Novos Warrants (estilo americano, exercício automático)

Novos Warrants (estilo americano, exercício automático) Código ISIN Activo subjacente Tipo Exercício Rácio Data de Quantida Maturidade de Código Emissão Código CVM Euronex t Grupo de Negociação ISIN Code Underlying Type Strike Parity Maturity Issue Euronex Quantity CVM Code Date Price t Code DE000CG47S47 Amazon.com Call 180 0.1 15.03.12 500000 1.05 KB2AWP 7163C DE000CG47S54 Amazon.com Call 200 0.1 15.03.12 500000 0.48 KB2BWP 7164C DE000CG47S62 Amazon.com Call 220 0.1 15.03.12 500000 0.19 KB2CWP 7165C DE000CG47S70 Amazon.com Call 210 0.1 14.06.12 500000 0.66 KB2DWP 7166C DE000CG47S88 Amazon.com Call 230 0.1 14.06.12 500000 0.35 KB2EWP 7167C DE000CG47S96 Amazon.com Call 250 0.1 14.06.12 500000 0.18 KB2FWP 7168C DE000CG47T04 Amazon.com Put 160 0.1 14.06.12 500000 1.02 KB2GWP 7169C DE000CG47T12 Amazon.com Put 140 0.1 14.06.12 500000 0.53 KB2HWP 7170C DE000CG47T20 Apple Computer Call 430 0.1 15.03.12 500000 1.21 KB2IWP 7171C DE000CG47T38 Apple Computer Call 450 0.1 15.03.12 500000 0.71 KB2JWP 7172C DE000CG47T46 Apple Computer Call 470 0.1 15.03.12 500000 0.39 KB2KWP 7173C DE000CG47T53 Apple Computer Call 500 0.1 15.03.12 500000 0.13 KB2LWP 7174C DE000CG47T61 Apple Computer Call 450 0.1 14.06.12 500000 1.65 KB2MWP 7175C DE000CG47T79 Apple Computer Call 475 0.1 14.06.12 500000 1.08 KB2NWP 7176C DE000CG47T87 Apple Computer Call 500 0.1 14.06.12 500000 0.66 KB2OWP 7177C DE000CG47T95 Apple Computer Call 525 0.1 14.06.12 500000 0.4 KB2PWP 7178C DE000CG47U01 Apple Computer Call 525 0.1 20.09.12 500000 0.91 KB2QWP 7179C DE000CG47U19 Apple Computer Call 550 0.1 20.09.12 500000 0.62 KB2RWP 7180C DE000CG47U27 Apple Computer Call 575 0.1 20.09.12 500000 0.44 KB2SWP 7181C DE000CG475 Apple Computer Call 600 0.1 20.09.12 500000 0.28 KB2TWP 7182C DE000CG47U43 Apple Computer Put 350 0.1 14.06.12 500000 1.21 KB2UWP 7183C DE000CG47U50 Apple Computer Put 350 0.1 20.09.12 500000 1.9 KB2VWP 7184C DE000CG47U68 Apple Computer Put 300 0.1 20.09.12 500000 1.05 KB2WWP 7185C DE000CG47U76 Bank of America Call 5.8 1 15.03.12 500000 0.45 KB2XWP 7186C DE000CG47U84 Bank of America Call 6 1 15.03.12 500000 0.33 KB2YWP 7187C DE000CG47U92 Bank of America Call 6.5 1 15.03.12 500000 0.21 KB2ZWP 7188C DE000CG47V00 Bank of America Call 6 1 14.06.12 500000 0.54 KB21WP 7189C DE000CG47V18 Bank of America Call 6.5 1 14.06.12 500000 0.35 KB22WP 7190C DE000CG47V26 Bank of America Call 7 1 14.06.12 500000 0.28 KB23WP 7191C DE000CG47V34 Bank of America Call 6 1 20.09.12 500000 0.73 KB24WP 7192C DE000CG47V42 Bank of America Call 6.5 1 20.09.12 500000 0.58 KB25WP 7193C DE000CG47V59 Bank of America Call 7 1 20.09.12 500000 0.46 KB26WP 7194C DE000CG47V67 Bank of America Put 5.5 1 14.06.12 500000 0.5 KB27WP 7195C DE000CG47V75 