Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UBS Put 5.5 CRIH 17....   Put UNICREDIT 4/17/2015 5.50 0.011 0.021 0.50 -20.07
UBS Put 5.75 CRIH 17...   Put UNICREDIT 4/17/2015 5.75 0.021 0.031 0.43 -21.21
UBS Put 4.75 CRIH 17...   Put UNICREDIT 4/17/2015 4.75 0.001 0.020 0.83 -13.22
UBS Put 4.5 CRIH 17....   Put UNICREDIT 4/17/2015 4.50 0.001 0.020 0.96 -11.57
UBS Put 4.5 CRIH 17....   Put UNICREDIT 4/17/2015 4.50 0.001 0.020 0.96 -11.57
UBS Put 5.5 CRIH 17....   Put UNICREDIT 4/17/2015 5.50 0.010 0.020 0.50 -20.07
UBS Put 5.75 CRIH 17...   Put UNICREDIT 4/17/2015 5.75 0.020 0.030 0.43 -21.21
UBS Put 4.75 CRIH 17...   Put UNICREDIT 4/17/2015 4.75 0.001 0.020 0.83 -13.22
UBS Put 4.75 CRIH 17...   Put UNICREDIT 4/17/2015 4.75 0.001 0.020 0.83 -13.22
UBS Put 4.5 CRIH 17....   Put UNICREDIT 4/17/2015 4.50 0.001 0.020 0.96 -11.57
UBS Put 5.75 CRIH 17...   Put UNICREDIT 4/17/2015 5.75 0.021 0.031 0.43 -21.21
UBS Put 5.5 CRIH 17....   Put UNICREDIT 4/17/2015 5.50 0.011 0.021 0.50 -20.07
Commerzbank Call 6.2...   Call UNICREDIT 6/17/2015 6.20 0.490 0.500 0.34 8.10
Commerzbank Call 6.4...   Call UNICREDIT 6/17/2015 6.40 0.380 0.390 0.34 8.95
Commerzbank Call 6.6...   Call UNICREDIT 6/17/2015 6.60 0.290 0.300 0.33 10.03
Commerzbank Call 5.8...   Call UNICREDIT 6/17/2015 5.80 0.760 0.770 0.36 6.44
Commerzbank Call 7 C...   Call UNICREDIT 6/17/2015 7.00 0.150 0.160 0.32 11.99
Commerzbank Call 6.5...   Call UNICREDIT 6/17/2015 6.50 0.330 0.340 0.33 9.55
Commerzbank Call 8.5...   Call UNICREDIT 6/17/2015 8.50 0.007 0.020 0.37 15.10
Commerzbank Call 6 C...   Call UNICREDIT 6/17/2015 6.00 0.630 0.640 0.36 7.11
Commerzbank Put 4.5 ...   Put UNICREDIT 6/17/2015 4.50 0.033 0.043 0.53 -8.49
Commerzbank Call 6.8...   Call UNICREDIT 6/17/2015 6.80 0.210 0.220 0.33 10.73
Commerzbank Call 7.8...   Call UNICREDIT 6/17/2015 7.80 0.033 0.043 0.33 15.06
Commerzbank Call 7.2...   Call UNICREDIT 6/17/2015 7.20 0.110 0.120 0.33 12.38
Commerzbank Call 5.2...   Call UNICREDIT 6/17/2015 5.20 1.260 1.270 0.41 4.58
Commerzbank Call 5.4...   Call UNICREDIT 6/17/2015 5.40 1.080 1.090 0.38 5.18
Commerzbank Call 7.4...   Call UNICREDIT 6/17/2015 7.40 0.075 0.085 0.33 13.50
Commerzbank Put 4 CR...   Put UNICREDIT 6/17/2015 4.00 0.013 0.023 0.59 -8.43
Commerzbank Call 7.6...   Call UNICREDIT 6/17/2015 7.60 0.051 0.061 0.33 14.15
Commerzbank Put 5 CR...   Put UNICREDIT 6/17/2015 5.00 0.073 0.083 0.48 -8.22
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