMI
that the securities may be bought at that worth, or in any respect. CGMI might droop or terminate making a market and offering indicative
bid costs with out discover, at any time and for any purpose. If CGMI suspends or terminates making a market, there could also be no secondary
market in any respect for the securities as a result of it’s doubtless that CGMI would be the solely broker-dealer that’s prepared to purchase your securities
previous to maturity. Accordingly, an investor have to be ready to carry the securities till maturity.

 

§ The estimated worth of the securities on the pricing date, based mostly on CGMI’s proprietary pricing fashions and our inside
funding price, is lower than the difficulty worth.
The distinction is attributable to sure prices related to promoting, structuring
and hedging the securities which can be included within the problem worth. These prices embrace (i) any promoting concessions or different charges
paid in reference to the providing of the securities, (ii) hedging and different prices incurred by us and our associates in connection
with the providing of the securities and (iii) the anticipated revenue (which can be kind of than precise revenue) to CGMI or different
of our associates in reference to hedging our obligations below the securities. These prices adversely have an effect on the financial phrases
of the securities as a result of, in the event that they have been decrease, the financial phrases of the securities can be extra favorable to you. The financial
phrases of the securities are additionally more likely to be adversely affected by means of our inside funding price, moderately than our secondary
market price, to cost the securities. See “The estimated worth of the securities can be decrease if it have been calculated based mostly
on our secondary market price” beneath.

 

§ The estimated worth of the securities was decided for us by our affiliate utilizing proprietary pricing fashions. CGMI
derived the estimated worth disclosed on the quilt web page of this pricing complement from its proprietary pricing fashions. In doing
so, it could have made discretionary judgments in regards to the inputs to its fashions, such because the volatility of, and correlation between,
the closing values of the underlyings, dividend yields on the underlyings and rates of interest. CGMI’s views on these inputs
might differ out of your or others’ views, and as an underwriter on this providing, CGMI’s pursuits might battle with yours.
Each the fashions and the inputs to the fashions might show to be mistaken and subsequently not an correct reflection of the worth of the
securities. Furthermore, the estimated worth of the securities set forth on the quilt web page of this pricing complement might differ from
the worth that we or our associates might decide for the securities for different functions, together with for accounting functions. You
mustn’t put money into the securities due to the estimated worth of the securities. As an alternative, you need to be prepared to carry the
securities to maturity regardless of the preliminary estimated worth.

 

§ The estimated worth of the securities can be decrease if it have been calculated based mostly on our secondary market price. The estimated
worth of the securities included on this pricing complement is calculated based mostly on our inside funding price, which is the speed
at which we’re prepared to borrow funds by means of the issuance of the securities. Our inside funding price is mostly decrease than
our secondary

 

Citigroup World Markets Holdings Inc.
 

market price, which is the speed that
CGMI will use in figuring out the worth of the securities for functions of any purchases of the securities from you within the secondary
market. If the estimated worth included on this pricing complement have been based mostly on our secondary market price, moderately than our inside
funding price, it might doubtless be decrease. We decide our inside funding price based mostly on components corresponding to the prices related to
the securities, that are typically larger than the prices related to typical debt securities, and our liquidity wants
and preferences. Our inside funding price just isn’t an rate of interest that’s payable on the securities.

 

As a result of there may be not an lively marketplace for traded devices
referencing our excellent debt obligations, CGMI determines our secondary market price based mostly in the marketplace worth of traded devices
referencing the debt obligations of Citigroup Inc., our mum or dad firm and the guarantor of all funds due on the securities,
however topic to changes that CGMI makes in its sole discretion. Consequently, our secondary market price just isn’t a market-determined
measure of our creditworthiness, however moderately displays the market’s notion of our mum or dad firm’s creditworthiness
as adjusted for discretionary components corresponding to CGMI’s preferences with respect to buying the securities previous to maturity.

 

§ The estimated worth of the securities just isn’t a sign of the value, if any, at which CGMI or some other individual could also be
prepared to purchase the securities from you within the secondary market.
Any such secondary market worth will fluctuate over the time period
of the securities based mostly in the marketplace and different components described within the subsequent danger issue. Furthermore, not like the estimated worth
included on this pricing complement, any worth of the securities decided for functions of a secondary market transaction will
be based mostly on our secondary market price, which is able to doubtless end in a decrease worth for the securities than if our inside funding
price have been used. As well as, any secondary market worth for the securities shall be lowered by a bid-ask unfold, which can range
relying on the mixture acknowledged principal quantity of the securities to be bought within the secondary market transaction, and the
anticipated value of unwinding associated hedging transactions. Consequently, it’s doubtless that any secondary market worth for the securities
shall be lower than the difficulty worth.

 

§ The worth of the securities previous to maturity will fluctuate based mostly on many unpredictable components. The worth of your
securities previous to maturity will fluctuate based mostly on the closing values of the underlyings, the volatility of, and correlation
between, the closing values of the underlyings, dividend yields on the underlyings, rates of interest typically, the time remaining
to maturity and our and Citigroup Inc.’s creditworthiness, as mirrored in our secondary market price, amongst different components
described below “Threat Components Regarding the Securities—Threat Components Regarding All Securities—The worth of
your securities previous to maturity will fluctuate based mostly on many unpredictable components” within the accompanying product complement.
Modifications within the closing values of the underlyings might not end in a comparable change within the worth of your securities. You need to
perceive that the worth of your securities at any time previous to maturity could also be considerably lower than the difficulty worth.