Bank of America Put 5 1 14.06.12 500000 0.35 KB28WP 7196C DE000CG47V83 Cisco Systems Call 18 0.1 15.03.12 500000 0.14 KB29WP 7197C DE000CG47V91 Cisco Systems Call 19 0.1 15.03.12 500000 0.1 KB6AWP 7198C DE000CG47W09 Cisco Systems Call 18 0.1 14.06.12 500000 0.17 KB6BWP 7199C DE000CG47W17 Cisco Systems Call 19 0.1 14.06.12 500000 0.1 KB6CWP 7200C DE000CG47W25 Cisco Systems Call 18 0.1 20.09.12 500000 0.19 KB6DWP 7201C DE000CG47W33 Cisco Systems Call 20 0.1 20.09.12 500000 0.12 KB6EWP 7202C DE000CG47W41 Cisco Systems Put 18 0.1 14.06.12 500000 0.12 KB6FWP 7203C DE000CG47W58 Cisco Systems Put 17 0.1 14.06.12 500000 0.09 KB6GWP 7204C Trading Group

DE000CG47W66 General Electric Call 18 0.1 15.03.12 500000 0.11 KB6HWP 7205C DE000CG47W74 General Electric Call 19 0.1 15.03.12 500000 0.08 KB6IWP 7206C DE000CG47W82 General Electric Call 18 0.1 14.06.12 500000 0.15 KB6JWP 7207C DE000CG47W90 General Electric Call 19 0.1 14.06.12 500000 0.1 KB6KWP 7208C DE000CG47Z06 General Electric Call 18 0.1 20.09.12 500000 0.17 KB6LWP 7209C DE000CG47Z14 General Electric Call 20 0.1 20.09.12 500000 0.1 KB6MWP 7210C DE000CG47Z22 General Electric Put 18 0.1 14.06.12 500000 0.13 KB6NWP 7211C DE000CG47Z30 General Electric Put 17 0.1 14.06.12 500000 0.09 KB6OWP 7212C DE000CG47Z48 General Motors Call 21 0.1 15.03.12 500000 0.2 KB6PWP 7213C DE000CG47Z55 General Motors Call 22 0.1 15.03.12 500000 0.1 KB6QWP 7214C DE000CG47Z63 General Motors Call 22 0.1 14.06.12 500000 0.15 KB6RWP 7215C DE000CG47Z71 General Motors Call 24 0.1 14.06.12 500000 0.1 KB6SWP 7216C DE000CG47Z89 General Motors Call 22 0.1 20.09.12 500000 0.2 KB6TWP 7217C DE000CG47Z97 General Motors Call 25 0.1 20.09.12 500000 0.12 KB6UWP 7218C DE000CG48A04 General Motors Put 22 0.1 14.06.12 500000 0.22 KB6VWP 7219C DE000CG48A12 General Motors Put 20 0.1 14.06.12 500000 0.14 KB6WWP 7220C DE000CG48A20 Gilead Sciences Call 42 0.1 15.03.12 500000 0.25 KB6XWP 7221C DE000CG48A38 Gilead Sciences Call 44 0.1 15.03.12 500000 0.1 KB6YWP 7222C DE000CG48A46 Gilead Sciences Call 42 0.1 14.06.12 500000 0.3 KB6ZWP 7223C DE000CG48A53 Gilead Sciences Call 45 0.1 14.06.12 500000 0.17 KB61WP 7224C DE000CG48A61 Gilead Sciences Put 40 0.1 14.06.12 500000 0.24 KB62WP 7225C DE000CG48A79 Goldman Sachs Call 95 0.05 15.03.12 500000 0.19 KB63WP 7226C DE000CG48A87 Goldman Sachs Call 100 0.05 15.03.12 500000 0.12 KB64WP 7227C DE000CG48A95 Goldman Sachs Call 105 0.05 15.03.12 500000 0.12 KB65WP 7228C DE000CG48B03 Goldman Sachs Call 100 0.05 14.06.12 500000 0.32 KB66WP 7229C DE000CG48B11 Goldman Sachs Call 105 0.05 14.06.12 500000 0.23 KB67WP 7230C DE000CG48B29 Goldman Sachs Call 110 0.05 14.06.12 500000 0.17 KB68WP 7231C DE000CG48B37 Goldman Sachs Call 100 0.05 20.09.12 500000 0.41 KB69WP 7232C DE000CG48B45 Goldman Sachs