Issuer Free Writing Prospectus

Filed Pursuant to Rule 433

Registration Statement Nos. 333-157386 and 333-157386-01

CitiFirst Structured Investments

Offerings Brochure for May 2011

April 29, 2011

NOTES | DEPOSITS | CERTIFICATES

CitiFirst

Table of Contents

Introduction to CitiFirst Structured Investments

CitiFirst Protection Investments

Market-Linked Notes Based on the Value of the Dow Jones Industrial AverageSM

CitiFirst Performance Investments

ELKS® Based Upon The Common Stock of Schlumberger N.V. (“SLB”)

ELKS® Based Upon the American Depositary Shares Representing the Ordinary Shares of Barclays PLC (“BCS”)

General Overview of Structures

Important Information for the Monthly Offerings

Overview of Key Benefits and Risks of Structured Investments

Additional Considerations

For all offerings documented herein (other than the Market-Linked Certificates of Deposit):

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Investment Products Not FDIC Insured May Lose Value No Bank Guarantee

Introduction to CitiFirst

Structured Investments

CitiFirst is the brand name for Citi’s offering of structured investments including notes, deposits, and certificates. Tailored to

meet the needs of a broad range of investors, CitiFirst structured investments are divided into three categories based on the

amount of principal due at maturity:

All returns and any principal amount due at maturity are subject to the applicable issuer or guarantor credit risk, with the

exception of the Market-Linked Certificates of Deposit which has FDIC insurance, subject to applicable limitations.

CitiFirst operates across all asset classes meaning that underlying assets include equities, commodities, currencies, interest

rates and alternative investments. When depicting a specific product, the relevant underlying asset will be shown as a symbol

on the cube:

For instance, if a CitiFirst Performance investment were based upon a single stock, which

belongs to an equity asset class, its symbol would be shown as follows:

Classification of structured investments into categories is not intended to guarantee particular results or performance. Though

the potential returns on structured investments are based upon the performance of the relevant underlying asset or index,

investing in a structured investment is not equivalent to investing directly in the underlying asset or index.

Investments provide for the full principal amount to be due at maturity, subject

to the credit risk of the issuer or guarantor, and are for investors who place a

priority on the preservation of principal while looking for a way to potentially

outperform cash or traditional fixed income investments

Investments provide for a payment due at maturity that may be less than the

principal amount but will be greater than zero due to some level of downside

protection and are for investors who are seeking the potential for current

income and/or growth, in addition to limited downside protection

Investments provide for a payment at maturity that may be zero and are for

investors who are willing to take full market risk in return for either leveraged

principal appreciation at a predetermined rate or access to a unique underlying

strategy

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Full principal amount due

at maturity

Payment due at maturity may be

less than the principal amount

Payment due at maturity

may be zero

Interest RateEquities Commodities Currencies s Alternative

Investments

Issuer: Citigroup Funding Inc.

Guarantee: Any payments due on the notes, including the repayment of principal, are fully and

unconditionally guaranteed by Citigroup Inc., Citigroup Funding Inc.’s parent company

Pricing date: May , 2011 (expected to price on or about May 24, 2011).

Maturity date: November 23, 2016

Issue Price: $1,000 per note

Principal due at maturity: Full principal amount due at maturity

Interest: The notes will bear interest at the fixed per annum rate of 0.50 %, payable semiannually

on each May and November (expected to be the 23rd day of each month).

Underlying Index: The Dow Jones Industrial AverageSM

Payment at maturity: $1,000 per note + note return amount. In no event will the payment at maturity

be less than $1,000.

Note return amount: The product of (i) $1000, (ii) the index percent change and (iii) the participation

rate, provided that the note return amount will not be less than $0.

Participation Rate: 60 % to 70 % (to be determined on the pricing date)

Index percent change: (final index value – initial index value) / initial index value

Initial index value: The index closing value on the pricing date

Final index value: The index closing value on the valuation date

CUSIP: 1730T0MG1

Listing: The notes will not be listed on any securities exchange.

