Name   Underlying Maturity Strike price Cap Discount % Maximum yield p.a. %  
HSBC Discount Zert CAT 27.03.2020   Caterpillar Inc 3/27/2020 - 120.00 16.77% 8.98%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 100.00 28.75% 3.77%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 110.00 22.69% 5.34%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 150.00 5.85% 19.30%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 130.00 12.56% 10.58%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 120.00 17.25% 7.58%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 100.00 28.75% 3.77%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 125.00 14.80% 8.97%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 140.00 8.75% 14.47%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 125.00 14.80% 8.97%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 120.00 17.25% 7.58%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 150.00 5.85% 19.30%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 140.00 8.75% 14.47%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 130.00 12.56% 10.58%
Citi Discount Zert CAT 10.06.2020   Caterpillar Inc 6/10/2020 - 110.00 22.69% 5.34%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 130.00 13.65% 11.62%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 100.00 29.61% 4.96%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 120.00 18.26% 8.67%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 140.00 9.89% 15.39%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 150.00 7.01% 20.05%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 110.00 23.63% 6.50%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 125.00 15.85% 10.04%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 100.00 29.61% 4.96%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 150.00 7.01% 20.05%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 140.00 9.89% 15.39%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 130.00 13.65% 11.62%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 120.00 18.26% 8.67%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 125.00 15.85% 10.04%
Citi Discount Zert CAT 24.06.2020   Caterpillar Inc 6/24/2020 - 110.00 23.63% 6.50%
HSBC Discount Zert CAT 26.06.2020   Caterpillar Inc 6/26/2020 - 60.00 56.93% 2.78%
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