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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out S&P 500 Index   -59.10% Put - Endless 29.39 29.40 9,049.27 9,049.27 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -55.72% Put - Endless 29.30 29.31 9,037.79 8,857.03 Yes -32.88%
Goldman Sachs Knock-Out S&P 500 Index   -53.60% Put - Endless 28.20 28.21 8,914.95 8,736.65 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -56.70% Put - Endless - - 8,912.69 8,912.69 Yes -
UBS Knock-Out S&P 500 Index   -55.70% Put - Endless 27.680 27.690 8,856.24 8,856.24 Yes -
UBS Knock-Out S&P 500 Index   -55.70% Put - Endless 27.68 27.69 8,856.24 8,856.24 Yes -
UBS Knock-Out S&P 500 Index   -55.70% Put - Endless 27.690 27.700 8,856.24 8,856.24 Yes -
Morgan Stanley Knock-Out S&P 500 Index   -52.96% Put - Endless 27.27 27.28 8,809.98 8,699.85 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -51.33% Put - Endless 27.02 27.03 8,782.93 8,607.27 Yes -34.57%
JP Morgan Knock-Out S&P 500 Index   -52.33% Put - Endless 26.68 26.69 8,751.99 8,664.00 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -53.85% Put - Endless 26.71 26.72 8,750.86 8,750.86 Yes -
UBS Knock-Out S&P 500 Index   -53.68% Put - Endless 26.650 26.660 8,741.34 8,741.34 Yes -
UBS Knock-Out S&P 500 Index   -53.68% Put - Endless 26.65 26.66 8,741.34 8,741.34 Yes -
UBS Knock-Out S&P 500 Index   -53.68% Put - Endless 26.660 26.670 8,741.34 8,741.34 Yes -
Morgan Stanley Knock-Out S&P 500 Index   -51.23% Put - Endless 26.37 26.38 8,710.38 8,601.50 Yes -
JP Morgan Knock-Out S&P 500 Index   -51.45% Put - Endless 26.23 26.24 8,701.33 8,614.00 Yes -
UBS Knock-Out S&P 500 Index   -52.12% Put - Endless 25.850 25.860 8,652.41 8,652.41 Yes -
UBS Knock-Out S&P 500 Index   -52.12% Put - Endless 25.85 25.86 8,652.41 8,652.41 Yes -
UBS Knock-Out S&P 500 Index   -52.12% Put - Endless 25.860 25.870 8,652.41 8,652.41 Yes -
JP Morgan Knock-Out S&P 500 Index   -50.57% Put - Endless 25.78 25.79 8,650.67 8,564.00 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -48.53% Put - Endless 25.57 25.58 8,620.59 8,448.18 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -51.56% Put - Endless 25.54 25.55 8,620.59 8,620.59 Yes -
Morgan Stanley Knock-Out S&P 500 Index   -49.59% Put - Endless 25.52 25.53 8,616.12 8,508.42 Yes -
Morgan Stanley Knock-Out S&P 500 Index   -49.49% Put - Endless 25.48 25.49 8,610.63 8,502.99 Yes -
JP Morgan Knock-Out S&P 500 Index   -49.69% Put - Endless 25.32 25.33 8,600.01 8,514.00 Yes -
BNP Paribas Knock-Out S&P 500 Index   -51.20% Put - Endless 25.40 25.41 8,599.85 8,599.85 Yes -
BNP Paribas Knock-Out S&P 500 Index   -49.69% Put - Endless 25.38 25.39 8,599.85 8,513.85 Yes -
BNP Paribas Knock-Out S&P 500 Index   -51.20% Put - Endless 25.400 25.410 8,599.85 8,599.85 Yes -
BNP Paribas Knock-Out S&P 500 Index   -49.69% Put - Endless 25.380 25.390 8,599.85 8,513.85 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -51.18% Put - Endless 25.35 25.36 8,598.73 8,598.73 Yes -
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