UNITED STATES
    SECURITIES AND EXCHANGE COMMISSION
    WASHINGTON, D.C. 20549
  FORM 10-Q
  (X) QUARTERLY REPORT
    PURSUANT TO SECTION 13 or 15(d)
 OF THE SECURITIES EXCHANGE ACT
    OF 1934
  March 31, 2009
  OR ( ) TRANSITION REPORT
    PURSUANT TO SECTION 13 OR 15(d)
 OF THE SECURITIES EXCHANGE ACT
    OF 1934
  
  000-30455
  CITIGROUP GLOBAL
    DIVERSIFIED FUTURES FUND L.P.
    New York

13-4015586(State or other jurisdiction of
    incorporation or organization)

(I.R.S. Employer
    Identification No.)   c/o Citigroup
    Managed Futures LLC
 55 East 59th Street
      10th Floor
 New York, New York
    10022
    (212) 559-2011
       Yes X  No
    Yes   No
    Large
    accelerated filer
    Accelerated filer
    Non-accelerated filer X
    Smaller reporting company  Rule 12b-2
  Yes   No X




---



##### 



CITIGROUP GLOBAL DIVERSIFIED FUTURES FUND L.P.
  FORM 10-Q
  INDEX
  PageNumberPART I  Financial Information:Item 1.

Financial Statements:Statements of Financial Condition at
    March 31, 2009 and December 31, 2008 (unaudited)

3Schedules of Investments at March 31, 2009 and
    December 31, 2008 (unaudited)

4  5Statements of Income and Expenses and Partners Capital
    for
    the three  months ended March 31, 2009 and 2008
    (unaudited)

6Notes to Financial Statements (unaudited)

7  14Item 2.

Managements Discussion and Analysis of Financial
    Condition
    and Results of Operations

15  18Item 3.

Quantitative and Qualitative Disclosures about Market Risk

19  20Item 4T.

Controls and Procedures

21PART II  Other Information

22  24  2




---



##### 



PART I Item 1.
    Financial Statements   Citigroup Global Diversified Futures Fund L.P.Statements of Financial Condition
    (Unaudited)
  March 31,
    
    
    December 31,2009
    
    
    2008Assets:Investment in Partnerships, at fair value
    
    $
    30,317,821
    
    
    $
    37,284,594Equity in trading account:Cash
    
    
    3,940,653
    
    
    
    5,558,203Cash margin
    
    
    1,040,227
    
    
    
    Net unrealized appreciation on open futures contracts
    
    
    60,639
    
    
    
    35,359,340
    
    
    
    42,842,797Interest receivable
    
    
    457
    
    
    
    82Total assets
    
    $
    35,359,797
    
    
    $
    42,842,879Liabilities and Partners Capital:Liabilities:Net unrealized depreciation on open forward contracts
    
    $
    62,485
    
    
    $
    Accrued expenses:Brokerage commissions
    
    
    158,838
    
    
    
    192,793Management fees
    
    
    51,862
    
    
    
    62,786Incentive fees
    
    
    
    
    
    
    1,958,313Other
    
    
    44,421
    
    
    
    52,504Redemptions payable
    
    
    761,413
    
    
    
    1,356,599Total liabilities
    
    
    1,079,019
    
    
    
    3,622,995Partners Capital:General Partner, 421.6204 Unit equivalents outstanding at
March 31, 2009 and December 31, 2008, respectively
    
    
    848,014
    
    
    
    892,777Limited Partners, 16,622.2705 and 18,100.2695
Redeemable Units of Limited Partnership Interest outstanding
at March 31, 2009 and December 31, 2008, respectively
    
    
    33,432,764
    
    
    
    38,327,107Total partners capital
    
    
    34,280,778
    
    
    
    39,219,884Total liabilities and partners capital
    
    $
    35,359,797
    
    
    $
    42,842,879
    3




---



##### 



Citigroup
    Global Diversified Futures Fund L.P.
March 31, 2009Schedule of Investments
    (Unaudited)
  Notional($)/Number of






% of PartnersFutures Contracts Purchased

Contracts



Fair Value


CapitalCurrencies
    

    25

    $
    (19,155
    )
    
    
    (0.06)
    %Energy
    

2

    
    3,020
    
    
    
    0.01Grains
    

8

    
    3,587
    
    
    
    0.01Indices
    

9

    
    (849
    )
    
    
    (0.00)
    *Interest Rates U.S.
    