Selling Concession: up to 3.00 %

Market-Linked Notes Based

on the Value of the Dow Jones

Industrial AverageSM

Indicative Terms*

Investor Profile

Investor Seeks:

Full principal amount due at maturity subject to the credit risk of the guarantor

Exposure to the Dow Jones Industrial AverageSM

A medium-term equity index-linked investment

Investor Can Accept:

A holding period of approximately 5.5 years

The possibility of losing part or all of the principal amount invested if not held to maturity

Please review the “Risk Factors Relating to the Notes” section of the applicable Pricing Supplement for a complete

description of the risks associated with this investment

For questions, please call your Financial Advisor

*The information listed above is not intended to be a complete description of all of the terms, risks and benefits of a particular investment. All maturities are approximate. All terms in brackets are indicative

only and will be set on the applicable pricing date. All returns and any principal amount due at maturity are subject to the applicable issuer or guarantor credit risk, with the exception of Market-Linked

Certificates of Deposit which has FDIC insurance, subject to applicable limitations. Please refer to the relevant investment’s offering documents and related material(s) for additional information.

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ELKS® Based Upon the

Common Stock of Schlumberger

N.V. (“SLB”)

Indicative Terms*

Issuer: Citigroup Funding Inc.

Guarantee: Any payments due on the ELKS are fully and unconditionally guaranteed by Citigroup Inc.,

Citigroup Funding Inc.’s parent company; however, you may receive an amount at maturity that

is less than the stated principal amount of your initial investment.

Issue price: $10 per ELKS

Underlying equity: The common stock of Schlumberger N.V. (NYSE symbol: “SLB”)

Pricing date: May , 2011 (expected to price on or about May 24, 2011

Issue date: May , 2011 (three business days after the pricing date).

Maturity date: November , 2011 (expected to be on or about November 23, 2011)

Valuation date: November , 2011 (expected to be three trading days before the maturity date)

Principal due at maturity*: Payment at maturity may be less than the principal amount

Coupon: [7.00 % to 9.00 %] per annum (approximately [3.50 % to 4.50 %] for the term of the

ELKS) paid monthly and computed on the basis of a 360-day year of twelve 30-day

months

Downside threshold closing price: $ (80.00 % of the initial equity price).

Initial equity price: $ , the closing price of the underlying equity on the pricing date.

Payment at maturity: For each $10 ELKS:

(1) a fixed number of shares of the underlying equity equal to the equity ratio (or, if you

exercise your cash election right, the cash value of those shares based on the closing price

of the underlying equity on the valuation date) if the closing price of the underlying equity

on any trading day from but excluding the pricing date to and including the valuation date

declines to or below the downside threshold closing price (to be determined on the pricing

date), or

(2) $10 in cash

Equity ratio: The number of shares of the underlying equity per ELKS equal to $10 divided by the initial

equity price (actual equity ratio to be determined on the pricing date).

Listing: None

CUSIP: 17316G123

Selling Concession: up to 1.50 %

Investor Profile

Investor Seeks:

Monthly fixed coupon

Contingent downside protection of approximately 20 %

A short-term equity-linked investment

Investor Can Accept:

A holding period of approximately 6 months

The possibility of losing part or all of the principal amount invested

Please review the “Key Risk Factors” section of the applicable Offering Summary for a complete description of the risks

associated with this investment

For questions, please call your Financial Advisor

*The information listed above is not intended to be a complete description of all of the terms, risks and benefits of a particular investment. All maturities are approximate. All terms in brackets are indicative

only and will be set on the applicable pricing date. All returns and any principal amount due at maturity are subject to the applicable issuer or guarantor credit risk, with the exception of Market-Linked

Certificates of Deposit which has FDIC insurance, subject to applicable limitations. Please refer to the relevant investment’s offering documents and related material(s) for additional information.

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ELKS® Based Upon the American

Depositary Shares Representing the

Ordinary Shares of Barclays PLC (“BCS”)

Indicative Terms*

Issuer: Citigroup Funding Inc.

