Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
HSBC Knock-Out M   24.60% Call Macys Inc Endless 0.420 0.430 14.40 14.40 Yes -
HSBC TUR.WAR.OP.END. FDO   24.60% Call Macys Inc Endless 0.4100 0.4200 14.40 14.40 Yes -
HSBC TUR.WAR.OP.END. FDO   26.77% Call Macys Inc Endless 4.5100 4.5400 13.99 13.99 Yes -
HSBC Knock-Out M   26.77% Call Macys Inc Endless 4.48 4.51 13.99 13.99 Yes -
HSBC Knock-Out M   26.77% Call Macys Inc Endless 4.530 4.560 13.99 13.99 Yes -
Morgan Stanley Knock-Out M   14.08% Call Macys Inc Endless 4.67 4.70 13.67 16.41 Yes -
HSBC TUR.WAR.OP.END. FDO   28.96% Call Macys Inc Endless 0.4900 0.5000 13.57 13.57 Yes -
HSBC Knock-Out M   28.96% Call Macys Inc Endless 0.490 0.500 13.57 13.57 Yes -
HSBC Knock-Out M   28.96% Call Macys Inc Endless 0.480 0.490 13.57 13.57 Yes -
HSBC Knock-Out M   31.13% Call Macys Inc Endless 5.23 5.26 13.16 13.16 Yes -
HSBC Knock-Out M   31.13% Call Macys Inc Endless 5.290 5.320 13.16 13.16 Yes -
HSBC TUR.WAR.OP.END. FDO   31.13% Call Macys Inc Endless 5.260 5.290 13.16 13.16 Yes -
HSBC TUR.WAR.OP.END. FDO   34.43% Call Macys Inc Endless 5.830 5.860 12.53 12.53 Yes -
HSBC Knock-Out M   34.43% Call Macys Inc Endless 5.860 5.890 12.53 12.53 Yes -
HSBC Knock-Out M   34.43% Call Macys Inc Endless 5.80 5.83 12.53 12.53 Yes -
HSBC Knock-Out M   37.69% Call Macys Inc Endless 6.37 6.40 11.90 11.90 Yes -
HSBC Knock-Out M   37.69% Call Macys Inc Endless 6.420 6.450 11.90 11.90 Yes -
HSBC TUR.WAR.OP.END. FDO   37.69% Call Macys Inc Endless 6.400 6.430 11.90 11.90 Yes -
HSBC TUR.WAR.OP.END. FDO   41.00% Call Macys Inc Endless 6.970 7.000 11.27 11.27 Yes -
HSBC Knock-Out M   41.00% Call Macys Inc Endless 6.990 7.020 11.27 11.27 Yes -
HSBC Knock-Out M   41.00% Call Macys Inc Endless 6.94 6.97 11.27 11.27 Yes -
Morgan Stanley Knock-Out M   30.00% Call Macys Inc Endless 7.01 7.04 11.14 13.37 Yes -
HSBC TUR.WAR.OP.END. FDO   44.14% Call Macys Inc Endless 0.7500 0.7600 10.67 10.67 Yes -
HSBC Knock-Out M   44.14% Call Macys Inc Endless 0.750 0.760 10.67 10.67 Yes -
HSBC Knock-Out M   44.14% Call Macys Inc Endless 0.750 0.760 10.67 10.67 Yes -
HSBC Knock-Out M   45.50% Call Macys Inc Endless 7.780 7.810 10.41 10.41 Yes -
HSBC Knock-Out M   45.50% Call Macys Inc Endless 7.73 7.76 10.41 10.41 Yes -
HSBC TUR.WAR.OP.END. FDO   45.50% Call Macys Inc Endless 7.750 7.780 10.41 10.41 Yes -
Morgan Stanley Knock-Out M   35.50% Call Macys Inc Endless 7.81 7.84 10.26 12.32 Yes -
HSBC TUR.WAR.OP.END. FDO   48.36% Call Macys Inc Endless 0.8300 0.8400 9.87 9.87 Yes -