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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BNP Paribas Knock-Out RMBS   - Call Rambus Inc Endless - - 50.22 55.24 Yes -
BNP Paribas Knock-Out RMBS   - Call Rambus Inc Endless - - 56.12 56.12 Yes -
BNP Paribas Knock-Out RMBS   3.81% Call Rambus Inc Endless 1.030 1.070 43.93 48.32 Yes -
BNP Paribas Knock-Out RMBS   33.55% Call Rambus Inc Endless 2.060 2.100 32.78 36.06 Yes -
BNP Paribas Knock-Out RMBS   39.59% Call Rambus Inc Endless 2.390 2.430 32.78 32.78 Yes -
BNP Paribas Knock-Out RMBS   -1.38% Call Rambus Inc Endless 0.47 - 50.00 55.00 Yes -
BNP Paribas Knock-Out RMBS   23.46% Call Rambus Inc Endless 1.600 1.640 37.76 41.53 Yes -
BNP Paribas Knock-Out RMBS   8.92% Call Rambus Inc Endless 0.860 0.900 49.42 49.42 Yes -
UniCredit Knock-Out RMBS   14.47% Call Rambus Inc Endless 0.890 0.930 46.41 46.41 Yes -
UniCredit Knock-Out RMBS   12.64% Call Rambus Inc Endless 0.800 0.840 47.41 47.41 Yes -
UniCredit Knock-Out RMBS   -57.61% Put Rambus Inc Endless - - 85.50 85.50 Yes -
UniCredit Knock-Out RMBS   -29.72% Put Rambus Inc Endless 1.100 1.140 65.16 65.16 Yes -
UniCredit Knock-Out RMBS   - Call Rambus Inc Endless - - 55.23 55.23 Yes -
UniCredit Knock-Out RMBS   -19.47% Put Rambus Inc Endless 0.660 0.700 60.01 60.01 Yes -
UniCredit Knock-Out RMBS   16.46% Call Rambus Inc Endless 0.980 1.020 45.33 45.33 Yes -
UniCredit Knock-Out RMBS   22.56% Call Rambus Inc Endless 1.270 1.310 42.02 42.02 Yes -
UniCredit Knock-Out RMBS   -4.99% Call Rambus Inc Endless 0.380 0.420 52.75 52.75 Yes -
UniCredit Knock-Out RMBS   -39.94% Put Rambus Inc Endless 1.570 1.610 70.29 70.29 Yes -
UniCredit Knock-Out RMBS   -49.39% Put Rambus Inc Endless 2.500 2.540 81.05 81.05 Yes -
UniCredit Knock-Out RMBS   - Put Rambus Inc Endless - - 60.05 60.05 Yes -
UniCredit Knock-Out RMBS   24.61% Call Rambus Inc Endless 1.370 1.410 40.91 40.91 Yes -
UniCredit Knock-Out RMBS   18.55% Call Rambus Inc Endless 1.080 1.120 44.20 44.20 Yes -
UniCredit Knock-Out RMBS   7.44% Call Rambus Inc Endless 0.570 0.610 50.23 50.23 Yes -
UniCredit Knock-Out RMBS   -79.89% Put Rambus Inc Endless - - 90.35 90.35 Yes -
UniCredit Knock-Out RMBS   - Call Rambus Inc Endless - - 57.10 57.10 Yes -
UniCredit Knock-Out RMBS   -7.84% Call Rambus Inc Endless 0.390 0.430 54.18 54.18 Yes -
UniCredit Knock-Out RMBS   9.66% Call Rambus Inc Endless 0.670 0.710 49.02 49.02 Yes -
UniCredit Knock-Out RMBS   -2.90% Call Rambus Inc Endless 0.460 0.500 51.69 51.69 Yes -
UniCredit Knock-Out RMBS   -50.00% Put Rambus Inc Endless 1.990 2.030 75.34 75.34 Yes -
UniCredit Knock-Out RMBS   20.56% Call Rambus Inc Endless 1.180 1.220 43.11 43.11 Yes -