Guarantee: Any payments due on the ELKS are fully and unconditionally guaranteed by Citigroup Inc.,

Citigroup Funding Inc.’s parent company; however, you may receive an amount at maturity that

is less than the stated principal amount of your initial investment.

Issue price: $10 per ELKS

Underlying equity: Ordinary Shares of Barclays PLC as represented by ADRs (NYSE symbol: “BCS”)

Pricing date: May , 2011 (expected to price on or about May 24, 2011, or if such day is not a scheduled

trading day, the next succeeding scheduled trading day).

Issue date: May , 2011 (three business days after the pricing date).

Maturity date: November , 2011 (expected to be on or about November 23, 2011)

Valuation date: November , 2011 (expected to be three trading days before the maturity date)

Principal due at maturity*: Payment at maturity may be less than the principal amount

Coupon: [8.00 % to 10.00 %] per annum (approximately [4.00 % to 5.00 %] for the term of the

ELKS) paid monthly and computed on the basis of a 360-day year of twelve 30-day months

Downside threshold closing

price:

$ (80.00 % of the initial equity price).

Initial equity price: $ , the closing price of the underlying equity on the pricing date.

Payment at maturity: For each $10 ELKS:

(1) a fixed number of ADRs of the underlying equity equal to the equity ratio (or, if you

exercise your cash election right, the cash value of those ADRs based on the closing price

of the underlying equity on the valuation date) if the closing price of the underlying equity

on any trading day from but excluding the pricing date to and including the valuation date

declines to or below the downside threshold closing price (to be determined on the pricing

date), or

(2) $10 in cash

Equity ratio: The number of shares of the underlying equity per ELKS equal to $10 divided by the initial

equity price (actual equity ratio to be determined on the pricing date).

Listing: None

CUSIP: 17317U204

Selling Concession: up to 1.50 %

Investor Profile

Investor Seeks:

Monthly fixed coupon

Contingent downside protection of approximately 20 %

A short-term equity-linked investment

Investor Can Accept:

A holding period of approximately 6 months

The possibility of losing part or all of the principal amount invested

Please review the “Risk Factors” section of the applicable Offering Summary for a complete description of the risks

associated with this investment

For questions, please call your Financial Advisor

*The information listed above is not intended to be a complete description of all of the terms, risks and benefits of a particular investment. All maturities are approximate. All terms in brackets are indicative

only and will be set on the applicable pricing date. All returns and any principal amount due at maturity are subject to the applicable issuer or guarantor credit risk, with the exception of Market-Linked

Certificates of Deposit which has FDIC insurance, subject to applicable limitations. Please refer to the relevant investment’s offering documents and related material(s) for additional information.

General Overview of Structures

Investments Maturity Risk Profile* Return*

Contingent

Absolute Return

MLDs/Notes

1-2 Years Full principal

amount due at

maturity

If the underlying never crosses either an upside or downside threshold, the return

on the investment equals the absolute value of the return of the underlying;

Otherwise the return equals zero

Contingent Upside

Participation

MLDs/Notes

1-3 Years Full principal

amount due at

maturity

If the underlying crosses an upside threshold, the return on the investment equals

an interest payment paid at maturity; Otherwise the return equals the greater of the

return of the underlying and zero

Minimum Coupon

Notes

3-5 Years Full principal

amount due at

maturity

If the underlying ever crosses an upside threshold during a coupon period, the

return for the coupon period equals the minimum coupon; Otherwise the return

for a coupon period equals the greater of the return of the underlying during the

coupon period and the minimum coupon

Safety First Trust

Certificates

3-6 Years Full principal

amount due at

maturity

The return on the investment equals the greater of the return of the underlying

multiplied by a participation rate and zero; sometimes the maximum return is capped

