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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
UBS Knock-Out S&P 500 Index   -45.71% Put - Endless - - 7,659.67 7,659.67 Yes -31.81%
UBS Knock-Out S&P 500 Index   -45.71% Put - Endless 21.730 21.740 7,659.67 7,659.67 Yes -32.30%
Goldman Sachs Knock-Out S&P 500 Index   -45.68% Put - Endless - - 7,658.15 7,658.15 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -42.65% Put - Endless - - 7,651.99 7,498.95 Yes -
JP Morgan Knock-Out S&P 500 Index   -45.53% Put - Endless - - 7,649.88 7,649.88 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -45.46% Put - Endless - - 7,646.25 7,646.25 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -45.40% Put - Endless - - 7,643.45 7,643.45 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -45.39% Put - Endless - - 7,642.58 7,642.58 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -45.20% Put - Endless - - 7,632.98 7,632.98 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -45.16% Put - Endless - - 7,630.84 7,630.84 Yes -
JP Morgan Knock-Out S&P 500 Index   -45.05% Put - Endless - - 7,624.74 7,624.74 Yes -
JP Morgan Knock-Out S&P 500 Index   -45.05% Put - Endless - - 7,624.74 7,624.74 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -45.02% Put - Endless - - 7,623.35 7,623.35 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -44.82% Put - Endless - - 7,612.79 7,612.79 Yes -
BNP Paribas Knock-Out S&P 500 Index   -44.70% Put - Endless - - 7,606.73 7,606.73 Yes -
BNP Paribas Knock-Out S&P 500 Index   -44.70% Put - Endless 21.240 21.250 7,606.73 7,606.73 Yes -
BNP Paribas Knock-Out S&P 500 Index   -43.25% Put - Endless - - 7,606.25 7,530.19 Yes -
BNP Paribas Knock-Out S&P 500 Index   -43.25% Put - Endless 21.220 21.230 7,606.25 7,530.19 Yes -
JP Morgan Knock-Out S&P 500 Index   -44.57% Put - Endless - - 7,599.59 7,599.59 Yes -
JP Morgan Knock-Out S&P 500 Index   -44.57% Put - Endless - - 7,599.59 7,599.59 Yes -
JP Morgan Knock-Out S&P 500 Index   -43.09% Put - Endless - - 7,598.79 7,522.00 Yes -31.01%
Morgan Stanley Knock-Out S&P 500 Index   -42.71% Put - Endless - - 7,597.11 7,502.14 Yes -
UBS Knock-Out S&P 500 Index   -44.43% Put - Endless - - 7,592.33 7,592.33 Yes -
UBS Knock-Out S&P 500 Index   -44.43% Put - Endless - - 7,592.33 7,592.33 Yes -
UBS Knock-Out S&P 500 Index   -44.43% Put - Endless 21.110 21.120 7,592.33 7,592.33 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -44.27% Put - Endless - - 7,583.81 7,583.81 Yes -
JP Morgan Knock-Out S&P 500 Index   -44.13% Put - Endless - - 7,576.57 7,576.57 Yes -
JP Morgan Knock-Out S&P 500 Index   -44.13% Put - Endless - - 7,576.57 7,576.57 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -44.13% Put - Endless - - 7,576.47 7,576.47 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -43.93% Put - Endless - - 7,565.81 7,565.81 Yes -
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