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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out NG/   -57.87% Put National Grid P... Endless - - 14.49 14.49 Yes +13.98%
Goldman Sachs Knock-Out NG/   -30.16% Put National Grid P... Endless - - 11.95 11.95 Yes -
Goldman Sachs Knock-Out NG/   -0.36% Put NATIONAL GRID P... Endless 2.22 - 10.45 10.45 Yes -
Goldman Sachs Knock-Out NG/   -6.58% Put National Grid P... Endless 0.830 - 9.39 9.39 Yes -
Goldman Sachs Knock-Out NG/   -5.26% Put National Grid P... Endless 0.700 - 9.27 9.27 Yes -
Goldman Sachs Knock-Out NG/   -32.42% Put National Grid P... Endless - - 11.50 11.50 Yes -
Soc. Generale Knock-Out NG/   -11.16% Put NATIONAL GRID P... Endless 3.96 - 12.01 12.01 Yes +19.50%
Goldman Sachs Knock-Out NG/   - Put NATIONAL GRID P... Endless - - 8.96 8.96 Yes -
Goldman Sachs Knock-Out NG/   -4.63% Put NATIONAL GRID P... Endless 2.80 - 10.91 10.91 Yes -
Goldman Sachs Knock-Out NG/   -13.11% Put NATIONAL GRID P... Endless - - 12.22 12.22 Yes -
Goldman Sachs Knock-Out NG/   -9.62% Put National Grid P... Endless 1.15 - 9.67 9.67 Yes -
Goldman Sachs Knock-Out NG/   -65.49% Put NATIONAL GRID P... Endless 11.13 - 17.48 17.48 Yes +14.62%
Soc. Generale Knock-Out NG/   -1.82% Put NATIONAL GRID P... Endless 2.78 - 11.00 11.00 Yes -
Goldman Sachs Knock-Out NG/   -1.29% Put NATIONAL GRID P... Endless 2.35 - 10.55 10.55 Yes -
Goldman Sachs Knock-Out NG/   -0.79% Put National Grid P... Endless 0.270 - 8.86 8.86 Yes -
Soc. Generale Knock-Out NG/   -8.84% Put National Grid P... Endless 1.60 - 9.99 9.99 Yes -
Goldman Sachs Knock-Out NG/   -37.98% Put National Grid P... Endless - - 12.67 12.67 Yes -
Soc. Generale Knock-Out NG/   -29.53% Put NATIONAL GRID P... Endless 6.29 - 13.99 13.99 Yes +12.55%
Soc. Generale Knock-Out NG/   3.07% Put NATIONAL GRID P... Endless 2.35 - 10.68 10.47 Yes -
Goldman Sachs Knock-Out NG/   -2.38% Put NATIONAL GRID P... Endless 2.50 - 10.67 10.67 Yes -
Goldman Sachs Knock-Out NG/   - Put NATIONAL GRID P... Endless - - 8.58 8.58 Yes -
Goldman Sachs Knock-Out NG/   -0.04% Put National Grid P... Endless 0.210 - 8.79 8.79 Yes -
Goldman Sachs Knock-Out NG/   -27.74% Put National Grid P... Endless - - 11.73 11.73 Yes -
Soc. Generale Knock-Out NG/   -20.45% Put NATIONAL GRID P... Endless 2.57 - 13.01 13.01 Yes +15.07%
Goldman Sachs Knock-Out NG/   - Put NATIONAL GRID P... Endless - - 8.68 8.68 Yes -
Goldman Sachs Knock-Out NG/   -17.21% Put NATIONAL GRID P... Endless 4.52 - 12.27 12.27 Yes -
Goldman Sachs Knock-Out NG/   -15.31% Put NATIONAL GRID P... Endless - - 12.45 12.45 Yes -
Soc. Generale Knock-Out NG/   2.06% Put National Grid P... Endless 0.450 - 8.99 8.99 Yes -
Soc. Generale Knock-Out NG/   -2.12% Put NATIONAL GRID P... Endless 1.41 - 11.03 11.03 Yes +29.52%
Soc. Generale Knock-Out NG/   -10.64% Put NATIONAL GRID P... Endless 4.12 - 12.19 11.95 Yes -