(1) The Underlying Linked Notes Base Prospectus dated 3 February 2017, issued by the Issuer in respect of the Programme (the Base Prospectus which term shall include only the CGMFL Base Prospectus and not the Citigroup Inc. Base Prospectus nor the CGMHI Base Prospectus, each such terms as defined therein) (which is published on the website of the Irish Stock Exchange at
http://www.ise.ie/debt_documents/Base%20Prospectus_338ce64b-fa39-42db-81d4-5b98369f718e.PDF).
(2) Supplement (No.1) dated 16 March 2017 to the Base Prospectus (Supplement No.1) (which is
published on the website of the Irish Stock Exchange at
http://www.ise.ie/debt_documents/Supplements_4e5587a5-5a24-4c2f-bf72-732657eca3c4.PDF) excluding information under the heading "Information relating to the Citigroup Inc. Underlying Linked Notes Base Prospectus" contained on pages 4 – 5 of Supplement No.1 and information under the heading "Information relating to the CGMHI Underlying Linked Notes Base Prospectus"
contained on pages 6 – 7 of Supplement No.1.
(3) Supplement (No.2) dated 12 May 2017 to the Base Prospectus, including all documents incorporated by reference therein (Supplement No.2) (which is published on the website of the Irish Stock Exchange at http://www.ise.ie/debt_documents/Supplements_a8310b5f-c33a-420e-b2cc-b13ae5baa862.PDF) excluding information under the heading "Information relating to the Citigroup Inc. Underlying Linked Notes Base Prospectus" contained on pages 4 – 5 of Supplement No.2 and information under the heading "Information relating to the CGMHI Underlying Linked Notes Base Prospectus" contained on pages 6 – 7 of Supplement No.2.
(4) On 1 May 2017, Citigroup Inc. (as indirect parent company of the Issuer) filed its Quarterly Report on Form 10-Q (the Citigroup Inc. 2017 Q1 Form 10-Q) for the three months ended 31 March 2017 with the Securities and Exchange Commission of the United States (the SEC) (which is published on
the website of the Luxembourg Stock Exchange at
https://www.bourse.lu/Bourse/application?_flowId=DownloadOAMGEDFlow&v=089yK+J0/8sNJy tj8/oslq2W4tpSGe7/++TXY3nDkvDc+rz/ibdLUOXAOF4gEgXYDxLOQSZ3/67ZYd9L3zJfOAa/P hxyTY/wFUZN1BtaHfE=&so_timeout=0).
(5) On 24 February 2017, Citigroup Inc. (as indirect parent company of the Issuer) filed its Annual Report on Form 10-K (the Citigroup Inc. 2016 Form 10-K) for the year ended 31 December 2016 with the SEC (which is published on the website of the Luxembourg Stock Exchange at https://www.bourse.lu/Bourse/application?_flowId=DownloadOAMGEDFlow&v=089yK+J0/8sNJy tj8/osls2ApUhKft2X8mtZKCJU6IfHnNEsSSS6Dx68emPIhqJHcPUWIEVvzjeC5x4elT/SvP887Uix Xn1+vh1vLuK7Xi0=&so_timeout=0).
(6) On 16 June 2017, Citigroup Inc. (as indirect parent company of the Issuer) filed with the SEC a current report on Form 8-K (the Citigroup Inc. 16 June 2017 Form 8-K) conforming the historical audited consolidated financial statements for Citigroup Inc.'s Annual Report for 2016 to reflect internal business and portfolio reclassifications (which is published on the website of the
Luxembourg Stock Exchange at
https://dl.bourse.lu/dl?v=ADyMFy5zxNFitbuuk6wDBrQE1eAcccTBs3B++FUcCz8WcGwBXBokz ufLYzoW9AAcDKO0ftHKCmJSxEKddWl2Vq0dz0l/Fq7khKyPi2QKBm0=).