79

    
    2,406
    
    
    
    0.01Interest Rates Non-U.S.
    

96

    
    42,106
    
    
    
    0.12Metals
    

11

    
    15,860
    
    
    
    0.04Softs
    

1

    
    544
    
    
    
    0.00
    *Total futures contracts purchased
    



    
    47,519
    
    
    
    0.13Futures Contracts SoldCurrencies
    

5

    
    7,500
    
    
    
    0.02Energy
    

3

    
    2,380
    
    
    
    0.01Interest Rates Non-U.S.
    

25

    
    3,240
    
    
    
    0.01Total futures contracts sold
    



    
    13,120
    
    
    
    0.04Net
unrealized appreciation on open futures contracts
    



    
    60,639
    **
    
    
    0.17Unrealized Appreciation on Open Forward ContractsCurrencies
    

2,872,692

    
    64,301
    
    
    
    0.19Total unrealized appreciation on open forward
contracts
    



    
    64,301
    
    
    
    0.19Unrealized Depreciation on Open Forward ContractsCurrencies
    

3,461,162

    
    (126,786
    )
    
    
    (0.37
    )Total unrealized depreciation on open forward
contracts
    



    
    (126,786
    )
    
    
    (0.37
    )Net unrealized depreciation on open forward contracts
    



    
    (62,485)
    ***
    
    
    (0.18
    )Investment in PartnershipsCMF Campbell Master Fund L.P.
    



    
    8,011,182
    
    
    
    23.37CMF Aspect Master Fund L.P.
    



    
    10,648,250
    
    
    
    31.06CMF Altis Master Fund L.P.
    



    
    11,658,389
    
    
    
    34.01Total Investment in Partnerships
    



    
    30,317,821
    
    
    
    88.44Total fair value
    



    $
    30,315,975
    
    
    $
    88.43
    %





|    |  |                                                                                                                            
|--- |  | ---------------------------------------------------------------------------------------------------------------------------
|*   |  | Due to rounding                                                                                                            
|   
|**  |  | This amount is included in Net unrealized appreciation on open futures contracts
on the Statements of Financial Condition
|   
|*** |  | This amount is included in Net unrealized depreciation on open forward contracts
on the Statements of Financial Condition



4



---



##### 



Citigroup
    Global Diversified Futures Fund L.P.
    Schedule of Investments
    December 31, 2008
    (Unaudited)
  % of PartnersFair Value


CapitalInvestment in PartnershipsCMF Campbell Master Fund L.P.

$
8,558,897



21.82
%CMF Aspect Master Fund L.P.


13,187,938



33.63CMF Altis Partners Master Fund L.P.


15,537,759



39.62Total fair value

$
37,284,594



95.07
%    5




---



##### 



Citigroup Global Diversified Futures Fund L.P.Statements of Income and Expenses and
    Partners Capital
    (Unaudited)
  Three Months EndedMarch 31,2009
    
    
    2008Income:Net gains (losses) on trading of commodity interests and
investment in Partnerships:Net realized gains (losses) on closed contracts
    
    $
    (370,063
    )
    
    $
    Net realized gains (losses) on investment in Partnerships
    
    
    1,318,915
    
    
    
    6,300,000Change in net unrealized gains (losses) on open contracts
    
    
    (1,846
    )
    
    
    Change in net unrealized gains (losses) on
investments in Partnerships
    
    
    (2,141,177
    )
    
    
    (2,576,689
    )Gain (loss) from trading, net
    
    
    (1,194,171
    )
    
    
    3,723,311Interest income
    
    
    1,124
    
    
    
    Interest income from investment in Partnerships
    
    
    7,002
    
    
    