CitiFirst Protection Investments

CitiFirst Performance Investments

Investments Maturity Risk Profile* Return*

ELKS® 6-13

Months

Payment at

maturity may

be less than the

principal amount

A fixed coupon is paid regardless of the performance of the underlying. If the

underlying never crosses a downside threshold, the return on the investment

equals the coupons paid; Otherwise the return equals the sum of the coupons

paid and the return of the underlying at maturity

Buffer Notes 1-2 Years Payment at

maturity may

be less than the

principal amount

If the return of the underlying is positive at maturity, the return on the investment

equals the lesser of (a) the return of the underlying multiplied by a participation

rate and (b) the maximum return on the notes; Otherwise, the return equals the

lesser of (a) the return of the underlying plus the buffer amount and (b) zero

PACERSSM 1-3 Years Payment at

maturity may

be less than the

principal amount

If the underlying is equal to or greater than a threshold (such as its initial value)

on any call date, the note is called and the return on the investment equals a

fixed premium. If the note has not been called, at maturity, if the underlying has

crossed a downside threshold, the return on the investment equals the return of

the underlying, which will be negative; Otherwise the return equals zero

LASERSSM 3-4 Years Payment at

maturity may

be less than the

principal amount

If the return of the underlying is positive at maturity, the return on the

investment equals the return of the underlying multiplied by a participation rate

(some versions are subject to a maximum return on the notes). If the return of

the underlying is negative and the underlying has crossed a downside threshold,

the return on the investment equals the return of the underlying, which will be

negative; Otherwise the return equals zero

Investments Maturity Risk Profile* Return*

Upturn Notes 1-2 Years Payment at

maturity may be

zero

If the underlying is up at maturity, the return on the investment equals the lesser

of the return of the underlying multiplied by a participation rate and the maximum

return on the notes; Otherwise the return equals the return of the underlying Fixed Upside

Return Notes 1-2 Years Payment at

maturity may be zero

If the underlying is equal to or above its initial level at maturity, the return on the

investment equals a predetermined fixed amount; Otherwise the return equals the return of the underlying

Strategic Market Access Notes 3-4 Years Payment at maturity may be

zero The return on the investment equals the return of a unique index created by Citi

CitiFirst Opportunity Investments

*All returns and any principal amount due at maturity are subject to the applicable issuer or guarantor credit risk, with the exception of Market-Linked Certificates of Deposit which

has FDIC insurance, subject to applicable limitations. This is not a complete list of CitiFirst structures. The descriptions above are not intended to completely describe how an investment

works or to detail all of the terms, risks and benefits of a particular investment. The return profiles can change. Please refer to the offering documents and related material(s) of a particular

investment for a comprehensive description of the structure, terms, risks and benefits related to that investment.

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Important Information

for the Monthly Offerings

Investment Information

The investments set forth in the previous pages are intended for general indication only of the CitiFirst Structured

Investments offerings. The issuer reserves the right to terminate any offering prior to its pricing date or to close ticketing

early on any offering.

SEC Registered (Public) Offerings

Each issuer and guarantor, if applicable, has separately filed a registration statement (including a prospectus) with the

Securities and Exchange Commission (the “SEC”) for the SEC registered offerings by that issuer or guarantor, if applicable, to

which this communication relates. Before you invest in any of the registered offerings identified in this Offerings Brochure,

you should read the prospectus in the applicable registration statement and the other documents the issuer and guarantor, if

applicable, have filed with the SEC for more complete information about that issuer, the guarantor, if applicable, and offerings.

You may get these documents for free by visiting EDGAR on the SEC website at www.sec.gov.

For Registered Offerings Issued by: Citigroup Funding Inc.

Issuer’s Registration Statement Number: 333-157386

Issuer’s CIK on the SEC Website: 0001318281

Alternatively, you can request a prospectus and any other documents related to the offerings, either in hard copy or

electronic form, by calling toll-free 1-877-858-5407 or by calling your Financial Advisor.

The SEC registered securities described herein are not bank deposits but are senior, unsecured debt obligations of the issuer.

The SEC registered securities are not insured or guaranteed by the Federal Deposit Insurance Corporation (“FDIC”) or any

other governmental agency or instrumentality.