(7) On 28 April 2017, the Issuer published its audited non-consolidated financial statements for the period ended 31 December 2016 (the Issuer’s 2016 Annual Report) which is published on the
website of the Luxembourg Stock Exchange at
33
https://www.bourse.lu/Bourse/application?_flowId=DownloadOAMGEDFlow&v=089yK+J0/8sNJy tj8/osloxPztO/shOGsIWsWThRqiDY4a4mjOMfEtDstR8rqN7oEh/nf/4ZOM3u4svrIjDkpXPbO2b1s pxEjCLWerE5WIc=&so_timeout=0).
(8) On 4 May 2016, the Issuer published its audited non-consolidated financial statements for the period ended 31 December 2015 (the Issuer’s 2015 Annual Report) (which is published on the website of
the Luxembourg Stock Exchange at
https://www.bourse.lu/Bourse/application?_flowId=DownloadOAMGEDFlow&v=089yK+J0/8sNJy tj8/osluSod2yaKZsLdDuZZSZhc6DXUmrxGrCDeEcRRylBhOr1zOlyI8ZU1oVotmRlSjS53gDKWe 6bcJD+wgoNBGqkPOY=&so_timeout=0).
(9) the interim financial report the CGMFL Guarantor containing its unaudited interim financial statements as of and for the six months ended 30 June 2016 (the CGMFL Guarantor 2016 Interim Financial Report) (which is published on the website of the Luxembourg Stock Exchange at https://www.bourse.lu/Bourse/application?_flowId=DownloadOAMGEDFlow&v=089yK+J0/8sNJy tj8/osloAKJwaNE4/Okec74zwo+9tnnZ9roGd1w2JR4Y2DHS/+IPlIqxD6l8GQISX4OXXv/zUewfXt 2UlWa+noXmXDP4c=&so_timeout=0);
(10) On 30 June 2016, the CGMFL Guarantor published its annual report and audited financial statements for the years ended 31 December 2015 and 31 December 2014 (the CGMFL Guarantor 2015 Annual Report) (which is published on the website of the Irish Stock Exchange at http://ise.ie/app/announcementDetails.aspx?ID=12875392).
(11) the annual report and audited financial statements of the CGMFL Guarantor for the year ended 31 December 2014 and 31 December 2013 (the CGMFL Guarantor 2014 Annual Report) (which is published on the website of the Luxembourg Stock Exchange at https://www.bourse.lu/Bourse/application?_flowId=DownloadOAMGEDFlow&v=089yK+J0/8sNJy tj8/osluEBCwY9nVMUnKBruxMkGL5/yPLq6YNxz7OGvO5ovDrTcC7saOrouAg7rRYzpm+YRC qLvE29qKMqEXyTCVwZdxc=&so_timeout=0 );
Citigroup Inc. has not guaranteed, and is not otherwise liable for, the obligations of CGMFL or the CGMFL Guarantor in respect of Notes issued by CGMFL. Holders of Notes issued by CGMFL are subject to the credit risk of CGMFL and the CGMFL Guarantor, without recourse to Citigroup Inc.
or any other party, and are dependent on the ability of CGMFL and the CGMFL Guarantor to make payments on their respective obligations as they become due.