    175,098Total income (loss)
    
    
    (1,186,045
    )
    
    
    3,898,409Expenses:Brokerage
commissions including clearing fees
    
    
    514,677
    
    
    
    597,646Management fees
    
    
    164,255
    
    
    
    183,762Incentive fees
    
    
    
    
    
    
    520,380Other
    
    
    27,629
    
    
    
    21,730Total expenses
    
    
    706,561
    
    
    
    1,323,518Net income (loss)
    
    
    (1,892,606
    )
    
    
    2,574,891Redemptions  Limited Partners
    
    
    (3,046,500
    )
    
    
    (1,017,509
    )Net increase (decrease) in Partners Capital
    
    
    (4,939,106
    )
    
    
    1,557,382Partners Capital, beginning of period
    
    
    39,219,884
    
    
    
    40,119,571Partners Capital, end of period
    
    $
    34,280,778
    
    
    $
    41,676,953Net asset value per  Unit
(17,043.8909 and 22,769.3904 Units outstanding
at March 31, 2009 and 2008, respectively)
    
    $
    2,011.32
    
    
    $
    1,830.39Net income (loss) per Redeemable Unit of Limited Partnership
Interest and General Partner Unit equivalent
    
    $
    (106.17
    )
    
    $
    110.48
    6




---



##### 



Citigroup Global Diversified Futures Fund L.P.Notes to Financial Statements
    March 31, 2009
    (Unaudited)
  1.
    General:  
    Global Wealth Management
      Form 10-K
          7




---



##### 



Citigroup Global Diversified Futures Fund L.P.
    Notes to Financial Statements
    March 31, 2009
    (Unaudited)
  2.
    Financial
    Highlights:    Three Months EndedMarch 31,2009
    
    
    2008Net realized and unrealized gains (losses) *
    
    $
    (96.03
    )
    
    $
    134.08Interest Income
    
    
    0.45
    
    
    
    7.55Expenses **
    
    
    (10.59
    )
    
    
    (31.15
    )Increase (decrease) for the period
    
    
    (106.17
    )
    
    
    110.48Net Asset Value per Redeemable Unit, beginning of period
    
    
    2,117.49
    
    
    
    1,719.91Net Asset Value per Redeemable Unit, end of period
    
    $
    2,011.32
    
    
    $
    1,830.39
   *
    
    Includes brokerage commissions  **
    
    Excludes brokerage commissions  Three Months EndedMarch 31,2009


2008Ratios to Average Net Assets:***Net investment income (loss) before incentive fees****


(7.7
)%


(6.1
)%Operating expense


7.8
%


7.8
%Incentive fees



%


1.3
%Total expenses


7.8
%


9.1
%Total return:Total return before incentive fees


(5.0
)%


7.8
%Incentive fees



%


(1.4
)%Total return after incentive fees


(5.0
)%


6.4
%   ***
    
    Annualized (other than incentive fees)  ****
    
    Interest income less total expenses (exclusive of incentive fees)    3.
    Trading
    Activities:      8




---



##### 



Citigroup Global Diversified Futures Fund L.P.
    Notes to Financial Statements
    March 31, 2009
    (Unaudited)
      March 31, 2009Gain (loss)Sector
    
    from tradingCurrencies
    
    $
    (179,902
    )Energy
    
    
    14,850Grains
    
    
    (8,388
    )Indices
    
    
    (10,522
    )Interest Rates U.S.
    
    
    (67,166
    )Interest Rates Non-U.S.
    