 

§ Instantly following issuance, any secondary market bid worth supplied by CGMI, and the worth that shall be indicated on
any brokerage account statements ready by CGMI or its associates, will replicate a short lived upward adjustment.
The quantity
of this short-term upward adjustment will steadily decline to zero over the short-term adjustment interval. See “Valuation of
the Securities” on this pricing complement.

 

§ The Power Choose Sector SPDR® Fund is topic to concentrated dangers related to the vitality sector.
The shares included within the index underlying the Power Choose Sector SPDR® Fund and which can be typically tracked by
the Power Choose Sector SPDR® Fund are shares of corporations whose main enterprise is immediately related to the
vitality sector, together with the next two sub-sectors: (i) oil, fuel and consumable fuels and (ii) vitality gear and companies.
As a result of the securities are linked to the efficiency of the Power Choose Sector SPDR® Fund, an funding within the
securities exposes buyers to concentrated dangers related to investments within the vitality sector.

 

Power corporations develop and produce crude oil and
pure fuel and/or present drilling and different vitality sources manufacturing and distribution associated companies. Inventory costs for these
kinds of corporations are primarily affected by the enterprise, monetary and working circumstances of the actual firm, in addition to
modifications in costs for oil, fuel and different kinds of fuels, which in flip largely depend upon provide and demand for numerous vitality merchandise
and companies. Among the components which will affect provide and demand for vitality services and products embrace: normal financial
circumstances and progress charges; climate circumstances; the price of exploring for, producing and delivering oil and fuel; technological
advances affecting vitality effectivity and vitality consumption; the flexibility of the Group of Petroleum Exporting International locations (OPEC)
to set and preserve manufacturing ranges of oil; foreign money fluctuations; inflation; pure disasters; civil unrest, acts of sabotage
or terrorism; and different regional or world occasions. The profitability of vitality corporations can also be adversely affected by present
and future legal guidelines, laws, authorities actions and different authorized necessities regarding safety of the atmosphere, well being
and security issues and others which will improve the prices of conducting their enterprise or might scale back or delay obtainable enterprise
alternatives. Elevated provide or weak demand for vitality services and products, in addition to numerous developments resulting in larger
prices of doing enterprise or missed enterprise alternatives, would adversely impression the efficiency of corporations within the vitality sector.
The worth of the securities could also be topic to better volatility and be extra adversely affected by a single financial, political
or regulatory prevalence affecting the vitality sector or one of many sub-sectors of the vitality sector than a distinct funding
linked to securities of a extra broadly diversified group of issuers.

 

§ The VanEck Vectors® Junior Gold Miners ETF is topic to dangers related
with non-U.S. markets.
The VanEck Vectors® Junior Gold Miners ETF tracks worldwide fairness markets exterior
of the US and Canada. Investments in securities linked to the worth of non-U.S. shares contain dangers related to
the securities markets in these international locations, together with dangers of volatility in these markets, governmental intervention in these markets
and cross-shareholdings in corporations in sure international locations. Additionally, there may be typically much less publicly obtainable details about corporations
in a few of these jurisdictions than about U.S. corporations which can be topic to the reporting necessities of the SEC. Additional, non-U.S.
corporations are typically topic to accounting, auditing and monetary reporting requirements and necessities and securities buying and selling
guidelines which can be completely different from these relevant to U.S. reporting corporations. The costs of securities in overseas markets could also be
affected by political, financial, monetary and social components in these international locations, or world areas, together with modifications in authorities,
financial and financial insurance policies and foreign money change legal guidelines. Furthermore, the economies in such international locations might differ favorably or unfavorably
from the economic system of the US in such respects as progress of gross nationwide product, price of inflation, capital reinvestment,
sources and self-sufficiency.

 

Citigroup World Markets Holdings Inc.
 

§ Fluctuations in change charges will have an effect on the closing worth of the VanEck Vectors®
Junior Gold Miners ETF.
As a result of the VanEck Vectors® Junior Gold Miners ETF contains securities that commerce exterior
the US and the closing worth of the VanEck Vectors® Junior Gold Miners ETF is predicated on the U.S. greenback
worth of these securities, holders of the securities shall be uncovered to foreign money change price danger with respect to every of the
currencies through which such securities commerce. Trade price actions for a specific foreign money are risky and are the results of
quite a few components particular to the related nation, together with the availability of, and the demand for, these currencies, in addition to authorities
coverage, intervention or actions, however are additionally influenced considerably every now and then by political or financial developments,
and by macroeconomic components and speculative actions associated to every relevant area. An investor’s internet publicity will rely
on the extent to which the currencies of the relevant international locations strengthen or weaken towards the U.S. greenback and the relative
weight of every foreign money. If, considering such weighting, the greenback strengthens towards the currencies of the securities
held by the VanEck Vectors® Junior Gold Miners ETF, the value of the underlying shares of the VanEck Vectors®
Junior Gold Miners ETF shall be adversely affected for that purpose alone and your return on the securities could also be lowered. Of specific
significance to potential foreign money change danger are: present and anticipated charges of inflation; present and anticipated rate of interest
ranges; the stability of funds; and the extent of governmental surpluses or deficits within the relevant international locations and the United
States. All of those components are in flip delicate to the financial, fiscal and commerce insurance policies pursued by the governments of the
relevant international locations and the US. and different international locations necessary to worldwide commerce and finance.

