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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out NG/   -9.03% Put National Grid P... Endless 1.35 1.40 12.39 12.39 Yes -
Goldman Sachs Knock-Out NNGF   -44.69% Put NATIONAL GRID P... Endless 9.41 9.46 19.25 19.25 Yes -1.56%
Goldman Sachs Knock-Out NNGF   - Put NATIONAL GRID P... Endless - - 11.31 11.31 Yes -
Soc. Generale Knock-Out NG/   -7.38% Put National Grid P... Endless - - 12.20 12.20 Yes -
Goldman Sachs Knock-Out NG/   -3.70% Put National Grid P... Endless 0.650 0.700 11.78 11.78 Yes -
Soc. Generale Knock-Out NG/   -33.71% Put National Grid P... Endless - - 15.19 15.19 Yes -17.07%
Goldman Sachs Knock-Out NG/   -18.11% Put National Grid P... Endless 2.56 2.61 13.42 13.42 Yes -
Goldman Sachs Knock-Out NNGF   -17.36% Put NATIONAL GRID P... Endless 5.14 5.19 15.61 15.61 Yes -5.77%
Goldman Sachs Knock-Out NG/   -11.20% Put National Grid P... Endless 1.64 1.69 12.63 12.63 Yes -
Goldman Sachs Knock-Out NG/   -20.00% Put National Grid P... Endless 2.81 2.86 13.63 13.63 Yes -
Soc. Generale Knock-Out NG/   -7.66% Put National Grid P... Endless - - 12.23 12.23 Yes -41.75%
Goldman Sachs Knock-Out NG/   -0.91% Put National Grid P... Endless 0.280 0.510 11.46 11.46 Yes -
Goldman Sachs Knock-Out NG/   -13.31% Put National Grid P... Endless 1.92 1.97 12.87 12.87 Yes -
Goldman Sachs Knock-Out NG/   -4.82% Put National Grid P... Endless 0.790 0.840 11.91 11.91 Yes -
Soc. Generale Knock-Out NG/   -16.26% Put National Grid P... Endless - - 13.21 13.21 Yes -31.31%
Goldman Sachs Knock-Out NG/   -20.11% Put National Grid P... Endless 2.83 2.88 13.64 13.64 Yes -
Goldman Sachs Knock-Out NG/   -2.75% Put National Grid P... Endless 0.520 0.570 11.67 11.67 Yes -
Goldman Sachs Knock-Out NG/   -7.12% Put National Grid P... Endless 1.10 1.15 12.17 12.17 Yes -
Soc. Generale Knock-Out NG/   -15.60% Put National Grid P... Endless - - 13.39 13.13 Yes -
Soc. Generale Knock-Out NG/   -30.30% Put National Grid P... Endless - - 15.09 14.80 Yes -
Soc. Generale Knock-Out NG/   -2.57% Put National Grid P... Endless - - 11.88 11.65 Yes -
Soc. Generale Knock-Out NG/   -25.09% Put National Grid P... Endless - - 14.21 14.21 Yes -18.60%
Goldman Sachs Knock-Out NG/   -15.86% Put National Grid P... Endless 2.26 2.31 13.16 13.16 Yes -
Soc. Generale Knock-Out NG/   -16.26% Put National Grid P... Endless - - 13.21 13.21 Yes -31.07%
Soc. Generale Knock-Out NG/   -7.38% Put National Grid P... Endless - - 12.20 12.20 Yes -
Soc. Generale Knock-Out NG/   -33.71% Put National Grid P... Endless - - 15.19 15.19 Yes -16.82%
Soc. Generale Knock-Out NG/   3.44% Call National Grid P... Endless - - 10.97 10.97 Yes -
Soc. Generale Knock-Out NNGF   37.63% Call NATIONAL GRID P... Endless - - 8.30 8.30 Yes +4.26%
Soc. Generale Knock-Out NG/   41.21% Call National Grid P... Endless - - 6.68 6.68 Yes -
Soc. Generale Knock-Out NG/   31.73% Call National Grid P... Endless - - 7.76 7.76 Yes -