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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Soc. Generale Knock-Out NG/   - Call National Grid P... Endless - - 9.11 9.11 Yes -
Soc. Generale Knock-Out NNGF   24.30% Call NATIONAL GRID P... Endless 1.310 1.320 7.72 7.72 Yes -53.76%
Soc. Generale Knock-Out NNGF   40.80% Call NATIONAL GRID P... Endless 3.280 3.290 6.04 6.04 Yes -
Soc. Generale Knock-Out NNGF   46.07% Call NATIONAL GRID P... Endless 3.910 3.920 5.50 5.50 Yes -
Soc. Generale Knock-Out NNGF   - Call NATIONAL GRID P... Endless - - 10.96 10.96 Yes -
Soc. Generale Knock-Out NNGF   30.14% Call NATIONAL GRID P... Endless 2.000 2.010 7.13 7.13 Yes -41.81%
Soc. Generale Knock-Out NNGF   66.91% Call NATIONAL GRID P... Endless 6.410 6.420 3.38 3.38 Yes -
Soc. Generale Knock-Out NG/   - Call National Grid P... Endless - - 8.72 8.72 Yes -
Soc. Generale Knock-Out NNGF   35.47% Call NATIONAL GRID P... Endless 2.640 2.650 6.58 6.58 Yes -
Morgan Stanley Knock-Out NNGF   17.30% Call NATIONAL GRID P... Endless - - 8.44 8.44 Yes -
Morgan Stanley Knock-Out NG/   6.56% Call National Grid P... Endless 0.770 0.780 8.11 8.11 Yes -
Morgan Stanley Knock-Out NNGF   31.08% Call NATIONAL GRID P... Endless 2.78 2.79 6.56 7.03 Yes -
Morgan Stanley Knock-Out NNGF   44.80% Call NATIONAL GRID P... Endless - - 5.26 5.63 Yes -
Soc. Generale Knock-Out NG/   5.28% Call National Grid P... Endless 0.730 0.740 8.23 8.23 Yes -
Morgan Stanley Knock-Out NG/   12.33% Call National Grid P... Endless 1.34 1.35 7.61 7.61 Yes -
Goldman Sachs Knock-Out NG/   22.97% Call National Grid P... Endless 2.40 2.41 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   24.30% Call NATIONAL GRID P... Endless 1.28 1.29 7.72 7.72 Yes -55.80%
Goldman Sachs Knock-Out NNGF   28.21% Call NATIONAL GRID P... Endless 1.79 1.80 7.32 7.32 Yes -
Goldman Sachs Knock-Out NG/   11.39% Call National Grid P... Endless 1.23 1.24 7.70 7.70 Yes -
Soc. Generale Knock-Out NG/   5.28% Call National Grid P... Endless 0.700 0.710 8.23 8.23 Yes -
Soc. Generale Knock-Out NNGF   30.14% Call NATIONAL GRID P... Endless 1.97 1.98 7.13 7.13 Yes -43.07%
Goldman Sachs Knock-Out NNGF   48.05% Call NATIONAL GRID P... Endless 4.35 4.36 5.30 5.30 Yes -24.74%
Soc. Generale Knock-Out NNGF   35.47% Call NATIONAL GRID P... Endless 2.60 2.61 6.58 6.58 Yes -
Soc. Generale Knock-Out NNGF   46.07% Call NATIONAL GRID P... Endless 3.88 3.89 5.50 5.50 Yes -
Soc. Generale Knock-Out NNGF   28.64% Call NATIONAL GRID P... Endless 1.96 - 7.09 7.28 Yes -
Soc. Generale Knock-Out NNGF   66.91% Call NATIONAL GRID P... Endless 6.37 6.38 3.38 3.38 Yes -
Goldman Sachs Knock-Out NNGF   25.91% Call NATIONAL GRID P... Endless 1.49 1.50 7.56 7.56 Yes -
Soc. Generale Knock-Out NNGF   48.63% Call NATIONAL GRID P... Endless 4.19 4.20 5.24 5.24 Yes -
Soc. Generale Knock-Out NG/   - Call National Grid P... Endless - - 8.72 8.72 Yes -