 

§ The the VanEck Vectors® Junior Gold Miners ETF is topic to dangers
related to the gold and silver mining industries.
The fairness securities which can be typically tracked by the VanEck Vectors®
Junior Gold Miners ETF are widespread shares and American depositary receipts (“ADRs”) of corporations primarily engaged in
mining for gold and silver. The shares of the VanEck Vectors® Junior Gold Miners ETF could also be topic to elevated
worth volatility as they’re linked to a single trade, market or sector and could also be extra vulnerable to opposed financial, market,
political or regulatory occurrences affecting that trade, market or sector.

 

As a result of the VanEck
Vectors® Junior Gold Miners ETF invests primarily in widespread shares and ADRs of corporations which can be concerned within the
gold mining industries, the underlying shares of the VanEck Vectors® Junior Gold Miners ETFare topic to sure
dangers related to such corporations. Aggressive pressures might have a major impact on the monetary situation of such corporations
within the gold mining trade. Additionally, gold mining corporations are extremely depending on the value of gold. The worth of gold is primarily
affected by the worldwide demand for and provide of gold. The marketplace for gold bullion is world, and gold costs are topic to risky
worth actions over brief intervals of time and are affected by quite a few components, together with macroeconomic components, such because the construction
of and confidence within the world financial system, expectations concerning the longer term price of inflation, the relative energy of,
and confidence in, the U.S. greenback (the foreign money through which the value of gold is often quoted), rates of interest, gold borrowing
and lending charges and world or regional financial, monetary, political, regulatory, judicial or different occasions. Gold costs might
be affected by trade components, corresponding to industrial and jewellery demand in addition to lending, gross sales and purchases of gold by the official
sector, together with central banks and different governmental businesses and multilateral establishments that maintain gold. Moreover, gold
costs could also be affected by ranges of gold manufacturing, manufacturing prices and short-term modifications in provide and demand on account of buying and selling
actions within the gold market. Infrequently, above-ground inventories of gold can also affect the market. It isn’t attainable
to foretell the mixture impact of all or any mixture of those components. The worth of gold has lately been, and should proceed
to be, extraordinarily risky.

 

The VanEck Vectors®
Junior Gold Miners ETF invests, to a lesser extent, in widespread shares and ADRs of corporations concerned within the silver mining trade.
Silver mining corporations are extremely depending on the value of silver. The worth of silver is primarily affected by world demand
for and provide of silver. Silver costs can fluctuate broadly and could also be affected by quite a few components. These embrace normal financial
developments, technical developments, substitution points and regulation, in addition to particular components together with industrial and jewellery
demand, expectations with respect to the speed of inflation, the relative energy of the U.S. greenback (the foreign money through which the
worth of silver is mostly quoted) and different currencies, rates of interest, central financial institution gross sales, ahead gross sales by producers, world
or regional political or financial occasions and manufacturing prices and disruptions in main silver-producing international locations, corresponding to Mexico,
China and Peru. The demand for and provide of silver have an effect on silver costs, however not essentially in the identical method as provide and
demand have an effect on the costs of different commodities. The availability of silver consists of a mix of latest mine manufacturing and present
shares of bullion and fabricated silver held by governments, private and non-private monetary establishments, industrial organizations
and personal people. As well as, the value of silver has from time to time been topic to very speedy short-term modifications on account of
speculative actions. Infrequently, above-ground inventories of silver can also affect the market. The foremost finish makes use of
for silver embrace industrial purposes, jewellery and silverware.

 

§ The VanEck Vectors® Junior Gold Miners ETF is topic to dangers related
with early stage mining corporations.
 The issuers of a major quantity of the fairness securities held by the VanEck Vectors®
Junior Gold Miners ETF could also be early stage mining corporations which can be within the exploration stage solely or that maintain properties that
won’t finally produce gold or silver. The exploration and improvement of mineral deposits contain important monetary
dangers over a major time frame which even a mix of cautious analysis, expertise and information might not remove.
Few properties that are explored are finally developed into producing mines. Main expenditures could also be required to determine
reserves by drilling and to assemble mining and processing amenities at a web site. As well as, many early stage miners function
at a loss and are depending on securing fairness and/or debt financing, which is likely to be harder to safe for an early stage
mining firm than for a extra established counterpart.

 

§ The VanEck Vectors® Junior Gold Miners ETF is topic to dangers related
with small capitalization shares.
The shares which can be held by the VanEck Vectors® Junior Gold Miners ETF are
issued by corporations with comparatively small market capitalization. The inventory costs of smaller corporations could also be extra risky than
inventory costs of huge capitalization corporations. These corporations are typically much less well-established than massive market capitalization
corporations. Small capitalization corporations could also be much less in a position to face up to opposed financial, market, commerce and aggressive circumstances
relative to bigger corporations. Small capitalization corporations are much less more likely to pay dividends on their shares, and the presence
of a dividend fee might be an element that limits downward inventory worth stress below opposed market circumstances.

 

Citigroup World Markets Holdings Inc.
 

§ Our providing of the securities just isn’t a suggestion of any underlying. The truth that we’re providing the securities
doesn’t imply that we imagine that investing in an instrument linked to the underlyings is more likely to obtain favorable returns.
Actually, as we’re a part of a world monetary establishment, our associates might have positions (together with brief positions) within the
underlyings or in devices associated to the underlyings, and should publish analysis or specific opinions, that in every case are inconsistent
with an funding linked to the underlyings. These and different actions of our associates might have an effect on the closing values of the
underlyings in a means that negatively impacts the worth of and your return on the securities.