    
    (103,885
    )Metals
    
    
    1,558Softs
    
    
    (18,454
    )Total
    
    $
    (371,909
    )




---



##### 



Citigroup Global Diversified Futures Fund L.P.
    Notes to Financial Statements
    March 31, 2009
    (Unaudited)
 4.
    Fair
    Value Measurements:  Investments.
  Fair Value Measurements. Fair Value Measurements No. FAS 157-2, Effective Date of FASB Statement No. 157
    Quoted Prices inActive Markets

Significant Other

Significantfor Identical

Observable Inputs

Unobservable3/31/2009

Assets (Level 1)

(Level 2)

Inputs (Level 3)AssetsFutures
    
    $
    60,639
    
    
    $
    60,639
    
    
    $
    
    
    
    $
    Investment in Partnerships
    
    
    30,317,821
    
    
    
    
    
    
    
    30,317,821
    
    
    
    Total assets
    
    
    30,378,460
    
    
    $
    60,639
    
    
    $
    30,317,821
    
    
    
    LiabilitiesForwards
    
    $
    62,485
    
    
    $
    
    
    
    $
    62,485
    
    
    
    Total liabilities
    
    
    62,485
    
    
    $
    
    
    
    $
    62,485
    
    
    $
    Total fair value
    
    $
    30,315,975
    
    
    $
    60,639
    
    
    $
    30,255,336
    
    
    $
      10




---



##### 



Citigroup Global Diversified Futures Fund L.P.
    Notes to Financial Statements
    March 31, 2009
    (Unaudited)
  5.
    Investment
    in Partnerships:




---



##### 



Citigroup Global Diversified Futures Fund L.P.
    Notes to Financial Statements
    March 31, 2009
    (Unaudited)
    give-up,
      March 31, 2009Total Assets


Total Liabilities


Total CapitalCampbell Master
    
    $
    110,228,900
    
    
    $
    712,362
    
    
    $
    109,516,538Aspect Master
    
    
    209,855,740
    
    
    
    2,700,536
    
    
    
    207,155,204Altis Master
    
    
    84,214,953
    
    
    
    315,168
    
    
    
    83,899,785Total
    
    $
    404,299,593
    
    
    $
    3,728,066
    
    
    $
    400,571,527December 31, 2008Total Assets


Total Liabilities


Total CapitalCampbell Master

$
127,587,225


$
112,263


$
127,474,962Aspect Master


240,236,167



881,834



239,354,333Altis Master


99,300,545



17,963



99,282,582Total

$
467,123,937


$
1,012,060


$
466,111,877






12



---



##### 



Citigroup Global Diversified Futures Fund L.P.
    Notes to Financial Statements
    March 31, 2009
    (Unaudited)
    March 31, 2009


For the three months ended March 31, 2009% of








Expenses


NetPartnerships


Fair


Income








Income


Investment

RedemptionsFund

Net Assets


Value


(Loss)


Commissions


Other


(Loss)


Objective

PermittedFMECampbell Master
    
    
    23.37
    %
    
    $
    8,011,182
    
    
    $
    30,592
    
    
    $
    1,143
    
    
    $
    816
    
    
    $
    28,633
    
    
    Portfolio
    
    MonthlyAspect Master
    
    
    31.06
    %
    
    
    10,648,250
    
    
    
    (141,305
    )
    
    
    1,967
    
    
    
    503
    
    
    
    (143,775
    )
    
    Commodity
 Portfolio
    
    MonthlyAltis Master
    
    
    34.01
    %
    
    
    11,658,389
    
    
    
    (704,547
    )
    
    
    5,837
    
    
    
    1,540
    
    
    
    (711,924
    )
    
    Commodity
 Portfolio
    
    MonthlyTotal
    
    
    
    
    
    $
    30,317,821
    
    
    $
    (815,260
    )
    
    $
    8,947
    
    
    $
    2,859
    
    
    $
    (827,066
    )   December 31, 2008


For the three months ended March 31, 2008% of








Expenses


NetPartnerships


Fair


Income








Income


Investment

RedemptionsFund

Net Assets


Value


(Loss)


Commissions


Other


(Loss)


Objective

PermittedCampbell Master


21.82
%

$
8,558,897


$
148,122


$
2,064


$
448


$
145,610


FME
Portfolio


MonthlyAspect Master


33.63
%


13,187,938



2,050,374



6,813



406



2,043,155


Commodity
    Portfolio


MonthlyAltis Master


39.62
%


15,537,759



1,699,913



10,438



2,035



1,687,440


Commodity
    Portfolio


MonthlyTotal





$
37,284,594


$
3,898,409


$
19,315


$
2,889


$
3,876,205   6.
    Financial
    Instrument Risks:        13




---



##### 



Citigroup Global Diversified Futures Fund L.P.
    Notes to Financial Statements
    March 31, 2009
    (Unaudited)




