Citi Delta One | Swap Specials Mid Date Symbol 2016-09-30 Cusip Sedol ISIN SecurityDesc UnderLying Ccy Ref Bench Mark Mid ( in bps ) IOOFF 50219G916 6714394 AU000000IFL2 IOOF HOLDINGS LTD AUD 1M BBSW - 2.25 STGNF 99372Y917 B1WW141 AU000000SGH7 SLATER & GORDON LTD AUD 1M BBSW - 14.00 TFSCF 882329931 B04D4Y6 AU000000TFC8 TFS CORPORATION LTD AUD 1M BBSW - 1.88 WHITF 890588940 B1XQXC4 AU000000WHC8 WHITEHAVEN COAL LTD AUD 1M BBSW - 0.50 WECFF 42734E914 6167619 AU000000WEC5 WHITE ENERGY COMPANY LTD AUD 1M BBSW - 1.25 FGETF 42763V910 6352147 AU000000FLT9 FLIGHT CENTRE TRAVEL GROUP L AUD 1M BBSW - 0.38 1M EURIBOR - 3.00 1.25 OEZVF 674996921 4661607 AT0000746409 VERBUND AG EUR 881919971 B07MXC1 GALAPAGOS NV EUR 1M EURIBOR - 052999927 4061490 RTL GROUP NPV CERT EUR 1M EURIBOR - 0.38 08741H976 BDB4RS8 BE0974294267 NYRSTAR NV EUR 1M EURIBOR - 1.00 894896935 B7Y4738 CH0190891181 LEONTEQ AG CHF 1M CHF LIBOR - 4.75 ELVAF 04083F918 B07Q419 CH0021218067 EVOLVA HOLDING SA CHF 1M CHF LIBOR - 4.00 SWGAF 81699D917 7184725 CH0012255151 SWATCH GROUP AG/THE-BR CHF 1M CHF LIBOR - 0.75 NWPHF 890190952 B1JMFJ7 IT0004147952 NEWRON PHARMACEUTICALS SPA CHF 1M CHF LIBOR - 2.75 1M CHF LIBOR - 5.75 3.00 NYRSF SPHDF 890134927 B1FJ2J1 CH0027148649 SANTHERA PHARMACEUTICALS-REG CHF UPTLF 91600H998 5297294 CZ0009091500 UNIPETROL CZK PRI01M - PHPMF 32999B952 4874546 CS0008418869 PHILIP MORRIS CR AS CZK PRI01M - 0.25 TFAOF 99302M942 5272569 CZ0009093209 O2 CZECH REPUBLIC AS CZK PRI01M - 1.75 897020962 BD3CQ16 CZ0008040318 MONETA MONEY BANK AS 144A CZK PRI01M - 0.25 25606B910 5734672 DE0005545503 DRILLISCH AG EUR 1M EURIBOR - 2.00 881963995 7508927 DE0007472060 WIRECARD AG EUR 1M EURIBOR - 0.63 111718912 5491966 DE0006095003 CAPITAL STAGE AG EUR 1M EURIBOR - 5.75 1M EURIBOR - 1.13 0.63 WRCDF 408993913 KLKNF WNXDF 5735642 DE0006013006 HAMBORNER REIT AG EUR 52115Q915 B170DQ6 DE000KC01000 KLOECKNER & CO EUR 1M EURIBOR - 111552915 7100099 DE0005008007 ADLER REAL ESTATE AG EUR 1M EURIBOR - 5.25 94148V917 B012VF6 DE000A0CAYB2 WINCOR NIXDORF AG EUR 1M EURIBOR - 1.25 DBOEF 25612H919 7021963 DE0005810055 DEUTSCHE BOERSE AG EUR 1M EURIBOR - 0.50 2.25 SOTDF 891515983 B3S3S52 DE0007493991 STROEER SE & CO KGAA