The following information appears on the pages of the relevant documents as set out below:
11. Base Prospectus
Page(s)
A. Risk Factors 99-168
B. Description of Citigroup Global Markets Funding Luxembourg S.C.A. 206-213
C. Description of Citigroup Global Markets Limited 214-216
D. Alternative Performance Measures – Citigroup Inc. 217-224
E. Alternative Performance Measures – CGMFL Guarantor 225-227
F. General Description of the Programme 229
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G. General information relating to the issue of Notes under the Base Prospectus 230-231
H. Issue of Notes 232
I. Form of the Notes 233-236
J. Book Entry Clearance Systems 237-242
K. ERISA Matters 243
L. Subscription and sale and transfer and selling restrictions 244-262
M. Taxation of Notes 263-327
N. General Conditions of the Notes 333-371
O. Underlying Schedule 5 – Share Conditions 398-403
P. Valuation and Settlement Schedule 457-602
12. Supplement No.1
Page(s) A. Information relating to the CGMFL Underlying Linked Notes Base
Prospectus
8 – 10
B. Schedule 1 – Alternative performance Measures (Citigroup Inc. 2016 Form 10-K)
11-12
C. Schedule 4 – Amendments to the General Conditions of the Notes 111-112 D. Schedule 6 – Amendments to the Pro Forma Pricing Supplement 114 13. Supplement No.2
Page(s) A. Information relating to the CGMFL Underlying Linked Notes Base
Prospectus
9 - 12
B. Schedule 1 – Alternative performance Measures (Citigroup Inc. 2017 Form 10-Q)
13-14
C. Schedule 3 – All Monies Guarantee 111-118
14. Unaudited interim financial information of Citigroup Inc. in respect of the three months ended 31 March 2017, as set out in the Citigroup Inc. 2017 Q1 Form 10-Q:
Page(s)
A. Consolidated Statements of Income and Comprehensive Income 87-88
B. Consolidated Balance Sheet 89-90
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C. Consolidated Statement of Changes in Stockholders' Equity 91-92
D. Consolidated Statement of Cash Flows 93-94
E. Notes to Consolidated Financial Statements 95-187
15. Other information relating to Citigroup Inc., as set out in the Citigroup Inc. 2017 Q1 Form 10-Q:
Page(s)
A. Description of the principal activities of Citigroup Inc. 2-25
B. Description of the principal markets in which Citigroup Inc. competes 13-25, 80, 99 C. Description of the principal investments of Citigroup Inc. 110-118 D. Description of trends and events affecting Citigroup Inc. 2-25, 27-44,
84-85, 95-98
E. Description of litigation involving Citigroup Inc. 179-180
F. Risk Management 45-81
16. Audited consolidated financial statements of Citigroup Inc. as of 31 December 2016 and 2015 and for the years ended 31 December 2016, 2015 and 2014, as set out in the Citigroup Inc. 2016 Form 10-K:
Page(s) A. Consolidated Statements of Income and Comprehensive Income 129 – 131
B. Consolidated Balance Sheet 132 – 133
C. Consolidated Statement of Changes in Stockholders' Equity 134 – 135
D. Consolidated Statement of Cash Flows 136 – 137
E. Notes to Consolidated Financial Statements 138 – 304
F. Report of Independent Registered Accounting Firm – Consolidated Financial Statements of Citigroup Inc. as of 31 December 2016 and 2015 and for the
years ended 31 December 2016, 2015 and 2014 127
17. Other information relating to Citigroup Inc., as set out in the Citigroup Inc. 2016 Form 10-K:
Page(s)
A. Description of the principal activities of Citigroup Inc. 2-30
B. Description of the principal markets in which Citigroup Inc. competes 13-30, 152 C. Description of the principal investments of Citigroup Inc. 184-195
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D. Description of trends and events affecting Citigroup Inc. 2-30, 33-62, 120-122, 125, 138-149
E. Description of litigation involving Citigroup Inc. 283-291
F. Risk Management 63-119
8. Announcement relating to Citigroup Inc., as set out in the Citigroup Inc. 16 June 2017 Form 8-K:
Page(s) A. Segment and Business Income (loss) and Revenues of Citigroup Inc. for the
three years ended 31 December 2016
Exhibit Number 99.01 on pages 5-6 of the Citigroup Inc.