Call 110 0.05 20.09.12 500000 0.26 KB7AWP 7233C DE000CG48B52 Goldman Sachs Call 120 0.05 20.09.12 500000 0.16 KB7BWP 7234C DE000CG48B60 Goldman Sachs Put 90 0.05 14.06.12 500000 0.35 KB7CWP 7235C DE000CG48B78 Goldman Sachs Put 80 0.05 14.06.12 500000 0.18 KB7DWP 7236C DE000CG48B86 Google Call 650 0.01 15.03.12 500000 0.37 KB7EWP 7237C DE000CG48B94 Google Call 700 0.01 15.03.12 500000 0.16 KB7FWP 7238C DE000CG48C02 Google Call 750 0.01 15.03.12 500000 0.1 KB7GWP 7239C DE000CG48C10 Google Call 650 0.01 14.06.12 500000 0.48 KB7HWP 7240C DE000CG48C28 Google Call 700 0.01 14.06.12 500000 0.29 KB7IWP 7241C DE000CG48C36 Google Call 750 0.01 14.06.12 500000 0.17 KB7JWP 7242C DE000CG48C44 Google Call 700 0.01 20.09.12 500000 0.41 KB7KWP 7243C DE000CG48C51 Google Call 750 0.01 20.09.12 500000 0.27 KB7LWP 7244C DE000CG48C69 Google Call 800 0.01 20.09.12 500000 0.17 KB7MWP 7245C DE000CG48C77 Google Put 600 0.01 14.06.12 500000 0.22 KB7NWP 7246C DE000CG48C85 Google Put 550 0.01 14.06.12 500000 0.14 KB7OWP 7247C DE000CG48C93 Hewlett-Packard Call 26 0.1 15.03.12 500000 0.17 KB7PWP 7248C DE000CG48E00 Hewlett-Packard Call 27 0.1 15.03.12 500000 0.13 KB7QWP 7249C DE000CG48E18 Hewlett-Packard Call 26 0.1 14.06.12 500000 0.24 KB7RWP 7250C DE000CG48E26 Hewlett-Packard Call 28 0.1 14.06.12 500000 0.16 KB7SWP 7251C DE000CG48E34 Hewlett-Packard Call 26 0.1 20.09.12 500000 0.3 KB7TWP 7252C DE000CG48E42 Hewlett-Packard Call 30 0.1 20.09.12 500000 0.16 KB7UWP 7253C DE000CG48E59 Hewlett-Packard Put 26 0.1 14.06.12 500000 0.2 KB7VWP 7254C DE000CG48E67 Hewlett-Packard Put 24 0.1 14.06.12 500000 0.14 KB7WWP 7255C

DE000CG48E75 JPM Chase Call 35 0.1 15.03.12 500000 0.18 KB7XWP 7256C DE000CG48E83 JPM Chase Call 37 0.1 15.03.12 500000 0.11 KB7YWP 7257C DE000CG48E91 JPM Chase Call 35 0.1 14.06.12 500000 0.27 KB7ZWP 7258C DE000CG48F09 JPM Chase Call 40 0.1 14.06.12 500000 0.12 KB71WP 7259C DE000CG48F17 JPM Chase Call 37.5 0.1 20.09.12 500000 0.25 KB72WP 7260C DE000CG48F25 JPM Chase Call 40 0.1 20.09.12 500000 0.18 KB73WP 7261C DE000CG48F33 JPM Chase Put 35 0.1 14.06.12 500000 0.32 KB74WP 7262C DE000CG48F41 JPM Chase Put 32 0.1 14.06.12 500000 0.21 KB75WP 7263C DE000CG48F58 Call 100 0.1 15.03.12 500000 0.25 7264C KB76WP DE000CG48F66 Call 105 0.1 15.03.12 500000 0.1 7265C KB77WP DE000CG48F74 Call 105 0.1 14.06.12 500000 0.2 7266C KB78WP DE000CG48F82 Call 110 0.1 14.06.12 500000 0.1 7267C KB79WP DE000CG48F90 Call 105 0.1 20.09.12 500000 0.28 7268C KCMAWP DE000CG48G08 Call 110 0.1 20.09.12 500000 0.18 7269C KCMBWP DE000CG48G16 Put 90 0.1 14.06.12 500000 0.2 7270C KCMCWP DE000CG48G24 Put 85 0.1 14.06.12 500000 0.13 7271C KCMDWP DE000CG48G32 Call 70 0.1 15.03.12 500000 0.43 7272C KCMEWP DE000CG48G40 Call 75 0.1 15.03.12 500000 0.24 7273C KCMFWP DE000CG48G57 Call 