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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out NG/   41.25% Call National Grid P... Endless - - 5.67 6.07 Yes -
Morgan Stanley Knock-Out NG/   11.87% Call National Grid P... Endless - - 9.11 9.11 Yes -
Morgan Stanley Knock-Out NG/   22.47% Call National Grid P... Endless - - 7.49 8.01 Yes -
Morgan Stanley Knock-Out NG/   3.01% Call National Grid P... Endless - - 9.36 10.02 Yes -
Morgan Stanley Knock-Out NG/   12.69% Call National Grid P... Endless - - 8.42 9.02 Yes -
Morgan Stanley Knock-Out NNGF   31.32% Call NATIONAL GRID P... Endless - - 7.76 8.31 Yes -
Morgan Stanley Knock-Out NG/   3.21% Call National Grid P... Endless - - 10.00 10.00 Yes -
Soc. Generale Knock-Out NG/   -8.30% Put National Grid P... Endless - - 11.19 11.19 Yes -
Soc. Generale Knock-Out NG/   38.23% Call National Grid P... Endless - - 6.38 6.38 Yes -
Soc. Generale Knock-Out NG/   18.98% Call National Grid P... Endless - - 8.21 8.37 Yes -
Goldman Sachs Knock-Out NG/   -9.42% Put National Grid P... Endless - - 11.30 11.30 Yes -
Soc. Generale Knock-Out NG/   43.18% Call National Grid P... Endless - - 5.75 5.87 Yes -
Soc. Generale Knock-Out NG/   35.72% Call National Grid P... Endless - - 6.64 6.64 Yes -
Soc. Generale Knock-Out NG/   -27.09% Put National Grid P... Endless - - 13.38 13.13 Yes -
Goldman Sachs Knock-Out NG/   10.38% Call National Grid P... Endless - - 9.26 9.26 Yes -
Soc. Generale Knock-Out NG/   37.47% Call National Grid P... Endless - - 6.33 6.46 Yes -
Soc. Generale Knock-Out NG/   31.18% Call National Grid P... Endless - - 6.98 7.11 Yes -
Goldman Sachs Knock-Out NG/   13.82% Call National Grid P... Endless - - 8.90 8.90 Yes -
Soc. Generale Knock-Out NG/   -12.76% Put National Grid P... Endless - - 11.88 11.65 Yes -
Soc. Generale Knock-Out NG/   25.37% Call National Grid P... Endless - - 7.56 7.71 Yes -
Goldman Sachs Knock-Out NG/   11.35% Call National Grid P... Endless - - 9.16 9.16 Yes -
Soc. Generale Knock-Out NG/   30.58% Call National Grid P... Endless - - 7.17 7.17 Yes -
Soc. Generale Knock-Out NG/   9.24% Call National Grid P... Endless - - 9.38 9.38 Yes -
Soc. Generale Knock-Out NG/   -18.00% Put National Grid P... Endless - - 12.19 12.19 Yes -
Soc. Generale Knock-Out NG/   25.37% Call National Grid P... Endless - - 7.71 7.71 Yes -
Goldman Sachs Knock-Out NG/   -7.70% Put National Grid P... Endless - - 11.13 11.13 Yes -
Soc. Generale Knock-Out NG/   -43.16% Put National Grid P... Endless - - 15.08 14.79 Yes -
Goldman Sachs Knock-Out NG/   -15.10% Put National Grid P... Endless - - 11.89 11.89 Yes -
Goldman Sachs Knock-Out NG/   5.08% Call National Grid P... Endless - - 9.81 9.81 Yes -
Goldman Sachs Knock-Out NG/   -12.82% Put National Grid P... Endless - - 11.66 11.66 Yes -