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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out C   6.25% Call Citigroup Inc Endless - - 57.31 57.99 Yes -
UBS Knock-Out C   6.30% Call Citigroup Inc Endless - - 57.97 57.97 Yes -
UBS Knock-Out C   6.30% Call Citigroup Inc Endless - - 57.97 57.97 Yes -
UBS Knock-Out C   6.30% Call Citigroup Inc Endless - - 57.97 57.97 Yes -
HSBC TUR.WAR.OP.END. TRVC   6.37% Call Citigroup Inc Endless 0.4200 0.4500 57.92 57.92 Yes -
HSBC Knock-Out C   6.37% Call Citigroup Inc Endless - - 57.92 57.92 Yes -
HSBC Knock-Out C   6.37% Call Citigroup Inc Endless 0.420 0.450 57.92 57.92 Yes -
Morgan Stanley Knock-Out C   6.73% Call Citigroup Inc Endless - - 53.67 57.69 Yes -
DZ Bank Knock-Out C   6.77% Call Citigroup Inc Endless - - 55.17 57.66 Yes -
DZ Bank Knock-Out C   6.77% Call Citigroup Inc Endless 0.700 0.720 55.17 57.66 Yes -
UBS Knock-Out TRVC   -0.30% Call CITIGROUP INC. ... Endless - - 57.29 57.29 Yes -
UBS Knock-Out TRVC   -0.30% Call CITIGROUP INC. ... Endless - - 57.29 57.29 Yes -
UBS Knock-Out TRVC   -0.30% Call CITIGROUP INC. ... Endless - - 57.29 57.29 Yes -
Soc. Generale Knock-Out TRVC   -0.30% Call CITIGROUP INC. ... Endless - - 57.29 57.29 Yes -
Goldman Sachs Knock-Out C   7.49% Call Citigroup Inc Endless - - 56.55 57.22 Yes -
HSBC Knock-Out C   7.61% Call Citigroup Inc Endless 0.490 0.520 57.16 57.16 Yes -
HSBC TUR.WAR.OP.END. TRVC   7.61% Call Citigroup Inc Endless 0.4900 0.5200 57.16 57.16 Yes -
HSBC Knock-Out C   7.61% Call Citigroup Inc Endless - - 57.16 57.16 Yes -
Goldman Sachs Knock-Out C   7.88% Call Citigroup Inc Endless - - 56.99 56.99 Yes -
UniCredit Knock-Out TRVC   0.35% Call CITIGROUP INC. ... Endless 0.510 0.520 56.92 56.92 Yes -
UC TUR.WAR.OP.END. TRVC   0.35% Call CITIGROUP INC. ... Endless 0.5100 0.5200 56.92 56.92 Yes -
UniCredit Knock-Out TRVC   0.35% Call CITIGROUP INC. ... Endless - - 56.92 56.92 Yes -
Morgan Stanley Knock-Out C   8.04% Call Citigroup Inc Endless - - 56.88 56.88 Yes -
BNP Paribas Knock-Out C   8.07% Call Citigroup Inc Endless - - 56.86 56.86 Yes -
BNP Paribas Knock-Out C   8.07% Call Citigroup Inc Endless 0.530 0.540 56.86 56.86 Yes -
DZ Bank Knock-Out C   8.58% Call Citigroup Inc Endless 0.560 0.580 56.55 56.55 Yes -
DZ Bank Knock-Out C   8.58% Call Citigroup Inc Endless - - 56.55 56.55 Yes -
UBS Knock-Out C   8.73% Call Citigroup Inc Endless - - 56.47 56.47 Yes -
UBS Knock-Out C   8.73% Call Citigroup Inc Endless - - 56.47 56.47 Yes -
UBS Knock-Out C   8.73% Call Citigroup Inc Endless - - 56.47 56.47 Yes -
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