  K2 Campaign 9 (K2C9) was the first space-based microlensing parallax survey
capable of measuring microlensing parallaxes of free-floating planet candidate
microlensing events. Simultaneous to K2C9 observations we conducted the K2C9
Canada-France-Hawaii Telescope Multi-Color Microlensing Survey (K2C9-CFHT MCMS)
in order to measure the colors of microlensing source stars to improve the
accuracy of K2C9's parallax measurements. We describe the difference imaging
photometry analysis of the K2C9-CFHT MCMS observations, and present the
project's first data release. This includes instrumental difference flux
lightcurves of 217 microlensing events identified by other microlensing
surveys, reference image photometry calibrated to PanSTARRS data release 1
photometry, and tools to convert between instrumental and calibrated flux
scales. We derive accurate analytic transformations between the PanSTARRS
bandpasses and the Kepler bandpass, as well as angular diameter-color relations
in the PanSTARRS bandpasses. To demonstrate the use of our data set, we analyze
ground-based and K2 data of a short timescale microlensing event,
OGLE-2016-BLG-0795. We find the event has a timescale $t_{\rm E}=4.5 \pm
0.1$~days and microlens parallax $\pi_{\rm E}=0.12 \pm 0.03$ or $0.97 \pm
0.04$, subject to the standard satellite parallax degeneracy. We argue that the
smaller value of the parallax is more likely, which implies that the lens is
likely a stellar-mass object in the Galactic bulge as opposed to a
super-Jupiter mass object in the Galactic disk.
