I claim the ornamental design for the cigar holding clip, as shown and described.
FIG. 1 is a left side view of the cigar holding clip. the cigar holding clip uses a magnet, suction cup, or clip as attaching means for securement of the cigar holding clip to a surface.
FIG. 2 is a front view of the claimed design.
FIG. 3 is a rear view of the claimed design.
FIG. 4 is a top view of the claimed design.
FIG. 5 is a bottom view of the claimed design; and,
FIG. 6 is a perspective view of the cigar holding clip and holding a cigar, which is depicted in dashed lines and is environmental matter forming no part of the claimed design.