Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
HSBC Knock-Out M   12.77% Call Macys Inc Endless 0.210 0.220 16.46 16.46 Yes -
HSBC Knock-Out M   12.77% Call Macys Inc Endless 0.200 0.210 16.46 16.46 Yes -
HSBC TUR.WAR.OP.END. FDO   12.77% Call Macys Inc Endless 0.2000 0.2100 16.46 16.46 Yes -
HSBC TUR.WAR.OP.END. FDO   21.55% Call Macys Inc Endless 3.5500 3.5800 14.79 14.79 Yes -
HSBC Knock-Out M   21.55% Call Macys Inc Endless 3.550 3.580 14.79 14.79 Yes -
HSBC Knock-Out M   21.55% Call Macys Inc Endless 3.60 3.63 14.79 14.79 Yes -
HSBC Knock-Out M   23.76% Call Macys Inc Endless 0.390 0.400 14.37 14.37 Yes -
HSBC Knock-Out M   23.76% Call Macys Inc Endless 0.400 0.410 14.37 14.37 Yes -
HSBC TUR.WAR.OP.END. FDO   23.76% Call Macys Inc Endless 0.3900 0.4000 14.37 14.37 Yes -
HSBC Knock-Out M   25.95% Call Macys Inc Endless 4.310 4.340 13.95 13.95 Yes -
HSBC TUR.WAR.OP.END. FDO   25.95% Call Macys Inc Endless 4.3100 4.3400 13.95 13.95 Yes -
HSBC Knock-Out M   25.95% Call Macys Inc Endless 4.37 4.40 13.95 13.95 Yes -
Morgan Stanley Knock-Out M   13.84% Call Macys Inc Endless 4.56 4.59 13.64 16.37 Yes -
HSBC Knock-Out M   28.17% Call Macys Inc Endless 0.470 0.480 13.53 13.53 Yes -
HSBC Knock-Out M   28.17% Call Macys Inc Endless 0.480 0.490 13.53 13.53 Yes -
HSBC TUR.WAR.OP.END. FDO   28.17% Call Macys Inc Endless 0.4700 0.4800 13.53 13.53 Yes -
HSBC Knock-Out M   30.37% Call Macys Inc Endless 5.090 5.120 13.11 13.11 Yes -
HSBC TUR.WAR.OP.END. FDO   30.37% Call Macys Inc Endless 5.090 5.120 13.11 13.11 Yes -
HSBC Knock-Out M   30.37% Call Macys Inc Endless 5.14 5.17 13.11 13.11 Yes -
HSBC Knock-Out M   33.70% Call Macys Inc Endless 5.72 5.75 12.48 12.48 Yes -
HSBC TUR.WAR.OP.END. FDO   33.70% Call Macys Inc Endless 5.670 5.700 12.48 12.48 Yes -
HSBC Knock-Out M   33.70% Call Macys Inc Endless 5.670 5.700 12.48 12.48 Yes -
HSBC Knock-Out M   37.00% Call Macys Inc Endless 6.250 6.280 11.85 11.85 Yes -
HSBC TUR.WAR.OP.END. FDO   37.00% Call Macys Inc Endless 6.240 6.270 11.85 11.85 Yes -
HSBC Knock-Out M   37.00% Call Macys Inc Endless 6.30 6.33 11.85 11.85 Yes -
HSBC Knock-Out M   40.33% Call Macys Inc Endless 6.830 6.860 11.22 11.22 Yes -
HSBC Knock-Out M   40.33% Call Macys Inc Endless 6.88 6.91 11.22 11.22 Yes -
HSBC TUR.WAR.OP.END. FDO   40.33% Call Macys Inc Endless 6.830 6.860 11.22 11.22 Yes -
Morgan Stanley Knock-Out M   29.95% Call Macys Inc Endless 6.95 6.98 11.09 13.31 Yes -
HSBC TUR.WAR.OP.END. FDO   43.52% Call Macys Inc Endless 0.7400 0.7500 10.61 10.61 Yes -