EUR 1M EURIBOR - RCKZF 896639952 BR17150 DE000A12UKK6 ROCKET INTERNET AG 144A EUR 1M EURIBOR - 0.63 SMTGF 97545E917 B3B20H2 DE000A0DJ6J9 SMA SOLAR TECHNOLOGY AG EUR 1M EURIBOR - 7.25 25673D914 B5MTYK7 IE00B5MTYK77 SOURCE STOXX EUROPE 600 OPTIMI EUR 1M EURIBOR - 0.50 25673D948 B5MJYX0 IE00B5MJYX09 SOURCE STOXX EUROPE 600 OPTIMI EUR 1M EURIBOR - 0.50 25673D955 B5MTXJ9 IE00B5MTXJ97 SOURCE STOXX EUROPE 600 OPTIMI EUR 1M EURIBOR - 0.50 25673D989 B5MTZM6 IE00B5MTZM66 SOURCE STOXX EUROPE 600 OPTIMI EUR 1M EURIBOR - 0.50 25673D997 B5MTWZ8 IE00B5MTWZ80 SOURCE STOXX EUROPE 600 OPTIMI EUR 1M EURIBOR - 0.50 0.50 25673E920 B5MJYC9 IE00B5MJYC95 SOURCE STOXX EUROPE 600 OPTIMI EUR 1M EURIBOR - 25673E938 B5MTXK0 IE00B5MTXK03 SOURCE STOXX EUROPE 600 OPTIMI EUR 1M EURIBOR - 0.50 25678N966 B4RK3L2 LU0489337690 DB X-TRACKERS FTSE EPRA/NAREIT EUR 1M EURIBOR - 1.25 58111R971 B5MTWY7 IE00B5MTWY73 SOURCE STOXX EUROPE 600 OPTIMI EUR 1M EURIBOR - 0.50 DJXXF 25660M919 B00D611 DE0002635307 ISHARES STOXX EUROPE 600 UCITS EUR 1M EURIBOR - 0.75 DXMEF 25695A914 B1HPWS6 LU0274209237 DB X-TRACKERS MSCI EUROPE INDE EUR 1M EURIBOR - 0.38 97824S926 7130740 SAS AB DKK 1M CIBOR - 3.75 11141A922 B1WP656 D/S NORDEN DKK 1M CIBOR - 4.13 0.50 DPBSF DK0060083210 897033932 BYT16L4 DK0060094928 DONG ENERGY A/S 144A DKK 1M CIBOR - 30599E913 5263574 DK0010234467 FLSMIDTH & CO A/S DKK 1M CIBOR - 2.25 08243B923 7285402 ARCELORMITTAL ORD EUR 1M EURIBOR - 0.38 014990931 B01ZVZ5 ES0132105018 ACERINOX SA EUR 1M EURIBOR - 0.63 ABGOF 04010Y915 7174823 ES0105200416 ABENGOA S.A. EUR 1M EURIBOR - 24.75 DUROF 265991919 B175SV1 ES0162600417 DURO FELGUERA SA EUR 1M EURIBOR - 5.50 ISMAF 50213L911 4476210 ES0118594417 INDRA SISTEMAS SA EUR 1M EURIBOR - 2.25 71415W901 BYYTT70 ES0110944172 QUABIT INMOBILIARIA SA EUR 1M EURIBOR - 7.75 6.25 FLIDF CABUF 99649U912 BQRS6D3 ES0116162068 CARBURES EUROPE SA EUR 1M EURIBOR - TNISF 34443H916 B16FTB9 ES0178165017 TECNICAS REUNIDAS SA EUR 1M EURIBOR - 1.00 OBSJF 40099J924 5379749 ES0142090317 OBRASCON HUARTE LAIN S.A. EUR 1M EURIBOR - 3.25 FMOCF 343997920 5787115 ES0122060314 FOMENTO DE CONSTRUC Y CONTRA EUR 1M EURIBOR - 2.00 LAREF 896518917 BKJ95B3 ES0105015012 LAR ESPANA REAL ESTATE SOCIMI