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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
HSBC Knock-Out M   12.77% Call Macys Inc Endless - - 16.46 16.46 Yes -
HSBC Knock-Out M   12.77% Call Macys Inc Endless 0.190 0.200 16.46 16.46 Yes -
HSBC TUR.WAR.OP.END. FDO   12.77% Call Macys Inc Endless 0.1900 0.2000 16.46 16.46 Yes -
HSBC TUR.WAR.OP.END. FDO   21.55% Call Macys Inc Endless 3.4600 3.5300 14.79 14.79 Yes -
HSBC Knock-Out M   21.55% Call Macys Inc Endless - - 14.79 14.79 Yes -
HSBC Knock-Out M   21.55% Call Macys Inc Endless 3.460 3.530 14.79 14.79 Yes -
HSBC Knock-Out M   23.76% Call Macys Inc Endless - - 14.37 14.37 Yes -
HSBC Knock-Out M   23.76% Call Macys Inc Endless 0.380 0.390 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 TUR.WAR.OP.END. FDO   25.95% Call Macys Inc Endless 4.2300 4.3000 13.95 13.95 Yes -
HSBC Knock-Out M   25.95% Call Macys Inc Endless 4.210 4.280 13.95 13.95 Yes -
HSBC Knock-Out M   25.95% Call Macys Inc Endless - - 13.95 13.95 Yes -
Morgan Stanley Knock-Out M   13.84% Call Macys Inc Endless - - 13.64 16.37 Yes -
HSBC Knock-Out M   28.17% Call Macys Inc Endless - - 13.53 13.53 Yes -
HSBC TUR.WAR.OP.END. FDO   28.17% Call Macys Inc Endless 0.4600 0.4700 13.53 13.53 Yes -
HSBC Knock-Out M   28.17% Call Macys Inc Endless 0.460 0.470 13.53 13.53 Yes -
HSBC TUR.WAR.OP.END. FDO   30.37% Call Macys Inc Endless 5.000 5.070 13.11 13.11 Yes -
HSBC Knock-Out M   30.37% Call Macys Inc Endless 4.980 5.050 13.11 13.11 Yes -
HSBC Knock-Out M   30.37% Call Macys Inc Endless - - 13.11 13.11 Yes -
HSBC Knock-Out M   33.70% Call Macys Inc Endless - - 12.48 12.48 Yes -
HSBC Knock-Out M   33.70% Call Macys Inc Endless 5.560 5.630 12.48 12.48 Yes -
HSBC TUR.WAR.OP.END. FDO   33.70% Call Macys Inc Endless 5.580 5.650 12.48 12.48 Yes -
HSBC TUR.WAR.OP.END. FDO   37.00% Call Macys Inc Endless 6.160 6.230 11.85 11.85 Yes -
HSBC Knock-Out M   37.00% Call Macys Inc Endless 6.140 6.210 11.85 11.85 Yes -
HSBC Knock-Out M   37.00% Call Macys Inc Endless - - 11.85 11.85 Yes -
HSBC Knock-Out M   40.33% Call Macys Inc Endless - - 11.22 11.22 Yes -
HSBC Knock-Out M   40.33% Call Macys Inc Endless 6.720 6.790 11.22 11.22 Yes -
HSBC TUR.WAR.OP.END. FDO   40.33% Call Macys Inc Endless 6.740 6.810 11.22 11.22 Yes -
Morgan Stanley Knock-Out M   29.95% Call Macys Inc Endless - - 11.09 13.31 Yes -
HSBC TUR.WAR.OP.END. FDO   43.52% Call Macys Inc Endless 0.7300 0.7400 10.61 10.61 Yes -