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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out AEP   40.55% Call American Electr... Endless 3.65 3.71 48.30 48.30 Yes +6.65%
BNP Paribas Knock-Out AEP   53.19% Call American Electr... Endless 4.36 4.42 41.19 41.19 Yes -
HSBC Knock-Out AEP   21.74% Call American Electr... Endless 1.86 2.01 67.90 67.90 Yes -
HSBC Knock-Out AEP   29.79% Call American Electr... Endless 2.51 2.66 60.91 60.91 Yes -
HSBC Knock-Out AEP   38.56% Call American Electr... Endless 3.21 3.36 53.31 53.31 Yes -
HSBC Knock-Out AEP   42.99% Call American Electr... Endless 3.56 3.71 49.46 49.46 Yes -
HSBC Knock-Out AEP   3.25% Call American Electr... Endless 0.390 0.540 83.94 83.94 Yes -
HSBC Knock-Out AEP   1.86% Call American Electr... Endless 0.280 0.430 85.15 85.15 Yes -
BNP Paribas Knock-Out AEP   19.72% Call American Electr... Endless 2.39 2.45 62.12 65.22 Yes +1.27%
Morgan Stanley Knock-Out AEP   15.44% Call American Electr... Endless 2.12 2.18 64.81 68.70 Yes +7.43%
Morgan Stanley Knock-Out AEP   48.35% Call American Electr... Endless 4.24 4.30 41.96 41.96 Yes +6.00%
Morgan Stanley Knock-Out AEP   -18.12% Put American Electr... Endless 1.29 1.35 102.13 95.97 Yes -38.28%
HSBC Knock-Out AEP   24.66% Call American Electr... Endless 2.09 2.24 65.37 65.37 Yes -
HSBC Knock-Out AEP   40.75% Call American Electr... Endless 3.39 3.54 51.41 51.41 Yes -
HSBC Knock-Out AEP   31.98% Call American Electr... Endless 2.68 2.83 59.01 59.01 Yes -
HSBC Knock-Out AEP   23.20% Call American Electr... Endless 1.98 2.13 66.64 66.64 Yes -
HSBC Knock-Out AEP   9.51% Call American Electr... Endless 0.890 1.040 78.51 78.51 Yes -
HSBC Knock-Out AEP   5.34% Call American Electr... Endless 0.560 0.710 82.13 82.13 Yes -
BNP Paribas Knock-Out AEP   27.30% Call American Electr... Endless 2.99 3.05 55.62 58.40 Yes +3.10%
Morgan Stanley Knock-Out AEP   -44.12% Put American Electr... Endless 3.37 3.43 124.59 117.09 Yes -19.62%
Morgan Stanley Knock-Out AEP   18.90% Call American Electr... Endless - - 65.89 65.89 Yes +26.80%
Morgan Stanley Knock-Out AEP   19.31% Call American Electr... Endless 2.06 2.12 65.56 65.56 Yes +5.53%
HSBC Knock-Out AEP   15.89% Call American Electr... Endless 1.40 1.55 72.97 72.97 Yes -
HSBC Knock-Out AEP   27.58% Call American Electr... Endless 2.33 2.48 62.83 62.83 Yes -
HSBC Knock-Out AEP   34.18% Call American Electr... Endless 2.86 3.01 57.11 57.11 Yes -
HSBC Knock-Out AEP   20.29% Call American Electr... Endless 1.75 1.90 69.16 69.16 Yes -
HSBC Knock-Out AEP   11.62% Call American Electr... Endless 1.06 1.21 76.68 76.68 Yes -
HSBC Knock-Out AEP   6.04% Call American Electr... Endless 0.610 0.760 81.52 81.52 Yes -
HSBC Knock-Out AEP   - Call American Electr... Endless - - 87.48 87.48 Yes -
BNP Paribas Knock-Out AEP   39.80% Call American Electr... Endless 3.87 3.93 46.05 48.36 Yes +5.14%