EUR 1M EURIBOR - 3.25 99299H971 BPRBWK4 SSAB AB-A SHARES EUR 1M EURIBOR - 3.63 OUKPF 890084916 B1FN8X9 FI0009014575 OUTOTEC OYJ EUR 1M EURIBOR - 3.13 OUTFF 67499C910 4665148 FI0009002422 OUTOKUMPU OYJ EUR 1M EURIBOR - 1.00 0.50 3.25 KNCRF 499992923 B11WFP1 FI0009005870 KONECRANES OYJ EUR 1M EURIBOR - TCOSF 111548913 5702936 FI0009006886 TECHNOPOLIS OYJ EUR 1M EURIBOR - ECIFF 282996917 B0NJJ17 FR0010242511 EDF EUR 1M EURIBOR - 0.50 3.75 36199K910 4368920 FR0000060618 RALLYE EUR 1M EURIBOR - 38407E918 5552993 FR0004548873 BOURBON CORP EUR 1M EURIBOR - 14.75 PAOTF 889990925 B04VST3 FR0004038263 PARROT SA EUR 1M EURIBOR - 4.75 ARVCF 15799U940 B5229L2 FR0011027143 AREVA - CI EUR 1M EURIBOR - 3.25 SLOIF 99330C916 4562294 FR0004025062 S.O.I.T.E.C. EUR 1M EURIBOR - 7.50 AFRAF 04007J913 4916039 FR0000031122 AIR FRANCE KLM EUR 1M EURIBOR - 0.75 MRELF 11211F918 B05DY78 FR0000051070 MAUREL ET PROM EUR 1M EURIBOR - 2.25 REMYF 76599F913 4741714 FR0000130395 REMY COINTREAU EUR 1M EURIBOR - 0.75 1.13 RLYNF VLOUF 919995910 B197DR6 FR0000120354 VALLOUREC (USIN) EUR 1M EURIBOR - PRVCF 11212H913 5700479 FR0000073041 PIERRE & VACANCES EUR 1M EURIBOR - 5.25 DUAVF 053992913 4067164 FR0000121725 DASSAULT AVIATION SA EUR 1M EURIBOR - 1.25 896788932 BYR8DF0 CY0105562116 AROUNDTOWN PROPERTY HOLDINGS EUR 1M EURIBOR - 1.63 CGUIF 147994917 4178419 FR0000125585 CASINO GUICHARD PERRACHON EUR 1M EURIBOR - 0.38 LYXMF 25620R917 7078066 FR0007054358 LYXOR EURO STOXX 50 DR UCITS E EUR 1M EURIBOR - 0.75 896508942 BJL5BR0 GB00BJL5BR07 4D PHARMA PLC GBP 1M LIBOR - 0.50 16020P916 0736554 GB0007365546 CARILLION GBP 1M LIBOR - 0.38 1.13 CIOIF AOWDF 896514965 BJTNFH4 GB00BJTNFH41 AO WORLD PLC GBP 1M LIBOR - MBNKF 896986916 BZ6STL6 GB00BZ6STL67 METRO BANK PLC GBP 1M LIBOR - 1.50 TUWLF 32599E943 0150080 GB0001500809 TULLOW OIL PLC GBP 1M LIBOR - 0.50 GEGYF 891949919 B55Q3P3 JE00B55Q3P39 GENEL ENERGY PLC GBP 1M LIBOR - 1.75 NNOCF 882054984 B01JLR9 GB00B01JLR99 NANOCO GROUP PLC GBP 1M LIBOR - 3.00 TLPLF 34013L917 0879471 GB0008794710 TELECOM PLUS PLC GBP 1M LIBOR - 1.25 TLFDF 34415K913 3102215 GB0031022154 TELFORD HOMES PLC GBP 1M LIBOR - 2.50 74176K918 BYV2MV7 GB00BYV2MV74 PURPLEBRICKS GROUP PLC GBP 1M