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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out NG/   18.51% Call National Grid P... Endless - - 7.76 8.31 Yes -
Morgan Stanley Knock-Out NG/   - Call NATIONAL GRID P... Endless - - 10.08 10.08 Yes -
Morgan Stanley Knock-Out NG/   40.67% Call National Grid P... Endless - - 5.65 6.05 Yes -
Morgan Stanley Knock-Out NG/   - Call NATIONAL GRID P... Endless - - 9.42 10.08 Yes -
Morgan Stanley Knock-Out NG/   11.02% Call National Grid P... Endless - - 9.07 9.07 Yes -
Soc. Generale Knock-Out NG/   -9.69% Put National Grid P... Endless - - 11.19 11.19 Yes -
Soc. Generale Knock-Out NG/   -28.75% Put National Grid P... Endless - - 13.38 13.13 Yes -
Soc. Generale Knock-Out NG/   29.89% Call National Grid P... Endless - - 7.15 7.15 Yes -
Soc. Generale Knock-Out NG/   17.92% Call National Grid P... Endless - - 8.18 8.37 Yes -
Soc. Generale Knock-Out NG/   -14.24% Put National Grid P... Endless - - 11.87 11.65 Yes -
Soc. Generale Knock-Out NG/   37.62% Call National Grid P... Endless - - 6.36 6.36 Yes -
Soc. Generale Knock-Out NG/   6.37% Call National Grid P... Endless - - 9.55 9.55 Yes -
Soc. Generale Knock-Out NG/   -19.51% Put National Grid P... Endless - - 12.19 12.19 Yes -
Goldman Sachs Knock-Out NG/   69.25% Call NATIONAL GRID P... Endless - - 3.66 3.66 Yes -5.88%
Goldman Sachs Knock-Out NG/   49.58% Call NATIONAL GRID P... Endless - - 6.00 6.00 Yes -13.27%
Goldman Sachs Knock-Out NG/   -19.07% Put National Grid P... Endless - - 12.14 12.14 Yes -
Goldman Sachs Knock-Out NG/   -6.93% Put National Grid P... Endless - - 10.90 10.90 Yes -
Soc. Generale Knock-Out NG/   35.09% Call National Grid P... Endless - - 6.62 6.62 Yes -
Soc. Generale Knock-Out NG/   25.96% Call NATIONAL GRID P... Endless - - 8.81 8.81 Yes -36.16%
Soc. Generale Knock-Out NG/   30.91% Call NATIONAL GRID P... Endless - - 8.22 8.22 Yes -28.53%
Soc. Generale Knock-Out NG/   55.66% Call National Grid P... Endless - - 4.52 4.52 Yes -
Soc. Generale Knock-Out NG/   42.44% Call National Grid P... Endless - - 5.73 5.87 Yes -
Soc. Generale Knock-Out NG/   24.40% Call National Grid P... Endless - - 7.54 7.71 Yes -
Soc. Generale Knock-Out NG/   -48.82% Put National Grid P... Endless - - 15.18 15.18 Yes +9.63%
Soc. Generale Knock-Out NG/   -45.03% Put National Grid P... Endless - - 15.08 14.79 Yes -
Soc. Generale Knock-Out NG/   -19.83% Put National Grid P... Endless - - 12.22 12.22 Yes +25.26%
Soc. Generale Knock-Out NG/   30.28% Call National Grid P... Endless - - 6.95 7.11 Yes -
Soc. Generale Knock-Out NG/   36.65% Call National Grid P... Endless - - 6.31 6.46 Yes -
Soc. Generale Knock-Out NG/   8.34% Call National Grid P... Endless - - 9.35 9.35 Yes -
Goldman Sachs Knock-Out NG/   20.10% Call National Grid P... Endless - - 8.15 8.15 Yes -