Citigroup Inc.'s former president Jamie Dimon filed to sell 800,000 shares, worth about $42.5 million Friday, according to documents filed with the Securities and Exchange Commission.

Mr. Dimon, 42, left the world's largest financial company last November at the request of his boss and former mentor, co-chairman Sanford Weill. Mr. Dimon's departure, following a $1.33 billion trading loss at the investment banking unit he oversaw with Deryck Maughan, stunned Wall Street.

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