75 0.1 14.06.12 500000 0.39 7274C KCMGWP DE000CG48G65 Call 80 0.1 14.06.12 500000 0.25 7275C KCMHWP DE000CG48G73 Call 80 0.1 20.09.12 500000 0.37 7276C KCMIWP DE000CG48G81 Call 90 0.1 20.09.12 500000 0.17 7277C KCMJWP DE000CG48G99 Put 70 0.1 14.06.12 500000 0.47 7278C KCMKWP DE000CG48H07 Put 60 0.1 14.06.12 500000 0.21 7279C KCMLWP DE000CG48H15 Netflix Call 75 0.1 15.03.12 500000 0.66 KCMMWP 7280C DE000CG48H23 Netflix Call 85 0.1 15.03.12 500000 0.39 KCMNWP 7281C DE000CG48H31 Netflix Call 85 0.1 14.06.12 500000 0.73 KCMOWP 7282C DE000CG48H49 Netflix Call 95 0.1 14.06.12 500000 0.52 KCMPWP 7283C DE000CG48H56 Netflix Call 95 0.1 20.09.12 500000 0.8 KCMQWP 7284C DE000CG48H64 Netflix Call 110 0.1 20.09.12 500000 0.55 KCMRWP 7285C DE000CG48H72 Netflix Put 70 0.1 14.06.12 500000 0.99 KCMSWP 7286C DE000CG48H80 Netflix Put 60 0.1 14.06.12 500000 0.65 KCMTWP 7287C DE000CG48H98 Pfizer Inc Call 21 0.1 15.03.12 500000 0.14 KCMUWP 7288C DE000CG48J05 Pfizer Inc Call 22 0.1 15.03.12 500000 0.1 KCMVWP 7289C DE000CG48J13 Pfizer Inc Call 21 0.1 14.06.12 500000 0.16 KCMWWP 7290C DE000CG48J21 Pfizer Inc Call 22 0.1 14.06.12 500000 0.12 KCMXWP 7291C

DE000CG48J39 Pfizer Inc Call 21 0.1 20.09.12 500000 0.19 KCMYWP 7292C DE000CG48J47 Pfizer Inc Call 23 0.1 20.09.12 500000 0.14 KCMZWP 7293C DE000CG48J54 Pfizer Inc Put 21 0.1 14.06.12 500000 0.17 KCM1WP 7294C DE000CG48J62 Pfizer Inc Put 20 0.1 14.06.12 500000 0.1 KCM2WP 7295C DE000CG48J70 Qualcomm Call 55 0.1 15.03.12 500000 0.27 KCM3WP 7296C DE000CG48J88 Qualcomm Call 60 0.1 15.03.12 500000 0.11 KCM4WP 7297C DE000CG48J96 Qualcomm Call 55 0.1 14.06.12 500000 0.39 KCM5WP 7298C DE000CG48K02 Qualcomm Call 65 0.1 14.06.12 500000 0.11 KCM6WP 7299C DE000CG48K10 Qualcomm Call 60 0.1 20.09.12 500000 0.35 KCM7WP 7300C DE000CG48K28 Qualcomm Call 70 0.1 20.09.12 500000 0.15 KCM8WP 7301C DE000CG48K36 Qualcomm Put 55 0.1 14.06.12 500000 0.4 KCM9WP 7302C DE000CG48K44 Qualcomm Put 45 0.1 14.06.12 500000 0.15 KCNAWP 7303C DE000CG48K51 Call 15 0.1 15.03.12 500000 0.21 7304C KCNBWP DE000CG48K69 Call 17 0.1 15.03.12 500000 0.12 7305C KCNCWP DE000CG48K77 Call 16 0.1 14.06.12 500000 0.27 7306C KCNDWP DE000CG48K85 Call 18 0.1 14.06.12 500000 0.2 7307C KCNEWP DE000CG48K93 Call 16 0.1 20.09.12 500000 0.32 7308C KCNFWP DE000CG48L01 Call 18 0.1 20.09.12 500000 0.24 7309C KCNGWP DE000CG48L19 Put 15 0.1 14.06.12 500000 0.26 7310C KCNHWP DE000CG48L27 Put 14 0.1 14.06.12 500000 0.2 7311C KCNIWP DE000CG48L35 Baidu Inc ADR Call 125 0.1 15.03.12 500000 0.85 KCNJWP 7312C DE000CG48L43 Baidu Inc ADR Call 135 0.1 15.03.12 500000 0.53 KCNKWP 7313C DE000CG48L50 Baidu Inc ADR Call 135 0.1 14.06.12 500000 0.96 KCNLWP 7314C DE000CG48L68 Baidu Inc ADR Call 150 0.1 14.06.12 500000 0.6 KCNMWP 7315C DE000CG48L76 Baidu Inc ADR Call 150 0.1 