Name   Underlying Maturity Strike price Cap Discount % Maximum yield p.a. %  
Citi Discount Zert NDX.X 10.06.2020   NASDAQ 100 INDEX 6/10/2020 - 6,700.00 30.51% -
Citi Discount Zert NDX.X 10.06.2020   NASDAQ 100 INDEX 6/10/2020 - 6,700.00 30.51% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 4,700.00 55.55% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 4,700.00 55.55% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 8,500.00 11.98% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 8,500.00 11.98% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 7,600.00 21.22% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 7,600.00 21.22% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 7,700.00 20.19% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 7,700.00 20.19% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 5,900.00 38.81% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 5,900.00 38.81% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 6,100.00 36.74% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 6,100.00 36.74% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 9,300.00 4.34% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 9,300.00 4.34% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 9,800.00 0.90% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 9,800.00 0.90% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 8,600.00 10.97% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 8,600.00 10.97% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 8,700.00 9.98% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 8,700.00 9.98% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 8,900.00 8.00% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 8,900.00 8.00% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 6,600.00 31.56% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 6,600.00 31.56% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 9,200.00 5.19% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 9,200.00 5.19% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 10,000.00 0.26% -
Citi Discount Zert NDX.X 24.06.2020   NASDAQ 100 INDEX 6/24/2020 - 10,000.00 0.26% -
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