 

§ The closing worth of an underlying could also be adversely affected by our or our associates’ hedging and different buying and selling actions.
We anticipate to hedge our obligations below the securities by means of CGMI or different of our associates, who might take positions within the
underlyings or in monetary devices associated to the underlyings and should modify such positions throughout the time period of the securities.
Our associates additionally take positions within the underlyings or in monetary devices associated to the underlyings regularly
(taking lengthy or brief positions or each), for his or her accounts, for different accounts below their administration or to facilitate transactions
on behalf of shoppers. These actions might have an effect on the closing values of the underlyings in a means that negatively impacts the
worth of and your return on the securities. They may additionally end in substantial returns for us or our associates whereas the worth
of the securities declines.

 

§ We and our associates might have financial pursuits which can be opposed to yours on account of our associates’ enterprise
actions.
Our associates interact in enterprise actions with a variety of corporations. These actions embrace extending
loans, making and facilitating investments, underwriting securities choices and offering advisory companies. These actions
might contain or have an effect on the underlyings in a means that negatively impacts the worth of and your return on the securities. They may
additionally end in substantial returns for us or our associates whereas the worth of the securities declines. As well as, within the course
of this enterprise, we or our associates might purchase personal data, which won’t be disclosed to you.

 

§ The calculation agent, which is an affiliate of ours, will make necessary determinations with respect to the securities.
If sure occasions happen throughout the time period of the securities, corresponding to market disruption occasions and different occasions with respect to an
underlying, CGMI, as calculation agent, shall be required to make discretionary judgments that would considerably have an effect on your return
on the securities. In making these judgments, the calculation agent’s pursuits as an affiliate of ours might be opposed
to your pursuits as a holder of the securities. See “Threat Components Regarding the Securities—Threat Components Relating
to All Securities—The calculation agent, which is an affiliate of ours, will make necessary determinations with respect to
the securities” within the accompanying product complement.

 

§ Even when an underlying pays a dividend that it identifies as particular or extraordinary, no adjustment shall be required below
the securities for that dividend until it meets the factors specified within the accompanying product complement.
Usually,
an adjustment won’t be made below the phrases of the securities for any money dividend paid by an underlying until the quantity
of the dividend per share, along with some other dividends paid in the identical quarter, exceeds the dividend paid per share within the
most up-to-date quarter by an quantity equal to not less than 10% of the closing worth of that underlying on the date of declaration of the
dividend. Any dividend will scale back the closing worth of the underlying by the quantity of the dividend per share. If an underlying
pays any dividend for which an adjustment just isn’t made below the phrases of the securities, holders of the securities shall be adversely
affected. See “Description of the Securities—Sure Extra Phrases for Securities Linked to an Underlying Firm
or an Underlying ETF—Dilution and Reorganization Changes—Sure Extraordinary Money Dividends” within the accompanying
product complement.

 

§ The securities won’t be adjusted for all occasions which will have a dilutive impact on or in any other case adversely have an effect on the
closing worth of an underlying.
For instance, we won’t make any adjustment for strange dividends or extraordinary dividends
that don’t meet the factors described above, partial tender affords or further underlying share issuances. Furthermore, the changes
we do make might not totally offset the dilutive or opposed impact of the actual occasion. Traders within the securities could also be adversely
affected by such an occasion in a circumstance through which a direct holder of the underlying shares of an underlying wouldn’t.

 

§ The securities might change into linked to an underlying aside from an unique underlying upon the prevalence of a reorganization
occasion or upon the delisting of the underlying shares of that unique underlying.
For instance, if an underlying enters into
a merger settlement that gives for holders of its underlying shares to obtain shares of one other entity and such shares are marketable
securities, the closing worth of that underlying following consummation of the merger shall be based mostly on the worth of such different
shares. Moreover, if the underlying shares of an underlying are delisted, the calculation agent might choose a successor underlying.
See “Description of the Securities—Sure Extra Phrases for Securities Linked to an Underlying Firm or an Underlying
ETF” within the accompanying product complement.

 

§ The worth and efficiency of the underlying shares of an underlying might not fully observe the efficiency of the underlying
index that the underlying seeks to trace or the online asset worth per share of the underlying.
Every underlying doesn’t totally
replicate the underlying index that it seeks to trace and should maintain securities completely different from these included in its underlying index.
As well as, the efficiency of an underlying will replicate further transaction prices and costs that aren’t included within the calculation
of its underlying index. All of those components might result in an absence of correlation between the efficiency of an underlying and its
underlying index. As well as, company actions with respect to the fairness securities held by an underlying (corresponding to mergers and
spin-offs) might impression the variance between the efficiency of an underlying and its underlying index. Lastly, as a result of the underlying
shares are traded on an change and are topic to market provide and investor demand, the closing worth of an underlying might differ
from the online asset worth per share of an underlying.

 

During times of market volatility, securities included
in an underlying’s underlying index could also be unavailable within the secondary market, market members could also be unable to calculate
precisely the online asset worth per share of an underlying and the liquidity of an underlying could also be adversely affected. This type
of market volatility can also disrupt the flexibility of market members to create and redeem shares of an underlying. Additional,
market volatility might adversely have an effect on, generally materially, the value at which market members are prepared to purchase and promote
the underlying shares. Consequently, below these circumstances, the closing worth of an underlying might range considerably from the
internet asset worth per share of an underlying. For all the foregoing causes, the efficiency of an

 

Citigroup World Markets Holdings Inc.
 

underlying might not correlate with the efficiency of
its underlying index and/or its internet asset worth per share, which might materially and adversely have an effect on the worth of the securities
and/or scale back your return on the securities.

 

§ Modifications that have an effect on the underlyings might have an effect on the worth of your securities. The sponsors of the underlyings might at
any time make methodological modifications or different modifications within the method through which they function that would have an effect on the values of the underlyings.
We aren’t affiliated with any such underlying sponsor and, accordingly, we now have no management over any modifications any such sponsor might
make. Such modifications might adversely have an effect on the efficiency of the underlyings and the worth of and your return on the securities.

 

§ The U.S. federal tax penalties of an funding within the securities are unclear. There is no such thing as a direct authorized authority
concerning the right U.S. federal tax therapy of the securities, and we don’t plan to request a ruling from the Inside Income
Service (the “IRS”). Consequently, important elements of the tax therapy of the securities are unsure, and the
IRS or a courtroom won’t agree with the therapy of the securities as described in “United States Federal Tax Issues”
beneath. If the IRS have been profitable in asserting an alternate therapy of the securities, the tax penalties of the possession
and disposition of the securities is likely to be materially and adversely affected. Furthermore, future laws, Treasury laws
or IRS steerage might adversely have an effect on the U.S. federal tax therapy of the securities, probably retroactively.

 

Non-U.S. buyers ought to notice that
individuals having withholding duty in respect of the securities might withhold on any coupon fee paid to a non-U.S. investor,
typically at a price of 30%. To the extent that we now have withholding duty in respect of the securities, we intend to so
withhold.

 

You need to learn fastidiously the dialogue
below “United States Federal Tax Issues” and “Threat Components Regarding the Securities” within the accompanying
product complement and “United States Federal Tax Issues” on this pricing complement. You must also seek the advice of
your tax adviser concerning the U.S. federal tax penalties of an funding within the securities, in addition to tax penalties arising
below the legal guidelines of any state, native or non-U.S. taxing jurisdiction.

 

Citigroup World Markets Holdings Inc.
 

Data Concerning the Power Choose Sector SPDR®
Fund

 

The Power Choose Sector SPDR® Fund is an exchange-traded
fund that seeks to supply funding outcomes that, earlier than bills, correspond typically to the efficiency of publicly traded
fairness securities of corporations within the S&P Power Choose Sector Index. The S&P Power Choose Sector Index is meant to
present a sign of the sample of widespread inventory worth actions of corporations which can be parts of the S&P 500®
Index and are concerned within the improvement or manufacturing of vitality. The S&P Power Choose Sector Index contains corporations in
the next two industries: (i) oil, fuel and consumable fuels and (ii) vitality gear and companies.

 

The Power Choose Sector SPDR® Fund is managed
by the Choose Sector SPDR® Belief, a registered funding firm. The Choose Sector SPDR® Belief
consists of 9 separate funding portfolios, together with the Power Choose Sector SPDR® Fund Data supplied
to or filed with the SEC by the Choose Sector SPDR® Belief pursuant to the Securities Act of 1933, as amended, and
the Funding Firm Act of 1940, as amended, may be situated by reference to SEC file numbers 333-57791 and 811-08837, respectively,
by means of the SEC’s web site at http://www.sec.gov. As well as, data could also be obtained from different sources together with, however
not restricted to, press releases, newspaper articles and different publicly disseminated paperwork. The underlying shares of the Power
Choose Sector SPDR® Fund commerce on the NYSE Arca below the ticker image “XLE.”

 

Now we have derived all data concerning the Power Choose Sector
SPDR® Fund from publicly obtainable data and haven’t independently verified any data concerning the
Power Choose Sector SPDR® Fund. This pricing complement relates solely to the securities and to not the Power Choose
Sector SPDR® Fund. We make no illustration as to the efficiency of the Power Choose Sector SPDR®
Fund over the time period of the securities.

 

The securities signify obligations of Citigroup World Markets
Holdings Inc. (assured by Citigroup Inc.) solely. The sponsor of the Power Choose Sector SPDR® Fund just isn’t concerned
in any means on this providing and has no obligation regarding the securities or to holders of the securities.

 

Historic Data

 

The closing worth of the Power Choose Sector SPDR®
Fund on February 21, 2020 was $54.14.

 

The graph beneath reveals the closing worth of the Power Choose
Sector SPDR® Fund for every day such worth was obtainable from January 4, 2010 to February 21, 2020. We obtained the
closing values from Bloomberg L.P., with out unbiased verification. You shouldn’t take historic closing values as a sign
of future efficiency.

 

Power Choose Sector SPDR® Fund – Historic Closing Values
January 4, 2010 to February 21, 2020
Form 424B2 CITIGROUP INC 1

Citigroup World Markets Holdings Inc.
 

Data Concerning the VanEck Vectors®
Junior Gold Miners ETF

 

The VanEck Vectors® Junior Gold Miners ETF is
an exchange-traded fund that seeks to supply funding outcomes that correspond typically to the value and yield efficiency,
earlier than charges and bills, of publicly traded small-capitalization corporations concerned primarily within the mining of gold or silver,
as measured by the MVISTM World Junior Gold Miners Index. Nevertheless, for functions of the securities, the efficiency
of the VanEck Vectors® Junior Gold Miners ETF will replicate solely its worth efficiency, as any dividends paid on
the shares of the VanEck Vectors® Junior Gold Miners ETF won’t be factored right into a dedication of the closing
worth of the VanEck Vectors® Junior Gold Miners ETF. Data supplied to or filed with the SEC by VanEck Vectors®
ETF Belief pursuant to the Securities Act of 1933, as amended, and the Funding Firm Act of 1940, as amended, may be situated
by reference to SEC file numbers 333-123257 and 811-10325, respectively, by means of the SEC’s web site at http://www.sec.gov.
As well as, data could also be obtained from different sources together with, however not restricted to, press releases, newspaper articles and
different publicly disseminated paperwork. The underlying shares of the VanEck Vectors® Junior Gold Miners ETF commerce
on the NYSE Arca below the ticker image “GDXJ.”