20.09.12 500000 0.94 KCNNWP 7316C DE000CG48L84 Baidu Inc ADR Call 170 0.1 20.09.12 500000 0.57 KCNOWP 7317C DE000CG48L92 Baidu Inc ADR Put 120 0.1 14.06.12 500000 1.23 KCNPWP 7318C DE000CG48M00 Baidu Inc ADR Put 90 0.1 14.06.12 500000 0.41 KCNQWP 7319C DE000CG48M18 Adobe Systems Call 28 0.1 15.03.12 500000 0.18 KCNRWP 7320C DE000CG48M26 Adobe Systems Call 30 0.1 15.03.12 500000 0.11 KCNSWP 7321C DE000CG48M34 Adobe Systems Call 28 0.1 14.06.12 500000 0.26 KCNTWP 7322C DE000CG48M42 Adobe Systems Call 30 0.1 14.06.12 500000 0.18 KCNUWP 7323C DE000CG48M59 Adobe Systems Call 28 0.1 20.09.12 500000 0.28 KCNVWP 7324C DE000CG48M67 Adobe Systems Call 32 0.1 20.09.12 500000 0.18 KCNWWP 7325C DE000CG48M75 Adobe Systems Put 27 0.1 14.06.12 500000 0.2 KCNXWP 7326C DE000CG48M83 Adobe Systems Put 25 0.1 14.06.12 500000 0.14 KCNYWP 7327C DE000CG48M91 Newmont Mining Call 60 0.1 15.03.12 500000 0.37 KCNZWP 7328C DE000CG48N09 Newmont Mining Call 65 0.1 15.03.12 500000 0.18 KCN1WP 7329C DE000CG48N17 Newmont Mining Call 65 0.1 14.06.12 500000 0.31 KCN2WP 7330C DE000CG48N25 Newmont Mining Call 70 0.1 14.06.12 500000 0.19 KCN3WP 7331C DE000CG48N33 Newmont Mining Call 65 0.1 20.09.12 500000 0.41 KCN4WP 7332C DE000CG48N41 Newmont Mining Call 75 0.1 20.09.12 500000 0.19 KCN5WP 7333C DE000CG48N58 Newmont Mining Put 60 0.1 14.06.12 500000 0.4 KCN6WP 7334C DE000CG48N66 Newmont Mining Put 55 0.1 14.06.12 500000 0.25 KCN7WP 7335C

DE000CG48N74 Caterpillar Call 95 0.1 15.03.12 500000 0.41 KCN8WP 7336C DE000CG48N82 Caterpillar Call 100 0.1 15.03.12 500000 0.25 KCN9WP 7337C DE000CG48N90 Caterpillar Call 100 0.1 14.06.12 500000 0.47 KCBEWP 7338C DE000CG48P07 Caterpillar Call 110 0.1 14.06.12 500000 0.25 KCBFWP 7339C DE000CG48P15 Caterpillar Call 110 0.1 20.09.12 500000 0.4 KCBGWP 7340C DE000CG48P23 Caterpillar Call 120 0.1 20.09.12 500000 0.21 KCBHWP 7341C DE000CG48P31 Caterpillar Put 90 0.1 14.06.12 500000 0.65 KCBIWP 7342C DE000CG48P49 Caterpillar Put 80 0.1 14.06.12 500000 0.36 KCBJWP 7343C Entidade Emitente Admissão à Negociação Último dia de negociação Valor de Reembolso Quantidade Mínima de Warrants para o Exercício de Referência Estilo e Tipo de Exercício Organização e Liderança Legislação Aplicável Regime Fiscal Aplicável Citigroup Global Markets Deutschland AG. 09.01.2012, no segmento EasyNext da Euronext Lisbon. 4 dias úteis antes da Data de Maturidade. O valor de reembolso é igual à diferença, se positiva e convertida em EUR, a) Call Warrants: entre o de Referência do Activo Subjacente e o de Exercício, multiplicada pela Paridade; b) Put Warrants: entre o de Exercício e o de Referência do Activo Subjacente, multiplicada pela Paridade. 