Market-Linked Certificates of Deposit

The Market-Linked Deposits (“MLDs”) are not SEC registered offerings and are not required to be so registered. For indicative

terms and conditions on any MLD, please contact your Financial Advisor or call the toll-free number 1-877-858-5407.

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Overview of Key Benefits

and Risks of Structured Investments

Benefits

Investors can access investments linked to a variety of underlying assets or

indices, such as domestic and foreign indices, exchange — traded funds,

commodities, foreign-exchange, interest rates, equities, or a combination

thereof.

Structured investments can offer unique risk/return profiles to match

investment objectives, such as the amount of principal due at maturity,

periodic income, and enhanced returns.

Risks

The risks below are not intended to be an exhaustive list of the risks

associated with a particular CitiFirst Structured Investment offering. Before

you invest in any CitiFirst Structured Investment you should thoroughly

review the particular investment’s offering document(s) and related

material(s) for a comprehensive description of the risks and considerations

associated with the particular investment.

Potential for Loss

The terms of certain investments provide that the full principal

amount is due at maturity, subject to the applicable issuer or guarantor

credit risk. However, if an investor sells or redeems such investment

prior to maturity, the investor may receive an amount less than his/her

original investment.

The terms of certain investments provide that the payment due at

maturity could be significantly less than the full principal amount and,

for certain investments, could be zero. In these cases, an investor may

receive an amount significantly less than his/her original investment

and may receive nothing at maturity of the investment.

Appreciation May Be Limited — Depending on the investment, an investor’s

appreciation may be limited by a maximum amount payable or by the extent

to which the return reflects the performance of the underlying asset or

index.

Issuer or Guarantor Credit Risk — All payments on CitiFirst Structured

Investments are dependent on the applicable issuer’s or guarantor’s ability to

pay all amounts due on these investments including any principal due at

maturity and therefore investors are subject to the credit risk of the

applicable issuer or guarantor.

Secondary Market — There may be little or no secondary market for a

particular investment. If the applicable offering document(s) so specifies, the

issuer may apply to list an investment on a securities exchange, but it is not

possible to predict whether any investment will meet the listing requirements

of that particular exchange, or if listed, whether any secondary market will

exist.

Resale Value of a CitiFirst Structured Investment May be Lower than Your

Initial Investment — Due to, among other things, the changes in the price of

and dividend yield on the underlying asset, interest rates, the earnings

performance of the issuer of the underlying asset, the applicable issuer or

guarantor of the CitiFirst Structured Investment’s perceived

creditworthiness, the investment may trade, if at all, at prices below its initial

issue price and an investor could receive substantially less than the amount

of his/her original investment upon any resale of the investment.

Volatility of the Underlying Asset or Index — Depending on the investment,

the amount you receive at maturity could depend on the price or value of the

underlying asset or index during the term of the trade as well as where the

price or value of the underlying asset or index is at maturity; thus, the

volatility of the underlying asset or index, which is the term used to describe

the size and frequency of market fluctuations in the price or value of the

underlying asset or index, may result in an investor receiving an amount less

than he/she would otherwise receive.

Potential for Lower Comparable Yield — The effective yield on any investment

may be less than that which would be payable on a conventional fixed-rate

debt security of the same issuer with comparable maturity.

Affiliate Research Reports and Commentary — Affiliates of the particular

issuer may publish research reports or otherwise express opinions or provide

recommendations from time to time regarding the underlying asset or index

which may influence the price or value of the underlying asset or index and,

therefore, the value of the investment. Further, any research, opinion or

recommendation expressed within such research reports may not be

consistent with purchasing, holding or selling the investment.

