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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
UBS Knock-Out BAC   -8.68% Put Bank of America... Endless - - 42.60 42.60 Yes -77.27%
HSBC TUR.WAR.OP.END. NCB   -2.05% Put Bank of America... Endless 0.0600 0.0800 40.01 40.01 Yes -
HEBELPRODUKT/Open End-Turbo-Optionsscheine   - Put BANK AMERICA ... Endless - - 39.60 39.60 Yes -
HSBC TUR.WAR.OP.END. NCB   -30.74% Put BANK AMERICA ... Endless 0.7800 0.8000 47.89 47.89 Yes -53.18%
UBS Knock-Out BAC   -16.88% Put Bank of America... Endless - - 45.82 45.82 Yes -62.73%
UBS Knock-Out BAC   -5.22% Put Bank of America... Endless - - 41.25 41.25 Yes -85.13%
UBS Knock-Out BAC   -3.23% Put Bank of America... Endless - - 40.47 40.47 Yes -90.71%
UBS Knock-Out BAC   -8.06% Put Bank of America... Endless - - 42.36 42.36 Yes -78.29%
Morgan Stanley Knock-Out BAC   -14.32% Put Bank of America... Endless - - 44.81 44.81 Yes -
Morgan Stanley Knock-Out BAC   -14.34% Put Bank of America... Endless - - 48.73 44.82 Yes -
HSBC TUR.WAR.OP.END. NCB   -26.75% Put Bank of America... Endless 0.9500 0.9700 49.70 49.70 Yes -
BVT Knock-Out NCB   -25.24% Put BANK AMERICA ... Endless - - 45.87 45.87 Yes -
BVT Knock-Out NCB   -30.42% Put BANK AMERICA ... Endless - - 47.77 47.77 Yes -
BVT Knock-Out NCB   -14.45% Put BANK AMERICA ... Endless - - 41.92 41.92 Yes -
BVT Knock-Out NCB   -11.72% Put BANK AMERICA ... Endless - - 40.92 40.92 Yes -
Morgan Stanley Knock-Out BAC   -2.04% Put Bank of America... Endless - - 43.49 40.00 Yes -
Morgan Stanley Knock-Out BAC   -27.01% Put Bank of America... Endless - - 49.79 49.79 Yes -
Morgan Stanley Knock-Out BAC   -2.05% Put Bank of America... Endless - - 40.00 40.00 Yes -
Morgan Stanley Knock-Out BAC   -26.99% Put Bank of America... Endless - - 54.12 49.78 Yes -
BVT Knock-Out NCB   -19.94% Put BANK AMERICA ... Endless - - 43.93 43.93 Yes -
BVT Knock-Out NCB   -17.21% Put BANK AMERICA ... Endless - - 42.93 42.93 Yes -
Morgan Stanley Knock-Out BAC   -21.19% Put Bank of America... Endless - - 47.51 47.51 Yes -
Goldman Sachs Knock-Out NCB   -64.89% Put BANK AMERICA ... Endless - - 61.64 60.39 Yes -30.77%
UBS Knock-Out BAC   -49.53% Put Bank of America... Endless - - 58.61 58.61 Yes -35.02%
UBS Knock-Out BAC   -47.43% Put Bank of America... Endless - - 57.79 57.79 Yes -36.30%
Goldman Sachs Knock-Out BAC   -20.35% Put Bank of America... Endless - - 47.18 47.18 Yes -
HSBC Knock-Out BAC   -2.05% Put Bank of America... Endless - - 40.01 40.01 Yes -
Goldman Sachs Knock-Out BAC   -11.30% Put Bank of America... Endless - - 43.63 43.63 Yes -
Goldman Sachs Knock-Out BAC   -8.67% Put Bank of America... Endless - - 43.47 42.60 Yes -
Goldman Sachs Knock-Out NCB   - Put BANK AMERICA ... Endless - - 39.81 39.02 Yes -
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