Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Soc. Generale Knock-Out S&P 500 Index   -27.37% Put - Endless - - 5,717.75 5,609.48 Yes -
Soc. Generale Knock-Out S&P 500 Index   -27.37% Put - Endless 11.110 11.120 5,717.75 5,609.48 Yes -
Soc. Generale Knock-Out S&P 500 Index   -29.77% Put - Endless - - 5,714.89 5,714.89 Yes -
Soc. Generale Knock-Out S&P 500 Index   -29.77% Put - Endless 11.150 11.160 5,714.89 5,714.89 Yes -
ING Knock-Out S&P 500 Index   -29.74% Put - Endless 11.300 11.310 5,713.95 5,713.95 Yes -
ING Knock-Out S&P 500 Index   -29.52% Put - Endless 11.220 11.230 5,704.08 5,704.08 Yes -
DZ Bank Knock-Out S&P 500 Index   -29.42% Put - Endless - - 5,699.54 5,699.54 Yes -
DZ Bank Knock-Out S&P 500 Index   -29.42% Put - Endless 10.940 10.950 5,699.54 5,699.54 Yes -
BNP Paribas Knock-Out S&P 500 Index   -29.40% Put - Endless - - 5,698.71 5,698.71 Yes -
BNP Paribas Knock-Out S&P 500 Index   -29.40% Put - Endless 10.990 11.000 5,698.71 5,698.71 Yes -
BNP Paribas Knock-Out S&P 500 Index   -28.10% Put - Endless - - 5,698.71 5,641.72 Yes -
BNP Paribas Knock-Out S&P 500 Index   -28.10% Put - Endless 10.980 10.990 5,698.71 5,641.72 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -29.39% Put - Endless - - 5,698.52 5,698.52 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -29.39% Put - Endless 10.950 10.960 5,698.52 5,698.52 Yes -
JP Morgan Knock-Out S&P 500 Index   -28.04% Put - Endless 10.92 10.93 5,696.78 5,639.00 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -26.74% Put - Endless - - 5,695.49 5,581.58 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -26.74% Put - Endless 10.920 10.930 5,695.49 5,581.58 Yes -
Citi Knock-Out S&P 500 Index   -27.11% Put - Endless - - 5,695.29 5,598.00 Yes -
Citi Knock-Out S&P 500 Index   -27.11% Put - Endless 109.410 109.440 5,695.29 5,598.00 Yes -
Citi Knock-Out S&P 500 Index   -27.11% Put - Endless - - 5,695.29 5,598.00 Yes -
Citi Knock-Out S&P 500 Index   -27.11% Put - Endless 10.930 10.940 5,695.29 5,598.00 Yes -
ING Knock-Out S&P 500 Index   -29.30% Put - Endless 11.130 11.140 5,694.20 5,694.20 Yes -
Soc. Generale Knock-Out S&P 500 Index   -26.80% Put - Endless - - 5,691.32 5,584.47 Yes -
Soc. Generale Knock-Out S&P 500 Index   -26.80% Put - Endless 10.900 10.910 5,691.32 5,584.47 Yes -
DZ Bank Knock-Out S&P 500 Index   -28.29% Put - Endless - - 5,690.83 5,650.00 Yes -
DZ Bank Knock-Out S&P 500 Index   -28.29% Put - Endless 10.880 10.890 5,690.83 5,650.00 Yes -
JP Morgan Knock-Out S&P 500 Index   -29.20% Put - Endless 10.87 10.88 5,690.06 5,690.06 Yes -
ING Knock-Out S&P 500 Index   -29.07% Put - Endless 11.050 11.060 5,684.33 5,684.33 Yes -
JP Morgan Knock-Out S&P 500 Index   -27.70% Put - Endless 10.80 10.81 5,681.56 5,624.00 Yes -
HSBC TO. BEAR S500   -28.97% Put - Endless 10.800 10.810 5,679.85 5,679.85 Yes -
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