Unchanged Pricing Procedures

Valuation Uncertainty Document

XVA Methodology Document

CVA Methodology Document

Pricing and Price Verification Policy

Markets Valuation Risk Procedures

*MKTS GLOBAL PMM

Valuation Risk Document Tool (VRDT)

*MKTS GLOBAL VRD Users

*CIB US NA Citi Valuations

*CIB UK EMEA Valuations

Global Collateral, Client Valuation, and Fair Value Disclosures Standard

*MKTS GLOBAL Valuation Risk