 

Now we have derived all data concerning the VanEck Vectors®
Junior Gold Miners ETF from publicly obtainable data and haven’t independently verified any data concerning the VanEck
Vectors® Junior Gold Miners ETF. This pricing complement relates solely to the securities and to not the VanEck Vectors®
Junior Gold Miners ETF. We make no illustration as to the efficiency of the VanEck Vectors® Junior Gold Miners
ETF over the time period of the securities.

 

The securities signify obligations of Citigroup World Markets
Holdings Inc. (assured by Citigroup Inc.) solely. The sponsor of the VanEck Vectors® Junior Gold Miners ETF is
not concerned in any means on this providing and has no obligation regarding the securities or to holders of the securities.

 

Historic Data

 

The closing worth of the VanEck Vectors® Junior
Gold Miners ETF on February 21, 2020 was $44.97.

 

The graph beneath reveals the closing worth of the VanEck Vectors®
Junior Gold Miners ETF for every day such worth was obtainable from January 4, 2010 to February 21, 2020. We obtained the closing
values from Bloomberg L.P., with out unbiased verification. You shouldn’t take historic closing values as a sign of
future efficiency.

 

VanEck Vectors® Junior Gold Miners ETF – Historic Closing Values
January 4, 2010 to February 21, 2020
Form 424B2 CITIGROUP INC 2

Citigroup World Markets Holdings Inc.
 

United States Federal Tax Issues

 

You need to learn fastidiously the dialogue below “United
States Federal Tax Issues” and “Threat Components Regarding the Securities” within the accompanying product
complement and “Abstract Threat Components” on this pricing complement.

 

Because of the lack of any controlling authorized authority, there may be
substantial uncertainty concerning the U.S. federal tax penalties of an funding within the securities. In reference to any
data reporting necessities we might have in respect of the securities below relevant legislation, we intend (within the absence of
an administrative dedication or judicial ruling on the contrary) to deal with the securities for U.S. federal revenue tax functions
as pay as you go ahead contracts with related coupon funds that shall be handled as gross revenue to you on the time acquired or
accrued in accordance along with your common methodology of tax accounting. Within the opinion of our counsel, Davis Polk & Wardwell LLP,
this therapy of the securities is affordable below present legislation; nevertheless, our counsel has suggested us that it’s unable to conclude
affirmatively that this therapy is extra doubtless than to not be upheld, and that different remedies are attainable. Furthermore,
our counsel’s opinion is predicated on market circumstances as of the date of this preliminary pricing complement and is topic
to affirmation on the pricing date.

 

Assuming this therapy of the securities is revered and topic
to the dialogue in “United States Federal Tax Issues” within the accompanying product complement, the next
U.S. federal revenue tax penalties ought to end result below present legislation:

 

· Any coupon funds on the securities ought to be taxable as strange revenue to you on the time acquired or accrued in accordance
along with your common methodology of accounting for U.S. federal revenue tax functions.

 

· Upon a sale or change of a safety (together with retirement at maturity), you need to acknowledge capital acquire or loss equal to
the distinction between the quantity realized and your tax foundation within the safety. For this function, the quantity realized doesn’t embrace
any coupon paid on retirement and should not embrace sale proceeds attributable to an accrued coupon, which can be handled as a coupon
fee. Such acquire or loss ought to be long-term capital acquire or loss if you happen to held the safety for multiple yr.

 

We don’t plan to request
a ruling from the IRS concerning the therapy of the securities. Another characterization of the securities might materially
and adversely have an effect on the tax penalties of possession and disposition of the securities, together with the timing and character of
revenue acknowledged. As well as, the U.S. Treasury Division and the IRS have requested feedback on numerous points concerning the
U.S. federal revenue tax therapy of “pay as you go ahead contracts” and related monetary devices and have indicated
that such transactions stands out as the topic of future laws or different steerage. Moreover, members of Congress have proposed
legislative modifications to the tax therapy of by-product contracts. Any laws, Treasury laws or different steerage promulgated
after consideration of those points might materially and adversely have an effect on the tax penalties of an funding within the securities,
probably with retroactive impact. You need to seek the advice of your tax adviser concerning attainable different tax remedies of the securities
and potential modifications in relevant legislation.

 

Withholding Tax on Non-U.S. Holders. As a result of important
elements of the tax therapy of the securities are unsure, individuals having withholding duty in respect of the securities
might withhold on any coupon fee paid to Non-U.S. Holders (as outlined within the accompanying product complement), typically at a
price of 30%. To the extent that we now have (or an affiliate of ours has) withholding duty in respect of the securities,
we intend to so withhold. To be able to declare an exemption from, or a discount in, the 30% withholding, it’s possible you’ll have to adjust to
certification necessities to determine that you’re not a U.S. individual and are eligible for such an exemption or discount below
an relevant tax treaty. You need to seek the advice of your tax adviser concerning the tax therapy of the securities, together with the chance
of acquiring a refund of any quantities withheld and the certification requirement described above.