---



##### 



Item 2.
    Managements
    Discussion and Analysis of Financial Condition and Results of
    Operations.  Liquidity
    and Capital Resources
        Critical
    Accounting Policies
 Use of Estimates.
 Statement of Cash Flows.
 Investments.
 Fair Value Measurements. Fair Value Measurements No. FAS 157-2, Effective Date of FASB Statement No. 157
 15




---



##### 



Futures
Contracts.
 Forward Foreign Currency Contracts.
 London Metals Exchange Forward Contracts.
 Options.
 Income Taxes.
   Recent Accounting Pronouncements.
 16




---



##### 



Results
    of Operations
       17




---



##### 



and/or 90-day
       18




---



##### 



Item 3.
    Quantitative
    and Qualitative Disclosures about Market Risk          one-day
  Form 10-K
  March 31, 2009

       (Unaudited)
  Three months ended March 31, 2009% of Total
    
    
    High
    
    
    Low
    
    
    AverageMarket Sector
    
    Value at Risk
    
    
    Capitalization
    
    
    Value at Risk
    
    
    Value at Risk
    
    
    Value at Risk*Currencies
    
    $
    557,413
    
    
    
    1.63
    %
    
    $
    557,413
    
    
    $
    19,430
    
    
    $
    355,831Energy
    
    
    16,750
    
    
    
    0.05
    %
    
    
    16,750
    
    
    
    4,500
    
    
    
    9,000Grains
    
    
    12,000
    
    
    
    0.04
    %
    
    
    17,000
    
    
    
    3,000
    
    
    
    12,333Interest Rates U.S.
    
    
    96,900
    
    
    
    0.28
    %
    
    
    96,900
    
    
    
    5,200
    
    
    
    57,250Interest Rates Non -U.S.
    
    
    118,039
    
    
    
    0.34
    %
    
    
    152,350
    
    
    
    51,782
    
    
    
    93,180Metals
    
    
    49,242
    
    
    
    0.14
    %
    
    
    49,242
    
    
    
    3,999
    
    
    
    24,412Softs
    
    
    2,700
    
    
    
    0.01
    %
    
    
    24,300
    
    
    
    2,300
    
    
    
    15,000Indices
    
    
    78,801
    
    
    
    0.23
    %
    
    
    162,767
    
    
    
    8,476
    
    
    
    116,570Total
    
    $
    931,845
    
    
    
    2.72
    %
 
 *
    
    Average month-end Values at Risk    March 31, 2009

       (Unaudited)
  Three Months ended March 31, 2009% of Total
    
    
    High
    
    
    Low
    
    
    AverageMarket Sector
    
    Value at Risk
    
    
    Capitalization
    
    
    Value at Risk
    
    
    Value at Risk
    
    
    Value at Risk*Currencies
    
    $
    3,551,925
    
    
    
    3.24
    %
    
    $
    3,784,166
    
    
    $
    2,175,779
    
    
    $
    2,853,507Energy
    
    
    482,142
    
    
    
    0.44
    %
    
    
    610,650
    
    
    
    101,352
    
    
    
    332,741Interest Rates U.S.
    
    
    305,160
    
    
    
    0.28
    %
    
    
    343,825
    
    
    
    59,818
    
    
    
    221,413Interest Rates Non-U.S.
    