100 por série. Valor de fecho, conforme divulgado pela bolsa relevante, do activo Subjacente na Data de Maturidade. Estilo Americano. Exercício automático na maturidade. Citibank International Plc, Sucursal em Portugal. A legislação aplicável é a da República Federal da Alemanha. Mais Valias. A Entidade Emitente não garante a rentabilidade do investimento efectuado, nem faz qualquer recomendação sobre a evolução de qualquer Activo Subjacente, assumindo o subscritor ou comprador dos Warrants emitidos, o risco de uma potencial evolução desfavorável do Activo Subjacente, e consequentemente, a perda total ou parcial do investimento realizado. Não dispensa a consulta dos Final Terms & Conditions No. 100512 e do Base Prospectus No. 5 dated 05.07.2011. Informa-se que os Terms & Conditions No. 100512 e o Base Prospectus No. 5 dated 05.07.2012, encontram-se à disposição para consulta nas instalações do Citibank International Plc, Sucursal em Portugal na Rua Barata Salgueiro, nº30 4º andar, 1269-056 Lisboa e nas instalações da Euronext Lisbon - Soc. Gestora de Mercados Regulamentados, SA, na Av. da Liberdade, nº196 7º, 1250-147 Lisboa e no sitio de internet www.citiwarrants.com.

Novos Turbo Warrants (estilo europeu, exercício automático) Código ISIN Activo subjacente Tipo Exercício ISIN Code Underlying Type Strike Barreira Quantidad Rácio Maturidade knock-out e knockout Barrier Parity Maturity Quantity Emissão Issue Price Código CVM Código Euronex t CVM Code Euronex t Code Grupo de Negociação DE000CG48P56 DAX Call 6100 6100 0.005 23.02.12 500000 0.23 KBBVWP 7344C U4 DE000CG48P64 DAX Call 6050 6050 0.005 23.02.12 500000 0.48 KBBWWP 7345C U4 DE000CG48P72 DAX Call 6000 6000 0.005 23.02.12 500000 0.73 KBBXWP 7346C U4 DE000CG48P80 DAX Call 5950 5950 0.005 23.02.12 500000 0.98 KBBYWP 7347C U4 DE000CG48P98 DAX Call 5900 5900 0.005 23.02.12 500000 1.23 KBBZWP 7348C U4 DE000CG48Q06 DAX Call 5850 5850 0.005 23.02.12 500000 1.48 KBB1WP 7349C U4 DE000CG48Q14 DAX Call 5800 5800 0.005 23.02.12 500000 1.73 KBB2WP 7350C U4 DE000CG48Q22 DAX Call 5750 5750 0.005 23.02.12 500000 1.98 KBB3WP 7351C U4 DE000CG48Q30 DAX Call 5700 5700 0.005 23.02.12 500000 2.23 KBB4WP 7352C U4 DE000CG48Q48 DAX Call 5650 5650 0.005 23.02.12 500000 2.48 KBB5WP 7353C U4 DE000CG48Q55 DAX Put 6150 6150 0.005 23.02.12 500000 0.23 KBB6WP 7354C U4 DE000CG48Q63 DAX Put 6200 6200 0.005 23.02.12 500000 0.48 KBB7WP 7355C U4 DE000CG48Q71 DAX Put 6250 6250 0.005 23.02.12 500000 0.73 KBB8WP 7356C U4 DE000CG48Q89 DAX Put 6300 6300 0.005 23.02.12 500000 0.98 KBB9WP 7357C U4 DE000CG48Q97 DAX Put 6350 6350 0.005 23.02.12 500000 1.23 KMOCWP 7358C U4 DE000CG48R05 DAX Put 6400 6400 0.005 23.02.12 500000 1.48 KMODWP 7359C U4 DE000CG48R13 DAX Put 6450 6450 0.005 23.02.12 500000 1.73 KMOEWP 7360C U4 DE000CG48R21 DAX Put 6500 6500 0.005 23.02.12 500000 1.98 KMOFWP 7361C U4 DE000CG48R39 DAX Put 6550 6550 