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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BVT Knock-Out NCB   - Put BANK AMERICA ... Endless - - 38.98 38.98 Yes -
BVT Knock-Out NCB   - Put BANK AMERICA ... Endless - - 38.91 38.91 Yes -
BVT Knock-Out NCB   - Put BANK AMERICA ... Endless - - 38.91 38.91 Yes -
BVT Knock-Out BAC   -1.15% Put Bank of America... Endless 0.060 0.080 40.41 40.41 Yes -
BVT Knock-Out BAC   -1.15% Put Bank of America... Endless 0.060 0.080 40.41 40.41 Yes -
BVT Knock-Out NCB   - Put BANK AMERICA ... Endless - - 39.91 39.91 Yes -
BVT Knock-Out NCB   - Put BANK AMERICA ... Endless - - 39.91 39.91 Yes -
BVT Knock-Out BAC   -18.75% Put Bank of America... Endless 0.710 0.730 47.44 47.44 Yes -
BVT Knock-Out BAC   -18.75% Put Bank of America... Endless 0.710 0.730 47.44 47.44 Yes -
BVT Knock-Out NCB   - Put BANK AMERICA ... Endless - - 39.41 39.41 Yes -
BVT Knock-Out NCB   - Put BANK AMERICA ... Endless - - 39.41 39.41 Yes -
BVT Knock-Out NCB   - Put BANK AMERICA ... Endless - - 40.15 40.15 Yes -99.90%
BVT Knock-Out NCB   - Put BANK AMERICA ... Endless - - 40.15 40.15 Yes -98.10%
BVT Knock-Out BAC   -0.63% Put Bank of America... Endless 0.180 0.200 41.88 40.20 Yes -84.87%
BVT Knock-Out BAC   -0.63% Put Bank of America... Endless 0.180 0.200 41.88 40.20 Yes -83.19%
BVT Knock-Out BAC   -3.03% Put Bank of America... Endless 0.130 0.150 41.16 41.16 Yes -88.60%
BVT Knock-Out BAC   -3.03% Put Bank of America... Endless 0.130 0.150 41.16 41.16 Yes -87.17%
BVT Knock-Out BAC   -3.13% Put Bank of America... Endless 0.280 0.300 42.93 41.20 Yes -78.29%
BVT Knock-Out BAC   -3.13% Put Bank of America... Endless 0.280 0.300 42.93 41.20 Yes -77.34%
BVT Knock-Out BAC   -4.38% Put Bank of America... Endless 0.320 0.340 43.45 41.70 Yes -76.12%
BVT Knock-Out BAC   -4.38% Put Bank of America... Endless 0.330 0.350 43.45 41.70 Yes -74.44%
BVT Knock-Out BAC   -7.31% Put Bank of America... Endless 0.290 0.310 42.87 42.87 Yes -77.52%
BVT Knock-Out BAC   -7.31% Put Bank of America... Endless 0.290 0.310 42.87 42.87 Yes -76.74%
BVT Knock-Out BAC   -9.24% Put Bank of America... Endless 0.360 0.380 43.64 43.64 Yes -73.53%
BVT Knock-Out BAC   -9.24% Put Bank of America... Endless 0.360 0.380 43.64 43.64 Yes -73.53%
BVT Knock-Out BAC   -11.14% Put Bank of America... Endless 0.430 0.450 44.40 44.40 Yes -69.93%
BVT Knock-Out BAC   -11.14% Put Bank of America... Endless 0.430 0.450 44.40 44.40 Yes -69.23%
BVT Knock-Out BAC   -5.38% Put Bank of America... Endless 0.215 0.235 42.10 42.10 Yes -82.38%
BVT Knock-Out BAC   -5.38% Put Bank of America... Endless 0.215 0.235 42.10 42.10 Yes -80.74%
Citi Knock-Out BAC   -14.47% Put Bank of America... Endless 0.560 - 45.73 45.73 Yes -64.74%
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