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* **Citi Clearing and Pricing Guidelines Disclosure**Pursuant to the EU EMIR requirement to provide certain OTC clearing services on a fair, reasonable, non-discriminatory and transparent basis, please find below a description of a typical clearing onboarding process and also a Citi standard form to request a proposal:* **EMIR FRANDT Onboarding Summary*** **EMIR FRANDT Request for Proposal**As part of the EU CCP Recovery and Resolution Regulation ("CCPR"), please find below a notification (and corresponding CCP disclosure) to inform you (i) about how measures in a CCP’s recovery plan may affect you (Article 9(23) CCPR), and (ii) of the potential losses or other costs that you may bear as a result of the application of the default management procedures and loss and position allocation arrangements under the CCP’s operating rules(Article 38(9) of EMIR, which was introduced by Article 87(7) CCPR and replaced pursuant to Article 1(41) of EMIR 3.0 ).* **Citi – CCPR and EMIR Article 38(9) Client Notification**Pursuant to EMIR Article 7c(1), we are required to inform you that, where we offer the relevant clearing service, it is possible to clear contracts through an authorised EU CCP in addition to, or in place of, a recognised non-EU CCP. Please find such disclosure using the following link:* **EMIR Article 7c(1) Information Statement**Pursuant to EMIR Article 38(8), we are required to inform you about: (a) information on the way that the margin models of the CCP work; (b) information on the situations and conditions that might trigger margin calls; (c) information on the procedures used to establish the amount to be posted by the clients; and (d) a simulation of the margin requirements to which clients might be subject under different scenarios. Such information is available using the following link:* **EMIR Article 38(8) Disclosure Statement **Pursuant to Article 15 of the EU Securities Financing Transaction Regulation ("SFTR"), please find below a link to our information statement disclosing the risks and consequences of delivering non-cash in relation to a collateral arrangement with Citi. This statement does not amend or superseded the express terms of any transaction, collateral arrangement or otherwise affect your or our liabilities or obligations: