Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
HSBC Knock-Out AEP   8.76% Call American Electr... Endless - - 80.31 80.31 Yes -
HSBC Knock-Out AEP   10.79% Call American Electr... Endless - - 78.53 78.53 Yes -
HSBC Knock-Out AEP   12.87% Call American Electr... Endless - - 76.70 76.70 Yes -
HSBC Knock-Out AEP   4.61% Call American Electr... Endless - - 83.96 83.96 Yes -
HSBC Knock-Out AEP   8.76% Call American Electr... Endless 0.930 1.010 80.31 80.31 Yes -
HSBC Knock-Out AEP   10.79% Call American Electr... Endless 1.100 1.180 78.53 78.53 Yes -
HSBC Knock-Out AEP   12.87% Call American Electr... Endless 1.270 1.350 76.70 76.70 Yes -
HSBC Knock-Out AEP   4.61% Call American Electr... Endless 0.600 0.680 83.96 83.96 Yes -
HSBC TUR.WAR.OP.END. AEP   2.56% Call American Electr... Endless 0.4300 0.5100 85.77 85.77 Yes -
HSBC TUR.WAR.OP.END. AEP   6.67% Call American Electr... Endless 0.7700 0.8500 82.15 82.15 Yes -
HSBC TUR.WAR.OP.END. AEP   7.36% Call American Electr... Endless 0.8200 0.9000 81.54 81.54 Yes -
HSBC TUR.WAR.OP.END. AEP   3.24% Call American Electr... Endless 0.4900 0.5700 85.17 85.17 Yes -
HSBC Knock-Out AEP   2.56% Call American Electr... Endless - - 85.77 85.77 Yes -
HSBC Knock-Out AEP   6.67% Call American Electr... Endless - - 82.15 82.15 Yes -
HSBC Knock-Out AEP   7.36% Call American Electr... Endless - - 81.54 81.54 Yes -
HSBC Knock-Out AEP   3.24% Call American Electr... Endless - - 85.17 85.17 Yes -
HSBC Knock-Out AEP   2.56% Call American Electr... Endless 0.430 0.510 85.77 85.77 Yes -
HSBC Knock-Out AEP   6.67% Call American Electr... Endless 0.770 0.850 82.15 82.15 Yes -
HSBC Knock-Out AEP   7.36% Call American Electr... Endless 0.820 0.900 81.54 81.54 Yes -
HSBC Knock-Out AEP   3.24% Call American Electr... Endless 0.490 0.570 85.17 85.17 Yes -
HSBC TUR.WAR.OP.END. AEP   - Call American Electr... Endless - - 92.10 92.10 Yes -
HSBC TUR.WAR.OP.END. AEP   - Call American Electr... Endless - - 89.79 89.79 Yes -
HSBC TUR.WAR.OP.END. AEP   - Call American Electr... Endless - - 87.48 87.48 Yes -
HSBC TUR.WAR.OP.END. AEP   - Call American Electr... Endless - - 92.12 92.12 Yes -
Morgan Stanley Knock-Out AEP   26.08% Call American Electr... Endless - - 60.05 60.05 Yes +13.88%
Morgan Stanley Knock-Out AEP   35.31% Call American Electr... Endless - - 49.58 52.56 Yes +12.69%
HSBC Knock-Out AEP   - Call American Electr... Endless - - 87.48 87.48 Yes -
Morgan Stanley Knock-Out AEP   21.96% Call American Electr... Endless - - 63.40 63.40 Yes +11.36%
Morgan Stanley Knock-Out AEP   52.26% Call American Electr... Endless - - 36.59 38.79 Yes +11.24%
Morgan Stanley Knock-Out AEP   15.44% Call American Electr... Endless - - 64.81 68.70 Yes +16.34%