The United States Federal Income Tax Consequences of Structured

Investments are Uncertain — No statutory, judicial or administrative

authority directly addresses the characterization of structured investments

for U.S. federal income tax purposes. The tax treatment of a structured

investment may be very different than that of its underlying asset. As a

result, significant aspects of the U.S. federal income tax consequences and

treatment of an investment are not certain. The offering document(s) for

each structured investment contains tax conclusions and discussions about

the expected U.S. federal income tax consequences and treatment of the

related structured investment. However, no ruling is being requested from

the Internal Revenue Service with respect to any structured investment and

no assurance can be given that the Internal Revenue Service will agree with

the tax conclusions and treatment expressed within the offering document(s)

of a particular structured investment. Citigroup Global Markets Inc., its

affiliates, and employees do not provide tax or legal advice. Investors should

consult with their own professional advisor(s) on such matters before

investing in any structured investment.

Fees and Conflicts — The issuer of a structured investment and its affiliates

may play a variety of roles in connection with the investment, including

acting as calculation agent and hedging the issuer’s obligations under the

investment. In performing these duties, the economic interests of the

affiliates of the issuer may be adverse to the interest of the investor.

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Additional Considerations

Please note that the information contained in this brochure is current as of the date indicated and is not intended to be a complete description of the terms, risks and benefits associated with any particular structured investment. Therefore, all of the information set forth herein is qualified in its entirety by the more detailed information provided in the offering documents(s) and related material for the respective structured investment.

The structured investments discussed within this brochure are not suitable for all investors. Prospective investors should evaluate their financial objectives and tolerance for risk prior to investing in any structured investment.

Tax Disclosure

Citigroup Global Markets Inc., its affiliates and employees do not provide tax or legal advice. To the extent that this brochure or any offering document(s) concerns tax matters, it is not intended to be used and cannot be used by a taxpayer for the purpose of avoiding penalties that may be imposed by law. Any such taxpayer should seek advice based on the taxpayer’s particular circumstances from an independent tax advisor.

ERISA and IRA Purchase Considerations

Employee benefit plans subject to ERISA, entities the assets of which are

deemed to constitute the assets of such plans, governmental or other plans

subject to laws substantially similar to ERISA and retirement accounts

(including Keogh, SEP and SIMPLE plans, individual retirement accounts and

individual retirement annuities) are permitted to purchase structured

investments as long as either (A) (1) no Citigroup Global Markets affiliate or

employee is a fiduciary to such plan or retirement account that has or exercises

any discretionary authority or control with respect to the assets of such plan or

retirement account used to purchase the structured investments or renders

investment advice with respect to those assets, and (2) such plan or retirement

account is paying no more than adequate consideration for the structured

investments or (B) its acquisition and holding of the structured in is not

prohibited by any such provisions or laws or is exempt from any such

prohibition.

However, individual retirement accounts, individual retirement annuities and

Keogh plans, as well as employee benefit plans that permit participants to

direct the investment of their accounts, will not be permitted to purchase or

hold the structured investments if the account, plan or annuity is for the

benefit of an employee of Citigroup Global Markets or Morgan Stanley Smith

Barney or a family member and the employee receives any compensation (such

as, for example, an addition to bonus) based on the purchase of structured

investments by the account, plan or annuity. You should refer to the section

“ERISA Matters” in the applicable offering document(s) for more information.

Distribution Limitations and Considerations

This document may not be distributed in any jurisdiction where it is unlawful to

do so. The investments described in this document may not be marketed, or

sold or be available for offer or sale in any jurisdiction outside of the U.S.,

unless explicitly stated in the offering document(s) and related materials. In

particular:

WARNING TO INVESTORS IN HONG KONG ONLY: The contents of this document have not been reviewed by any regulatory authority in Hong Kong. Investors are advised to exercise caution in relation to the offer. If Investors are in any doubt about any of thecontents of this document, they should obtain independent professional advice. This offer is not being made in Hong Kong, by means of any document, other than (1) to persons whose ordinary business it is to buy or sell shares or debentures (whether as principal or agent); (2) to “professional investors” within the meaning of the Securities and Futures Ordinance (Cap. 571) of Hong Kong (the “SFO”) and any rules made under the SFO; or (3) in other

circumstances which do not result in the document being a “prospectus” as defined in the Companies Ordinance (Cap. 32) of HongKong (the “CO”) or which do not constitute an offer to the public within the meaning of the CO. There is no advertisement, invitation or document relating to structured investments, which is directed at, or the contents of which are likely to be accessed or read by, the public in Hong Kong (except if permitted to do so

under the laws of Hong Kong) other than with respect to structured investments which are or are intended to be disposed of only topersons

outside Hong Kong or only to the persons or in the circumstances described in the preceding paragraph.