LIBOR - 3.00 0.38 CCRGF 52104Z918 0683434 GB0006834344 INTU PROPERTIES PLC GBP 1M LIBOR - OCDGF 08535V918 B3MBS74 GB00B3MBS747 OCADO GROUP PLC-W/I GBP 1M LIBOR - 3.00 SRUXF 882786916 B0DG3H2 GB00B0DG3H29 SIRIUS MINERALS PLC GBP 1M LIBOR - 6.88 KMRPF 111270922 BDC5DH1 IE00BDC5DG00 KENMARE RESOURCES PLC GBP 1M LIBOR - 1.75 GWPRF 38416R918 3054468 GB0030544687 GW PHARMACEUTICALS PLC GBP 1M LIBOR - 4.50 TLKTF 891335952 B4YCDF5 GB00B4YCDF59 TALKTALK TELECOM GROUP GBP 1M LIBOR - 1.25 GUKYF 38127W917 B019X62 BMG4209G1087 GULF KEYSTONE PETROLEUM GBP 1M LIBOR - 45.50 11132P995 BYRJ5J1 GB00BYRJ5J14 PRIMARY HEALTH PROPERTIES PLC GBP 1M LIBOR - 0.75 0.25 4.75 08756Z911 B3KX4Q3 GG00B3KX4Q34 NB GLOBAL FLOATING RATE INCOME GBP 1M LIBOR - 11131V910 0682754 GB0006827546 PERSONAL ASSETS TRUST PLC/FUND GBP 1M LIBOR - 31882V927 SDIPF B5SZKJ0 IE00B42Q4896 SOURCE FINANCIAL S&P US SECTOR USD 1M LIBOR - 0.50 1.50 31882V943 B5SZDQ8 IE00B3WMTH43 SOURCE HLTH CARE S&P US SECTOR USD 1M LIBOR - 31904A919 BNGMZB6 GB00BNGMZB68 EDISTON PROPERTY INVESTMENT CO GBP 1M LIBOR - 3.00 99383H911 3387528 GB0033875286 STANDARD LIFE INVESTMENT PROPE GBP 1M LIBOR - 1.00 99517Z910 B1QH8P2 GB00B1QH8P22 SPORTS DIRECT INTERNATIONAL GBP 1M LIBOR - 1.75 81196Y919 B60FNV8 CHINA GOLD INTL 2099 HKD 1M HIBOR - 1.25 89119A926 BDCCYS0 CHINA EVERGRAND 3333 HKD 1M HIBOR - 1.25 50229M911 6312981 GENTING HONG KONG LTD HKD 1M HIBOR - 12.25 853990992 6558484 STANDARD CHARTERED PLC HKD 1M HIBOR - 0.75 5.75 CRCRF 896626942 BQQP9S1 KYG190211071 CAR INC HKD 1M HIBOR - MMLTF 68099K914 6728793 HK1208013172 MMG LTD HKD 1M HIBOR - 2.00 PRDSF 889157988 B4PFFW4 IT0003874101 PRADA SPA HKD 1M HIBOR - 1.50 KYG8729J1040 TECH PRO TECH D 3823 HKD 1M HIBOR - 7.25 KYG8875G1029 3SBIO INC 144A HKD 1M HIBOR - 0.75 BLUE SKY POWER HOLDINGS LTD HKD 1M HIBOR - 4.25 80925U917 VODOF 896790953 BY9D3L9 81279F910 BRJL530 890255938 B1P1JS5 KYG368441195 FUFENG GROUP LTD HKD 1M HIBOR - 0.75 98199B910 BPFH3X4 BMG9310X1065 V1 GROUP LTD HKD 1M HIBOR - 1.25 1.25 GOLDIN FINANCIAL HOLDINGS LT HKD 1M HIBOR - KYG869731078 TCC INTL HLDGS LTD HKD 1M HIBOR - 0.63 6536651 CNE100000296 BYD CO. LTD.