    
    2,286,465
    
    
    
    2.09
    %
    
    
    2,442,697
    
    
    
    1,439,949
    
    
    
    1,825,642Metals
    
    
    496,467
    
    
    
    0.45
    %
    
    
    557,762
    
    
    
    233,479
    
    
    
    401,128Indices
    
    
    3,005,159
    
    
    
    2.75
    %
    
    
    4,565,846
    
    
    
    1,404,512
    
    
    
    2,738,659Total
    
    $
    10,127,318
    
    
    
    9.25
    %
     *
    
    Average month-end Values at Risk  19




---



##### 



March 31,
    2009
    (Unaudited)
 Three Months Ended March 31, 2009% of Total
    
    
    High
    
    
    Low
    
    
    AverageMarket Sector
    
    Value at Risk
    
    
    Capitalization
    
    
    Value at Risk
    
    
    Value at Risk
    
    
    Value at Risk*Currencies
    
    $
    4,126,919
    
    
    
    1.99
    %
    
    $
    5,853,840
    
    
    $
    2,836,858
    
    
    $
    4,451,524Energy
    
    
    743,960
    
    
    
    0.36
    %
    
    
    1,729,802
    
    
    
    723,160
    
    
    
    1,147,757Grains
    
    
    574,998
    
    
    
    0.28
    %
    
    
    853,184
    
    
    
    336,132
    
    
    
    583,598Interest Rates U.S.
    
    
    369,500
    
    
    
    0.18
    %
    
    
    1,623,300
    
    
    
    68,325
    
    
    
    873,900Interest Rates Non-U.S.
    
    
    3,331,599
    
    
    
    1.61
    %
    
    
    7,058,907
    
    
    
    3,056,662
    
    
    
    5,312,324Livestock
    
    
    225,600
    
    
    
    0.11
    %
    
    
    247,500
    
    
    
    130,800
    
    
    
    216,067Lumber
    
    
    2,200
    
    
    
    0.00
    %**
    
    
    2,200
    
    
    
    1,100
    
    
    
    2,200Metals
    
    
    1,627,890
    
    
    
    0.78
    %
    
    
    3,001,846
    
    
    
    1,409,667
    
    
    
    2,210,544Softs
    
    
    1,074,369
    
    
    
    0.52
    %
    
    
    1,117,032
    
    
    
    648,164
    
    
    
    947,488Indices
    
    
    1,604,586
    
    
    
    0.77
    %
    
    
    4,024,021
    
    
    
    735,579
    
    
    
    1,559,935Total
    
    $
    13,681,621
    
    
    
    6.60
    %
     *
    
    Average month-end Values at Risk**
    
    Due to rounding     March 31,
    2009
    (Unaudited)
  Three Months Ended March 31, 2009% of Total
    
    
    High
    
    
    Low
    
    
    AverageMarket Sector
    
    Value at Risk
    
    
    Capitalization
    
    
    Value at Risk
    
    
    Value at Risk
    
    
    Value at Risk *Currencies
    
    $
    967,484
    
    
    
    1.15
    %
    
    $
    2,264,297
    
    
    $
    598,360
    
    
    $
    1,468,980Energy
    
    
    1,103,486
    
    
    
    1.31
    %
    
    
    2,059,353
    
    
    
    570,944
    
    
    
    1,364,364Grains
    
    
    471,554
    
    
    
    0.56
    %
    
    
    1,137,757
    
    
    
    169,964
    
    
    
    548,046Interest Rates U.S.
    
    
    975,800
    
    
    
    1.16
    %
    
    
    1,344,800
    
    
    
    265,892
    
    
    
    1,016,362Interest Rates Non -U.S.
    
    
    1,764,795
    
    
    
    2.10
    %
    
    
    2,354,713
    
    
    
    1,459,661
    
    
    
    1,930,106Livestock
    
    
    197,700
    
    
    
    0.24
    %
    
    
    302,700
    
    
    
    157,860
    
    
    
    221,067Metals
    
    
    1,273,208
    
    
    
    1.52
    %
    
    
    1,926,819
    
    
    
    844,979
    
    
    
    1,286,748Softs
    
    
    635,096
    
    
    
    0.76
    %
    
    
    815,920
    
    
    
    394,526
    
    
    
    633,943Indices
    
    
    822,911
    
    
    
    0.98
    %
    
    
    2,032,460
    
    
    
    512,202
    
    
    
    1,058,819Lumber
    
    
    30,800
    
    
    
    0.04
    %
    
    
    50,600
    
    
    
    26,400
    
    
    
