Form FWP CITIGROUP INC Filed by: CITIGROUP INC

Issuer:

Ratings*:

Ranking:

Trade Date:

Settlement Date:

Maturity:

Par Amount:

Treasury Benchmark:

Treasury Price:

Treasury Yield:

Re-offer Spread to Benchmark:

Re-offer Yield:

Semi-Annual Coupon:

Public Offering Price:

Net Proceeds to Citigroup:

Interest Payment Dates:

Day Count:

Defeasance:

Redemption at Issuer Option:

We may redeem the notes, at our option, in whole at any time or in part from time to time, on or after June 8, 2017 and prior to November 8, 2021, at a redemption price equal to the sum of (i) 100% of the principal amount of the notes being redeemed plus accrued and unpaid interest thereon to, but excluding, the date of redemption; and (ii) the Make-Whole Amount (as defined in the Issuer’s Prospectus dated October 14, 2016 (the “Prospectus”)), if any, with respect to such notes. The Reinvestment Rate (as defined in the Prospectus) will equal the Treasury Yield defined therein calculated to November 8, 2021, plus 0.200%.

We may redeem the notes, at our option, in whole, but not in part, on or after November 8, 2021 at a redemption price equal to 100% of the principal amount of the notes plus accrued and unpaid interest thereon to, but excluding, the date of redemption.

Redemption for Tax Purposes:

Sinking Fund:

Listing:

Minimum Denominations/Multiples:

CUSIP:

ISIN:

Sole Book Manager:

Senior Co-Managers: