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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out NCB   - Call BANK AMERICA ... Endless - - 37.56 38.13 Yes -
Morgan Stanley Knock-Out BAC   55.12% Call Bank of America... Endless 2.02 2.03 17.82 17.82 Yes +76.52%
Soc. Generale Knock-Out NCB   45.66% Call BANK AMERICA ... Endless 1.82 1.83 20.03 20.03 Yes +82.00%
BNP Paribas Knock-Out BAC   37.06% Call Bank of America... Endless 1.37 1.38 24.99 24.99 Yes +144.64%
Soc. Generale Knock-Out NCB   40.63% Call BANK AMERICA ... Endless 1.70 1.71 21.22 21.87 Yes +89.89%
Soc. Generale Knock-Out NCB   38.51% Call BANK AMERICA ... Endless 1.58 1.59 22.67 22.67 Yes +102.56%
BVT Knock-Out NCB   - Put BANK AMERICA ... Endless - - 39.91 39.91 Yes -
Morgan Stanley Knock-Out BAC   43.36% Call Bank of America... Endless - - 22.49 22.49 Yes +105.13%
UBS Knock-Out NCB   -5.24% Call BANK AMERICA ... Endless 0.086 - 38.79 38.79 Yes -
DZ Bank Knock-Out BAC   3.62% Call Bank of America... Endless 0.130 0.140 38.26 38.26 Yes -
Goldman Sachs Knock-Out BAC   -18.23% Put Bank of America... Endless 0.770 0.780 47.90 46.94 Yes -
Soc. Generale Knock-Out BAC   - Call Bank of America... Endless - - 39.53 39.53 Yes -
Goldman Sachs Knock-Out BAC   1.58% Call Bank of America... Endless 0.052 0.054 39.10 39.10 Yes -
Goldman Sachs Knock-Out NCB   27.60% Call BANK AMERICA ... Endless - - 26.67 26.67 Yes -
Soc. Generale Knock-Out BAC   - Call Bank of America... Endless - - 39.55 39.55 Yes -
HSBC Knock-Out BAC   -0.73% Put Bank of America... Endless 0.060 0.070 39.99 39.99 Yes -
Goldman Sachs Knock-Out BAC   -9.88% Put Bank of America... Endless 0.380 0.390 43.63 43.63 Yes -
BVT Knock-Out BAC   3.25% Call Bank of America... Endless 0.120 0.130 38.41 38.41 Yes -
Goldman Sachs Knock-Out BAC   5.71% Call Bank of America... Endless 0.200 0.210 37.46 37.46 Yes -
BVT Knock-Out BAC   1.84% Call Bank of America... Endless 0.070 0.080 38.97 38.97 Yes -
DZ Bank Knock-Out BAC   -40.34% Put Bank of America... Endless 1.51 1.52 55.71 55.71 Yes -
Goldman Sachs Knock-Out BAC   6.83% Call Bank of America... Endless 0.240 0.250 37.02 37.02 Yes -
BVT Knock-Out BAC   5.21% Call Bank of America... Endless 0.310 0.320 36.21 37.63 Yes -
DZ Bank Knock-Out BAC   5.84% Call Bank of America... Endless 0.380 0.390 35.57 37.38 Yes -
Soc. Generale Knock-Out BAC   -11.66% Put Bank of America... Endless 0.450 0.460 44.33 44.33 Yes -
DZ Bank Knock-Out BAC   -22.46% Put Bank of America... Endless 0.850 0.860 48.62 48.62 Yes -
Goldman Sachs Knock-Out BAC   -7.45% Put Bank of America... Endless 0.290 0.300 42.66 42.66 Yes -
BVT Knock-Out NCB   -21.55% Put BANK AMERICA ... Endless 0.660 0.670 46.65 44.77 Yes -
UBS Knock-Out BAC   7.71% Call Bank of America... Endless 0.280 0.290 36.67 36.67 Yes -
Goldman Sachs Knock-Out BAC   -11.97% Put Bank of America... Endless 0.540 0.550 45.36 44.45 Yes -
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