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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out NNGF   -6.95% Put NATIONAL GRID P... Endless 2.78 - 10.91 10.91 Yes -
Goldman Sachs Knock-Out NNGF   - Put NATIONAL GRID P... Endless - - 8.96 8.96 Yes -
Goldman Sachs Knock-Out NG/   6.26% Call National Grid P... Endless 0.720 - 8.14 8.14 Yes -
Goldman Sachs Knock-Out NNGF   -71.40% Put NATIONAL GRID P... Endless 11.12 - 17.48 17.48 Yes +13.50%
Goldman Sachs Knock-Out NG/   17.11% Call National Grid P... Endless 1.79 - 7.20 7.20 Yes -
Soc. Generale Knock-Out NG/   -15.06% Put National Grid P... Endless 1.47 - 9.99 9.99 Yes -
Goldman Sachs Knock-Out NG/   -13.89% Put National Grid P... Endless 1.38 - 9.89 9.89 Yes -
Soc. Generale Knock-Out NNGF   24.30% Call NATIONAL GRID P... Endless 1.28 1.39 7.72 7.72 Yes -55.80%
Soc. Generale Knock-Out NNGF   35.21% Call NATIONAL GRID P... Endless 2.73 2.84 6.43 6.61 Yes -
Goldman Sachs Knock-Out NNGF   -4.57% Put NATIONAL GRID P... Endless 2.48 - 10.67 10.67 Yes -
Goldman Sachs Knock-Out NNGF   23.70% Call NATIONAL GRID P... Endless 1.20 - 7.78 7.78 Yes -
Goldman Sachs Knock-Out NNGF   -3.42% Put NATIONAL GRID P... Endless 2.33 - 10.55 10.55 Yes -
Soc. Generale Knock-Out NG/   -3.54% Put National Grid P... Endless 0.310 - 8.99 8.99 Yes -
Goldman Sachs Knock-Out NG/   22.97% Call National Grid P... Endless 2.39 - 6.69 6.69 Yes -
Soc. Generale Knock-Out NG/   - Call National Grid P... Endless - - 9.11 9.11 Yes -
Soc. Generale Knock-Out NNGF   -27.54% Put NATIONAL GRID P... Endless 2.51 - 13.01 13.01 Yes +15.07%
Soc. Generale Knock-Out NNGF   53.64% Call National Grid P... Endless 4.88 4.99 4.60 4.73 Yes -
Goldman Sachs Knock-Out NNGF   -22.09% Put NATIONAL GRID P... Endless - - 12.45 12.45 Yes -
Goldman Sachs Knock-Out NNGF   - Put NATIONAL GRID P... Endless - - 8.58 8.58 Yes -
Goldman Sachs Knock-Out NG/   -1.26% Put National Grid P... Endless 0.130 - 8.79 8.79 Yes -
Soc. Generale Knock-Out NNGF   -2.64% Put NATIONAL GRID P... Endless 2.22 - 10.68 10.47 Yes -
Goldman Sachs Knock-Out NNGF   28.21% Call NATIONAL GRID P... Endless 1.77 - 7.32 7.32 Yes -
Goldman Sachs Knock-Out NNGF   -19.76% Put NATIONAL GRID P... Endless - - 12.22 12.22 Yes -
Soc. Generale Knock-Out NNGF   30.14% Call NATIONAL GRID P... Endless 1.98 2.09 7.13 7.13 Yes -43.07%
Soc. Generale Knock-Out NNGF   48.63% Call NATIONAL GRID P... Endless 4.19 4.30 5.24 5.24 Yes -
Soc. Generale Knock-Out NNGF   46.07% Call NATIONAL GRID P... Endless 3.89 4.00 5.50 5.50 Yes -
Goldman Sachs Knock-Out NG/   -35.05% Put National Grid P... Endless - - 11.73 11.73 Yes -
Goldman Sachs Knock-Out NG/   -11.39% Put National Grid P... Endless 1.13 - 9.67 9.67 Yes -
Soc. Generale Knock-Out NG/   5.28% Call National Grid P... Endless 0.700 0.810 8.23 8.23 Yes -
Goldman Sachs Knock-Out NG/   -32.42% Put National Grid P... Endless - - 11.50 11.50 Yes -