 

As mentioned below “United
States Federal Tax Issues—Tax Penalties to Non-U.S. Holders” within the accompanying product complement, Part
871(m) of the Code and Treasury laws promulgated thereunder (“Part 871(m)”) typically impose a 30% withholding
tax on dividend equivalents paid or deemed paid to Non-U.S. Holders with respect to sure monetary devices linked to U.S.
equities (“U.S. Underlying Equities”) or indices that embrace U.S. Underlying Equities. Part 871(m) typically applies
to devices that considerably replicate the financial efficiency of a number of U.S. Underlying Equities, as decided based mostly
on assessments set forth within the relevant Treasury laws. Nevertheless, the laws, as modified by an IRS discover, exempt monetary
devices issued previous to January 1, 2023 that don’t have a “delta” of 1. Based mostly on the phrases of the securities
and representations supplied by us as of the date of this preliminary pricing complement, our counsel is of the opinion that the
securities shouldn’t be handled as transactions which have a “delta” of 1 inside the that means of the laws with
respect to any U.S. Underlying Fairness and, subsequently, shouldn’t be topic to withholding tax below Part 871(m). Nevertheless, the
remaining dedication concerning the therapy of the securities below Part 871(m) shall be made as of the pricing date for the
securities, and it’s attainable that the securities shall be topic to withholding tax below Part 871(m) based mostly on the circumstances
as of that date.

 

A dedication that the
securities will not be topic to Part 871(m) just isn’t binding on the IRS, and the IRS might disagree with this therapy. Furthermore,
Part 871(m) is advanced and its software might rely in your specific circumstances, together with your different transactions. You
ought to seek the advice of your tax adviser concerning the potential software of Part 871(m) to the securities.

 

We won’t be required to pay any further quantities with respect
to quantities withheld.

 

You need to learn the part entitled “United States
Federal Tax Issues” within the accompanying product complement. The previous dialogue, when learn together with
that part, constitutes the total opinion of Davis Polk & Wardwell LLP concerning the fabric U.S. federal tax penalties
of proudly owning and disposing of the securities.

 

You must also seek the advice of your tax adviser concerning all elements
of the U.S. federal revenue and property tax penalties of an funding within the securities and any tax penalties arising below
the legal guidelines of any state, native or non-U.S. taxing jurisdiction.

 

Citigroup World Markets Holdings Inc.
 

Supplemental Plan of Distribution

 

CGMI, an affiliate of Citigroup World Markets Holdings Inc.
and the underwriter of the sale of the securities, is appearing as principal and can obtain an underwriting charge of as much as $40.00
for every safety bought on this providing. The precise underwriting charge shall be equal to the promoting concession supplied to chose
sellers, as described on this paragraph. From this underwriting charge, CGMI pays chosen sellers not affiliated with CGMI a
variable promoting concession of as much as $40.00 for every safety they promote. For the avoidance of doubt, any charges or promoting concessions
described on this pricing complement won’t be rebated if the securities are routinely redeemed previous to maturity.

 

See “Plan of Distribution; Conflicts of Curiosity”
within the accompanying product complement and “Plan of Distribution” in every of the accompanying prospectus complement
and prospectus for extra data.

 

Valuation of the Securities

 

CGMI calculated the estimated worth of the securities set forth
on the quilt web page of this pricing complement based mostly on proprietary pricing fashions. CGMI’s proprietary pricing fashions generated
an estimated worth for the securities by estimating the worth of a hypothetical package deal of monetary devices that may replicate
the payout on the securities, which consists of a fixed-income bond (the “bond element”) and a number of by-product
devices underlying the financial phrases of the securities (the “by-product element”). CGMI calculated the estimated
worth of the bond element utilizing a reduction price based mostly on our inside funding price. CGMI calculated the estimated worth of the
by-product element based mostly on a proprietary derivative-pricing mannequin, which generated a theoretical worth for the devices that
represent the by-product element based mostly on numerous inputs, together with the components described below “Abstract Threat Components—The
worth of the securities previous to maturity will fluctuate based mostly on many unpredictable components” on this pricing complement,
however not together with our or Citigroup Inc.’s creditworthiness. These inputs could also be market-observable or could also be based mostly on assumptions
made by CGMI in its discretionary judgment.

 

The estimated worth of the securities is a operate of the phrases
of the securities and the inputs to CGMI’s proprietary pricing fashions. As of the date of this preliminary pricing complement,
it’s unsure what the estimated worth of the securities shall be on the pricing date as a result of it’s unsure what the values
of the inputs to CGMI’s proprietary pricing fashions shall be on the pricing date.

 

For a interval of roughly 4 months following issuance
of the securities, the value, if any, at which CGMI can be prepared to purchase the securities from buyers, and the worth that can
be indicated for the securities on any brokerage account statements ready by CGMI or its associates (which worth CGMI can also
publish by means of a number of monetary data distributors), will replicate a short lived upward adjustment from the value or worth
that may in any other case be decided. This short-term upward adjustment represents a portion of the hedging revenue anticipated to be
realized by CGMI or its associates over the time period of the securities. The quantity of this short-term upward adjustment will decline
to zero on a straight-line foundation over the four-month short-term adjustment interval. Nevertheless, CGMI just isn’t obligated to purchase the securities
from buyers at any time. See “Abstract Threat Components—The securities won’t be listed on any securities change
and it’s possible you’ll not be capable of promote them previous to maturity.”

