Emerging Markets Rates and Currencies Handbook

This communication has been prepared by individual sales and/or trading personnel of Citigroup Inc. or its subsidiaries or affiliates (collectively Citi). In the United Kingdom: Citigroup Global Markets Limited (“CGML”) is authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and the Prudential Regulation Authority (together, the UK Regulator) and has its registered office at Citigroup Centre, Canada Square, London E14 5LB. Amongst its affiliates, (i) Citibank, N.A., London Branch is authorised and regulated by Office of the Comptroller of the Currency (USA), authorised by the Prudential Regulation Authority and subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority and has its UK establishment office at Citigroup Centre, Canada Square, London E14 5LB and (ii) Citibank Europe plc, UK Branch is authorised by the Central Bank of Ireland and by the Prudential Regulation Authority and subject to regulation by the Central Bank of Ireland, and limited regulation by the Financial Conduct Authority and the Prudential Regulation Authority and has its UK establishment office at Citigroup Centre, Canada Square, London E14 5LB. Outside the UK: i) Citibank Europe plc (“CEP”) is Licensed by the European Central Bank and regulated by the Central Bank of Ireland and the European Central Bank under the Single Supervisory Mechanism and has its registered office at 1 North Wall Quay, Dublin 1, ii) Citibank Europe plc branches located in the EEA are subject to regulation by the respective host country regulator and the Central Bank of Ireland (iii) Citigroup Global Markets Europe AG (“CGME”) is licensed by the European Central Bank and regulated by the European Central Bank and the German Federal Financial Supervisory Authority (Bundesanstalt für Finanzdienstleistungsaufsicht – BaFin). CGME is registered in Germany with the commercial register of the local court (Amtsgericht) Frankfurt am Main, Commercial Register Number HRB 88301. Its registered office is at Reuterweg 16, 60323 Frankfurt am Main. This communication is directed at persons (i) who have been or can be classified by Citi as eligible counterparties or professional clients in line with applicable rules, (ii) Persons in the United Kingdom, who have professional experience in matters relating to investments falling within Article 19(1) of the Financial Services and Markets Act 2000 (Financial Promotion) Order 2005 and (iii) other persons to whom it may otherwise lawfully be communicated. No other person should act on the contents or access the products or transactions discussed in this communication. In particular, this communication is not intended for retail clients and Citi will not make such products or transactions available to retail clients. The information contained herein may relate to matters that are (i) not regulated by the UK Regulator and/or (ii) not regulated by any applicable financial services regulatory body, and not subject to protections under any relevant law including protection under any applicable financial services compensation scheme. Where you are located in a jurisdiction outlined below, the Handbook and this communication has been provided to you and made available to you by the corresponding Citi entity specified for each jurisdiction: Jurisdiction Citi entity China Citibank (China) Co., Ltd Singapore Citibank, N.A. Singapore Branch Hong Kong Citibank, N.A. Hong Kong Branch, organized under the laws of the U.S.A. with limited liability Poland Bank Handlowy w Warszawie S.A., with its registered office in Warsaw, 16 Senatorska Street, 00-923 Warsaw, registered by District Court for the Capital City of Warsaw 12th Commercial Division of the National Court Register under KRS No. 000 000 1538; NIP 526-030-02-91; fully paid-up capital of the company amounts to 522,638,400 zlotys; regulated by the Polish Financial Supervision Authority (Komisja Nadzoru Finansowego) Kazakhstan Citibank Kazakhstan JSC Malaysia Citibank Berhad Philippines Citibank N.A. Philippine Branch is regulated by the Bangko Sentral ng Pilipinas (BSP). You may reach the BSP Financial Consumer Protection Department at +632 8708-7087 or through e-mail at consumeraffairs@bsp.gov.ph. F or inquiries or concerns, please contact your Citi Relationship Manager or you may reach us at Philippines.citiservice@citi.com o r at +632 8802-6000. Turkey Citibank A.S