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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out NG/   13.06% Call National Grid P... Endless 1.76 - 9.85 9.85 Yes -
Goldman Sachs Knock-Out NNGF   28.87% Call NATIONAL GRID P... Endless 2.29 - 9.39 9.39 Yes -
Soc. Generale Knock-Out NG/   31.28% Call National Grid P... Endless 4.60 4.71 7.60 7.78 Yes -
Soc. Generale Knock-Out NG/   16.80% Call National Grid P... Endless 2.55 2.66 9.42 9.42 Yes -
Goldman Sachs Knock-Out NG/   23.13% Call National Grid P... Endless 3.09 - 8.71 8.71 Yes -
Goldman Sachs Knock-Out NG/   27.49% Call National Grid P... Endless 3.66 - 8.21 8.21 Yes -
Goldman Sachs Knock-Out NG/   8.43% Call National Grid P... Endless 1.15 - 10.37 10.37 Yes -
Goldman Sachs Knock-Out NG/   3.37% Call National Grid P... Endless 0.530 - 10.94 10.94 Yes -
Goldman Sachs Knock-Out NG/   17.91% Call National Grid P... Endless 2.40 - 9.30 9.30 Yes -
Goldman Sachs Knock-Out NG/   10.60% Call National Grid P... Endless 1.43 - 10.12 10.12 Yes -
Soc. Generale Knock-Out NG/   25.45% Call National Grid P... Endless 3.84 3.95 8.25 8.44 Yes -
Soc. Generale Knock-Out NG/   42.50% Call National Grid P... Endless 6.04 6.15 6.36 6.51 Yes -
Goldman Sachs Knock-Out NG/   15.98% Call National Grid P... Endless 2.14 - 9.52 9.52 Yes -
Soc. Generale Knock-Out NG/   59.75% Call National Grid P... Endless 8.23 8.34 4.56 4.56 Yes -
Soc. Generale Knock-Out NNGF   32.74% Call NATIONAL GRID P... Endless 3.18 3.29 8.88 8.88 Yes -7.85%
Goldman Sachs Knock-Out NG/   25.26% Call National Grid P... Endless 3.37 - 8.46 8.46 Yes -
Soc. Generale Knock-Out NG/   3.23% Call National Grid P... Endless 0.760 0.870 10.96 10.96 Yes -
Soc. Generale Knock-Out NNGF   37.24% Call NATIONAL GRID P... Endless 3.860 3.970 8.29 8.29 Yes -4.68%
Soc. Generale Knock-Out NG/   36.36% Call National Grid P... Endless 5.130 5.240 7.21 7.21 Yes -
Soc. Generale Knock-Out NG/   12.13% Call National Grid P... Endless 1.920 2.030 9.95 9.95 Yes -
Soc. Generale Knock-Out NG/   16.80% Call National Grid P... Endless 2.540 2.650 9.42 9.42 Yes -
Goldman Sachs Knock-Out NG/   1.87% Call National Grid P... Endless 0.340 - 11.11 11.11 Yes -
Soc. Generale Knock-Out NG/   41.08% Call National Grid P... Endless 5.750 5.860 6.67 6.67 Yes -
Soc. Generale Knock-Out NNGF   32.74% Call NATIONAL GRID P... Endless 3.170 3.280 8.88 8.88 Yes -7.56%
Soc. Generale Knock-Out NG/   31.59% Call National Grid P... Endless 4.490 4.600 7.75 7.75 Yes -
Soc. Generale Knock-Out NG/   59.75% Call National Grid P... Endless 8.220 8.330 4.56 4.56 Yes -