 

Sure Promoting Restrictions

 

Hong Kong Particular Administrative Area

 

The contents of this pricing complement and the accompanying
product complement, prospectus complement and prospectus haven’t been reviewed by any regulatory authority within the Hong Kong Particular
Administrative Area of the Individuals’s Republic of China (“Hong Kong”). Traders are suggested to train warning
in relation to the supply. If buyers are in any doubt about any of the contents of this pricing complement and the accompanying
product complement, prospectus complement and prospectus, they need to get hold of unbiased skilled recommendation.

 

The securities haven’t been provided or bought and won’t be
provided or bought in Hong Kong by way of any doc, aside from

 

(i) to individuals whose strange enterprise is to purchase or promote shares or debentures (whether or not as principal or agent); or

 

(ii) to “skilled buyers” as outlined within the Securities and Futures Ordinance (Cap. 571) of Hong Kong (the “Securities
and Futures Ordinance”) and any guidelines made below that Ordinance; or

 

(iii) in different circumstances which don’t end result within the doc being a “prospectus” as outlined within the Corporations Ordinance
(Cap. 32) of Hong Kong or which don’t represent a suggestion to the general public inside the that means of that Ordinance; and

 

There is no such thing as a commercial, invitation or doc regarding
the securities which is directed at, or the contents of that are more likely to be accessed or learn by, the general public of Hong Kong (besides
if permitted to take action below the securities legal guidelines of Hong Kong) aside from with respect to securities that are or are meant to
be disposed of solely to individuals exterior Hong Kong or solely to “skilled buyers” as outlined within the Securities and
Futures Ordinance and any guidelines made below that Ordinance.

 

Non-insured Product: These securities will not be insured by any
governmental company. These securities will not be financial institution deposits and will not be lined by the Hong Kong Deposit Safety Scheme.

 

Singapore

 

This pricing complement and the accompanying product complement,
prospectus complement and prospectus haven’t been registered as a prospectus with the Financial Authority of Singapore, and the
securities shall be provided pursuant to exemptions below the Securities and Futures Act, Chapter 289 of Singapore (the “Securities
and Futures Act”). Accordingly, the securities is probably not provided or bought or made the topic of an invite for subscription
or buy nor might this pricing complement or some other doc or materials in reference to the supply or sale

 

Citigroup World Markets Holdings Inc.
 

or invitation for subscription or buy of any securities
be circulated or distributed, whether or not immediately or not directly, to any individual in Singapore aside from (a) to an institutional investor
pursuant to Part 274 of the Securities and Futures Act, (b) to a related individual below Part 275(1) of the Securities and
Futures Act or to any individual pursuant to Part 275(1A) of the Securities and Futures Act and in accordance with the circumstances
laid out in Part 275 of the Securities and Futures Act, or (c) in any other case pursuant to, and in accordance with the circumstances
of, some other relevant provision of the Securities and Futures Act. The place the securities are subscribed or bought below Part
275 of the Securities and Futures Act by a related individual which is:

 

(a) an organization (which isn’t an accredited investor (as outlined in Part 4A of the Securities and Futures Act)) the only enterprise
of which is to carry investments and your complete share capital of which is owned by a number of people, every of whom is an accredited
investor; or

 

(b) a belief (the place the trustee just isn’t an accredited investor) whose sole function is to carry investments and every beneficiary is
a person who’s an accredited investor, securities (as outlined in Part 239(1) of the Securities and Futures Act) of that
company or the beneficiaries’ rights and pursuits (howsoever described) in that belief shall not be transferable for
6 months after that company or that belief has acquired the related securities pursuant to a suggestion below Part 275 of the
Securities and Futures Act besides:

 

(i) to an institutional investor or to a related individual outlined in Part 275(2) of the Securities and Futures Act or to any
individual arising from a suggestion referred to in Part 275(1A) or Part 276(4)(i)(B) of the Securities and Futures Act; or

 

(ii) the place no consideration is or shall be given for the switch; or

 

(iii) the place the switch is by operation of legislation; or

 

(iv) pursuant to Part 276(7) of the Securities and Futures Act; or

 

(v) as laid out in Regulation 32 of the Securities and Futures (Presents of Investments) (Shares and Debentures) Rules 2005
of Singapore.

 

Any securities referred to herein is probably not registered with
any regulator, regulatory physique or related group or establishment in any jurisdiction.

 

The securities are Specified Funding Merchandise (as outlined
within the Discover on Suggestions on Funding Merchandise and Discover on the Sale of Funding Product issued by the Financial Authority
of Singapore on 28 July 2011) that’s neither listed nor quoted on a securities market or a futures market.

 

Non-insured Product: These securities will not be insured by any
governmental company. These securities will not be financial institution deposits. These securities will not be insured merchandise topic to the provisions
of the Deposit Insurance coverage and Coverage Homeowners’ Safety Schemes Act 2011 of Singapore and will not be eligible for deposit insurance coverage
protection below the Deposit Insurance coverage Scheme.

 

Contact

 

Purchasers might contact their native brokerage consultant. Third-party
distributors might contact Citi Structured Funding Gross sales at (212) 723-7005.

 

© 2020 Citigroup World Markets Inc. All rights reserved.
Citi and Citi and Arc Design are logos and repair marks of Citigroup Inc. or its associates and are used and registered all through
the world.

 

 

 

 





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