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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Soc. Generale Knock-Out NNGF   28.64% Call NATIONAL GRID P... Endless - - 7.09 7.28 Yes -
Soc. Generale Knock-Out NNGF   35.47% Call NATIONAL GRID P... Endless - - 6.58 6.58 Yes -
Soc. Generale Knock-Out NNGF   40.80% Call NATIONAL GRID P... Endless - - 6.04 6.04 Yes -
Soc. Generale Knock-Out NNGF   35.21% Call NATIONAL GRID P... Endless - - 6.43 6.61 Yes -
Soc. Generale Knock-Out NNGF   27.22% Call NATIONAL GRID P... Endless - - 7.42 7.42 Yes -48.33%
Soc. Generale Knock-Out NG/   - Call National Grid P... Endless - - 8.72 8.72 Yes -
Goldman Sachs Knock-Out NNGF   48.04% Call NATIONAL GRID P... Endless - - 5.30 5.30 Yes -22.98%
Goldman Sachs Knock-Out NNGF   69.58% Call NATIONAL GRID P... Endless - - 3.10 3.10 Yes -12.82%
Soc. Generale Knock-Out NNGF   30.14% Call NATIONAL GRID P... Endless - - 7.13 7.13 Yes -41.69%
Soc. Generale Knock-Out NNGF   24.30% Call NATIONAL GRID P... Endless - - 7.72 7.72 Yes -54.48%
Goldman Sachs Knock-Out NNGF   -6.59% Call NATIONAL GRID P... Endless - - 10.87 10.87 Yes -
Goldman Sachs Knock-Out NG/   22.76% Call National Grid P... Endless - - 6.69 6.69 Yes -
Goldman Sachs Knock-Out NG/   26.24% Call National Grid P... Endless - - 6.39 6.39 Yes -
Soc. Generale Knock-Out NG/   5.04% Call National Grid P... Endless - - 8.23 8.23 Yes -
Goldman Sachs Knock-Out NG/   11.14% Call National Grid P... Endless - - 7.70 7.70 Yes -
Goldman Sachs Knock-Out NG/   21.44% Call National Grid P... Endless - - 6.80 6.80 Yes -
Goldman Sachs Knock-Out NG/   6.02% Call National Grid P... Endless - - 8.14 8.14 Yes -
Goldman Sachs Knock-Out NG/   16.87% Call National Grid P... Endless - - 7.20 7.20 Yes -
Morgan Stanley Knock-Out NG/   12.10% 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 NNGF   17.30% Call NATIONAL GRID P... Endless - - 8.44 8.44 Yes -
Morgan Stanley Knock-Out NNGF   31.08% Call NATIONAL GRID P... Endless - - 6.56 7.03 Yes -
Soc. Generale Knock-Out NG/   - Call National Grid P... Endless - - 9.11 9.11 Yes -