Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Citi Knock-Out CAT1   33.69% Call CATERPILLAR INC... Endless - - 112.57 112.57 Yes -27.99%
Citi Knock-Out CAT1   33.69% Call CATERPILLAR INC... Endless 5.300 5.320 112.57 112.57 Yes -24.59%
Citi Knock-Out CAT1   32.38% Call CATERPILLAR INC... Endless - - 114.79 114.79 Yes -29.25%
Citi Knock-Out CAT1   32.38% Call CATERPILLAR INC... Endless 5.080 5.100 114.79 114.79 Yes -25.80%
Citi Knock-Out CAT1   29.19% Call CATERPILLAR INC... Endless - - 116.17 120.21 Yes -30.16%
Citi Knock-Out CAT1   29.19% Call CATERPILLAR INC... Endless 4.910 4.930 116.17 120.21 Yes -26.64%
Citi Knock-Out CAT1   23.67% Call CATERPILLAR INC... Endless - - 129.57 129.57 Yes -39.77%
Citi Knock-Out CAT1   23.67% Call CATERPILLAR INC... Endless 3.580 3.600 129.57 129.57 Yes -36.41%
Citi Knock-Out CAT1   24.36% Call CATERPILLAR INC... Endless - - 124.10 128.41 Yes -35.48%
Citi Knock-Out CAT1   24.36% Call CATERPILLAR INC... Endless 4.110 4.130 124.10 128.41 Yes -31.82%
Citi Knock-Out CAT1   26.76% Call CATERPILLAR INC... Endless - - 120.16 124.34 Yes -32.49%
Citi Knock-Out CAT1   26.76% Call CATERPILLAR INC... Endless 4.510 4.530 120.16 124.34 Yes -29.10%
Citi Knock-Out CAT1   27.40% Call CATERPILLAR INC... Endless - - 123.24 123.24 Yes -34.41%
Citi Knock-Out CAT1   27.40% Call CATERPILLAR INC... Endless 4.220 4.240 123.24 123.24 Yes -31.07%
Citi Knock-Out CAT1   24.91% Call CATERPILLAR INC... Endless - - 127.47 127.47 Yes -38.01%
Citi Knock-Out CAT1   24.91% Call CATERPILLAR INC... Endless 3.790 3.810 127.47 127.47 Yes -34.36%
Citi Knock-Out CAT1   22.46% Call CATERPILLAR INC... Endless - - 131.63 131.63 Yes -41.70%
Citi Knock-Out CAT1   22.46% Call CATERPILLAR INC... Endless 3.370 3.390 131.63 131.63 Yes -37.54%
Citi Knock-Out CAT1   21.17% Call CATERPILLAR INC... Endless - - 133.82 133.82 Yes -43.75%
Citi Knock-Out CAT1   21.17% Call CATERPILLAR INC... Endless 3.150 3.170 133.82 133.82 Yes -39.68%
Citi Knock-Out CAT1   19.87% Call CATERPILLAR INC... Endless - - 136.02 136.02 Yes -45.94%
Citi Knock-Out CAT1   19.87% Call CATERPILLAR INC... Endless 2.930 2.950 136.02 136.02 Yes -41.73%
Citi Knock-Out CAT1   21.87% Call CATERPILLAR INC... Endless - - 128.18 132.64 Yes -38.70%
Citi Knock-Out CAT1   21.87% Call CATERPILLAR INC... Endless 3.690 3.710 128.18 132.64 Yes -34.93%
Citi Knock-Out CAT1   20.58% Call CATERPILLAR INC... Endless - - 130.30 134.83 Yes -40.51%
Citi Knock-Out CAT1   20.58% Call CATERPILLAR INC... Endless 3.480 3.500 130.30 134.83 Yes -36.69%
Citi Knock-Out CAT1   16.64% Call CATERPILLAR INC... Endless - - 136.75 141.51 Yes -47.09%
Citi Knock-Out CAT1   16.64% Call CATERPILLAR INC... Endless 2.820 2.840 136.75 141.51 Yes -42.80%
Citi Knock-Out CAT1   15.36% Call CATERPILLAR INC... Endless - - 138.86 143.69 Yes -49.42%
Citi Knock-Out CAT1   15.36% Call CATERPILLAR INC... Endless 2.610 2.630 138.86 143.69 Yes -44.66%
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