ESG at Citi Sustainable Finance Climate Risk & Net Zero Sustainable Operations Building Equitable & Resilient Communities Talent & DEI Responsible Business Appendices GRI Content Index Sustainability Accounting Standards Board Index United Nations Global Compact Index United Nations Guiding Principles Reporting Framework Index The Principles for Responsible Banking Index Assurance Reporting and Self-Assessment Requirements Response Links and References b) Baseline: Have you determined a baseline for selected indicators The net zero baselines for financing can be found in the 2030 Emissions Reduction Targets table on page 29 of the 2022 ESG Report and assessed the current level of alignment? Please disclose the 2022 ESG report. • Our Net Zero Commitment indicators used as well as the year of the baseline. The Thermal Coal baseline can be found on page 33 of the 2022 ESG report. > 2030 Emissions You can build upon the performance measurement undertaken in For financial inclusion, Citi has not set specific baselines, but reports on our activities and progress associated with Reduction Targets 2.1 to determine the baseline for your target. both the $1 Trillion Sustainable Finance Goal and Action for Racial Equity. • Reducing Climate Risk in our Financing > Portfolio Analysis and Measurement External References • 2022 TCFD Report • Action for Racial Equity • Action for Racial Equity Year Two Progress Report • Action for Racial Equity - External Audit Report c) SMART targets (incl. key performance indicators (KPIs): Please dis- Our targets are referenced in section 2.2 a). We are using the following metrics to monitor progress toward these targets: 2022 ESG Report close the targets for your first and your second area of most significant • Our $1 Trillion Goal impact, if already in place (as well as further impact areas, if in place). Net Zero Commitment: Which KPIs are you using to monitor progress towards reaching the Financed emissions associated with key carbon-intensive sectors • Our Net Zero Commitment target? Please disclose. > 2030 Emissions $1 Trillion Sustainable Finance Goal: Reduction Targets Sustainable finance activity broken down by region, criteria and business • Reducing Climate Risk in our Financing Thermal Coal Mining Credit Exposure: • Action for Racial Equity Credit exposure to thermal coal companies in accordance with the criteria under our Environmental and Social Management (ESRM) policy, summarized publicly in our Environmental and Social Policy Framework External References Financial Inclusion: U.S. Racial Wealth Gap: • 2022 TCFD Report A variety of metrics may be used to observe progress on our commitments and goals under Action for Racial Equity. • Action for Racial Equity In our 2022 ESG Report, we disclose a number of metrics as a partial update on our progress on page 44. • Action for Racial Equity Additionally, refer to progress against social criteria under our $1 Trillion Sustainable Finance Goal, as referenced above. Year Two Progress Report • Action for Racial Equity - External Audit Report Citi 2022 ESG Report Page 114