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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
UBS Knock-Out ABN   57.07% Call ABN AMRO Bank N... Endless 0.950 0.960 6.93 6.93 Yes +70.91%
UniCredit Knock-Out ABN   54.86% Call ABN AMRO Bank N... Endless - - 7.28 7.28 Yes +75.34%
UBS Knock-Out ABN   88.56% Call ABN AMRO Bank N... Endless 1.46 1.47 1.85 1.85 Yes +42.16%
UBS Knock-Out ABN   54.14% Call ABN AMRO Bank N... Endless 0.900 0.910 7.40 7.40 Yes +76.00%
UBS Knock-Out ABN   56.03% Call ABN AMRO Bank N... Endless 0.940 0.950 7.10 7.10 Yes +75.47%
UBS Knock-Out ABN   68.01% Call ABN AMRO Bank N... Endless 1.13 1.14 5.16 5.16 Yes +56.34%
Goldman Sachs Knock-Out ABN   - Call ABN AMRO Bank N... Endless - - 16.01 16.01 Yes -
UniCredit Knock-Out ABN   - Call ABN AMRO Bank N... Endless - - 16.00 16.34 Yes -
Soc. Generale Knock-Out ABN   - Call ABN AMRO Bank N... Endless - - 15.61 16.08 Yes -
Soc. Generale Knock-Out ABN   - Put ABN AMRO Bank N... Endless - - 16.39 16.39 Yes -
BNP Paribas Knock-Out ABN   2.24% Call ABN AMRO Bank N... Endless 1.48 1.49 15.03 15.78 Yes -
UBS Knock-Out ABN   3.16% Call ABN AMRO Bank N... Endless 0.090 0.092 15.63 15.63 Yes -
Soc. Generale Knock-Out ABN   10.90% Call ABN AMRO Bank N... Endless 2.52 - 13.98 14.38 Yes -
UBS Knock-Out ABN   - Put ABN AMRO Bank N... Endless - - 16.40 16.40 Yes -
Goldman Sachs Knock-Out ABN   -22.37% Put ABN AMRO Bank N... Endless 0.320 0.330 19.75 19.75 Yes -
UniCredit Knock-Out ABN   4.95% Call ABN AMRO Bank N... Endless 1.49 1.50 15.04 15.34 Yes -
Goldman Sachs Knock-Out ABN   5.76% Call ABN AMRO Bank N... Endless 1.72 1.74 14.79 15.21 Yes -
Goldman Sachs Knock-Out ABN   6.75% Call ABN AMRO Bank N... Endless 1.88 1.90 14.63 15.05 Yes -
Goldman Sachs Knock-Out ABN   13.07% Call ABN AMRO Bank N... Endless 2.84 2.86 13.67 14.03 Yes -
UBS Knock-Out ABN   7.41% Call ABN AMRO Bank N... Endless 0.159 0.161 14.94 14.94 Yes -
Soc. Generale Knock-Out ABN   -31.23% Put ABN AMRO Bank N... Endless 5.36 5.37 21.84 21.18 Yes -
Goldman Sachs Knock-Out ABN   1.98% Call ABN AMRO Bank N... Endless 1.130 1.150 15.38 15.82 Yes -
Soc. Generale Knock-Out ABN   - Call ABN AMRO Bank N... Endless - - 15.61 16.08 Yes -
Goldman Sachs Knock-Out ABN   - Call ABN AMRO Bank N... Endless 0.470 - 15.69 16.16 Yes -
Soc. Generale Knock-Out ABN   12.45% Call ABN AMRO Bank N... Endless 2.77 - 13.74 14.13 Yes -
Goldman Sachs Knock-Out ABN   3.29% Call ABN AMRO Bank N... Endless 0.100 0.110 15.61 15.61 Yes -
Soc. Generale Knock-Out ABN   13.58% Call ABN AMRO Bank N... Endless 2.62 - 13.95 13.95 Yes -
Soc. Generale Knock-Out ABN   - Call ABN AMRO Bank N... Endless - - 16.30 16.30 Yes -
UBS Knock-Out ABN   4.33% Call ABN AMRO Bank N... Endless 0.109 0.111 15.44 15.44 Yes -
UBS Knock-Out ABN   -51.78% Put ABN AMRO Bank N... Endless 0.800 0.810 24.50 24.50 Yes -
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