Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Citi Knock-Out VZ 17...   36.14% Call Verizon Communi... 3/17/2016 1.67 1.69 32.00 32.00 Yes -
Citi Knock-Out VZ 17...   36.14% Call Verizon Communi... 3/17/2016 1.690 1.710 32.00 32.00 Yes -
Citi Knock-Out VZ 17...   32.15% Call Verizon Communi... 3/17/2016 1.49 1.51 34.00 34.00 Yes -
Citi Knock-Out VZ 17...   32.15% Call Verizon Communi... 3/17/2016 1.510 1.530 34.00 34.00 Yes -
Citi Knock-Out VZ 17...   28.16% Call Verizon Communi... 3/17/2016 1.31 1.33 36.00 36.00 Yes -
Citi Knock-Out VZ 17...   28.16% Call Verizon Communi... 3/17/2016 1.330 1.350 36.00 36.00 Yes -
Citi Knock-Out VZ 17...   24.17% Call Verizon Communi... 3/17/2016 1.13 1.15 38.00 38.00 Yes -
Citi Knock-Out VZ 17...   24.17% Call Verizon Communi... 3/17/2016 1.150 1.170 38.00 38.00 Yes -
Citi Knock-Out VZ 17...   20.18% Call Verizon Communi... 3/17/2016 0.960 0.980 40.00 40.00 Yes -
Citi Knock-Out VZ 17...   20.18% Call Verizon Communi... 3/17/2016 0.980 1.000 40.00 40.00 Yes -
Citi Knock-Out VZ 17...   16.18% Call Verizon Communi... 3/17/2016 0.780 0.800 42.00 42.00 Yes -
Citi Knock-Out VZ 17...   16.18% Call Verizon Communi... 3/17/2016 0.800 0.820 42.00 42.00 Yes -
Citi Knock-Out VZ 17...   14.19% Call Verizon Communi... 3/17/2016 0.690 0.710 43.00 43.00 Yes -
Citi Knock-Out VZ 17...   14.19% Call Verizon Communi... 3/17/2016 0.710 0.730 43.00 43.00 Yes -
Citi Knock-Out VZ 17...   12.19% Call Verizon Communi... 3/17/2016 0.001 999,999.000 44.00 44.00 Yes -
Citi Knock-Out VZ 17...   40.13% Call Verizon Communi... 3/17/2016 1.84 1.86 30.00 30.00 Yes -
Citi Knock-Out VZ 17...   40.13% Call Verizon Communi... 3/17/2016 1.860 1.880 30.00 30.00 Yes -
Citi Knock-Out VZ 17...   18.18% Call Verizon Communi... 3/17/2016 0.870 0.890 41.00 41.00 Yes -
Citi Knock-Out VZ 17...   18.18% Call Verizon Communi... 3/17/2016 0.890 0.910 41.00 41.00 Yes -
Citi Knock-Out VZ 17...   8.20% Call Verizon Communi... 3/17/2016 0.001 999,999.000 46.00 46.00 Yes -
Citi Knock-Out VZ 17...   10.20% Call Verizon Communi... 3/17/2016 0.001 999,999.000 45.00 45.00 Yes -
Citi Knock-Out BAC 1...   -3.62% Call VERIZON COMM. I... 3/17/2016 0.001 999,999.000 46.00 46.00 Yes -
Citi Knock-Out BAC 1...   0.88% Call VERIZON COMM. I... 3/17/2016 0.600 0.620 44.00 44.00 Yes -
Citi Knock-Out BAC 1...   0.88% Call VERIZON COMM. I... 3/17/2016 0.620 0.640 44.00 44.00 Yes -
Citi Knock-Out BAC 1...   -1.37% Call VERIZON COMM. I... 3/17/2016 0.510 0.530 45.00 45.00 Yes -
Citi Knock-Out BAC 1...   -1.37% Call VERIZON COMM. I... 3/17/2016 0.530 0.550 45.00 45.00 Yes -
Citi Knock-Out VZ 17...   12.19% Call Verizon Communi... 3/17/2016 0.600 0.620 44.00 44.00 Yes -
Citi Knock-Out VZ 17...   12.19% Call Verizon Communi... 3/17/2016 0.620 0.640 44.00 44.00 Yes -
Citi Knock-Out VZ 17...   10.20% Call Verizon Communi... 3/17/2016 0.510 0.530 45.00 45.00 Yes -
Citi Knock-Out VZ 17...   10.20% Call Verizon Communi... 3/17/2016 0.530 0.550 45.00 45.00 Yes -