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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Soc. Generale Knock-Out NG/   -27.09% Put National Grid P... Endless - - 13.38 13.13 Yes -
Goldman Sachs Knock-Out NG/   -7.70% Put National Grid P... Endless - - 11.13 11.13 Yes -
Goldman Sachs Knock-Out NG/   -22.11% Put National Grid P... Endless - - 12.62 12.62 Yes -
Goldman Sachs Knock-Out NG/   -15.10% Put National Grid P... Endless - - 11.89 11.89 Yes -
Goldman Sachs Knock-Out NG/   -5.62% Put National Grid P... Endless - - 10.91 10.91 Yes -
Goldman Sachs Knock-Out NG/   -24.43% Put National Grid P... Endless - - 12.85 12.85 Yes -
Goldman Sachs Knock-Out NG/   -6.67% Put National Grid P... Endless - - 11.02 11.02 Yes -
Goldman Sachs Knock-Out NG/   -19.73% Put National Grid P... Endless - - 12.37 12.37 Yes -
Soc. Generale Knock-Out NG/   -18.31% Put National Grid P... Endless - - 12.22 12.22 Yes +20.00%
Soc. Generale Knock-Out NG/   -37.46% Put National Grid P... Endless - - 14.20 14.20 Yes +10.47%
Goldman Sachs Knock-Out NG/   -10.81% Put National Grid P... Endless - - 11.45 11.45 Yes -
Goldman Sachs Knock-Out NG/   -13.87% Put National Grid P... Endless - - 11.76 11.76 Yes -
Soc. Generale Knock-Out NG/   -43.16% Put National Grid P... Endless - - 15.08 14.79 Yes -
Goldman Sachs Knock-Out NG/   -17.63% Put National Grid P... Endless - - 12.15 12.15 Yes -
Soc. Generale Knock-Out NG/   -12.76% Put National Grid P... Endless - - 11.88 11.65 Yes -
Soc. Generale Knock-Out NG/   -18.00% Put National Grid P... Endless - - 12.19 12.19 Yes -
Goldman Sachs Knock-Out NG/   -9.42% Put National Grid P... Endless - - 11.30 11.30 Yes -
Soc. Generale Knock-Out NG/   -8.30% Put National Grid P... Endless - - 11.19 11.19 Yes -
Goldman Sachs Knock-Out NG/   -4.29% Put National Grid P... Endless - - 10.77 10.77 Yes -
Goldman Sachs Knock-Out NG/   -12.82% Put National Grid P... Endless - - 11.66 11.66 Yes -
Soc. Generale Knock-Out NG/   -46.94% Put National Grid P... Endless - - 15.18 15.18 Yes +9.82%
Goldman Sachs Knock-Out NNGF   -58.84% Put NATIONAL GRID P... Endless - - 19.22 19.22 Yes +11.58%
Soc. Generale Knock-Out NG/   -27.76% Put National Grid P... Endless - - 13.20 13.20 Yes +14.23%
Goldman Sachs Knock-Out NNGF   -28.84% Put NATIONAL GRID P... Endless - - 15.59 15.59 Yes +16.93%
Goldman Sachs Knock-Out NNGF   - Put NATIONAL GRID P... Endless - - 10.23 10.23 Yes -
Goldman Sachs Knock-Out NG/   -4.09% Put National Grid P... Endless - - 10.75 10.75 Yes -
Soc. Generale Knock-Out NG/   -8.30% Put National Grid P... Endless 0.910 1.030 11.19 11.19 Yes -
Soc. Generale Knock-Out NG/   -18.00% Put National Grid P... Endless 2.080 2.200 12.19 12.19 Yes -
Soc. Generale Knock-Out NG/   -46.94% Put National Grid P... Endless 5.570 5.690 15.18 15.18 Yes +13.20%
Soc. Generale Knock-Out NG/   -27.76% Put National Grid P... Endless 3.250 3.370 13.20 13.20 Yes +21.37%