-H HKD 1M HIBOR - 0.50 891248916 B4JSTL6 KYG981491007 WYNN MACAU LTD HKD 1M HIBOR - 0.63 14599B939 BQXKC13 BMG5326A1062 KUANGCHI SCIENCE LTD HKD 1M HIBOR - 8.25 891261935 B51QBN1 KYG9884T1013 YUZHOU PROPERTIES CO HKD 1M HIBOR - 0.75 CICOF 80857M917 B0B8Z18 CNE1000002J7 COSCO HOLDINGS-H HKD 1M HIBOR - 3.75 NANHF 89499C963 6878427 BMG6389N1002 NAN HAI CORP LTD HKD 1M HIBOR - 5.25 1.25 31199H926 BVXBJS7 34001M919 6072434 BYDDF 44040Q912 WYNMF KSFTF JNGHF AGTEF REXHF 895126936 B92N5M6 KYG911501057 TSUI WAH HOLDINGS LTD HKD 1M HIBOR - 890761935 B27WRM3 KYG5264Y1089 KINGSOFT CORP LTD HKD 1M HIBOR - 0.75 51099D924 BSBLMB2 BMG8229F1077 SMI HOLDINGS GROUP LTD HKD 1M HIBOR - 4.13 81327A913 B6RRXY0 KYG513831001 JIANGNAN GROUP LTD HKD 1M HIBOR - 2.75 81343Z983 B8FHDH9 HK0000127412 CSOP FTSE CHINA A50 ETF HKD 1M HIBOR - 1.25 890604994 B1XDJC7 KYG8655K1094 TIANNENG POWER INTL LTD HKD 1M HIBOR - 0.63 891499931 BYZKG48 KYG2119B1023 CHINA GOLDJOY GROUP LTD HKD 1M HIBOR - 3.75 80588V913 B1G2FL2 BMG0135Z1032 AGTECH HOLDINGS LTD HKD 1M HIBOR - 4.75 1.25 2.38 16037L916 6727284 BMG7541U1071 REXLOT HOLDINGS LTD HKD 1M HIBOR - 896451952 BGQYNN1 KYG9829N1025 XINYI SOLAR HOLDINGS LTD HKD 1M HIBOR - HCINF 80586F910 6725363 KYG4364T1013 HC INTERNATIONAL INC HKD 1M HIBOR - 2.88 5.00 891242984 B41LDR7 KYG211341048 CHINA ALL ACCESS HOLDINGS HKD 1M HIBOR - 891246951 B4LVMD6 HK0000056264 CHINA SOUTH CITY HOLDINGS HKD 1M HIBOR - 0.75 891442972 B633D97 KYG9894K1085 ZHONGSHENG GROUP HOLDINGS HKD 1M HIBOR - 0.75 99312G919 6003401 KYG7814S1021 SA SA INTERNATIONAL HLDGS HKD 1M HIBOR - 0.75 ANGGF 04012R918 6015644 CNE1000001V4 ANGANG STEEL CO LTD-H HKD 1M HIBOR - 1.63 WCHNF 81178M917 B4N6NB4 JE00B3MW7P88 WEST CHINA CEMENT LTD HKD 1M HIBOR - 2.00 46299E912 BPYM749 BMG0171W1055 ALIBABA PICTURES GROUP LTD HKD 1M HIBOR - 0.25 81295J912 B6QSG78 KYG2115G1055 CHINA HANKING HOLDINGS LTD HKD 1M HIBOR - 2.75 2.75 891510943 B61TX08 KYG204791043 CHAOWEI POWER HOLDINGS LTD HKD 1M HIBOR - 895105914 B8Z00N3 KYG2140A1076 CIFI HOLDINGS GROUP CO LTD HKD 1M HIBOR - 0.75 CCOZF 80900K918 B1JNK84 CNE100000528 CHINA COAL ENERGY CO-H HKD 1M HIBOR - 0.50 EGRNF 891197923 BD3DS68 KYG2119W1069 CHINA EVERGRANDE GROUP HKD 1M HIBOR - 1.25 891601973 BWZMH81 KYG2116D1016 CHINA HUARONG ENERGY CO LTD