Form 8-K B. Report of Independent Registered Public Accounting Firm dated 24 February
2017, except as to Notes 3, 6, 14, 15, 16, 18, 24, 26 and 28 which are as of 16 June 2017
Exhibit Number 99.02 on page 1 of such Exhibit C. Historical Audited Consolidated Financial Statements of Citigroup Inc. as of
31 December 2016 and 2015 and for the three years ended 31 December 2016, reflecting the reclassifications
Exhibit Number 99.02 on pages 2-179 of such Exhibit 10. The audited historical non-consolidated financial information of the Issuer in respect of the
period ended 31 December 2016, as set out in the Issuer's 2016 Annual Report:
Page(s)
A. Statement of Profit or Loss and other Comprehensive Income 1
B. Statement of Financial Position 2
C. Statements of Changes in Equity 3
D. Cash Flow Statement 4
E. Notes to Financial Statements 5 – 35
F. Report on the financial statements by KPMG Luxembourg S.á.r.l. Tenth and eleventh pages of the published CGMFL 2016 Annual Report 11. Audited historical non-consolidated financial information of CGMFL in respect of the
period ended 31 December 2015, as set out in the Issuer's 2015 Annual Report:
Page(s)
37
A. Statement of Profit or Loss and other Comprehensive Income 1
B. Statement of Financial Position 2
C. Statements of Changes in Equity 3
D. Cash Flow Statement 4
E. Notes to Financial Statements 5 – 32
F. Report on the financial statements by KPMG Luxembourg S.á.r.l. Tenth and eleventh pages of the published CGMFL 2015 Annual Report 12. Unaudited non-consolidated interim financial information of CGMFL in respect of the six months ended 30 June 2016, as set out in the CGMFL Guarantor 2016 Interim Financial Report:
Page(s)
A. Condensed Interim Statement of Comprehensive Income: 6
B. Condensed Interim Balance Sheet: 7
C. Condensed Interim Statements of Changes in Equity: 8
D. Condensed Interim Cash Flow Statement: 9
E. Notes to the Condensed Interim Financial Statements: 10-14
13. Audited historical financial information of Citigroup Global Markets Limited in respect of the years ended 31 December 2015 and 2014 as set out in the CGMFL Guarantor 2015 Annual Report:
Page(s)
A. Income Statement 18
B. Statement of Comprehensive Income 19
C. Statement of Changes in Equity 19
D. Balance Sheet 20
E. Notes to the Financial Statements 21-83
F. Independent Auditor's Report to the members of CGML 17
14. Audited historical financial information of Citigroup Global Markets Limited in respect of the years ended 31 December 2014 and 2013 as set out in the CGMFL Guarantor 2014 Annual Report:
Page(s)
38
A. Profit and Loss Account 15
B. Statement of Total Recognised Gains and Losses 16
C. Reconciliation of Movements in Shareholder's Funds 16
D. Balance Sheet 17
E. Notes to the Financial Statements 18-69
F. Independent Auditor's Report to the members of CGML Fourteenth Page of the CGMFL Guarantor 2014 Annual Report For the purposes of listing on the Irish Stock Exchange and the Prospectus Directive, information not listed in the table above, but included in the abovementioned documents is additional information given for information purposes only. In addition, where only parts of the abovementioned documents are incorporated by reference, those parts which are not incorporated by reference are either not relevant for an investor or are covered elsewhere in this Prospectus.
In addition, all quarterly interim reports on Form 10-Q, annual reports on Form 10-K and any other reports filed by Citigroup Inc. with the SEC pursuant to Section 13, 14 or 15(d) of the United States Securities Exchange Act of 1934, as amended, and any rules and regulations thereunder will be available to the public on the SEC's internet site (address: http://www.sec.gov).
This Prospectus and the documents incorporated by reference will be available on the website of the Irish Stock Exchange (http://www.ise.ie). For so long as the Notes remain outstanding, this Prospectus and the documents incorporated by reference therein will also be obtainable in electronic form during normal business hours free of charge on any weekday (Saturdays, Sundays and public holidays excepted), at the specified office of the Fiscal Agent and each of the other Paying Agents and at the registered office of CGMFL at 31 - Z.A. Bourmicht, L-8070 Bertrange, Grand Duchy of Luxembourg.
39