WARNING TO INVESTORS IN SINGAPORE ONLY: This document has not been registered as a prospectus with the Monetary Authority of Singapore under the

Securities and Futures Act, Chapter 289 of the Singapore Statutes (the Securities and Futures Act). Accordingly, neither this document nor any other

document or material in connection with the offer or sale, or invitation for subscription or purchase, of the structured investments may be circulated or distributed, nor may the structured investments be offered or sold, or be made the subject of an invitation for subscription or purchase, whether directly or indirectly, to the public or any member of the public in Singapore other than in circumstances where the registration of a prospectus is not required and thus

only (1) to an institutional investor or other person falling within section 274 of the Securities and Futures Act, (2) to a relevant person (as defined in section 275 of the Securities and Futures Act) or to any person pursuant to section 275(1A) of the Securities and Futures Act and in accordance with the conditions specified in section 275 of that Act, or (3) pursuant to, and in accordance with the conditions of, any other applicable provision of the Securities and Futures

Act. No person receiving a copy of this document may treat the same as constituting any invitation to him/her, unless in the relevant territory such an invitation could be lawfully made to him/her without compliance with any registration or other legal requirements or where such registration or other legal requirements have been complied with. Each of the following relevant persons specified in Section 275 of the Securities and Futures Act who has

subscribed for or purchased structured investments, namely a person who is: (a) a corporation (which is not an accredited investor) the sole business of which is to hold investments and the entire share capital of which is owned by one or more individuals, each of whom is an accredited investor, or (b) a trust (other than a trust the trustee of which is an accredited investor) whose sole purpose is to hold investments and of which each beneficiary is an individual who is an accredited investor, should note that securities of that corporation or the beneficiaries’ rights and interest in that trust may not be transferred for 6 months after that corporation or that trust has acquired the structured investments under Section 275 of the Securities and Futures Act pursuant to an offer made in reliance on an exemption under Section 275 of the

Securities and Futures Act unless: (i) the transfer is made only to institutional investors, or relevant persons as

defined in Section 275(2) of that Act, or arises from an offer referred to in Section 275(1A) of that Act (in the case of a corporation) or in accordance with Section 276(4)(i)(B) of that Act (in the case of a trust);

(ii) no consideration is or will be given for the transfer; or

(iii) the transfer is by operation of law.

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Notes

11

For more information, please go to www.citifirst.com

At Citi, our talented professionals are dedicated to delivering innovative value added investments and services to our clients

across the globe. Our teams in structuring, marketing, sales and trading are focused on educating our distribution partners

and putting clients first.

To discuss CitiFirst structured investment ideas and strategies, Financial Advisors, Private Bankers and other distribution

partners may call our sales team. Private Investors should call their financial advisor or private banker.

Client service number for Financial Advisors and Distribution Partners in the Americas:

+1 (212) 723-7005 and +1 (212) 723-7288

ELKS® is a registered service mark of Citigroup Global Markets Inc.

Dow Jones Industrial AverageSM is a service mark of Dow Jones & Company, Inc. (“Dow Jones”) and has been licensed for use by Citigroup Funding Inc. The Notes described herein are not

sponsored, endorsed, sold or promoted by Dow Jones and Dow Jones makes no warranties and bears no liability with respect to the Notes.

©2011 Citigroup Global Markets Inc. All rights reserved. Citi and Citi and Arc Design are trademarks and service marks of Citigroup Inc. or its subsidiaries and are used and registered

throughout the world.

CitiFirst