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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
UBS Knock-Out BAC   -12.76% Put Bank of America... Endless - - 44.20 44.20 Yes -66.90%
UBS Knock-Out BAC   -14.15% Put Bank of America... Endless - - 44.75 44.75 Yes -64.67%
UBS Knock-Out BAC   -5.22% Put Bank of America... Endless - - 41.25 41.25 Yes -82.63%
UBS Knock-Out BAC   -29.32% Put Bank of America... Endless - - 50.69 50.69 Yes -46.57%
UBS Knock-Out BAC   -37.47% Put Bank of America... Endless - - 53.89 53.89 Yes -40.34%
UBS Knock-Out BAC   -42.36% Put Bank of America... Endless - - 55.81 55.81 Yes -37.60%
UBS Knock-Out BAC   -34.16% Put Bank of America... Endless - - 52.59 52.59 Yes -42.99%
UBS Knock-Out BAC   -23.57% Put Bank of America... Endless - - 48.44 48.44 Yes -51.91%
UBS Knock-Out BAC   -6.44% Put Bank of America... Endless - - 41.72 41.72 Yes -79.51%
BVT Knock-Out NCB   -19.94% Put BANK AMERICA ... Endless - - 43.92 43.92 Yes -
BVT Knock-Out NCB   -25.24% Put BANK AMERICA ... Endless - - 45.86 45.86 Yes -
BVT Knock-Out NCB   -14.48% Put BANK AMERICA ... Endless - - 41.92 41.92 Yes -
Morgan Stanley Knock-Out BAC   -27.00% Put Bank of America... Endless - - 49.78 49.78 Yes -
Morgan Stanley Knock-Out BAC   -2.04% Put Bank of America... Endless - - 43.48 40.00 Yes -
UBS Knock-Out BAC   -8.06% Put Bank of America... Endless - - 42.36 42.36 Yes -75.78%
Morgan Stanley Knock-Out BAC   -2.04% Put Bank of America... Endless - - 40.00 40.00 Yes -
BVT Knock-Out NCB   -17.21% Put BANK AMERICA ... Endless - - 42.92 42.92 Yes -
BVT Knock-Out NCB   - Put BANK AMERICA ... Endless - - 39.41 39.41 Yes -
Morgan Stanley Knock-Out BAC   -21.18% Put Bank of America... Endless - - 47.50 47.50 Yes -
Soc. Generale Knock-Out BAC   -36.94% Put Bank of America... Endless - - 53.68 53.68 Yes -
Goldman Sachs Knock-Out BAC   -19.93% Put Bank of America... Endless - - 47.01 47.01 Yes -
HSBC Knock-Out NCB   - Put BANK AMERICA ... Endless - - 39.60 39.60 Yes -
Goldman Sachs Knock-Out NCB   - Put BANK AMERICA ... Endless - - 40.55 39.74 Yes -
DZ Bank Knock-Out BAC   -36.93% Put Bank of America... Endless - - 56.40 53.68 Yes -
BVT Knock-Out NCB   -22.91% Put BANK AMERICA ... Endless - - 45.01 45.01 Yes -
DZ Bank Knock-Out BAC   -26.53% Put Bank of America... Endless - - 52.11 49.60 Yes -
DZ Bank Knock-Out BAC   -31.62% Put Bank of America... Endless - - 54.21 51.60 Yes -
Goldman Sachs Knock-Out BAC   -3.74% Put Bank of America... Endless - - 40.67 40.67 Yes -
Goldman Sachs Knock-Out BAC   -11.31% Put Bank of America... Endless - - 44.53 43.63 Yes -
DZ Bank Knock-Out BAC   -11.81% Put Bank of America... Endless - - 43.83 43.83 Yes -
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