Name   Underlying Maturity Strike price Cap Discount % Maximum yield p.a. %  
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 29,000.00 27.59% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 23,000.00 42.51% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 24,750.00 38.16% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 30,500.00 23.91% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 29,250.00 26.98% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 23,250.00 41.90% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 24,750.00 38.16% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 30,500.00 23.91% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 29,250.00 26.98% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 23,250.00 41.90% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 26,250.00 34.43% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 31,000.00 22.67% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 22,000.00 45.03% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 23,500.00 41.26% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 26,250.00 34.43% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 31,000.00 22.67% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 22,000.00 45.03% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 23,500.00 41.26% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 31,500.00 21.45% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 32,000.00 20.23% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 24,000.00 40.02% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 23,750.00 40.65% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 31,500.00 21.45% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 32,000.00 20.23% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 24,000.00 40.02% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 23,750.00 40.65% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 33,750.00 16.03% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 32,250.00 19.63% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 25,000.00 37.53% -
Citi Discount Zert DJI 22.12.2021   DOW JONES INDUSTRIAL... 12/22/2021 - 24,250.00 39.41% -
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