花旗集团美股招股说明书(2025-07-18版)

INDEX SUPPLEMENT NO. IS-16-02(To the prospectus dated March 7, 2023 and prospectus supplement dated July 10, 2025)Citigroup Global Markets Holdings Inc.Medium-Term Senior Notes, Series NPayments Due from Citigroup Global Markets Holdings Inc.Fully and Unconditionally Guaranteed by Citigroup Inc.Securities Linked to a Nasdaq-100 Futures Edge Volatility Index Citigroup Global Markets Holdings Inc. (“we”) may from time to time offer and sell securities linked to an index in a family of indices called theNasdaq-100 Futures Edge Volatility Indices.The Nasdaq-100 Futures Edge Volatility Indices are published by Citigroup Global Markets Limited,an affiliate of ours.The Nasdaq-100 Futures Edge Volatility Index family is composed of the four indices listed below, each of which we refer toas an “Index”.Each Index tracks exposure to the Citi Equity US Tech Large Cap QX Market Tracker Series 4 Index, which we refer as the“Underlying Futures Index”, on a volatility-targeted basis,lessa decrement of 6% per annum in the case of two of the Indices.Each Index, itsvolatility target, its decrement (if applicable) and its ticker is listed in the table below. Name of Index The Underlying Futures Index, which is also published by Citigroup Global Markets Limited, tracks the performance of futures contracts on theNasdaq-100 Index®.The Nasdaq-100 Index®, which is published by Nasdaq, Inc., is designed to measure the performance of the 100 largest non-financial companies listed on The Nasdaq Stock Market.Because the Underlying Futures Index tracks futures contracts on the Nasdaq-100Index®, rather than the Nasdaq-100 Index®directly, it is expected to be negatively impacted by an implicit financing cost, which is likely to causethe Underlying Futures Index to underperform the Nasdaq-100 Index®. As more fully described in this index supplement, each Index provides exposure to the Nasdaq-100 Index®that: ·may be leveraged up to 500%, or alternatively may reflect less than 100% participation, in an attempt to maintain its volatility target;·is reduced by an implicit financing cost;·may be subject to a decay effect; and·in the case of a decrement Index, is reduced by a decrement of 6% per annum. For these reasons, each Index is highly risky.Securities linked to an Index are suitable only for investors who understand and are capableof bearing the significant risks associated with an investment linked to an Index. This index supplement contains a description of the Indices, the Underlying Futures Index and certain risks associated with an investment insecurities linked to an Index.The specific terms of a particular issuance of securities linked to an Index will be set forth in a pricing supplementthat we will deliver in connection with that issuance and, to the extent not set forth in the pricing supplement, in a product supplement and in theaccompanying prospectus supplement and prospectus. The securities are unsecured debt securities of Citigroup Global Markets Holdings Inc., and the guarantee of the securities is an unsecuredobligation of Citigroup Inc.Accordingly, all payments on the securities are subject to the credit risk of Citigroup Global Markets Holdings Inc.and Citigroup Inc.If Citigroup Global Markets Holdings Inc. and Citigroup Inc. default on their obligations, you may not receive any paymentowed to you under the securities. You should carefully review the specific terms of the securities described in the applicable pricing supplement together with the informationcontained in this index supplement, the applicable product supplement and the accompanying prospectus supplement and prospectus beforeinvesting in securities linked to an Index. Investing in securities linked to an Index is subject to risks not associated with an investment in conventional debt securities.See “RiskFactors Relating to the Indices” beginning on page IS-4.Additional risk factors will be described in the applicable pricing supplement. Neither the Securities and Exchange Commission nor any state securities commission has approved or disapproved of the securities ordetermined if this index supplement, the applicable pricing supplement and product supplement or the accompanying prospectussupplement and prospectus is truthful or complete.Any representation to the contrary is a criminal offense. The securities, and the guarantee of the securities by Citigroup Inc., are not deposits or savings accounts but are, respectively, unsecured debtobligations of Citigroup Global Markets Holdings Inc. and unsecured obligations of Citigroup Inc.The securities are not insured or guaranteed bythe Federal Deposit Insurance Corporation or by any other governmental agency or instrumentality. We are responsible for the information contained or incorporated by reference in this index supplement, the applicable pricing supplement andproduct supplement and the accompanying prospectus supplement and prospectus.We have not authorized anyone to give you any otherinforma