    36,300Total
    
    $
    8,242,834
    
    
    
    9.82
    %
     *
    
    Average month-end Values at Risk 20




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##### 



Item 4T.
    Controls
    and Procedures.      Rules 13a-15(e) 15d-15(e)
  internal control over financial
    reporting
  
    pertain to the maintenance of records that in reasonable detail
    accurately and fairly reflect the transactions and dispositions
    of the assets of the Partnership;
    provide reasonable assurance that (i) transactions are
    recorded as necessary to permit preparation of financial
    statements in accordance with GAAP, and (ii) the Partnerships
    receipts are handled and expenditures are made only pursuant to
    authorizations of the General Partner; and
    provide reasonable assurance regarding prevention or timely
    detection of unauthorized acquisition, use or disposition of the
    Partnerships assets that could have a material effect on
    the financial statements.   21




---



##### 



PART II.
    OTHER INFORMATION Item 1.    Legal Proceedings
  Enron-Related Civil Actions
 DK Acquisition Partners, L.P., et al. v. J.P. Morgan Chase &
Co., et al., Avenue Capital Management II, L.P., et al. v. J.P. Morgan Chase & Co., et al.
 Research Analyst Litigation
 In Re Salomon Analyst Metromedia Litigation
 Subprime-Mortgage-Related Litigation and Other Matters
 In Re Citigroup Inc.
Bond Litigation
 Buckingham v.
Citigroup Inc , et al. Chen v. Citigroup Inc et al. In Re Citigroup Inc Bond Litigation Pellegrini v. Citigroup Inc et al. Pellegrini In Re Citigroup Inc Bond Litigation
 Brecher v. Citigroup Inc et al. Brecher In Re Citigroup Inc. Bond
Litigation
  Auction Rate Securities
 In Re Citigroup Inc Auction Rate Securities Litigation In Re Citigroup Inc. Auction Rate Securities
Litigation.
 Mayor & City Council Of
Baltimore, Maryland v. Citigroup Inc et al. Mayfield v. Citigroup Inc et al.
 22




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##### 



Other Matters
 In re MAT Five Securities Litigation Marie Raymond
Revocable rust et al. v. MAT Five LLC, et al.
 Puglisi v. Citigroup Alternative
Investments LLC, et al. In Re MAT Five Securities
Litigation Goodwill v. MAT Five LLC,
et al. Marie Raymond Revocable Trust, et al. v. MAT Five LLC, et al ECA
Acquisitions, Inc. et al. v. MAT Three LLC, et al., Hahn, et al. v. Citigroup Inc., et
al, Marie Raymond Revocable Trust
   Item 1A.
    Risk Factors.
  Form 10-K
  Item 2.
    Unregistered
    Sales of Equity Securities and Use of Proceeds.      (d) Maximum Number(c) Total Number



(or Approximate Dollarof Redeemable Units



Value) of Redeemable(a) Total Number



(b) Average



Purchased as Part of



Units that May Yet Beof Redeemable Units



Price Paid per



Publicly Announced



Purchased Under thePeriod


Purchased*



Redeemable Unit**



Plans or Programs



Plans or ProgramsJanuary 1, 2009  
January 31, 2009



336.6352



$
2,073.23




N/A




N/AFebruary 1, 2009  
February 28, 2009



762.7999



$
2,080.71




N/A




N/AMarch 1, 2009  
March 31, 2009



378.5639



$
2,011.32




N/A




N/A1,477.9990



$
2,061.23        Item 3.
    Defaults
    Upon Senior Securities  None  Item 4.
    Submission
    of Matters to a Vote of Security Holders 
    None  Item 5.
    Other
    Information  None 23




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##### 



Item 6.
    Exhibits  Regulation S-K Form 10-K
  Rule 13a-14(a)/15d-14(a)
  Rule 13a-14(a)/15d-14(a)
     24




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##### 



SIGNATURES
      By:
    Citigroup Managed Futures LLC    By:
    /s/  Jerry
    Pascucci       By:
    /s/  Jennifer
    Magro      25