0.005 23.02.12 500000 2.23 KMOGWP 7362C U4 DE000CG48R47 DAX Put 6600 6600 0.005 23.02.12 500000 2.48 KMOHWP 7363C U4 DE000CG48R54 DAX Call 6025 6025 0.005 22.03.12 500000 0.6 KMOIWP 7364C U4 DE000CG48R62 DAX Call 5975 5975 0.005 22.03.12 500000 0.85 KMOJWP 7365C U4 DE000CG48R70 DAX Call 5925 5925 0.005 22.03.12 500000 1.1 KMOKWP 7366C U4 DE000CG48R88 DAX Call 5875 5875 0.005 22.03.12 500000 1.35 KMOLWP 7367C U4 DE000CG48R96 DAX Call 5825 5825 0.005 22.03.12 500000 1.6 KMOMWP 7368C U4 DE000CG48S04 DAX Call 5775 5775 0.005 22.03.12 500000 1.85 KMONWP 7369C U4 DE000CG48S12 DAX Call 5725 5725 0.005 22.03.12 500000 2.1 KMOOWP 7370C U4 DE000CG48S20 DAX Call 5675 5675 0.005 22.03.12 500000 2.35 KMOPWP 7371C U4 DE000CG48S38 DAX Call 5625 5625 0.005 22.03.12 500000 2.6 KMOQWP 7372C U4 DE000CG48S46 DAX Call 5575 5575 0.005 22.03.12 500000 2.85 KMORWP 7373C U4 DE000CG48S53 DAX Call 5525 5525 0.005 22.03.12 500000 3.1 KMOSWP 7374C U4 DE000CG48S61 DAX Call 5475 5475 0.005 22.03.12 500000 3.35 KMOTWP 7375C U4 DE000CG48S79 DAX Call 5425 5425 0.005 22.03.12 500000 3.6 KMOUWP 7376C U4 DE000CG48S87 DAX Put 6175 6175 0.005 22.03.12 500000 0.35 KMOVWP 7377C U4 DE000CG48S95 DAX Put 6225 6225 0.005 22.03.12 500000 0.6 KMOWWP 7378C U4 DE000CG48T03 DAX Put 6275 6275 0.005 22.03.12 500000 0.85 KMOXWP 7379C U4 DE000CG48T11 DAX Put 6325 6325 0.005 22.03.12 500000 1.1 KMOYWP 7380C U4 DE000CG48T29 DAX Put 6375 6375 0.005 22.03.12 500000 1.35 KMOZWP 7381C U4 DE000CG48T37 DAX Put 6425 6425 0.005 22.03.12 500000 1.6 KMO1WP 7382C U4 DE000CG48T45 DAX Put 6475 6475 0.005 22.03.12 500000 1.85 KMO2WP 7383C U4 DE000CG48T52 DAX Put 6525 6525 0.005 22.03.12 500000 2.1 KMO3WP 7384C U4 DE000CG48T60 DAX Put 6575 6575 0.005 22.03.12 500000 2.35 KMO4WP 7385C U4 DE000CG48T78 DAX Put 6625 6625 0.005 22.03.12 500000 2.6 KMO5WP 7386C U4 Trading Group

DE000CG48T86 DAX Put 6675 6675 0.005 22.03.12 500000 2.85 KMO6WP 7387C U4 DE000CG48T94 DAX Put 6725 6725 0.005 22.03.12 500000 3.1 KMO7WP 7388C U4 DE000CG48U00 DAX Put 6775 6775 0.005 22.03.12 500000 3.35 KMO8WP 7389C U4 DE000CG48U18 DAX Put 6825 6825 0.005 22.03.12 500000 3.6 KMO9WP 7390C U4 Entidade Emitente Admissão à Negociação Último dia de negociação Valor de Reembolso de Referência Estilo e Tipo de Exercício Organização e Liderança Legislação Aplicável Regime Fiscal Aplicável Citigroup Global Markets Deutschland AG 09.01.2012, no segmento EasyNext da Euronext Lisbon 4 dias úteis antes da data de maturidade ou na data em que a respectiva barreira knock-out seja atingida ou ultrapassada. O valor de reembolso é igual à diferença, se positiva e convertida em EUR, a) Call Warrants Estruturados: entre o de Referência do Activo Subjacente e o de Exercício, multiplicada pela Paridade; b) Put Warrants Estruturados: entre o de