Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out NG/   -10.66% Put National Grid P... Endless - - 9.61 9.61 Yes -
Morgan Stanley Knock-Out NNGF   17.30% Call NATIONAL GRID P... Endless - - 8.44 8.44 Yes -
Morgan Stanley Knock-Out NG/   12.33% Call National Grid P... Endless - - 7.61 7.61 Yes -
Morgan Stanley Knock-Out NNGF   44.80% Call NATIONAL GRID P... Endless - - 5.26 5.63 Yes -
Morgan Stanley Knock-Out NG/   6.56% Call National Grid P... Endless - - 8.11 8.11 Yes -
Morgan Stanley Knock-Out NNGF   31.08% Call NATIONAL GRID P... Endless - - 6.56 7.03 Yes -
Soc. Generale Knock-Out NG/   -15.06% Put National Grid P... Endless 1.480 - 9.99 9.99 Yes -
Soc. Generale Knock-Out NNGF   -37.15% Put NATIONAL GRID P... Endless 6.180 - 13.99 13.99 Yes +13.97%
Soc. Generale Knock-Out NNGF   -7.81% Put NATIONAL GRID P... Endless 2.660 - 11.00 11.00 Yes -
Soc. Generale Knock-Out NNGF   66.91% Call NATIONAL GRID P... Endless 6.370 6.480 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 2.600 2.710 6.58 6.58 Yes -
Soc. Generale Knock-Out NG/   5.28% Call National Grid P... Endless 0.690 0.800 8.23 8.23 Yes -
Soc. Generale Knock-Out NNGF   30.14% Call NATIONAL GRID P... Endless 1.970 2.080 7.13 7.13 Yes -42.40%
Soc. Generale Knock-Out NNGF   46.07% Call NATIONAL GRID P... Endless 3.880 3.990 5.50 5.50 Yes -
Soc. Generale Knock-Out NNGF   -17.70% Put NATIONAL GRID P... Endless 3.850 - 12.01 12.01 Yes +23.25%
Soc. Generale Knock-Out NNGF   - Call NATIONAL GRID P... Endless - - 10.96 10.96 Yes -
Soc. Generale Knock-Out NNGF   - Put NATIONAL GRID P... Endless - - 10.20 10.20 Yes -
Soc. Generale Knock-Out NG/   -3.54% Put National Grid P... Endless 0.320 - 8.99 8.99 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 1.270 1.380 7.72 7.72 Yes -54.12%
Soc. Generale Knock-Out NNGF   40.80% Call NATIONAL GRID P... Endless 3.250 3.360 6.04 6.04 Yes -
Soc. Generale Knock-Out NNGF   53.64% Call National Grid P... Endless - - 4.60 4.73 Yes -
Soc. Generale Knock-Out NNGF   35.47% Call NATIONAL GRID P... Endless - - 6.58 6.58 Yes -
Goldman Sachs Knock-Out NNGF   69.59% Call NATIONAL GRID P... Endless - - 3.10 3.10 Yes -14.09%
Soc. Generale Knock-Out NNGF   -8.13% Put NATIONAL GRID P... Endless - - 11.03 11.03 Yes +29.52%
Soc. Generale Knock-Out NNGF   40.80% Call NATIONAL GRID P... Endless - - 6.04 6.04 Yes -
Goldman Sachs Knock-Out NG/   21.66% Call National Grid P... Endless - - 6.80 6.80 Yes -
Goldman Sachs Knock-Out NG/   -6.78% Put National Grid P... Endless - - 9.27 9.27 Yes -
Goldman Sachs Knock-Out NG/   26.45% Call National Grid P... Endless - - 6.39 6.39 Yes -