HKD 1M HIBOR - 1.25 896460961 BH3FTS1 KYG8904A1004 TIMES PROPERTY HOLDINGS LTD HKD 1M HIBOR - 1.25 896800943 BYMW733 CNE100001ZT0 LEGEND HOLDINGS CORP-H 144A HKD 1M HIBOR - 1.75 891572992 B468DF1 KYG121611084 BOER POWER HOLDINGS LTD HKD 1M HIBOR - 4.38 1.38 BRWZF MAANF 554059915 6600879 CNE1000003R8 MAANSHAN IRON & STEEL-H HKD 1M HIBOR - PSPRF 81093T914 B3Z9VV0 KYG695991011 PEAK SPORT PRODUCTS LTD HKD 1M HIBOR - 1.25 419992995 6400132 BMG4634Z1014 HSIN CHONG GROUP HOLDINGS LT HKD 1M HIBOR - 5.13 44035L910 BYM8MQ9 BMG4769M1156 IMPERIAL PACIFIC INTERNATION HKD 1M HIBOR - 3.63 50224F911 BMP25L0 BMG8979V1046 TOWN HEALTH INTERNATIONAL ME HKD 1M HIBOR - 3.50 66427Z918 6360009 BMG2110W1055 CHINA FINANCIAL INTERNATIONA HKD 1M HIBOR - 3.50 80925U990 BYW6BH7 KYG8729J1123 TECH PRO TECHNOLOGY DEVELOPM HKD 1M HIBOR - 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2.50 PPCMF 74152B916 B7C6V89 ZAE000170049 PPC LTD ZAR 1M JIBAR - 9.75 BRTZF 11136E921 6896292 LU0011857645 BRAIT SE ZAR 1M JIBAR - 0.50 ATTQF 896421922 BFH3QX1 ZAE000177218 ATTACQ LTD ZAR 1M JIBAR - 0.25 0.75 GISMF NPKAF LWSGF KUMBF 891256968 B5BTL30 99187Z992 TW0003691002 NAMPAK LTD ZAR 1M JIBAR - BDFYF91 ANHEUSER-BUSCH INBEV SA/NV ZAR 1M JIBAR - 1.00 16004G916 B4X9T93 CAPITAL & COUNTIES PROPERTIE ZAR 1M JIBAR - 2.25 782415913 BYYWHN1 MEDICLINIC INTERNATIONAL PLC ZAR 1M JIBAR - 0.38 891935959 B3XGCL0 ZAE000156253 CURRO HOLDINGS LTD ZAR 1M JIBAR - 0.75 58088U916 B02TWL9 ZAE000058236 LEWIS GROUP LTD ZAR 1M JIBAR - 2.63 896872967 BYYMZV5 ZAE000209342 TRELLIDOR HOLDINGS LTD ZAR 1M JIBAR - 1.25 50420E924 B1G4262 ZAE000085346 KUMBA IRON ORE LTD ZAR 1M JIBAR - 1.50 0.25 65999D917 B0KS382 50235B958 ZAE000071676 MRPZF 89679A910 BYXW419 ZAE000200457 MR PRICE GROUP LTD ZAR 1M JIBAR - EXXAF 50420E916 6418801 ZAE000084992 EXXARO RESOURCES LTD ZAR 1M JIBAR - 1.75 16070A918 6440859 ZAE000035861 CAPITEC BANK HOLDINGS LTD ZAR 1M JIBAR - 1.00 08743R923 B3R5FK3 IM00B23XCH02 NEW EUROPE PROPERTY INVEST ZAR 1M JIBAR - 0.38 33220D940 BBGB5W0 ZAE000179420 GROWTHPOINT PROPERTIES LTD ZAR 1M JIBAR - 0.25 GWWTF Note : Any security not noted in the list of specials is considered GC. 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