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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   -47.71% Put - Endless 23.85 23.86 8,401.85 8,401.85 Yes -
JP Morgan Knock-Out S&P 500 Index   -47.70% Put - Endless 2.38 2.39 8,401.01 8,401.01 Yes -
JP Morgan Knock-Out S&P 500 Index   -47.70% Put - Endless 23.80 23.81 8,401.01 8,401.01 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -47.64% Put - Endless 23.81 23.82 8,397.73 8,397.73 Yes -
JP Morgan Knock-Out S&P 500 Index   -46.15% Put - Endless 23.77 23.78 8,397.28 8,313.00 Yes -
JP Morgan Knock-Out S&P 500 Index   -47.26% Put - Endless 23.57 23.58 8,375.88 8,375.88 Yes -
JP Morgan Knock-Out S&P 500 Index   -47.26% Put - Endless 2.36 2.37 8,375.88 8,375.88 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -47.18% Put - Endless 23.57 23.58 8,371.21 8,371.21 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -46.98% Put - Endless 23.47 23.48 8,360.15 8,360.15 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -46.86% Put - Endless 23.41 23.42 8,353.00 8,353.00 Yes -
Morgan Stanley Knock-Out S&P 500 Index   -45.01% Put - Endless 23.43 23.44 8,352.09 8,247.68 Yes -
JP Morgan Knock-Out S&P 500 Index   -46.82% Put - Endless 23.34 23.35 8,350.62 8,350.62 Yes -
JP Morgan Knock-Out S&P 500 Index   -46.82% Put - Endless 2.33 2.34 8,350.62 8,350.62 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -46.76% Put - Endless 23.36 23.37 8,347.45 8,347.45 Yes -
JP Morgan Knock-Out S&P 500 Index   -45.27% Put - Endless 23.32 23.33 8,346.62 8,263.00 Yes -
Morgan Stanley Knock-Out S&P 500 Index   -44.90% Put - Endless 23.38 23.39 8,346.01 8,241.68 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -46.64% Put - Endless 23.30 23.31 8,341.00 8,341.00 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -46.55% Put - Endless 23.25 23.26 8,335.61 8,335.61 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -46.51% Put - Endless 23.24 23.25 8,333.51 8,333.51 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -43.58% Put - Endless 23.25 23.26 8,333.51 8,166.84 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -46.41% Put - Endless 23.18 23.19 8,327.69 8,327.69 Yes -37.54%
JP Morgan Knock-Out S&P 500 Index   -46.38% Put - Endless 2.31 2.32 8,325.90 8,325.90 Yes -
JP Morgan Knock-Out S&P 500 Index   -46.38% Put - Endless 23.13 23.14 8,325.90 8,325.90 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -46.36% Put - Endless 23.16 23.17 8,324.94 8,324.94 Yes -38.48%
Morgan Stanley Knock-Out S&P 500 Index   -44.36% Put - Endless 23.10 23.11 8,314.99 8,211.05 Yes -
UBS Knock-Out S&P 500 Index   -46.10% Put - Endless 23.040 23.050 8,310.06 8,310.06 Yes -
UBS Knock-Out S&P 500 Index   -46.10% Put - Endless 23.05 23.06 8,310.06 8,310.06 Yes -
UBS Knock-Out S&P 500 Index   -46.10% Put - Endless 23.040 23.050 8,310.06 8,310.06 Yes -
Morgan Stanley Knock-Out S&P 500 Index   -44.26% Put - Endless 23.04 23.05 8,308.88 8,205.02 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -45.98% Put - Endless 22.96 22.97 8,303.25 8,303.25 Yes -
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