Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Citi Knock-Out EUR/J...   0.46% Call - 6/1/2016 0.001 999,999.000 122.00 122.00 Yes -
Citi Knock-Out EUR/J...   -6.06% Put - 6/1/2016 6.13 6.15 130.00 130.00 Yes -
Citi Knock-Out EUR/J...   -6.06% Put - 6/1/2016 6.130 6.150 130.00 130.00 Yes -
Citi Knock-Out EUR/J...   10.25% Call - 6/1/2016 10.40 10.42 110.00 110.00 Yes -
Citi Knock-Out EUR/J...   10.25% Call - 6/1/2016 10.400 10.420 110.00 110.00 Yes -
Citi Knock-Out EUR/J...   6.18% Call - 6/1/2016 6.32 6.34 115.00 115.00 Yes -
Citi Knock-Out EUR/J...   6.18% Call - 6/1/2016 6.320 6.340 115.00 115.00 Yes -
Citi Knock-Out EUR/J...   5.36% Call - 6/1/2016 5.50 5.52 116.00 116.00 Yes -
Citi Knock-Out EUR/J...   5.36% Call - 6/1/2016 5.500 5.520 116.00 116.00 Yes -
Citi Knock-Out EUR/J...   3.73% Call - 6/1/2016 3.87 3.89 118.00 118.00 Yes -
Citi Knock-Out EUR/J...   3.73% Call - 6/1/2016 3.870 3.890 118.00 118.00 Yes -
Citi Knock-Out EUR/J...   2.91% Call - 6/1/2016 3.06 3.08 119.00 119.00 Yes -
Citi Knock-Out EUR/J...   2.91% Call - 6/1/2016 3.060 3.080 119.00 119.00 Yes -
Citi Knock-Out EUR/J...   2.10% Call - 6/1/2016 2.24 2.26 120.00 120.00 Yes -
Citi Knock-Out EUR/J...   2.10% Call - 6/1/2016 2.240 2.260 120.00 120.00 Yes -
Citi Knock-Out EUR/J...   1.28% Call - 6/1/2016 1.42 1.44 121.00 121.00 Yes -
Citi Knock-Out EUR/J...   1.28% Call - 6/1/2016 1.420 1.440 121.00 121.00 Yes -
Citi Knock-Out EUR/J...   -10.14% Put - 6/1/2016 10.20 10.22 135.00 135.00 Yes -
Citi Knock-Out EUR/J...   -10.14% Put - 6/1/2016 10.200 10.220 135.00 135.00 Yes -
Citi Knock-Out EUR/J...   -0.35% Call - 6/1/2016 0.001 999,999.000 123.00 123.00 Yes -
Citi Knock-Out EUR/J...   -0.35% Put - 6/1/2016 0.00 999,999.00 123.00 123.00 Yes -
Citi Knock-Out EUR/J...   -0.35% Put - 6/1/2016 - - 123.00 123.00 Yes -
Citi Knock-Out EUR/J...   -0.35% Put - 6/1/2016 0.001 999,999.000 123.00 123.00 Yes -
Citi Knock-Out EUR/J...   -1.17% Call - 6/1/2016 0.00 999,999.00 124.00 124.00 Yes -
Citi Knock-Out EUR/J...   -1.17% Call - 6/1/2016 0.00 999,999.00 124.00 124.00 Yes -
Citi Knock-Out EUR/J...   -1.17% Put - 6/1/2016 0.00 999,999.00 124.00 124.00 Yes -
Citi Knock-Out EUR/J...   -1.17% Put - 6/1/2016 0.00 999,999.00 124.00 124.00 Yes -
Citi Knock-Out EUR/J...   0.46% Call - 6/1/2016 0.001 999,999.000 122.00 122.00 Yes -
Citi Knock-Out EUR/J...   -0.35% Call - 6/1/2016 0.001 999,999.000 123.00 123.00 Yes -
Citi Knock-Out EUR/J...   -5.25% Put - 6/1/2016 5.31 5.33 129.00 129.00 Yes -
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