| CITIgRoUP INC. LINKED To BASKET oF INDICES UPSIDE LEVERED CAPPED W BUFFER 0% STRUCTURED NoTE DUE 11/23/2018 |
C |
NOTE |
Purchase
|
March 30, 2017 |
$100,001 - $250,000 |
| PUT/XSP @ 225 EXP 06/16/2017 - CBoE MINI SPX INDEX |
XSP |
OPTION |
Sale
|
March 23, 2017 |
$1,001 - $15,000 |
| PUT/SPY @ 200 EXP 12/20/2019 - SPDR S&P 500 ETF TRUST |
SPY |
OPTION |
Sale
|
March 22, 2017 |
$250,001 - $500,000 |
| PUT/SPY @ 230 EXP 12/20/2019 - SPDR S&P 500 ETF TRUST |
SPY |
OPTION |
Purchase
|
March 22, 2017 |
$500,001 - $1,000,000 |
| CBoE MINI SPX INDEX PUT/XSP @ 229 EXP 05/19/2017 |
XSP |
OPTION |
Sale
|
March 2, 2017 |
$1,001 - $15,000 |