Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BNP Paribas Knock-Out AXP   -35.57% Put American Expres... Endless 3.37 3.42 134.77 128.04 Yes -
BNP Paribas Knock-Out AXP   -32.60% Put American Expres... Endless 3.11 3.16 131.82 125.23 Yes -
BNP Paribas Knock-Out AXP   -26.78% Put American Expres... Endless 2.12 2.18 119.73 119.73 Yes -
BNP Paribas Knock-Out AXP   -27.80% Put American Expres... Endless 2.68 2.73 127.04 120.69 Yes -
BNP Paribas Knock-Out AXP   -25.25% Put American Expres... Endless 2.46 2.51 124.51 118.29 Yes -
BNP Paribas Knock-Out AXP   -21.97% Put American Expres... Endless 1.72 1.78 115.19 115.19 Yes -
Morgan Stanley Knock-Out AXP   -24.85% Put American Expres... Endless 1.89 1.93 117.91 117.91 Yes -
BNP Paribas Knock-Out AXP   -38.70% Put American Expres... Endless 3.11 3.17 130.99 130.99 Yes -
Morgan Stanley Knock-Out AXP   36.33% Call American Expres... Endless 3.25 3.29 60.13 60.13 Yes -
BNP Paribas Knock-Out AXP   29.26% Call American Expres... Endless 2.72 2.78 66.81 66.81 Yes -
Morgan Stanley Knock-Out AXP   47.09% Call American Expres... Endless 4.16 4.20 49.99 49.99 Yes -
HSBC Knock-Out AXP   28.18% Call American Expres... Endless 25.77 27.37 67.85 67.85 Yes -
Morgan Stanley Knock-Out AXP   27.84% Call American Expres... Endless 2.56 2.60 68.17 68.17 Yes -
BNP Paribas Knock-Out AXP   33.36% Call American Expres... Endless 3.06 3.12 62.94 62.94 Yes -
HSBC Knock-Out AXP   30.53% Call American Expres... Endless 2.77 2.93 65.63 65.63 Yes -
HSBC Knock-Out AXP   33.10% Call American Expres... Endless 29.86 31.46 63.20 63.20 Yes -
BNP Paribas Knock-Out AXP   -28.27% Put American Expres... Endless 2.24 2.30 121.13 121.13 Yes -
Soc. Generale Knock-Out AXP   61.89% Call American Expres... Endless 54.17 - 34.78 35.99 Yes -33.66%
BNP Paribas Knock-Out AXP   24.26% Call American Expres... Endless 2.31 2.37 71.53 71.53 Yes -
BNP Paribas Knock-Out AXP   -25.33% Put American Expres... Endless 2.00 2.06 118.36 118.36 Yes -
Morgan Stanley Knock-Out AXP   47.12% Call American Expres... Endless 4.34 4.38 47.58 49.94 Yes -
Morgan Stanley Knock-Out AXP   28.42% Call American Expres... Endless 2.86 2.90 64.41 67.60 Yes -
HSBC Knock-Out AXP   25.83% Call American Expres... Endless 2.38 2.54 70.06 70.06 Yes -
Morgan Stanley Knock-Out AXP   23.58% Call American Expres... Endless 2.20 2.24 72.19 72.19 Yes -
HSBC Knock-Out AXP   23.49% Call American Expres... Endless 21.87 23.47 72.28 72.28 Yes -
BNP Paribas Knock-Out AXP   26.54% Call American Expres... Endless 2.71 2.77 66.07 69.38 Yes -
BNP Paribas Knock-Out AXP   23.91% Call American Expres... Endless 2.50 2.56 68.43 71.86 Yes -
BNP Paribas Knock-Out AXP   30.17% Call American Expres... Endless 3.00 3.06 62.81 65.95 Yes -
BNP Paribas Knock-Out AXP   23.37% Call American Expres... Endless 2.23 2.29 72.37 72.37 Yes -
BNP Paribas Knock-Out AXP   -22.60% Put American Expres... Endless 2.23 2.28 121.88 115.78 Yes -
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