Exercício e o de Referência do Activo Subjacente, multiplicada pela Paridade; Se em qualquer momento, desde a data de admissão à negociação em mercado gerido pela Euronext Lisbon, e durante o horário normal de negociação da bolsa de valores relevante, o valor do activo subjacente for igual ou inferior para os Call Warrants Estruturados ou igual ou superior para os Put Warrants Estruturados - da respectiva Barreira Knock-Out, os direitos inerentes aos Warrants Estruturados extinguem-se em definitivo e os Warrants Estruturados expiram antecipadamente sem qualquer valor. Valor de fecho, conforme divulgado pela bolsa relevante, do activo Subjacente na Data de Maturidade. Estilo Europeu. Exercício automático na maturidade. Citibank International Plc, Sucursal em Portugal A legislação aplicável é a da República Federal da Alemanha Mais Valias O investidor que adquire os Warrants Estruturados deve fazer uma análise cuidada dos riscos envolvidos, nomeadamente quanto à potencial perda antecipada dos direitos inerentes aos Warrants Estruturados se a barreira knock-out for atingida ou ultrapassada e à necessidade de acompanhamento próximo da evolução da negociação em mercado do activo subjacente. Todas as operações realizadas após o exacto momento em que se verificou a condição de perda antecipada dos direitos inerentes aos Warrants Estruturados serão canceladas pela Euronext Lisbon. A Entidade Emitente não garante a rentabilidade do investimento efectuado, nem faz qualquer recomendação sobre a evolução de qualquer Activo Subjacente, assumindo o subscritor ou comprador dos Warrants Estruturados emitidos, o risco de uma potencial evolução desfavorável do Activo Subjacente, e consequentemente, a perda total ou parcial do investimento realizado. Não dispensa a consulta dos Final Terms & Conditions No. 100513 e do Base Prospectus No. 5 dated 05.07.2011. Informa-se que os Terms & Conditions No. 100513 e o Base Prospectus No. 5 dated 05.07.2011, encontram-se à disposição para consulta nas instalações do Citibank International Plc, Sucursal em Portugal na Rua Barata Salgueiro, nº30 4º andar, 1269-056 Lisboa e nas instalações da Euronext Lisbon - Soc. Gestora de Mercados Regulamentados, SA, na Av. da Liberdade, nº 196 7º, 1250-147 Lisboa e no sitio de internet www.citiwarrants.com. DAX DAX é marca registada da Deutsche Boerse AG, cuja utilização foi concedida ao Citigroup Global Markets Deutschland AG & Co. KGaA para determinados fins num contrato de licenciamento (licence agreement). Os warrants do Citigroup Global Markets Deutschland AG & Co. KGaA indexados ao DAX não são garantidos, vendidos ou promovidos pela Deutsche Boerse AG. A Deutsche Boerse AG não dá quaisquer garantias relativamente à razoabilidade de um investimento em warrants.